Divergence estimators have emerged as quintessential tools in statistical inference, particularly in contexts where traditional likelihood‐based methods fail under model misspecification or data ...
Properties of estimators: unbiasedness, consistency, efficiency and sufficiency. Methods of estimation with particular emphasis given to the method of maximum likelihood. Hypothesis testing and ...
Identify characteristics of “good” estimators and be able to compare competing estimators. Construct sound estimators using the techniques of maximum likelihood and method of moments estimation.
Networks are often characterized by node heterogeneity for which nodes exhibit different degrees of interaction and link homophily for which nodes sharing common features tend to associate with each ...
• Ahsan, M. N. and Dufour, J-M. (2019). “A simple efficient moment-based estimator for the stochastic volatility model,” Advances in Econometrics. Vol. 40A, pp ...
Respondent-driven sampling is a form of link-tracing network sampling, which is widely used to study hard-to-reach populations, often to estimate population proportions. Previous treatments of this ...
Statistics is all about getting data and analysing it and using it to answer questions about the world be that in terms of Economics, Finance or public opinions. The applications are numerous The LSE ...
If program staff suspects you may have used AI tools to complete assignments in ways not explicitly authorized or suspect other violations of the honor code, they will contact you via email. Be sure ...