VVZ API is not affiliated with ETH Zurich. Data might be outdated or incorrect. Please view the official ETHZ Vorlesungsverzeichnis for binding information.

401-3622-DRL 2 Credits DR D-MATH
You're viewing possible stale or outdated data. Please check the latest semester for more up-to-date information.

Statistical Modelling

Lecturers & Examiners: Prof. Dr. Peter L. Bühlmann
Only for ZGSM (ETH D-MATH and UZH I-MATH) doctoral students. The latter need to register at myStudies and then send an email to with their name, course number and student ID. Please see
VVZ CR n/a

Last Updated: 2026-02-05 16:02:04

Abstract

In regression, the dependency of a random response variable on other variables is examined. We consider the theory of linear regression with one or more covariates, high-dimensional linear models, nonlinear models and generalized linear models, robust methods, model choice and nonparametric models. Several numerical examples will illustrate the theory.

Objective

Introduction into theory and practice of a broad and popular area of statistics, from a modern viewpoint.

Content

In der Regression wird die Abhängigkeit einer beobachteten quantitativen Grösse von einer oder mehreren anderen (unter Berücksichtigung zufälliger Fehler) untersucht. Themen der Vorlesung sind: Einfache und multiple Regression, Theorie allgemeiner linearer Modelle, Hoch-dimensionale Modelle, Ausblick auf nichtlineare Modelle. Querverbindungen zur Varianzanalyse, Modellsuche, Residuenanalyse; Einblicke in Robuste Regression. Durchrechnung und Diskussion von Anwendungsbeispielen.

Resources

Learning Materials (Links)

General Information

Language
English
Levels
DR
Frequency
Yearly recurring

Examination

Type
graded semester performance

Registration & Places

Priority: Registration for the course unit is only possible for the primary target group

Course Components

Type Title Time & Place Hours
lecture with exercise Statistical Modelling
  • Mon 10:15-12:00 (ML D 28)
  • Thu 14:15-16:00 (HG E 1.1)
4 h weekly

Offered In