Nonparametric Statistics

The exams will be held online. For the exam, you have to learn everything that I will teach you during the semester (definitions, theorems, and proofs). All the questions will be related to the course.

Before the exam you need to create your own hand-written notes from the whole material. When your exam starts, I will give you the main topic, and I will give you approximately 15 minutes of preparation time. You can read through and think through your own notes during this time. After you read (and think) through your own notes, you will have to share your written notes (using the sharing option of Windows Teams) and explain the topic to me. Besides the main topic, I will ask you three small questions from other topics for which you will have to provide relatively quick answers (of course, you will be allowed to think a little bit). You can't use your notes in the small question stage of the exam.

During the first part of the course we will follow the following lecture notes:

Lecture notes (written by László Györfi)

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

Log-optimal portfolios

Sometimes I will supplement 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