2023-2024 / STAT0727-2

Non-parametric statistics


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

Number of credits

 Master in mathematics (120 ECTS) (Even years, not organized in 2023-2024) 8 crédits 
 Master in mathematics (60 ECTS) (Even years, not organized in 2023-2024) 8 crédits 


Gentiane Haesbroeck

Language(s) of instruction

French language

Organisation and examination

Teaching in the first semester, review in January


Schedule online

Units courses prerequisite and corequisite

Prerequisite or corequisite units are presented within each program

Learning unit contents

This course develops the following themes:

- Distribution function;

- Ranks and quantiles;

- Non parametric univariate tests;

- Non parametric estimation of density functions;

- Non parametric and quantile regression;

Learning outcomes of the learning unit

At the end of the course, students will be able to use, in an appropriate way, nonparametric techniques in inference, regression and density estimation. They will be prepared to set up and interpret regression models in finte or infite dimensional setting. 

Prerequisite knowledge and skills

Inferential statistics 

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, hybrid learning)

The course is taught only every other year, on "even" years. 

Recommended or required readings

Some partial lecture notes are available. Moreover, the slides used during the class will be available on eCampus.
Some refereces:  - D. Bosq (1996). Nonparametric statistics for stochastic processes. Springer-Verlag.
- E.L. Lehmann (1999). Elements of large sample theory. Springer Texts in Statistics. Springer-Verlag.
- A. B. Tsybakov (2004). Introduction à l'estimation non-paramétrique. Springer-Verlag, Berlin, 2004.
- L. Wasserman (2006). All of nonparametric statistics. Springer Texts in Statistics. Springer-Verlag.

Exam(s) in session

Any session

- In-person

written exam

Written work / report

Additional information:

A written exam organised during the exam period, supplemented by a project.



Work placement(s)

Organisational remarks and main changes to the course

The course is taught one year out of two ("even" years); it is not organised in 2023-2024.


Gentiane Haesbroeck


Association of one or more MOOCs