Universität Wien
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040593 UK Asymptotic Statistics (2021W)

8.00 ECTS (4.00 SWS), SPL 4 - Wirtschaftswissenschaften
Continuous assessment of course work
ON-SITE
Moodle

Registration/Deregistration

Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).

Details

max. 30 participants
Language: English

Lecturers

Classes (iCal) - next class is marked with N

  • Tuesday 05.10. 16:45 - 18:15 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 07.10. 16:45 - 18:15 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 12.10. 16:45 - 18:15 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 14.10. 16:45 - 18:15 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 19.10. 16:45 - 18:15 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 21.10. 16:45 - 18:15 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 28.10. 16:45 - 18:15 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 04.11. 16:45 - 18:15 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 09.11. 16:45 - 18:15 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 11.11. 16:45 - 18:15 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 16.11. 16:45 - 18:15 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 18.11. 16:45 - 18:15 Hörsaal 4 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Tuesday 23.11. 16:45 - 18:15 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 25.11. 16:45 - 18:15 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 30.11. 16:45 - 18:15 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 02.12. 16:45 - 18:15 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 07.12. 16:45 - 18:15 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 09.12. 16:45 - 18:15 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 14.12. 16:45 - 18:15 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 16.12. 16:45 - 18:15 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 11.01. 16:45 - 18:15 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 13.01. 16:45 - 18:15 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 18.01. 16:45 - 18:15 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 20.01. 16:45 - 18:15 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 25.01. 16:45 - 18:15 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 27.01. 16:45 - 18:15 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock

Information

Aims, contents and method of the course

Aims:
Get acquainted with concepts of asymptotic statistics.

Contents:
1. Basic convergence concepts
2. Moment estimators
3. Consistency and asymptotic normality of M- and Z-estimators
4. Bootstrap

Methods:
Lectures with exercise sessions, taking place on-site. Attendance of the first lecture and exercise sessions is compulsory.
Lecture notes and exercise sheets will be available online.

Assessment and permitted materials

There are two written exams on 18.11.2021 and 27.01.2022 and three exercises sheets.
Exercise sheets will be provided on 02.11.2021, 07.12.2021 and 11.01.2022. Two weeks later the exercise sheets should be submitted and will be discussed in the exercise session.

Minimum requirements and assessment criteria

30 points for the mid-term exam
40 points for the final exam
10 points per exercise sheet
The grade results according to the scheme: 4 from 50 points, 3 from 63 points, 2 from 75 points, 1 from 87 points.

Examination topics

All topics covered in the lecture

Reading list

van der Vaart. (1998) Asymptotic statistics

Association in the course directory

Last modified: Fr 29.10.2021 18:08