Inference

Pier Luigi Conti

  • Date:

    18 JANUARY
    -
    26 JANUARY 2017
     

  • Event location: Department of Statistical Science, Alma Mater Studiorum - University of Bologna

  • Type: Cycle 32 - Mandatory Courses

Program

  • Prerequisites (forms of convergence, integral transformation, lemmas BC, law of large numbers, central limit theorem, delta method)
  • Empirical, and empirical measure distribution function: accurate results and basic limit results. Approach Vapnik-Cervonenkis type. Overview of functional central limit theorem
  • Ordinal Statistics. Quantiles samples and their limit properties
  • Parametric models: the basic aspects. Maximum likelihood estimators and their properties (Wald approach)
  • Equation likelihood Roots: basic properties and limit results (consistency and asymptotic normality). The problem of multiple roots
  • M-estimators: definition and priprietà (type Huber approach

 

DayTime Classroom Wed Jan 18

 10:00-13:00
 14:30-17:30

 Classroom 32, Piazza Scaravilli Thu Jan 19

 09.30-12:30
 14:00-17:00

Classroom 22, Piazza Scaravilli Thu Jan 26

10:00-13:00
14:00-17:30

Classroom I, Via Belle Arti 41

Highlights