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Optional in stage
First term
Second term
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This year
Next year
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Prerequisites
Language of instruction
Duration
LevelAdvanced Probability and Statistics (B-KUL-G0A05A)
Hubert Mia (coordinator) |
Beirlant Jan |
Gijbels Irène |
Hubert Mia |
Schoutens Wim
POC Wiskunde
Aims
Discussion with doctoral students about current day topics in probability, statistics and information theory.
Is also included in other courses
- Doctoraatsopleiding in de Wetenschappen (Wiskunde)
- Master of Mathematics (no new enrolments in 2012-2013) (Option: Applied Mathematics) 120 ects.
Activities
6.0 ects. Advanced Probability and Statistics (B-KUL-G0A05a)
POC Wiskunde
Content
- Mathematical statistics:
minimum-distance estimation methods, limit theorems.
- Non-parametric statistics:
density estimation, regression functions and functionals (such as entropy functional), multivariate non-parametric tests, empirical processes.
- Extreme value theory: limit theorems and estimation of Paretoindex, extremal index, Weibull index.
- Discrete data analysis: grafical models, block models.
- Renewal theory: limit theorems and applications.
- Information theory
Course material
Scientific literature.
Evaluation
Evaluation : Advanced Probability and Statistics (B-KUL-G2A05a)
Mode of evaluation
:
Written
Category
:
continuous evaluation
