Main Page

From Teachwiki
Jump to: navigation, search

Current events

This is a wiki for teaching purposes in the courses held by Sigbert Klinke at the Institutes for Statistics and Econometrics, School of Business and Administration, Humboldt-Universität zu Berlin (Germany).

  • Please do not cite work from this wiki, since these are mainly students theses which may contain errors!
  • If you are a student doing a (seminar/project) thesis then please jump to the appropriate lecture. Do not forget to add your name in the TeachWiki:Copyrights section. Do not put your name on this page (except you want to do it)!
  • For support see also the TeachWiki support
  • You do not need to describe the statistical methods used if you can find them in Wikipedia correctly described. If you link to Wikipedia then use the "Permanent link" (oder "Permanentlink"). If they are not correctly described then help to improve Wikipedia :)
  • Frequently asked questions
  • If you want to play a little bit with the wiki syntax around then use Test page :)
    • You may write your thesis in Word or OpenOffice. OpenOffice has the possibility to export a document in MediaWiki syntax with the WikiKonverter.

Ten pages

In dieser Arbeit wird eine Einführung in die vielfältigen Anwendungsmöglichkeiten der linearen Programmierung gegeben. Auf die theoretischen Grundlagen wird am Anfang eingegangen. Eine praktische Umsetzung erfolgt mit der freien Software R.

Diese Arbeit fasst den Artikel „Local Principal Curves“ von Jochen Einbeck, Gerhard Tutz und Ludger Evers aus Statistics and Computing 15: 301-313, 2005 zusammen.

Beispiel: Wie gefährlich ist die Schweinegrippe?

Datenanalyse (SS 14)

Datenanalyse (WS 13/14)

Datenanalyse (SS 12)

Computergestützte Statistik (WS 10/11)

Rezensionen von Wikipedia Artikeln

Computergestützte Statistik (WS 09/10)

What is statistics? - From a historical perspective (SS 09)

Statistics timeline

Intensivübung Statistik (SS 08 + WS 08/09)

Beispiel: Abtreibungen: Weil Kind und Karriere unvereinbar sind

Computergestützte Statistik-W (WS 08/09)

Applied Quantitative Methods (SS 08)


Angewandte multivariate Statistik (SS 08)

Computergestützte Statistik-S (SS 08)


Computergestützte Statistik-W (WS 07/08)

Applied Quantitative Methods (SS 07)

XploRe Introductory Course (SS 07)

How do different factors, such as weight, age, circumferences of different parts of body, determine the percentage of body fat of men? Using different methods of multivariate statistical analysis, we come to an interesting conclusion.

In this paper, we evaluate the relationship between MORTALITY rate and other social or natural factors, by using different multivariate statistical analysis using XploRe.

In this paper,by analyze the wage data with series of statistic methods, we try to find out which factor has effect on the wage level.

Data Mining and Statistical Learning (WS 06/07)

Description of solution of data mining competition CoIL Challenge 2000

This study reports on the prediction of stock price movements only from the statistical properties of the underlying financial time series using support vector machines. Furthermore I visualise some results for the interested reader.

In this thesis I analysed different classification methods on the iris benchmark dataset to see which perform well.

Es werden die Daten von "Fahrmeir / Hamerle / Tutz (1996, 2nd ed.): Multivariate statistische Verfahren. de Gruyter, Berlin. p. 390 ff.“ verwendet und im Rahmen von Monte Carlo Studien für unterschiedlich spezifizierte Modelle auf Leistungsfähigkeit eben jener geprüft.

XploRe Introductory Course (WS 06/07)

This paper evaluates the relationship between risk premium and the volatility of the stock market, with the aim to analyse one of the possibilities to improve the predictability of the premium for stock market risk.

Does market capitalization and frequency of trading influence stock market returns?

In this article we study in detail how the top U.S. universities and colleges of liberal arts reach high graduation rates.

The thesis makes a first view of a worldwide access, with the aim to explain growth of internet users.

In this thesis we analysis the data of Women’s field sport results from 1984 Olympic Games, trying to find the relationship between the performance of a country in short-distance and long-distance running.

In this thesis we present different methods of how to assess multivariate datasets with XploRe. The data used for this purpose contain information about 163 countries in 16 dimensions.

Numerical Introductory Course (WS 06/07)

This thesis summarizes the ICA algorithm and studies the application to financial stock markets.

This thesis gives a introduction to stochastic processes, its use and simulation examples. The examples where prepared with the use of the free software R.

Diese Arbeit gibt einen Überblick über die Basismethode für Generieren von Zufallszahlen.

Applied Quantitative Methods (SS 06)

Contents of this section:

Mit Hilfe der Softwarepakete SPSS und Mplus wird eine explorative und eine konfirmatorischen Faktorenanalyse durchgeführt. Als Datenbasis dienen Befragungen von Schüler zur Qualität des Unterrichts.

In dieser Arbeit sollen die Methoden der explorativen sowie konfirmatorischen Faktorenanalyse anhand eines Datensatzes verglichen und die Ergebnisse sinnvoll interpretiert werden. Hierbei kommt die Software SPSS und AMOS zum Einsatz.

Strukturgleichungsmodelle sind statistische Verfahren zur Prüfung von exante aufgestellten oder vermuteten Modellen. Dabei werden Methoden der konfirmative Faktorenanalyse, der Pfadanalyse und der Regressionsanalyse verbunden.

Bei der Schätzung und Validierung von Modellen mit der Konfirmatorischen Faktorenanalyse benötigt man die sogenannten Fit Indizes um die Modellgüte zu evaluieren

Multivariate Statistical Analysis II (SS 06)

Contents of this section:

Sliced Inverse Regression is a tool for dimension reduction. SIR uses the inverse regression curve, E(\underline{x}\,|\,y), which falls into the effective dimension reducing space under certain conditions, to perform a weighted principal component analysis, with which one identifies the effective dimension reducing directions. The talk will first introduce the reader to the aspect of dimension reduction and how it is performed in our model, then give a short review on inverse regression, to afterwards bring these pieces together. After having seen how to estimate the EDR-directions, it is closed with an example, implementing the techniques learned.

Immobilienpreise in Albuquerque werden mit Hilfe erklärender Variablen untersucht. Verwendete Methoden: Deskriptive Mittel, Faktoranalyse und Linear Regression.

Numerical Introductory Course (WS 05/06)

Partly the contributions of the students have been moved by them to the Chapter Numerical Methods of the Wikibook Statistics: