Date Subject
8-21 Likelihood: Philosophical foundations R
8-23 Norms, convergence, and continuity R
8-28 Vector calculus R
8-30 O notation, Taylor series, matrix algebra R
9-04 No class: Labor Day
9-06 Multivariate normal R
9-11 Stochastic convergence R
9-13 (cont’d)
9-18 Characteristic functions
9-20 Lindeberg-Feller Central Limit Theorem R
9-25 Transformations R
9-27 Exponential families R
10-02 Score and information R
10-04 EXAM 1
10-09 (cont’d)
10-11 Likelihood: consistency R
10-16 (cont’d)
10-18 Likelihood: asymptotic normality R
10-23 Likelihood: efficiency
10-25 Score, Wald, LRT
10-30 (cont’d)
11-01 Extended example: Poisson regression R
11-06 Profile likelihood R
11-08 Conditional likelihood
11-13 Marginal likelihood R
11-15 EXAM 2
11-20 No class: Thanksgiving break
11-22 No class: Thanksgiving break
11-27 Pseudo likelihood R
11-29 (cont’d)
12-04 Penalized likelihood R
12-06 Quasi likelihood R