Modelos de Risco (1 º Sem 2013/2014)

Estimation for complete data - 13.1 , 13.2, 13.4, 13.5, 13.6, 13.8, 13.9, 13.10 and a supplementary question for exercise 13.5 - c) Use individual data to provide 2 estimates of the distribution function. Exercise 14.13 can be included in this set.

Estimation for modified data

·          Section 14.1 - 14.2, 14.3, 14.4, 14.8, 14.12

·          Section 14.2 - 14.13, 14.18, 14.19, 14.20, 14.21, 14.24

·          Section 14.3 - 14 .27, 14.29

·          Section 14.4 - Complete example 14.18, 14.34

Parameter estimation 

·          Section 15.1 - 15.1, 15.2, 15.4, 15.5, 15.9, 15.13

·          Section 15.2 - 15.30, 15.31, 15.33, 15.37, 15.55,15.46, 15.58 

·          Section 15.3 -  15.62, 15.64, 15.68, 15.106(a) and (b) +Suplementary exercises 1 and 2

·          Section 15.4 - 15.76

·          Section 15.5 - 15.80, 15.81, 15.98, 15.102 +Suplementary exercises 3 and 4

Model selection 

·          Section 16.3 - 16.1, 16.3

·          Section 16.4 - 16.4, 16.5, 16.7, 16.8, 16.9, 16.11, 16.12, 16.15, 16.16 

·          Section 16.5 -  16.22, 16.24, 16.25, 16.26 

Simulation

• 21.1, 21.2, 21.5, 21.7 (describe the procedure before applying simulation) , 21.12, 21.16, 21.18 + supplementary exercise

Bootstrap

21.11, For the next exercises, describe the bootstrap procedure before performing the bootstrap 18.3 (file spending.prn), 18.5, 18.10, 18.11 (+ redo exercise 18.11 assuming that spending follows a gamma distribution), 18.20 (b) (c)     (file CEO.prn) +   18.43 (file IOWA.prn)

16.1, 16.4, 16.5, 16.7, 16.10, 16.11, 16.13, 16.15, 16.25

21.1, 21.2, 21.5, 21.7 (describe the procedure before applying simulation) , 21.12, 21.16, 21.18 + supplementary exercise