Méthodes quantitatives avancées [EINGM105]

Contenu

This cours gives an introduction to non-parametric statistics. Specifically, after a reminder on parametric estimation and hypothesis testing, we will study Wilcoxon's signed rank test, the empirical cumulative distribution function, the Mann-Whitney U test, QQ-plots and goodness-of-fit testing, robust correlation measures, non-parametric density estimation and regression. All methods will be illustrated with practical examples. 

Description des exercices

Exercices and their corrections are available on webcampus.