Distribution-free methods 710

Module code VMT 710
Qualification Postgraduate
Faculty Faculty of Economic and Management Sciences
Module content

A selection of: Nonparametric stochastic processes. Power and asymptotic power of distribution-free procedures. Theory and simulation. Asymptotic relative efficiency. Linear rank tests: Definition, properties and applications. Equal in distribution technique. Counting and ranking statistics. Introduction to one and two sample U-statistics. Permutation and distribution-free rank-like statistics. Multi-sample distribution-free tests, rank correlation and regression. Some nonparametric bootstrap and smoothing methods.

Module credits 15.00
NQF Level 08
Service modules Faculty of Natural and Agricultural Sciences
Prerequisites Admission to either BScHons Mathematical Statistics or BComHons Mathematical Statistics
Contact time 1 lecture per week
Language of tuition Module is presented in English
Department Statistics
Period of presentation Semester 1 or Semester 2

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