Autumn 2018 STAT 27400/37400

Course: STAT 27400/37400
Title: Nonparametric Inference
Instructor(s): Tingran Gao
Teaching Assistant(s): Xialiang Dou
Class Schedule: Sec 01: TR 3:30 PM–4:50 PM in Kent 101
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.