Optimality in Statistical InferenceDelves into the duality between confidence intervals and hypothesis tests, emphasizing the importance of precision and accuracy in estimation.
Distribution Theory of Least SquaresExplores the distribution theory of least squares estimators in a Gaussian linear model, focusing on precision and confidence intervals construction.
VaR Model EvaluationDiscusses Monte Carlo VaR accuracy, confidence intervals, backtesting, and multivariate distributions.