Optimality in Statistical InferenceDelves into the duality between confidence intervals and hypothesis tests, emphasizing the importance of precision and accuracy in estimation.
VaR Model EvaluationDiscusses Monte Carlo VaR accuracy, confidence intervals, backtesting, and multivariate distributions.
Interval EstimationCovers the construction of confidence intervals for a normal distribution with unknown mean and variance.
Generalization ErrorExplores generalization error in machine learning, focusing on data distribution and hypothesis impact.