Explores constructing confidence regions, inverting hypothesis tests, and the pivotal method, emphasizing the importance of likelihood methods in statistical inference.
Covers methods to define the design storm, empirical distribution of rainfall maxima, Gumbel distribution, and intensity-duration-frequency relationships.
Explores extreme values in random variables, applications in environmental factors, reliability modeling, block maxima distribution, and the Generalized Extreme Value distribution.
Explores the Stein Phenomenon, showcasing the benefits of bias in high-dimensional statistics and the superiority of the James-Stein Estimator over the Maximum Likelihood Estimator.
Introduces the Generalized Method of Moments (GMM) in econometrics, focusing on its application in instrumental variable estimation and asset pricing models.
Explores stochastic models for communications, covering mean, variance, characteristic functions, inequalities, various discrete and continuous random variables, and properties of different distributions.