MTH516
Class schedule : M Th 12:00 –13:15 and Th 17:10
Venue : L11
Office hours: F 2-3pm in FB 553
Exam Schedule: Check DOAA
Useful Links:
Parzen (1962) and its extension to R^d
Epanechnikov's paper on product kernels
Tutorial on NW regression by Larry Wasserman
Avi Wigderson -- "Randomness" and the related article
Run test and the Hypergeometric distribution
Everything About Kolmogorov Was Unusual...
Completeness of order statistics
Tables/Simulation:
Books/References:
All of Nonparametric Statistics by Larry Wasserman (LW)
Nonparametric Statistical Inference by Jean Dickinson Gibbons and Subhabrata Chakraborti (GC)
Introduction to the Theory of Nonparametric Statistics by Ronald Herman Randles and Douglas Alan Wolfe (RW)
Resources:
Probability: A Course in Probability Theory by Kai Lai Chung : Chapters 4 and 5
Density Estimation: Multivariate Density Estimation: Theory, Practice, and Visualization by David Scott : Chapters 6 and 7
Corrections:
Assignments:
Data sets for Nadaraya-Watson regression : 5.3 and 5.4
Exams:
Assignments will be given and discussed in the class. However, no grading for assignments.
Mark for each exam is stated in brackets.
The exact dates of the quizzes will NOT be announced in advance.
Quizzes : 4 * [10] = [40]
MidSem : [25]
EndSem : [35]
Final Score = Quizzes + MidSem + EndSem
Grading:
Based on score quantiles [relative]
Fail : If total score is less than or equal to [we will see] out of 100
All the best!