SubjectsSubjects(version: 867)
Course, academic year 2019/2020
Specialized seminar in probability and mathematical statistics - NMSA601
Title: Oborový seminář z pravděpodobnosti a matematické statistiky
Guaranteed by: Department of Probability and Mathematical Statistics (32-KPMS)
Faculty: Faculty of Mathematics and Physics
Actual: from 2019 to 2019
Semester: both
E-Credits: 2
Hours per week, examination: 0/2 C [hours/week]
Capacity: unlimited
Min. number of students: unlimited
State of the course: taught
Language: Czech
Teaching methods: full-time
Note: you can enroll for the course repeatedly
you can enroll for the course in winter and in summer semester
Guarantor: prof. Lev Klebanov, DrSc.
prof. RNDr. Jana Jurečková, DrSc.
Class: Pravděp. a statistika, ekonometrie a fin. mat.
Classification: Mathematics > Probability and Statistics
Annotation -
Last update: T_KPMS (06.05.2014)
Specialized seminar situated on the border of probability and modern statistical inference, extending the knowledge of PhD students towards the world level. The key subjects are empirical processes and their strong approximations; invariance principles on various topological spaces; functional data (e.g. processes), and inference on parameters from various functional spaces; transformations of data, characterizations of probability distributions. Besides these subjects, we shall regularly follow important new results and methods. There will be a space for students' problems of interest.
Aim of the course -
Last update: prof. RNDr. Jana Jurečková, DrSc. (06.10.2017)

Specialized subject seminar, extending the knowledge of PhD students toward the respected level, on the border of probability and modern statistical inference. The keyward subjects are: empirical processes; invariance principles; functional data (e.g. processes), and the inference on their parameters; emphasis on testing statistical hypotheses, including nonparametric, mainly concerning the mutlivariate datasets. Besides that, we shall follow the progress in the area in the world literature.

Course completion requirements - Czech
Last update: RNDr. Jitka Zichová, Dr. (04.06.2019)

NMSA601, podmínkami pro zápočet je vysoké procento účasti na semináři, aktivita v diskusích během semestru a přednesení referátů (přesně stanoví vyučující).

Literature - Czech
Last update: prof. RNDr. Jana Jurečková, DrSc. (06.10.2017)

Základní odborná literatura:

U. Grenander: Abstract Inference. J. Wiley 1984. D. Pollard: Empirical Processes: Theory and Applications. NSF-CBMS Regional Conf. Series in Probability and Statistics, Vol. 2, 1990. E. L. Lehmann: Testing Statistical Hypotheses, 2nd edition, Springer 1986

Doporučená odborná literatura:

J. Jurečková, P. K. Sen and J. Picek: Methodology in Robust and Nonparametric Statistics, Chapman and Hall 2013.

H. L. Koul: Weighted Empirical Processes in Dynamic Nonlinear Models. 2nd Edition. Lecture Notes in Statistics 166, Springer 2002.

Časopisecká a další knižní literatura podle doporučení vedoucího semináře.

Teaching methods -
Last update: prof. RNDr. Jana Jurečková, DrSc. (06.10.2017)

Presentations of students, discussions in group.

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