Course MAT-62-11-K-7
Mathematical Statistics (4V+2U, 9.0 LP)
Course Type
| SWS | Type | Course Form | CP (Effort) | Presence-Time / Self-Study | |
|---|---|---|---|---|---|
| - | K | Lecture with exercise classes (V/U) | 9.0 CP | 186 h | |
| 4 | V | Lecture | 56 h | ||
| 2 | U | Exercise class (in small groups) | 28 h | ||
| (4V+2U) | 9.0 CP | 84 h | 186 h | ||
Basedata
| SWS | 4V+2U |
|---|---|
| CP, Effort | 9.0 CP = 270 h |
| Position of the semester | 1 Sem. in WiSe |
| Level | [7] Master (Advanced) |
| Language | [EN] English |
| Lecturers |
+ further Lecturers of the department Mathematics
|
| Area of study | [MAT-STO] Stochastics/Statistics/Financial Mathematics |
| Livecycle-State | [NORM] Active |
Contents
- Asymptotic analysis of M-estimators, especially of Maximum-Likelihood-estimators,
- Bayes-and Minimax-estimators,
- Likelihood-ratio-tests: asymptotic analysis and examples (t-test, c²-goodness-of-fit-test)
- Glivenko-Cantelli-theorem, Kolmogorov-Smirnov-test,
- Differentiable statistic functionals and examples of applications (derivation of asymptotic results, robustness),
- Resampling methods on the basis of Bootstraps.
Literature
- G. Casella, R. Berger: Statistical Inference,
- L. Breiman: Statistics,
- P. Bickel, K. Doksum: Mathematical Statistics,
- R. Serfling: Approximation Theorems of Mathematical Statistics,
- J. Shao: Mathematical Statistics.
Materials
Further literature will be announced in the lecture(s); exercise material is provided.
Registration
Registration for the exercise classes via the online administration system URM (https://urm.mathematik.uni-kl.de).
Requirements for attendance (informal)
Modules:
- [MAT-10-1-M-2] Fundamentals of Mathematics (M, 28.0 LP)
- [MAT-14-14-M-3] Stochastic Methods (M, 9.0 LP)
Requirements for attendance (formal)
None
References to Course [MAT-62-11-K-7]
| Module | Name | Context | |
|---|---|---|---|
| [MAT-62-11-M-7] | Mathematical Statistics | P: Obligatory | 4V+2U, 9.0 LP |