Nonparametric Statistics

The replacement class will be repeated on 9th of January between 8:15-11:30 in room H607 (Building H).

The replacement class will be held on Tuesday (19th of December) between 8:15-11:30 in !!!room E404 (building E)!!!. Don't forget that it also serves as a consultation. If you have any question, don't hesitate to come and ask.

For the exam, you have to learn everything that I taught you during the semester (definitions, theorems, and proofs). All the questions will be related to the course. There will not be questions related to the material of the replacement class.

During the first part of the course we followed the following lecture notes:

Lecture notes (written by László Györfi)

Then I used pages 77-91 of the following Hungarian lecture notes:

Lecture notes (written by László Ketskeméty and Mária Pintér)

My hand-written notes related to the Hungarian lecture notes above

Finally I used Chapter 2 (written by László Györfi, György Ottucsák and András Urbán) of the following homepage:

Log-optimal portfolios

Sometimes I supplemented the material using the following sources:

A Distribution-Free Theory of Nonparametric Regression

A Probabilistic Theory of Pattern Recognition

Elements of Information Theory

For those who need to extend their knowledge of probability, I recommend the book "Probability: Theory and Example" written by Rick Durrett. Note that the book gives also a short introduction into measure theory. It can be downloaded from the author's homepage:

Homepage of Rick Durrett