Vue d'ensemble
Mathématiques et Statistiques (Sci) : Multivariate normal and chi-squared distributions; quadratic forms. Multiple linear regression estimators and their properties. General linear hypothesis tests. Prediction and confidence intervals. Asymptotic properties of least squares estimators. Weighted least squares. Variable selection and regularization. Selected advanced topics in regression. Applications to experimental and observational data.
Terms: Automne 2024
Instructors: Dagdoug, Mehdi (Fall)