Modelling Dependence Among X's

About
Privacy
Disclaimer

Graph Chatbot

Related lectures (32)

Page 1 of 4

Peaks-Over-Threshold Model: Implications and Estimation

Explores the Peaks-Over-Threshold model assumptions, implications, and estimation methods, including fitting a GPD model to exceedances.

Credit Risk Management: Models and Challenges

Explores credit risk management challenges, models, and credit derivatives.

Maximum Likelihood Estimation: Multivariate Statistics

Explores maximum likelihood estimation and multivariate hypothesis testing, including challenges and strategies for testing multiple hypotheses.

Credit Derivatives: Pricing and Risk Measures

Covers challenges in credit risk and pricing of credit derivatives.

Spin Glasses and Bayesian Estimation

Covers the concepts of spin glasses and Bayesian estimation, focusing on observing and inferring information from a system closely.

Likelihood Ratio Test: Hypothesis Testing

Covers the Likelihood Ratio Test and hypothesis testing methods using Maximum Likelihood Estimators.

Likelihood Ratio Test: Detection & Estimation

Covers the likelihood ratio test for detection and estimation in statistical analysis.

Maximum Likelihood Estimation: Econometrics

Introduces Maximum Likelihood Estimation in econometrics, covering principles, properties, applications, and specification tests.

Linear Regression: Statistical Inference Perspective

Explores linear regression from a statistical inference perspective, covering probabilistic models, ground truth, labels, and maximum likelihood estimators.

Likelihood Ratio Tests: Optimality and Applications

Explores the theory and applications of likelihood ratio tests in statistical hypothesis testing.