Date |
Subject |
8-22 |
Likelihood: Philosophical foundations |
R |
8-24 |
Norms, convergence, and continuity |
R |
8-29 |
Vector calculus |
|
8-31 |
O notation, Taylor series |
|
9-05 |
No class: Labor Day |
|
9-07 |
Multivariate normal |
R |
9-12 |
Types of convergence |
R |
9-14 |
(cont’d) |
|
9-19 |
Characteristic functions |
|
9-21 |
Lindeberg-Feller Central Limit Theorem |
R |
9-26 |
Transformations |
R |
9-28 |
Exponential families |
R |
10-03 |
Score and information |
R |
10-05 |
EXAM 1 |
|
10-10 |
(cont’d) |
|
10-12 |
Likelihood: consistency |
R |
10-17 |
(cont’d) |
|
10-19 |
Likelihood: asymptotic normality |
R |
10-24 |
Likelihood: efficiency |
|
10-26 |
Score, Wald, LRT |
|
10-31 |
(cont’d) |
|
11-02 |
Extended example: Poisson regression |
R |
11-07 |
Profile likelihood |
R |
11-09 |
EXAM 2 |
|
11-14 |
Conditional likelihood |
|
11-16 |
Marginal likelihood |
R |
11-21 |
No class: Thanksgiving break |
|
11-23 |
No class: Thanksgiving break |
|
11-28 |
Pseudo likelihood |
R |
11-30 |
(cont’d) |
|
12-05 |
Penalized likelihood |
R |
12-07 |
Quasi likelihood |
R |