Kurt Hornik: QFin Statistics 2 Summer Semester 2024

Kurt Hornik: QFin Statistics 2 Summer Semester 2024

Classes

Unit Date Time Location Topic Materials Assignments
Read Rice Chapter 5
1 2024-03-07 09:00-12:30 online Limit Theorems; Basic Framework of Statistical Inference Slides Ex 1-9, 11-12, 15-17 Due: 2024-03-13 23:59 Read Rice Chapter 8.1-8.5
2 2024-03-14 09:00-12:30 TC.1.01 Estimation of Parameters and Fitting of Probability Distributions Slides Ex 18-21, 23-29, 31-34 Due: 2024-03-20 23:59 Read Rice Chapter 8.6-8.7
3 2024-03-28 09:00-12:30 online Estimation of Parameters and Fitting of Probability Distributions Slides Ex 37-44, 53-54, 56-60 Due: 2024-04-05 12:00 Read Rice Chapter 9
4 2024-04-11 09:00-12:30 TC.1.01 Testing Hypotheses and Assessing Goodness of Fit Slides Ex 61-63, 65, 67-69, 76-84 Due: 2024-04-17 23:59 Read Rice Chapter 11 and 13
5 2024-04-18 09:00-12:30 TC.1.01 Comparing Two Samples, Analysis of Categorical Data Slides Ex 85-93, 98, 102, 104, 108, 109, 113, 114-117 Due: 2024-04-24
6 2024-04-25 09:00-12:30 TC.1.01 Linear models Slides Ex 119-130 Due: 2024-05-01
7 2024-05-02 09:00-11:00 TC.0.03 Finals
8 2024-05-06 09:00-17:00 online Presentations

Assignments

Exercises Data sets
When submitting homework assignments by email, please use the subject ‘Statistics 2 Unit n Team k’, where n is the number of the unit and k is the number of your team.
Submit by email to Edona Gjini <edona.gjini@s.wu.ac.at> and <Kurt.Hornik@wu.ac.at>, and cc all team members.
Please use Sweave/knitr, and submit both the PDF and the Rnw!
Homework and presentation teams:
1 Elmastas, Hrgovic, Peter, Scholz, Sevtsov
2 Curta, Frias Navarrete, Ingerle, Nemeth, Pekarek-Kostka
4 Aria, Boroumand sharifi, Kleshchev, Marafatto, Pavicic
5 Buczek, Gludovatz, Gogberashvili, Miletic, Sobko
6 Filatova, Kosovska, Kutovoi, Wutti
7 Brabec, Gyenese, Mikos, Pertl, Tusek
8 Carvalho Garcia Viale, Daneva, Kornilakis, Pena Monge, Trnan
9 Battilana, Ivovic, Izbassar, Kapustina, Waraschitz
10 Kozlov, Lin, Strahlhofer, Szalai, Vasic
11 Barta, Gilmutdinov, Makogon, Shramko, Sudera
12 Albert, Krain, Meszaros, Mosiagin, Schramek
13 Costa, Harringer, Jezo, Miederhoff, Velichkov
14 Lazar, Nurlanuly, Plavec, Ramos Silva, Riezanov
15 Galstyan, Lukic, Romanova, Vero
16 Aliabadi, Badinger, Gurban, Mitterhofer, Titiriga
17 Mihalik, Rodenkirchen, Schmid, Sembera, Ustun
18 Bottlinger, Dubenko (†), Füreder, Shenevskaia
19 Ciancio, Duchoslav, Fiegl, Hnatova, Zörenyi
20 Arustamyan, Bach Gadelha, Kieselbach, Shabliienko
Students marked ‘†’ have left the program/course.
Presentation groups and teams:
Group Teams
A Team 14 (35), Team 20 (64), Team 19 (74), Team 1 (95), Team 12 (118)
B Team 9 (30), Team 4 (55), Team 15 (72), N.N. (94), Team 5 (96)
C Team 13 (36), Team 10 (49), Team 18 (66), Team 11 (75), Team 2 (97)
D Team 17 (35), Team 16 (49), Team 6 (66), Team 7 (94), Team 8 (97)
Teams submit all 5 problems in their group as homeworks, and present "their" problem.

Materials

Lecture notes (limit theorems, estimation of parameters and fitting of probability distributions, testing hypotheses and assessing goodness of fit, comparing two samples, analysis of categorical data): PDF Code
Data sets accompanying Rice (2006) can be downloaded from the Duxbury Data Library, e.g., as CSV files.

Literature

John A. Rice (2006), Mathematical Statistics and Data Analysis (3rd edition). Brooks Cole, ISBN-10: 0495118680, ISBN-13: 9780495118688.
Felix Abramovich and Ya'acov Ritov (2023), Statistical Theory: A Concise Introduction, 2nd Edition. Chapman and Hall/CRC, ISBN 9781439851845. https://www.routledge.com/Statistical-Theory-A-Concise-Introduction/Abramovich-Ritov/p/book/9781032007458.

Links

Electronic University Calendar (eVVZ)
Setting up R and LATEX


File translated from TEX by TTH, version 4.16.