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СЕМИНАРЫ |
Стохастический анализ в задачах
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Modern Parametric Statistics. Lecture 1 В. Г. Спокойный Weierstrass Institute for Applied Analysis and Stochastics, Berlin |
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Аннотация: Basics of parametric statistics: maximum likelihood approach, exponential family, linear model. Properties of maximum likelihood, concentration and confidence sets, Gauss-Markov, Cramer-Rao and van Trees results. |