Universität Wien
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040593 UK Asymptotic Statistics (MA) (2024W)

8.00 ECTS (4.00 SWS), SPL 4 - Wirtschaftswissenschaften
Continuous assessment of course work
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 01.10. 16:45 - 18:15 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 08.10. 16:45 - 18:15 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 10.10. 15:00 - 16:30 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Tuesday 15.10. 16:45 - 18:15 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Thursday 17.10. 15:00 - 16:30 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Tuesday 22.10. 16:45 - 18:15 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Thursday 24.10. 15:00 - 16:30 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Tuesday 29.10. 16:45 - 18:15 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Thursday 31.10. 15:00 - 16:30 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Tuesday 05.11. 16:45 - 18:15 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Thursday 07.11. 15:00 - 16:30 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Tuesday 12.11. 16:45 - 18:15 Hörsaal 15 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 14.11. 15:00 - 16:30 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Tuesday 19.11. 16:45 - 18:15 Seminarraum 6 Oskar-Morgenstern-Platz 1 1.Stock
  • Thursday 21.11. 15:00 - 16:30 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Tuesday 26.11. 16:45 - 18:15 Seminarraum 6 Oskar-Morgenstern-Platz 1 1.Stock
  • Thursday 28.11. 15:00 - 16:30 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Tuesday 03.12. 16:45 - 18:15 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 05.12. 15:00 - 16:30 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Tuesday 10.12. 16:45 - 18:15 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 12.12. 15:00 - 16:30 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Tuesday 14.01. 16:45 - 18:15 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 16.01. 15:00 - 16:30 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Tuesday 21.01. 16:45 - 18:15 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 23.01. 15:00 - 16:30 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Tuesday 28.01. 16:45 - 18:15 Hörsaal 9 Oskar-Morgenstern-Platz 1 1.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. Lecture notes and exercise sheets will be available online.

Assessment and permitted materials

There are two written exams on 12.11.2024 and 28.01.2025 and three exercises sheets.
Exercise sheets will be provided on 24.10.2024, 21.11.2024 and 09.01.2025. Two weeks later the exercise sheets should be submitted and will be discussed in the exercise session. Each student should present at least one problem to get the points.

Minimum requirements and assessment criteria

40 points for the mid-term exam
45 points for the final exam
5 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: Th 24.10.2024 14:25