Statistics (Lectures 1-7) HT20
details of classes and labs to follow, but you can find them on the dept pages and Canvas.
Lecture slides (to appear; schedule subject to possible adjustment)
lectures will cover the material in Sections 1 and 4 of these lecture
notes prepared by
Meinshausen. My slides from last year are also available.
Permutation tests and Monte Carlo tests. Slides and Code
Two-sample Wilcoxon Rank Sum Test. Location tests. Slides
Confidence Intervals for location; One-sample Wilcoxon Signed Rank Test. Slides
Smoothing methods. Linear Smoothers. Slides and Code
Local Polynomial Smoothers. Boundary error. Slides
Bandwidth and cross validation. Smoothing Splines and Penalised Regression. Slides and Code
Smoothing Splines and Penalised Regression (cont).
Multivariate Smoothers. Slides, Code
Splines and Multivariate
Week 3 classes: Problem Sheet 1
Week 5 classes: Problem Sheet 2
Part B Lab session (for lectures 1-7)
Week 4, Weds 4-5:30pm – Assessed
Prac; R-soln Q1&2 + code assessed Q;
MSc Lab session (for lectures 1-7)
Week 3, Fri 11-1 - Practical;
Reading (for Lectures 1-7)
Wasserman, “All of Nonparametric Statistics”, Springer, 2005
Wasserman, “All of Statistics”, Springer, 2004.
D. Gibbons, “Nonparametric Statistical Inference”, Marcel Dekker, 1985
D. Gibbons and S. Chakraborti, “Nonparametric
Statistical Inference”, CRC Press, 2011
Givens and J.A. Hoeting, “Computational Statistic”s, 2nd edition, Wiley, 2012.
H. Randles and D. A. Wolfe, “Introduction to the
Theory of Nonparametric Statistics”, Wiley 1979