Statistics B
Course content
- Elements of statistical decision theory
- Nonparametric perspectives on statistical modelling
- Estimation methods for general parameters
- Theoretical analysis of statistical estimators
MSc Programme in Statistics
MSc Programme in Mathematics-Economics
MSc Programme in Actuarial Mathematics
Knowledge:
- Loss functions and risk minimization
- Nonparametric statistical modelling
- Methods for constructing estimators in general settings
- Asymptotics of estimators
Skills:
Ability to
- Define a relevant statistical model for a given problem
- Perform theoretical analyses of statistical methods under parametric or nonparametric model assumptions
- Derive estimators of parameters in models under various assumptions
- Compare estimators based on their statistical properties
Competences:
Ability to
- Assess strengths and weakness of estimators based on their flexibility, theoretical appeal and practicality
- Prove convergence results for classes of estimators using asymptotic theory
4 hours lectures and 4 hours of exercises per week for 7 weeks.
See Absalon for a list of course literature.
Probability theory and mathematical statistics equivalent to the courses Sand, Sand2, StatMet, MStat and Regression. Knowledge of conditional distributions and Bayesian statistics as covered in Statistics A. The course requires maturity at the level of MSc students in statistics; it is not an introductory statistics course.
- ECTS
- 7,5 ECTS
- Type of assessment
-
On-site written exam, 4 hours under invigilation
- Examination prerequisites
-
There will be two group assignments (up to three students). The students have to hand-in these assignments, which then need to get approved.
- Aid
- Written aids allowed
- Marking scale
- 7-point grading scale
- Censorship form
- No external censorship
One internal examiner
- Re-exam
-
30 minutes oral exam with 30 minutes of preparation time. Written aids allowed. If the mandatory assignments have not been approved during the course the non-approved assignment(s) must be handed in no later than three weeks before the beginning of the re-exam week. The assignments must be approved before the re-exam.
Criteria for exam assessment
The student should convincingly and accurately demonstrate the knowledge, skills and competences described under intended learning outcome.
Single subject courses (day)
- Category
- Hours
- Lectures
- 28
- Preparation
- 115
- Exercises
- 28
- Exam
- 35
- English
- 206
Kursusinformation
- Language
- English
- Course number
- NMAK20004U
- ECTS
- 7,5 ECTS
- Programme level
- Full Degree Master
- Duration
-
1 block
- Placement
- Block 3
- Schedulegroup
-
A
- Capacity
- No limitation – unless you register in the late-registration period (BSc and MSc) or as a credit or single subject student.
- Studyboard
- Study Board of Mathematics and Computer Science
Contracting department
- Department of Mathematical Sciences
Contracting faculty
- Faculty of Science
Course Coordinator
- Anton Rask Lundborg (3-657670447165786c326f7932686f)
Er du BA- eller KA-studerende?
Kursusinformation for indskrevne studerende