Lecturer: Prof. Dr. Markus Pauly
Exercises: Paavo Sattler
Time and Venue
|Lectures||Wednesday, 10:00-12:00h , Room 220, He18|
|Exercise||Thursday, 16:00-18:00h, Room 220, He18|
Oral Exams: tba
|Prerequisites:||Suitable for masters students in "Mathematischer Biometrie", "Mathematik", "Wirtschaftsmathematik" or "Finance".|
|Exam:||Once 40 per cent of all exercise points are achieved, an application for the exam is possible.|
Contents: Excerpts of the following topics are covered in Asymptotic Statistics A
Many of the classical statistical inference procedures need specific and stringent distributional assumptions which are often not met in practice. In the course, it is shown how the tools of asymptotic statistics may provide a way out. In particular, the construction of asymptotic estimates, confidence intervals and tests is studied and depending on the student's fondness topics such as asymptotic (relative) efficiency, likelihood-ratio statistics, nonparametric density estimation, rank tests, resampling (e.g. bootstrapping and permuting), U- and V-statistics may be discussed.
The exercise sheets are on the moodle. Please apply there for this lecture.
- Erste Übung am: 19.10.2017
- On Wednesday 13.12.2017 the lecture will take place in O29/LGM-2002