Autumn 2019 STAT 27400-STAT 37400

Course: STAT 27400/37400

Title: Nonparametric Inference

Instructor(s): Tingran Gao

Teaching Assistant(s): Fengshuo Zhang

Class Schedule: Sec 01:TR 12:30 PM–1:50 PM in Kent 102

Office Hours:

Textbook(s): Wasserman, All of Nonparametric Statistics

Description:   Nonparametric inference is about developing statistical methods and models that make weak assumptions. A typical nonparametric approach estimates a nonlinear function from an infinite dimensional space rather than a linear model from a finite dimensional space. This course gives an introduction to nonparametric inference, with a focus on density estimation, regression, confidence sets, orthogonal functions, random processes, and kernels. The course treats nonparametric methodology and its use, together with theory that explains the statistical properties of the methods.

Prerequisite(s): STAT 24400 is required; alternatively STAT 22400 and exposure to multivariate calculus and linear algebra.