Nonparametric and Robust Methods

Last modified by jmottone@helsinki_fi on 2024/03/27 10:30

Nonparametric and Robust Methods, Spring 2017

Teacher: Jyrki Möttönen

Scope: 5 cr

Type: Intermediate/advanced

Teaching: Lectures and exercises

Topics:

Mean-type estimates, t-tests and confidence intervals
Median-type estimates, sign-tests and confidence intervals
Hodges-Lehmann-type estimates, rank-tests and confidence intervals
Robustness
Bootstrap
Studying the properties of the methods with computer simulations
M-estimates and tests

Prerequisites:

Basic knowledge of probability (Todennäköisyyslaskenta I)
Statistical Inference (Tilastollinen päättely I-II)

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Lecture diary

HWC="Hollander, Wolfe & Chicken (2014)" (see course material)

MMY="Maronna, Martin & Yohai (2006)" (see course material)

16.3.2017: HWC p. 1, pp. 11-14, p. 23 (Comment 16), pp. 39-43.

17.3.2017: HWC pp. 43-44 (Example 3.1), pp. 46-47 (Comment 5), pp. 48-49 (Comment 7), pp. 50-52 (Comment 11), pp. 63-66.

23.3.2017: HWC pp. 56-57, pp. 57-58 (Comments 15-17), p. 59, pp. 76-77, p. 80.

24.3.2017: HWC pp. 115-119, 145-148, 202-204.

30.3.2017: HWC pp. 205-206, 206-211 (Comments 2, 4, 6-7, 10), pp. 215-219, pp. 219-210 (Comment 17), p. 223 (Comment 20), pp. 225-226.

31.3.2017: HWC pp. 225-228, pp. 231-234 (Comment 25), pp. 255-257, pp. 260-262 (Comments 53-55), pp. 289-293, p.296 (Comment 4).

20.4.2017: HWC pp. 296-300 (Comments 5,6,8,9), pp. 304-307, pp. 307-310 (Comments 14,15,17,19), pp. 315-318, pp. 318-320 (Comments 24-26).

21.4.2017: MMY pp. 17-26.

27.4.2017: MMY pp. 26-33, 36-39.

28.4.2017: MMY pp. 41-42, 51-52, 55. HWC p. 424 (Comment 32), p. 426 (Comment 34). LAST LECTURE.

Teaching schedule

Thursday 12-14, B120 (Exactum)

Friday 10-12, B120 (Exactum)

First lecture 16.3.2017

No lectures: 6.4, 7.4, 13.4, 14.4

Last lecture: 28.4.2017

Exams

Course exam: 10.5.2017, 9:00-10:45, B120 (Exactum)

Course material

Hollander, M., Wolfe, D. A. and Chicken, E. (2014). Nonparametric Statistical Methods, 3rd Edition. Wiley: Hoboken, NJ. Helka Ebrary

Maronna, R., Martin, D. and Yohai, V. (2006). Robust Statistics - Theory and Methods. Wiley. Wiley Online Library

Registration

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Exercises

Working out of exercises is rewarded as extra points in the grading. The rewarded points apply if the student has reached the minimum points from the final examination for passing the course (half of the total points). If you can't attend an exercise class you can send solutions to jyrki.mottonen(at)helsinki.fi as a pdf-file before the corresponding exercise class.

Solved exercises (%)	Extra points
30%	0.5
40%	1
50%	1.5
60%	2
70%	2.5
80%	3
90%	3.5

Exercise classes

Thursday 14-16, B119 (Exactum)

First exercise class 23.3.2017

No exercises: 6.4, 13.4

Course feedback

Course feedback can be given at any point during the course. Click here.