 |
| Detailed information |
| Pre-requisites |
(*)keine
|
| Original study plan |
Master's programme Statistics 2013W |
| Objectives |
To understand the selected parts of Nonparametrics, to be able to apply theoretical results in practical
problems. Implementation to R software.
|
| Subject |
Estimation of density and Empirical Distribution Function.
Estimation of functionals (mean, Variance, Skewness, Quantils, correlation, ...)
Influence functions (definition, properties, examples for linear and nonlinear statistics)
Jackknife (consistency, asymptotics, applications)
Bootstrap (consistency, asymptotics, applications)
Parametric Bootstrap (consistency, asymptotics, applications)
Bootstrap Confidence Intervals
Nonparametric delta Method
Applications
|
| Criteria for evaluation |
Exam, presentation of solved homeworks
|
| Methods |
Lecture, Discussion of homeworks
|
| Language |
English |
| Study material |
Larry Wasserman, All of Nonparametric Statistics, Springer, 2006
Duller Christine (2008): Einführung in die nichtparametrische Statistik mit SAS und R, Ein anwendungsorientiertes Lehr- und Arbeitsbuch, Physica-Lehrbuch, 2008, XII, 414 S., Softcover
|
| Changing subject? |
No |
|
