Advanced Statistical Inference

Advanced Statistical Inference

Master in Statistics / Master in Economics (Orient. Econometrics)

Fall term 2016-2017

Contents:
Statistical inference is presented by covering the theory and the applications at an advanced level. In the first part we focus on the general theory of estimation, tests and confidence intervals by deriving in particular the asymptotic properties of the maximum likelihood estimator and the likelihood ratio, Wald, and scores tests (and their generalizations). The results for some important models are discussed in detail. In the second part we give an overview on some recent developments including e.g. robustness and resampling techniques.

Lectures: Wednesday 14h15 - 16h00, room M5220.
Exercises: Tuesday 8h15 - 10h00, room M3220.

Prof. E. Ronchetti, office 5227, tel.: 022 379 8131
Assistant: P.-Y. Deleamont, office 5256, tel.: 022 379 8274.

References:

Exam:
Open book exam (3 hours)

Documents:

This page is http://www.unige.ch/ses/metri/ronchetti/ADVSTATINF/advstatinf1617.html