Course teacher(s)
Davy PAINDAVEINE (Coordinator)ECTS credits
5
Language(s) of instruction
french
Course content
1. Linear regression (least squares estimation, matrix notation, variance estimation, exact and asymptotic inference on the regression parameter, weighted and generalized least squares estimations)
2. Nonparametric regression (kernel density estimation, Nadaraya-Watson, local polynomials, nearest neighbors, splines)
Objectives (and/or specific learning outcomes)
With the help of this course unit, students will be able to
- explain why regression models are of interest
- perform a regression analysis that is suitable to the context
- apprehend the fundamental differences between parametric and nonparametric estimation
Teaching methods and learning activities
For Part 1: standard lectures
For Part 2: flipped classroom (with exrecise sessions) based on detailed course notes
Contribution to the teaching profile
-
Learning the fundamental concepts in probability and (theoretical or applied) statistics- Learning some advanced notions in some fields of probability and statistics- Being able to model real data and to analyze them by using classicla statistical methods- Chosing adequately the statisticla analysis that is suitable for the problem considered
References, bibliography, and recommended reading
Ravishanker, N., and D. K. Dey (2001). A first course in linear model theory, Chapman & Hall.
Dobson, A. J. (2001). An introduction to generalized linear models, Chapman & Hall.
Gyorfi, L., Kohler, M., Krzyzak, A., and Walk, H. (2002). A distribution-free theory of nonparametric regression, Springer Verlag.
Course notes
- Université virtuelle
- Syllabus
Other information
Contacts
Davy Paindaveine
<dpaindav@ulb.ac.be>
Campus
Plaine
Evaluation
Method(s) of evaluation
- Other
Other
A unique, written, exam is organized in May/June (première session), then in August/September (seconde session). The exam will offer both open and closed (MCQ and/or true-or-false) questions. Questions may refer to theory (including proofs) and exercises.
Mark calculation method (including weighting of intermediary marks)
The final grade is unique and cannot be considered in parts.
Language(s) of evaluation
- french