Sara van de Geer. Contact Research Publications Teaching Curriculum

Sara van de Geer: Teaching. Empirical Process Theory (2020). Lecture Notes EMS Summer School Laredo, August 30- September 3, 2004. Handout Cowles workshop some material of the course Empirical Processes in M-Estimation, Cowles workshop, Yale University, June 2003 . Some lecture notes.

Sara van de Geer and Johannes Lederer (2012) The Lasso, correlated design, and improved oracle inequalities. IMS Collections From Probability to Statistics and Back: High-Dimensional Models and Processes, 9, 303-316

Sara van de Geer Department of Econometrics, University of Tilburg 1982-1983. Center for Mathematics and Computer Science, Amsterdam 1983-1987. School of Mathematics, University of Bristol 1987-1988. Center for Mathematics and Computer Science, Amsterdam 1988-1989. Mathematical Institute, University of Utrecht 1989-1990.

Most of the first part can be found in van de Geer (2000) Empirical Processes in M-Estimation, Cambridge University Press (see also the references therein). The second part also contains more recent work. Contents Part 1 Empirical processes and asymptotic normality of M-estimators 1. Introduction 1.1. Law of large numbers for real-valued ...

Sara van de Geer Handout WS 2006 ETH Zur¨ ich 1. Contents Preface 1. Introduction 1.1. Law of large numbers for real-valued random variables 1.2. Rd-valued random variables 1.3. Definition Glivenko-Cantelli classes of sets 1.4. Convergence of averages to their expectations 2. (Exponential) probability inequalities

Prof. Sara van de Geer: Assistants: Felix Kuchelmeister, Harald Besdziek: Lectures: Tue 8-10 HG E 5 >> Wed 10-12 HG E 7 >> The recordings of the lecture will be available here (it takes some time until they are uploaded). The lectures can be followed live here

Prof. Sara van de Geer: Assistants: Jeffrey Näf, Peter Hinz: Lectures online: Recorded every Tue 8-10, Wed 10-12 Available with a delay at video.ethz.ch (not zoom) Live lecture here: Exercises

Prof. Sara van de Geer: Assistants: Jeffrey Näf, Francesco Ortelli: Lectures: Tue 8-10 HG E 5 >> Wed 10-12 HG F 3 >> Exercises: Tue 12-13 HG E 5 >> Course catalogue data >>

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