Explores the Stein Phenomenon, showcasing the benefits of bias in high-dimensional statistics and the superiority of the James-Stein Estimator over the Maximum Likelihood Estimator.
Covers the basics of linear regression, including OLS, heteroskedasticity, autocorrelation, instrumental variables, Maximum Likelihood Estimation, time series analysis, and practical advice.
Explores graphical model learning with M-estimators, Gaussian process regression, Google PageRank modeling, density estimation, and generalized linear models.