STAT313-19S1 (C) Semester One 2019

Computational Statistics

15 points

Details:
Start Date: Monday, 18 February 2019
End Date: Sunday, 23 June 2019
Withdrawal Dates
Last Day to withdraw from this course:
  • Without financial penalty (full fee refund): Friday, 1 March 2019
  • Without academic penalty (including no fee refund): Friday, 10 May 2019

Description

Data analysis and statistical inference based on permutation methods, EDF methods, bootstrap and resampling methods, kernel methods and Markov chain methods.

This course provides an introduction to nonparametric methods in statistics. We will learn how to estimate or test hypothesis about distribution functions, densities, and regression functions without assuming prior knowledge about the form of these functions. While the estimate of a standard linear regression model is always a linear regression function, the result of nonparametric regression can be any smooth function that provides a good fit to the data. Nonparametric methods often give better results for large samples but are computationally more demanding and have different data requirements than the standard methods. We will look into theoretical properties of nonparametric methods and learn how to apply these methods using R.

Learning Outcomes

This course will:
- Introduce the concepts of nonparametric estimation and testing
- Introduce the error analysis of nonparametric methods
- Introduce nonparametric data analysis with R

You will be able to:
- Choose appropriate nonparametric methods for data analysis
- Apply nonparametric methods using R
- Understand and quantify the uncertainty of nonparametric methods
- Interpret the results of nonparametric methods

Prerequisites

STAT211, STAT213, STAT221, EMTH210, EMTH271 or at least B+ in (MATH103 or EMTH119).

Course Coordinator / Lecturer

Fabian Dunker

Indicative Fees

Domestic fee $764.00

International fee $4,000.00

* All fees are inclusive of NZ GST or any equivalent overseas tax, and do not include any programme level discount or additional course-related expenses.

For further information see Mathematics and Statistics .

All STAT313 Occurrences

  • STAT313-19S1 (C) Semester One 2019