Maths & Stats

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Courselet

A new semiparametric model for the Amihud illiquidity measure

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Courselet

Shapley Values - A Nonparametric Perspective

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Courselet

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

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

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Courselet

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

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Courselet

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

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Courselet

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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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..