JSTOR Daily

UNIFORM ASYMPTOTIC INFERENCE AND THE BOOTSTRAP AFTER MODEL SELECTION

Recently, Tibshirani et al. [J. Amer. Statist. Assoc. 111 (2016) 600–620] proposed a method for making inferences about parameters defined by model selection, in a typical regression setting with ...
JSTOR Daily

Asymptotic Properties of Least-Squares Estimates in Stochastic Regression Models

This is a preview. Log in through your library . Abstract Strong consistency of least-squares estimates in stochastic regression models is established under the assumption that the underlying model ...
Risk

Relaxing the assumption of conditional independence in an asymptotic single risk factor model

We demonstrate the impact of conditional correlation on an asymptotic single risk factor model within the framework of dynamic credit provisioning and stress testing. Specifically, we show the effect ...
lse

Algorithms in Java

This course is available on the BSc in Business Mathematics and Statistics, BSc in Mathematics and Economics, BSc in Mathematics with Economics and BSc in Statistics with Finance. This course is ...
insideHPC

Donald Knuth on Algorithms, Complexity, and The Art of Computer Programming

In this Artificial Intelligence podcast with Lex Fridman, computer scientist Donald Knuth discusses Alan Turing, Neural networks, machine learning and other AI topics from ant colonies and human ...