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The course is a continuation of the courses Probability and mathematical statistics and Econometric I and it larges knowledge from there about the new topics, namely frequently used ones. Firstly, the attention is paid to the bayesian statistics, i.e. to the possibility to utilize the a priori obtained knowledge in the statistical inference. It is an approach which is alternative to the classical Fisher statistics. Then we shall turn to the tests of good fit, processing of contingency tables, theory of selection from finite populations and finally we will study robustness which the most problematic aspects of classical statistical and econometric methods. Poslední úprava: VISEK (01.10.2012)
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To enlarge knowledge in statistics and econometrics about some selected topics. To help in this way to the understanding of basic statistical and econometric ideas. Poslední úprava: VISEK (01.10.2012)
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Breiman, L. (1968): Probability, Addison-Wesley Publishing Company, London 1968. Hampel, F. R., E. M. Ronchetti, P. J. Rousseeuw, W. A. Stahel (1986): Robust Statistics -- The Approach Based on Influence Functions. New York: J.Wiley Huber, P.J.(1981): Robust Statistics. New York: J.Wiley and Sons. Lehmann, E. L. (1998): Theory of Point Estimation (Springer Texts in Statistics) Lehmann, E. L. (1998): Testing Statistical Hypotheses, (Springer Texts in Statistics). Rao, R. C. (1973): Linear Statistical Inference and Its Applications. New York: J.Wiley and Sons. Rousseeuw, P. J., A. M. Leroy (1987): Robust Regression and Outlier Detection. New York: J.Wiley and Sons. Víšek, J. Á. : Selected Topics from Statistics. Carolinum. Víšek, J. Á. : Robust error-term-scale estimate. IMS Collections. Nonparametrics and Robustness in Modern Statistical Inference Poslední úprava: VISEK (01.10.2012)
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Lectures with seminars. All relevant information will be available on my IES web page, i.e. http://ies.fsv.cuni.cz/cs/staff/visek Poslední úprava: VISEK (01.10.2012)
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Writing reports - homeworks from seminars and passing tests for credits. Poslední úprava: VISEK (01.10.2012)
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I. Bayesian statistics II. Tests of good fit III. Contingency tables IV. Sampling from finite populations V. Repetition of the main ideas of and the reasons for robustness, the robust estimators of location and scale, the robust indetification of regression model, robustified diagnostics and modifications of the OLS. The implicit weighting of residuals. Poslední úprava: VISEK (01.10.2012)
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Passing (some) mathematics, (some) statistics and (some) econometrics. Poslední úprava: VISEK (01.10.2012)
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