Computational Statistics 2

This page contains the material for the course of Computational Statistics 2 (first part) for the PhD in Economics, Statistics and Data Science at Università degli studi Milano Bicocca

Course Syllabus

• Slides

  • Introduction and Model Validation

  • Jacknife

  • Bootstrap

  • Bootstrap confidence interval and tests

  • EM

• Lab

  • Model Validation

  • Monte Carlo

  • Jacknife

  • Bootstrap

  • Bootstrap confidence intervals

  • Bootstrap confidence intervals for regression

  • Bootstrap tests

  • TestScore data

• Assignments

The exam of Computational Statistics II consists in the solution of one assignment on one of the course topics. Students can choose one among the following three assignments. Students are asked to answer to all the points of the chosen assignment (with the possible exception of the last one, that can give a few extra points) to reach the pass mark. The solution, in form of a written report, has to be sent by email. Together with the report containing the answers, students are asked to send the computer code that they have used to solve the assignment.

• Assignment 1

• Assignment 2

• Assignment 3