Explores the consistency and asymptotic properties of the Maximum Likelihood Estimator, including challenges in proving its consistency and constructing MLE-like estimators.
Explores constructing confidence regions, inverting hypothesis tests, and the pivotal method, emphasizing the importance of likelihood methods in statistical inference.
Explores maximum likelihood estimation in linear models, covering Gaussian noise, covariance estimation, and support vector machines for classification problems.
Covers Generalized Linear Models, likelihood, deviance, link functions, sampling methods, Poisson regression, over-dispersion, and alternative regression models.