Search result: Catalogue data in Spring Semester 2018
Statistics Master The following courses belong to the curriculum of the Master's Programme in Statistics. The corresponding credits do not count as external credits even for course units where an enrolment at ETH Zurich is not possible. | ||||||
Core Courses In each subject area, the core courses offered are normally mathematical as well as application-oriented in content. For each subject area, only one of these is recognised for the Master degree. | ||||||
Regression | ||||||
Number | Title | Type | ECTS | Hours | Lecturers | |
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401-3622-00L | Regression | W | 8 credits | 4G | P. L. Bühlmann | |
Abstract | In regression, the dependency of a random response variable on other variables is examined. We consider the theory of linear regression with one or more covariates, high-dimensional linear models, nonlinear models and generalized linear models, robust methods, model choice and nonparametric models. Several numerical examples will illustrate the theory. | |||||
Learning objective | Introduction into theory and practice of a broad and popular area of statistics, from a modern viewpoint. | |||||
Content | In der Regression wird die Abhängigkeit einer beobachteten quantitativen Grösse von einer oder mehreren anderen (unter Berücksichtigung zufälliger Fehler) untersucht. Themen der Vorlesung sind: Einfache und multiple Regression, Theorie allgemeiner linearer Modelle, Hoch-dimensionale Modelle, Ausblick auf nichtlineare Modelle. Querverbindungen zur Varianzanalyse, Modellsuche, Residuenanalyse; Einblicke in Robuste Regression. Durchrechnung und Diskussion von Anwendungsbeispielen. | |||||
Lecture notes | Lecture notes | |||||
Prerequisites / Notice | Credits cannot be recognised for both courses 401-3622-00L Regression and 401-0649-00L Applied Statistical Regression in the Mathematics Bachelor and Master programmes (to be precise: one course in the Bachelor and the other course in the Master is also forbidden). |
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