Non Parametric Estimation

5 Novembro 2018, 15:00 • João Andrade e Silva

Empirical cumulative distribution function for complete data

Empirical cumulative distribution function for grouped data

 

Empirical estimation of probabilities (to be continued)

 

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Review of basic statistical concepts Lecture 3

24 Outubro 2018, 08:30 • João Andrade e Silva

PCA - Food price index example

Review of mathematical statistics

  Population

  Sampling process

  Distribution of the sample

  Sampling distribution of a statistic

   Sample Moments

   Order statistics

   Examples

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Review of basic statistical concepts         Lecture 2

19 Outubro 2018, 11:30 • João Andrade e Silva

Principal Components Analysis

  Computing the PC; Example 

  Loadings and scores

  Scaling or not the data set

  How many PC should we consider? Example

 

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Review of basic statistical concepts          lecture 1

17 Outubro 2018, 08:30 • João Andrade e Silva

Introduction to Risk Models

Review of basic statistical concepts

    Location, variability, corelation

    Causation and correlation

    Principal Component Analysis (PCA) - to be continued

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