Nonparametric statistics: smoothings methods

lstat2150  2019-2020  Louvain-la-Neuve

Nonparametric statistics: smoothings methods
Note from June 29, 2020
Although we do not yet know how long the social distancing related to the Covid-19 pandemic will last, and regardless of the changes that had to be made in the evaluation of the June 2020 session in relation to what is provided for in this learning unit description, new learnig unit evaluation methods may still be adopted by the teachers; details of these methods have been - or will be - communicated to the students by the teachers, as soon as possible.
4 credits
15.0 h + 5.0 h
von Sachs Rainer;
Main themes
Main themes The topics treated during this course are : 1. Nonparametric estimation of a distribution function 2. Nonparametric estimation of a density function : the kernel method 3. Nonparametric estimation of a regression function : - kernel estimation - local polynomial estimation - spline estimation The material will essentially be treated from an applied point of view of methodology. The student will study software applications of the proposed methods.

At the end of this learning unit, the student is able to :

1 Second course of general education in nonparametric statistics, which mainly focuses on smoothing methods.

The contribution of this Teaching Unit to the development and command of the skills and learning outcomes of the programme(s) can be accessed at the end of this sheet, in the section entitled “Programmes/courses offering this Teaching Unit”.
Other information
Prerequisites Basic knowledge about probability and statistics: descriptive statistics, calculating probabilities, distribution function, probability density, means, variances (conditionally or not), linear regression. It is advisable (but not necessary) to follow the course STAT2140 before.
Fan, J. et Gijbels, I. (1996). Local polynomial modelling and its applications. Chapman & Hall, New York.
Green, P.J. et Silverman, B.W. (2000). Nonparametric regression and generalized linear models. Chapman & Hall, New York.
HÄRDLE, W. (1990): Applied Nonparametric Regression. Cambridge University Press, Cambridge.
Hart, J.D. (1997). Nonparametric smoothing and lack-of-fit tests. Springer, New York.
Loader, C. (1999). Local regression and likelihood. Springer, New York.
Silverman, B.W. (1986) : Density Estimation for Statistics and Data Analysis. Chapman and Hall, London.
Simonoff, J.S. (1996). Smoothing methods in Statistics. Springer.
Teaching materials
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Faculty or entity

Programmes / formations proposant cette unité d'enseignement (UE)

Title of the programme
Master [120] in Data Science Engineering

Master [120] in Data Science : Statistic

Master [120] in Mathematical Engineering

Master [120] in Statistic: Biostatistics

Certificat d'université : Statistique et sciences des données (15/30 crédits)

Master [120] in Data Science: Information Technology

Master [120] in Economics: General

Master [120] in Statistic: General