Nichtparametrische Statistik
Lecturer: Prof. Dr. Markus Pauly
Exercises: Paavo Sattler
General Information
- Language: Deutsch / English
- Lectures: 2h
- Exercises: 1h
Prerequisites
Elementare Wahrscheinlichkeitsrechnung und Statistik
Stochastik I
Contents
A main focus lies on the theoretical development of various rank tests; commonly applied in practice (as, e.g. Wilcoxon-Mann-Whitney). To analyze their properties we first discuss their finite sample properties and explain how they can be carried out distribution-free in specific situations. For more complex situations central limit theorems for rank statistics are proven.
Schedule
- Lecture: Wednesday 12.00-14.00 HeHo 18, Room 1.20
- Exercise: Friday 9.00-10.00 HeHo 18 Room 2.20
Exam
- 1st Exam: TBA
- 2nd Exam: TBA
Literature
- Brunner, E., & Puri, M. L. (1996). 19 Nonparametric methods in design and analysis of experiments. Handbook of statistics, 13, 631-703.
- Hollander, M., & Wolfe, D. A. (1999). Nonparametric statistical methods.
- Janssen, A. (1998). Zur Asymptotik Nichtparametrischer Tests [On the asymptotics of non-parametric tests]. Gesellschaft zur Förderung der Mathematischen Statistik.
- Sidak, Z., Sen, P. K., & Hajek, J. (1999). Theory of rank tests. Elsevier.
- Van der Vaart, A. W. (2000). Asymptotic statistics (Vol. 3). Cambridge university press.