M9750 Robust and nonparametric statistical methods

Faculty of Science
Autumn 2024
Extent and Intensity
2/2/0. 4 credit(s) (fasci plus compl plus > 4). Type of Completion: zk (examination).
Taught in person.
Teacher(s)
RNDr. Radim Navrátil, Ph.D. (lecturer)
Guaranteed by
doc. PaedDr. RNDr. Stanislav Katina, Ph.D.
Department of Mathematics and Statistics – Departments – Faculty of Science
Supplier department: Department of Mathematics and Statistics – Departments – Faculty of Science
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
Robust statistical methods, unlike the classical ones, work also in a neighbourhood of normal distribution. The course is an introduction to robust estimates and rank tests. Students will meet basic estimates for location and linear regression. In the second part, rank tests as an alternative to classical tests will be introduced. On computer exercises students will learn to apply presented methods on real data.
Learning outcomes
After completing this course students will be able to:
- decide about model suitability;
- verify normality of data;
- use robust estimates in situation where classical methods fail;
- apply rank test on non-normal data;
Syllabus
  • Introduction to robust and nonparametric methods.
  • Robustness.
  • Robust estimates of the location: M-, L- and R- estimates.
  • Robust estimates in regression.
  • Ranks, theory of rank tests.
  • One and two-sample rank tests.
  • Rank test of independence.
  • Rank tests in regression.
Literature
  • JUREČKOVÁ, Jana. Robust Statistical Methods with R. Online. Boca Raton, Florida, USA: Chapman&Hall/CRC, 2006. xi + 197. ISBN 13: 978-1-58488-4541. [citováno 2024-04-23] info
  • HÁJEK, Jaroslav, Zbyněk ŠIDÁK and Pranab Kumar SEN. Theory of rank tests. Online. 2nd ed. San Diego: Academic Press, 1999. xiv, 435. ISBN 0126423504. [citováno 2024-04-23] info
  • JUREČKOVÁ, Jana. Pořadové testy. Online. 1981, [citováno 2024-04-23] info
Teaching methods
Lectures - gaining knowledge of robust and nonparametric statistics. Exercises - practical use of the methods in statistical software R.
Assessment methods
Oral exam - 50% of correct answers and correctly solved project are needed to pass.
Language of instruction
Czech
Further Comments
The course is taught annually.
The course is taught: every week.
The course is also listed under the following terms autumn 2017, Autumn 2018, Autumn 2019, Autumn 2020, autumn 2021, Autumn 2023.
  • Enrolment Statistics (Autumn 2024, recent)
  • Permalink: https://is.muni.cz/course/sci/autumn2024/M9750