Time and location of the lecture course:

Wednesday 11:00-13:00 (c.t.) and Friday 09:30-11:00

Institut für Angewandte Mathematik, MΛTHEMΛTIKON, INF205, 4th floor, SR 6

Contact:

Lecturer: Prof. Dr. Jan JOHANNES <johannes[at]math.uni-heidelberg.de>

Exercise instructor: Xavier Loizeau <loizeau[at]math.uni-heidelberg.de>

Questions, please directly by email or by using the contact form.

Language:

The lecture courses and the exercises will be hold in English.

Content of the lecture course:

• Preliminaries
• M- and Z- estimator (extremum estimator)
• Contiguity
• Local asymptotic normality
• Non-parametric statistics: local smoothing
• Non-parametric statistics: orthogonal series estimation
• Minimax optimality