2017-2018 / STAT0727-2

Non-parametric statistics

Duration

30h Th, 10h Pr, 20h Mon. WS

Number of credits

 Master in mathematics (120 ECTS)8 crédits 

Lecturer

Gentiane Haesbroeck

Language(s) of instruction

French language

Organisation and examination

Teaching in the first semester, review in January

Units courses prerequisite and corequisite

Prerequisite or corequisite units are presented within each program

Learning unit contents

The first part of the course is devoted to different basic nonparametric tests, in particular in the location case (test of central tendency for one or two populations).  The second part of the course is devoted to the bootstrap technique while the third is based on the nonparametric estimation of density functions, with a particular focus on kernel methods and the choice of the smoothing parameters. The course finishes with a chapter devotedd to robust statistics.

Learning outcomes of the learning unit

At the end of the course, students will be able to use, in an appropriate way, nonparametric or robust techniques in inference and density estimation.

Prerequisite knowledge and skills

Inferential statistics (for example: probability and statistics III in the bachelor in mathematics)

Planned learning activities and teaching methods

The course will be divided in ex-cathedra lectures for the theory and practicals for the exercises (ex-cathedra or in the computer room).

Mode of delivery (face-to-face ; distance-learning)

The course is taught only every other year. It is not planned on the academic year 2017-2018.

Recommended or required readings

Some partial lecture notes are available. Moreover, when slides will be used during the class, they will be provided to the students beforehand.

Assessment methods and criteria

The evaluation is divided into two parts:
 
- an exam orginased in January with a written part for the exercises and an oral part for the theory.
- homeworks that will be given throughout the first semester and that will be made with the software R.
 
 

Work placement(s)

Organizational remarks

Teaching language: French

Contacts

Gentiane Haesbroeck, G. Haesbroeck@ulg.ac.be
 
Teaching Assistant: Marie Ernst, M.Ernst@ulg.ac.be