Advanced Statistics

Dr. Orkun Furat

Teaching assistant
Ly Viet Hoang

Time and Place

Monday, 16 - 18  (N24, H12)

Excercise session
Tuesday, 16 - 18  (N24, H12)   (every second week)


2 hours lecture and 1 hours excercise
Credit points: 4


Probability Calculus ("Elementare Wahrscheinlichkeitsrechnung und Statistik") and Mathematical Statistics ("Stochastik I").

Intended Audience

Bachelor and Master students in "Mathematik", "Wirtschaftsmathematik" and "Mathematische Biometrie"; students in "Master of Finance" and "Mathematical Data Science".


In this lecture, students are particularly familiarized with computer-intensive methods of statistics and machine learning.  Main topics of the lecture are:

  • multivariate normal distribution
  • linear regression models
  • tests for distributional assumptions
  • non-linear regression models, e.g., neural networks

Requirements and Exam

In order to participate in the final exam, it is necessary to earn 50% of the points on all problem sheets. Students who want to do so are kindly asked to register for the 'Vorleistung' in the LSF-'Hochschulportal'.



  • Büning, H., Trenkler, G. (1994)
    Nichtparametrische statistische Methoden
    de Gruyter, Berlin

  • Cressie, N.A. (1993)
    Statistics for Spatial Data
    J. Wiley & Sons, New York

  • Dobson, A.J. (2002)
    An Introduction to Generalized Linear Models
    Chapmen & Hall, Boca Raton

  • Hastie, T., Tibshirani, R., Friedman, J. (2001)
    The Elements of Statistical Learning
    Springer, New York

  • Koch, K.R. (1997)
    Parameterschätzung und Hypothesentests in linearen Modellen
    Dümmlers-Verlag, Bonn

  • Kroese, D.P., Chan, J.C.C. (2014)
    Statistical Modeling and Computation
    Springer, New York

  • Lehmann, E.L. (1999)
    Elements of Large-Sample Theory
    Springer, New York

  • Lehmann, E.L., Romano, E.J. (2005)
    Testing Statistical Hypotheses
    Springer-Verlag, New York

  • Vapnik, V.N. (1998)
    Statistical Learning Theory
    J. Wiley & Sons, New York



Orkun Furat
Office hours on appointment
Phone: +49 (0)731/50-23536

Teaching assistant

Ly Viet Hoang
Office hours on appointment
Phone: +49 (0)731/50-23536


This course is organized entirely on Moodle.