Intodution to the bootstrap

15 dezembro 2017, 11:00 • João Andrade e Silva

Introduction

How does bootstrap works?

Parametric and non-parametric bootstrap

Bootstrap foundations

Some examples of bootstrap applications

 

The lecture starts at 9h30and finishes at noon

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Simulation

13 dezembro 2017, 09:30 • João Andrade e Silva

Discussion of the eaxample

How many replicas are needed?

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Simulation

11 dezembro 2017, 15:00 • João Andrade e Silva

First lectire from 13h30 till 15h00

  Model selection

  Introduction to simulation

 

Second lecture from 15h00 till 16h30

   Introduction

  How to generate random samples from a population with a known distribution

  How to use simulation

  Examples

 

 

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Frequentist estimation - Lecture 4

15 novembro 2017, 09:30 • João Andrade e Silva

Maximuum likelihood method for truncated and censored data (end)

Asymptotic variance of maximum likelihood estimators

 

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Frequentist estimation - Lecture 3

13 novembro 2017, 15:00 • João Andrade e Silva

Maximum likelihood method for grouped data

Maximuum likelihood method for truncated and censored data

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