Subject |
asymptotic evaluations:
convergence concepts, central limit theorem, consistency, the delta method, asymptotic efficiency
generating a random sample: direct and indirect methods, accept-reject, MCMC, bootstrapping
robustness: break point, M-estimator, influence function
asymptotic tests: Wald, Lagrange multiplier, Chi-square
confidence intervals: pivots, pivoting the cdf, asymptotic intervals
decision theory: loss function, risk function, Bayes risk
copulas
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