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Topics in Statistics: Nonparametrics and Robustness

Massachusetts Institute of TechnologyUnited States18.465
Free, no sign-up neededSpring 2007English
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This graduate-level course focuses on one-dimensional nonparametric statistics developed mainly from around 1945 and deals with order statistics and ranks, allowing very general distributions. For multidimensional nonparametric statistics, an early approach was to choose a fixed coordinate system and work with order statistics and ranks in each coordinate. A more modern method, to be followed in this course, is to look for rotationally or affine invariant procedures.

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