401-3621-DRL  Fundamentals of Mathematical Statistics

SemesterAutumn Semester 2023
LecturersS. van de Geer
Periodicityyearly recurring course
Language of instructionEnglish
CommentOnly for ZGSM (ETH D-MATH and UZH I-MATH) doctoral students. The latter need to register at myStudies and then send an email to info@zgsm.ch with their name, course number and student ID. Please see https://zgsm.math.uzh.ch/index.php?id=forum0


AbstractIn this course we study the basics of theoretical statistics. The course includes methods for designing estimators, confidence
intervals and tests, and various ways to evaluate the accuracy of
estimators, confidence intervals and tests. We consider optimality criteria such as admissibility and minimaxity, as well as
Bayesian criteria. We will also present the asymptotic point of view.
Learning objectiveThe aim of this course
is to gain insight into the main statistical ideas and concepts.
The course considers classical low-dimensional models, with pointers towards today's highly complex models.
CompetenciesCompetencies
Method-specific CompetenciesAnalytical Competenciesassessed
Problem-solvingassessed
Personal CompetenciesCreative Thinkingassessed