Explores heteroskedasticity in econometrics, discussing its impact on standard errors, alternative estimators, testing methods, and implications for hypothesis testing.
Explores constructing confidence regions, inverting hypothesis tests, and the pivotal method, emphasizing the importance of likelihood methods in statistical inference.
Covers Likelihood Ratio Tests, their optimality, and extensions in hypothesis testing, including Wilks' Theorem and the relationship with Confidence Intervals.
Covers the detection and correction of parameter errors in power grids, focusing on statistical properties, error identification, computational efficiency, sensitivity analysis, and robust state estimation.
Explores extremal limit theorems, statistical analysis, and applications of extremal processes in various fields, focusing on modeling extreme events and fitting suitable models.
