Statistical Inference
Ph.D. in Economics, Statistics, and Data Science - University of Milano-Bicocca
This is the website of the Statistical Inference course of the “Ph.D. in Economics, Statistics, and Data Science (Curriculum Statistics)”, Università degli Studi di Milano-Bicocca.
Teaching material
Textbooks
- Agresti, A. 2015. Foundations of Linear and Generalized Linear Models. Wiley.
- Casella, G., and R. L. Berger. 2002. Statistical Inference. Duxbury Advanced Series. Duxbury.
- Davison, A. C. 2003. Statistical Models. Cambridge University Press.
- Keener, R. W. 2010. Theoretical Statistics. Springer.
- Lehmann, E. L., and G. Casella. 1998. Theory of Point Estimation. Springer.
- McCullagh, P., and J. A. Nelder. 1989. Generalized Linear Models. Second Edition. Springer.
- Pace, L., and A. Salvan. 1997. Principles of Statistical Inference from a Neo-Fisherian Perspective. Advanced Series on Statistical Science and Applied Probability. World Scientific.
- van der Vaart, A. W. 1998. Asymptotic Statistics. Cambridge University Press.
Slides and lecture notes
The slides are meant to be used in HTML.
| Topic | Notes | Slides | Code |
|---|---|---|---|
| Introduction | Introduction | Slides Introduction (pdf version) | |
| Point estimation | Unit A | Slides Unit A (pdf version) | Code A |
| Exercises | Exercises A | ||
| Exponential families | Unit B | Slides Unit B (pdf version) | Code B |
| Exercises | Exercises B | ||
| Generalized linear models | GLM course |
Acknowledgments
I have made use of several other books, scientific articles, and datasets to complement the main textbooks. They are all cited at the end of each unit. Students are encouraged to consult the books: these slides are just a concise summary.
All the mistakes still present are mine.