STAT603 ADVANCED THEORY OF STATISTICS I
| Course Code: | 2460603 |
| METU Credit (Theoretical-Laboratory hours/week): | 3 (3.00 - 0.00) |
| ECTS Credit: | 8.0 |
| Department: | Statistics |
| Language of Instruction: | English |
| Level of Study: | Graduate |
| Course Coordinator: | Prof.Dr. ZEYNEP IŞIL KALAYLIOĞLU AKYILDIZ |
| Offered Semester: | Fall Semesters. |
Course Objectives
At the end of this course, the student will learn:
- Methods and theory of deriving likelihood functions
- Conditional and marginal likelihood functions
- Main statistical optimization methods such as EM algorithm
- Mixture distributions
- i.e. basic concepts that establishes one's power in
- Calculating asymptotic standard errors
Course Content
Advanced topics in linear and non-linear statistical estimation.
Course Learning Outcomes
Student, who passed the course satisfactorily will be able to:
- re-formulate likelihood functions when straight forward numerical MLE is not possible
- derive the likelihood functions in complex settings
- develop hypothesis testing methods
- know which information matrix formula to apply in complex settings
- calculate robust estimators