Basics of Modern Mathematical Statistics

Vladimir Spokoiny defended his PhD at the Lomonosoff State University Moscow in 1988. Since 2000 he has been the head of the research group “Nonparametric Statistics” at the Weierstrass Institute Berlin, and since 2002 he has served as a professor of Statistics and Economics at the Humboldt University Berlin. Thorsten Dickhaus received his Ph. D. from Heinrich-Heine-University Düsseldorf in 2008. After postdoc positions at the German Diabetes Center Düsseldorf and Berlin Institute of Technology, he became a junior professor of Mathematical Statistics at the Humboldt University Berlin in 2010.

• ​Basic notions.- Parameter Estimation for an i.i.d. Model.- Regression Estimation.-  Estimation in Linear Models.- Bayes Estimation.- Testing a Statistical Hypothesis.- Testing in Linear Models.- Some other Testing Methods.-  Deviation Probability for Quadratic Forms.