This course is discontinued

STK9130 – Estimation Theory

Schedule, syllabus and examination date

Choose semester

Course content

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.

Admission

PhD candidates from the University of Oslo should apply for classes and register for examinations through Studentweb.

If a course has limited intake capacity, priority will be given to PhD candidates who follow an individual education plan where this particular course is included. Some national researchers’ schools may have specific rules for ranking applicants for courses with limited intake capacity.

PhD candidates who have been admitted to another higher education institution must apply for a position as a visiting student within a given deadline.

Overlapping courses

10 credits overlap with STK4130 – Estimation Theory (discontinued)

The information about the overlaps is not complete. Contact the Department for more information.

Teaching

3 hours of lectures/exercises per week.

Examination

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 a general impression after the final exam. (The two parts of the exam will not be individually 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.

In addition, each phd student is expected to give a one hour oral presentation on a topic of relevance (chosen in cooperation with the lecturer). The presentation has to be approved by the lecturer for the student to be admitted to the final exam.

Examination support material

Permitted aids at the exam if written: Approved calculator.
Oral exam: no aids permitted

Information about approved calculators (Norwegian only)

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.

Grading scale

Grades are awarded on a pass/fail scale. Read more about the grading system.

Explanations and appeals

Resit an examination

This course offers both postponed and resit of examination. Read more:

This 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.)

Information about deferred and new examination (also called repeat examination) is found here

More information about examination at the Faculty of Mathematics and Natural Sciences can be found here

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.

Evaluation

The course is subject to continuous evaluation. At regular intervals we also ask students to participate in a more comprehensive evaluation.

Facts about this course

Credits

10

Level

PhD

Teaching

Autumn 2012

Taught according to demand and resources. If you want to attend the course, please send an e-mail to studieinfo@math.uio.no.

Examination

Autumn 2012

According to demand and resources.

Teaching language

English

The course is given in English. If no students have asked for the course in English within the first lecture, it may be given in Norwegian.