图 书 馆
18.465主题统计:非参数和鲁棒性18.465 Topics in Statistics: Nonparametrics and Robustness |
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| 课程网址: | http://ocw.mit.edu/courses/mathematics/18-465-topics-in-statistic... |
| 主讲教师: | Prof. Richard Dudley |
| 开课单位: | 麻省理工学院 |
| 开课时间: | 2005-01-01 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | This graduate-level course focuses on one-dimensional nonparametric statistics developed mainly from around 1945 and deals with order statistics and ranks, allowing very general distributions. For multidimensional nonparametric statistics, an early approach was to choose a fixed coordinate system and work with order statistics and ranks in each coordinate. A more modern method, to be followed in this course, is to look for rotationally or affine invariant procedures. These can be based on empirical processes as in computer learning theory. Robustness, which developed mainly from around 1964, provides methods that are resistant to errors or outliers in the data, which can be arbitrarily large. Nonparametric methods tend to be robust. |
| 关 键 词: | 秩检验; 多变量鲁棒性; 非参数分类 |
| 课程来源: | 麻省理工学院公开课 |
| 最后编审: | 2024-06-13：chenjy |
| 阅读次数: | 25 |