824—Nonparametric Inference. (3) (Prereq: STAT 713 or consent of instructor) The general theory of nonparametric statistics, including order statistics, theory of ranks, U-statistics in nonparametric estimation and testing, linear rank statistics and their application to location and scale problems; goodness-of-fit, and other distribution-free procedures.
Usually Offered: Spring Semesters, Odd years
Purpose of Course: The course develops the theory of nonparametric inference. It is intended for graduate students who have a thorough understanding of parametric inference.
Current Textbook: Introduction to the Theory of Nonparametric Statistics, by Ronald H. Randles and Douglas A. Wolfe, Krieger.
Topics Covered | Time |
Order statistics and multinomial tests of fit | 1 week |
Concept of distribution-free statistics | 2 weeks |
U-statistics | 2 week |
Power of distribution-free tests | 1 week |
Asymptotic relative efficiency | 2 weeks |
Distribution-free estimation | 1 week |
Linear rank statistics | 2 weeks |
Special properties of one and two sample problems | 2 weeks |
Additional topics from Ch 12 | as time permits |
Contact Faculty: Edsel Peña