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Bootstrap and nonparametric kernel smoothing methods
Last update: Omelka Marek, doc. Ing., Ph.D. (30.11.2020)
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To understand principles of bootstrap and kernel smooghting methods.
Last update: Omelka Marek, doc. Ing., Ph.D. (02.12.2020)
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Oral exam. As a part of the exam the students will hand in a solution to homeworks assigned during the semester. Last update: Omelka Marek, doc. Ing., Ph.D. (02.12.2020)
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FAN, J. and GIJBELS, I.: Local Polynomial Modelling and Its Applications. Chapman & Hall/CRC, London, 1996
WAND, M. P. and JONES, M. C.: Kernel Smoothing. Chapman & Hall, 1995
SHAO, J. and TU, D.: The jackknife and bootstrap. Springer, New York, 1996. Last update: Omelka Marek, doc. Ing., Ph.D. (02.12.2020)
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Lecture. Last update: Omelka Marek, doc. Ing., Ph.D. (02.12.2020)
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The exam will be organized as follows. First, an example will be given and there will be about 50 minutes to solve this example. After handing in this example, the student can make a short break, after which he/she gets two theoretical questions. To pass the exam, the student has to prove that he/she can solve the example as well as answer the theoretical questions in a satisfactory way.
The requirements for the oral exam are in agreement with the syllabus of the course as presented during lectures. Last update: Omelka Marek, doc. Ing., Ph.D. (30.11.2020)
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Bootstrap,
Kernel density estimation,
Kernel nonparametric regression.
Last update: Omelka Marek, doc. Ing., Ph.D. (03.12.2020)
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It is assumed that the students have already a very solid knowledge of statistics and probability theory. This is covered for instance by
Mukhopadhyay, N. (2000). Probability and statistical inference. CRC Press - almost the whole book except for Chapters 10 and 13 Khuri, A. I. (2009). Linear model methodology. Chapman and Hall/CRC - the knowledge of Chapters 1 - 6 is sufficient.
The students are prepared for the course if they pass the following courses: Mathematical Statistics 1 and 2 (NMSA331 and NMSA332), Probability Theory 1 (NMSA333), Linear regression (NMSA407). Last update: Omelka Marek, doc. Ing., Ph.D. (30.11.2020)
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