STAT7334 - Nonparametric and Robust Statistical Methods

STAT 7334 Nonparametric and Robust Statistical Methods (3 semester credit hours) Order statistics, ranks, and related distribution theory. Sign, signed rank, and permutation statistics. U-statistics, L-statistics, M-statistics, R-statistics. One- and multi-sample location and scale problems. Nonparametric ANOVA. Pitman asymptotic relative efficiency. Locally most powerful rank tests. Maximum likelihood estimation for nonparametric families. Minimax asymptotic variance and minimum bias criteria for robust estimation. Robust confidence limits. Optimal influence curves. Nonparametric/robust density estimation, regression curve estimation, and smoothing. Nonparametric and robust methods for multivariate data. Selected other topics. Prerequisite: STAT 6331 or equivalent. (3-0) T