SS 2025: Mathematical Statistics Moodle page

WS 2024/25: Methods of Statistics, lecture course Moodle page

• Lectures: Mon 15-17, Fri 9-11

• Exercise classes: Fri 11-13

• Location: Erwin-Schrödinger-Zentrum, Room 1.304

SS 2024: Mathematical Statistics, lecture course Moodle page

• Topics:

  • • Parametric statistics: uniform laws of large numbers, maximum likelihood estimation (consistency and asymptotic normality), Cramer-Rao lower bound

    • High-dimensional linear model: Convergence rate for the LASSO, restricted isometry property

    • Nonparametric statistics: estimation of CDFs, Dvoretzky-Kiefer Wolfowitz theorem, minimax lower bounds, Kernel density 

• Lectures: Mon, Thu 11-13

• Exercise classes: Mon 9-11

WS 2023/24: Introduction to nonparametric statistics (Seminar)