Note for Statistical Inference

This note contains the following contents:

  • Large-Sample Approximation
  • Data Reduction
  • Method of Estimating Parameter
  • Estimator Evaluation
  • Hypothesis Testing and p-value
  • Confidence Interval
  • Estimation of Variance of Estimated Parameter
Yiyang Zhang
Yiyang Zhang
Ph.D. Student in Finance

My research interests include Asset pricing, Macro-economics, Quantitative trading, Statistical modeling and Deep learning.