STK4130 – Estimation Theory
Schedule, syllabus and examination date
The course provides a general introduction to the problem area of constructing estimators for parameters in different classes of situations and models. Elements of general decision theory are also included, with loss, award, and risk functions. The topics discussed include optimal estimation for unbiased methods; equivariant estimators; minimaxity; admissibility; Bayes estimators; asymptotic optimality for likelihood based methods; and sequential estimation. The material is illustrated in various applications, e.g. to the class of exponential models and to transformation models.
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If you are not already enrolled as a student at UiO, please see our information about admission requirements and procedures.
Recommended previous knowledge
10 credits overlap with STK9130 – Estimation Theory (discontinued)
The information about the overlaps is not complete. Contact the Department for more information.
3 hours of lectures/exercises per week.
Depending on the number of students, the exam will be in one of the following four forms:
1. Only written exam
2. Only oral exam
3. A project paper followed by a written exam.
4. A project paper followed by an oral exam/hearing.
For the latter two the project paper and the exam counts equally and the final grade is based on å general impression after the final exam. (The two parts of the exam will not be indivdually graded.)
What form the exam will take will be announced by the teaching staff within October 15th for the autumn semester and March 15th for the spring semester.
Examination support material
Permitted aids at the exam if written: Approved calculator.
Oral exam: no aids permitted
Language of examination
Subjects taught in English will only offer the exam paper in English.
You may write your examination paper in Norwegian, Swedish, Danish or English.
Grades are awarded on a scale from A to F, where A is the best grade and F is a fail. Read more about the grading system.
Explanations and appeals
Resit an examination
This course offers both postponed and resit of examination. Read more:
PThis subject offers new examination in the beginning of the subsequent term for candidates who withdraw during an ordinary examination or fail an ordinary examination. Deferred examinations for students who due to illness or other valid reason of absence were unable to sit for their final exams will be arranged at the same time. (These valid reasons has to be documented within given deadlines.)
Withdrawal from an examination
It is possible to take the exam up to 3 times. If you withdraw from the exam after the deadline or during the exam, this will be counted as an examination attempt.
Special examination arrangements
Application form, deadline and requirements for special examination arrangements.
The course is subject to continuous evaluation. At regular intervals we also ask students to participate in a more comprehensive evaluation.