Maths & Stats

Maths & Stats Courses/Courselets

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A new semiparametric model for the Amihud illiquidity measure

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Courselet

Shapley Values - A Nonparametric Perspective

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  • 5 Students
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Brief introduction on the mathematics behind the popular machine learning tool called Support Vector Machine: the Reproducing..

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  • 2 Students
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Einführung in die Konzepte der Regression, Korrelation und Kausalität. Nichtparametrischee Schätzungen. Schätzen, Testen und..

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Einführung in die Konzepte der Regression, Korrelation und Kausalität. Nichtparametrischee Schätzungen. Schätzen, Testen und..

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Einführung in die Konzepte der Regression, Korrelation und Kausalität. Nichtparametrischee Schätzungen. Schätzen, Testen und..

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This is the courselet for the paper: Spilak, B., Härdle, W.K. (2021). Tail-Risk Protection: Machine Learning Meets Modern Eco..

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  • 9 Students
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In this course, we will study three important asymptotic expansions that improve upon the normal distribution approximation p..

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Video to the Paper Nonparametric Variance Estimation with MAR missing values in the predictor

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Courselet

Penalized least squares methods are a class of techniques in statistics and machine learning that modify the traditional leas..

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