“When I went to school, they asked me what I wanted to be when I grew up. I wrote down ‘happy’. They told me I didn’t understand the assignment, and I told them they didn’t understand life.” – John Lennon
Time Series Analysis (2024)
References:[1] Time Series: Theory and Methods, Peter J. Brockwell, Richard A. Davis [2] Time Series for Macroeconomics and Finance, John H. Cochrane
Ⅰ.Stationary Process and Decomposition Model
Linear Model (2022)
References:[1]Plane answers to complex questions: the theory of linear models, Ronald Christensen [2]Lecture Note from Aijiao Deng, Wuhan University
Ⅰ.Projection and Generalized Inverse
Multivariate Statistics (2022)
References:[1] Applied Multivariate Statistical Analysis, Richard A. Johnson, Dean W. Wichern [2]应用多元统计分析, 高惠璇 [3] Applied Multivariate Statistical Analysis, Hardle, Simar.
Ⅶ.Principle Component Analysis
Ⅸ.Canonical Correlation Analysis
Complement: Multidimensional scaling
Mathematical Statistics (2021)
References:[1]Statistical Inference, George Casella, Roger L. Berger [2]Mathematical Statistics and Data Analysis, Rice, John A.
Ⅱ.Principles of Data Reduction
Ⅶ.Decision Theory and Bayesian Inference
Complement: Fisher Information
Complement: Examine Statistical model