Nonparametric and asymptotic statistics (Winter Semester 2006/07)
- Lecturer: Prof. Dr. Norbert Henze
- Classes: Lecture (1076)
- Weekly hours: 4
- Audience: mathematics (all programmes of study) (from 7. semester)
| Schedule | |||
|---|---|---|---|
| Lecture: | Tuesday 9:45-11:15 | Seminarraum 33 | Begin: 24.10.2006, End: 16.2.2007 |
| Friday 11:30-13:00 | Seminarraum 33 | ||
This course provides an introduction into the fields of nonparametric and asymptotic statistics. Topics covered are, among others, asymptotic procedures in parametric models, such as likelihood ratio tests, as well as nonparametric estimation and testing. Some key words are:
U- und V-Statistics, statistical functionals, density estimation, asymptotic relative efficiency of tests, empirical processes, goodness-of-fit tests, the Bootstrap.
References
Lehmann, E.L.: Elements of large Sample Theory. Springer-Verlag 1999.
Shao, J.: Mathematical Statistics. Springer-Verlag 2003.
van der Vaart, A.W.: Asymptotic Statistics. Cambridge University Press 1998.
Witting, H., Müller-Funk, U.: Mathematische Statistik II. Teubner-Verlag 1995.
Le Cam, L., Yang, G.L.: Asymptotics in Statistics. Springer-Verlag, 2000.
Randles, R.H., Wolfe. D.A.: Introduction to the Theory of Nonparametric Statistics. Wiley, 1979.