JEM019 - Matematická statistika

Credit: 6
Status: Czech
EEI and EP - elective
ET - mandatory
F,FM and B - elective
Masters - all
Semester - summer
Course supervisors: prof. RNDr. Marie Hušková DrSc.
Course homepage: JEM019
Literature: Anděl, J.: Matematická statistika, SNTL -ALFA, Praha, Bratislava, 1978
Anděl, J.:Statistické metody, MATFYZPRESS. Praha, 1993.
Antoch, J.- Vorlíčková, D.:Vybrané metody statistické analýzy dat. Academia, Praha, 19+92
Jurečková, J.: Neparametrické testy, skriptum MFF UK, 1981
Rao, C.R.: Lineární metody statistické indukce a jejich aplikace, Academia, Praha, 1978.
Description: 1.Rank based procedures ( basic principles, rank tests for one- and two-sample problem) 2. Multivariate Statistical Analysis (multivariate normal distribution, Wishta distribution, Hotteling distribution, estimators and tests on pparameters of multivariate normal distribution, some specific multivariate methods- cluster analysis, discrimination analysis, principal components,...) 2.Noparametric regresion (kernel type etimators, local polynomial smoothing, choice of smoothing parametres). 4. Resampling methods (bootstrap in location models, linear models, time series).

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