Fiches de cours 2017-2018

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Robust and nonparametric statistics

MATH-441

Enseignant(s) :

Morgenthaler Stephan

Langue:

English

Summary

In the decades from 1930 to 1950, many rank-based statistics were introduced. These methods were received with much interest, because they worked under weak conditions. Starting in the late 1950, a theory of robustness was added. The course gives an overview of these two theories.

Content

I. Robust Statistics

II. Linear Rank Tests

III. Estimation of smooth functions

 

 

Learning Prerequisites

Required courses

Introduction to Probability, Introduction to Statistics

Learning Outcomes

By the end of the course, the student must be able to:

Transversal skills

Teaching methods

Ex cathedra lecture and exercises in the classroom

Expected student activities

Do all the exercices. Prepare each week for the course. Participate actively in the course.

Assessment methods

Oral exam.

Resources

Bibliography

Introduction to the theory of nonparametric statistics by R.H. Randles and D.A. Wolfe, Wiley.

All of nonparametric statistics by L. Wasserman, Springer.

Robust Statistics: The approach based on influence functions by F.R. Hampel, E.M. Ronchetti, P.J. Rousseeuw, W.A. Stahel, Wiley.

Robust Statistics by P.J. Huber, Wiley (second edition).

Ressources en bibliothèque

Dans les plans d'études

Semaine de référence

 LuMaMeJeVe
8-9     
9-10     
10-11     
11-12     
12-13     
13-14     
14-15     
15-16     
16-17     
17-18     
18-19     
19-20     
20-21     
21-22     
En construction
 
      Cours
      Exercice, TP
      Projet, autre

légende

  • Semestre d'automne
  • Session d'hiver
  • Semestre de printemps
  • Session d'été
  • Cours en français
  • Cours en anglais
  • Cours en allemand