Current courses
I am on sabbatical leave in the winter term 2026/2027.
I’ll resume teaching in the summer with the following courses:
- Statistical Learning Theory (Summer)
- Mathematical Statistics (Summer)
- Analysis für Studierende der Statistik (Winter)
Lecture notes
- Mathematical Statistics
- Statistical Learning Theory
- Lineare Algebra (German)
- Statistics for Astronomy and Physics students
Awards
Teacher of the Year 2020, Faculty of Science, Leiden University
Thesis supervision
My group is supervising theses at both BSc and MSc levels, on a wide range of topics. Our group’s primary interest is in developing statistical methods and studying their theoretical properties. Here’s a non-exhaustive list of areas of particular interest:
- Copulas and other dependence models
- Functional data analysis
- Time series
- Probabilistic machine learning
- Statistical learning theory
- Bootstrap, cross-validation, and other resampling methods
Interested LMU students may send an email with a recent transcript and indication of their interests.
Past highlights
A. Razawy: Spline Based Estimation for Sufficient Dimension Reduction
D. Krüger: General vine copula models for stationary multivariate time series
R. Weber: Value at Risk Estimation with Subset Simulation
A. Kreuzer: Analysing the spatial dependency among fire danger indices
A. Brauer: Kernel estimation of conditional copula densities