Duration
30h Th, 10h Pr, 20h Mon. WS
Number of credits
| Master in mathematics (120 ECTS) (Even years, not organized in 2023-2024) | 8 crédits |
Lecturer
Language(s) of instruction
French language
Organisation and examination
Teaching in the first semester, review in January
Schedule
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.
Contacts
Gentiane Haesbroeck