Sumários
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
Simulation
13 Dezembro 2017, 09:30 • João Andrade e Silva
Discussion of the eaxample
How many replicas are needed?
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
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
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