Motivation I remember one lecture about linear models in the University of Costa Rica. He said before to present some classic method “This only works if you have more data than variables”. In this moment, it seems very reasonable and I could not imagine any real case with more variables ($p$) than data ($n$).
This week I am going to present three applications of the Delta method theorem. The first is a direct one and it is about the behavior in distribution of the sample variance. The second one is an hypothesis test in the variance when the sample is normal. Finally, the third is an interesting application in […]
In the framework of the Journées de Statisque 2012 in Bruxelles, I presented the paper “Efficient estimation of conditional covariance matrices” made under Jean-Michel Loubes and Clement Marteau direction. You could check the program and the slides of the presentation. Today I will present you some ideas about the problem studied and the solution found […]