Date Subject Code
8-26 Likelihood: Philosophical foundations R
8-28 Norms, inequalities, and proofs
9-02 No class: Labor Day
9-04 Convergence, continuity, and measure R
9-09 Matrix algebra, vector calculus, and Taylor series R
9-11 Multivariate normal R
9-16 Stochastic convergence R
9-18 (cont’d)
9-23 Characteristic functions
9-25 Lindeberg-Feller Central Limit Theorem R
9-30 Transformations R
10-02 Exponential families R
10-07 Score and information R
10-09 EXAM 1
10-14 (cont’d)
10-16 Likelihood: consistency R
10-21 (cont’d)
10-23 Likelihood: asymptotic normality R
10-28 Likelihood: efficiency
10-30 (no class, out of town)
11-04 Score, Wald, LRT
11-06 Extended example: Poisson regression R
11-11 Profile likelihood R
11-13 Conditional likelihood
11-18 Marginal likelihood R
11-20 EXAM 2
11-25 No class: Thanksgiving break
11-27 No class: Thanksgiving break
12-02 Penalized likelihood R
12-04 (cont’d)
12-09 Quasi likelihood R
12-11 Pseudo likelihood R