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Hey I am Leonard,

I don't know whether people read this. However, I am using this repository mainly for private projects.

Topics I can talk about all day are

  • Statistics.
  • Causal Inference.
  • Science Fiction (Are there people on Github who don't?)
  • Machine Learning (See note above)

Leonard Kunz's Projects

covshrink icon covshrink

The sample covariance provides an unbiased estimator of the covariance matrix. However, the estimator has high variance leading to extreme estimates in small samples. This package implements a shrinkage estimator as proposed by Ledoit and Wolfe (2003).

go_daddy_microbusiness icon go_daddy_microbusiness

Submission to the GoDaddy - Microbusiness Density Forecasting Challenge (https://www.kaggle.com/competitions/godaddy-microbusiness-density-forecasting/data?select=sample_submission.csv)

project icon project

Master Thesis Project based on the work on the paper Double Debiased Machine Learning for Treatment Effects

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