VVZ API is not affiliated with ETH Zurich. Data might be outdated or incorrect. Please view the official ETHZ Vorlesungsverzeichnis for binding information.

401-6201-00L 2 Credits MSC D-MATH
You're viewing possible stale or outdated data. Please check the latest semester for more up-to-date information.

Resampling Methods

Resampling-Methoden

Lecturers & Examiners: Prof. em. Dr. Werner A. Stahel
VVZ CR n/a

Last Updated: 2026-02-05 15:13:50

Abstract

This course covers several generally useful statistical methods:Nonparametric tests, randomization tests, jackknife and bootstrap, as well as asymptotic approximations and robustness properties of estimators.

Objective

For the classical parametric models there are optimal statistical estimators and test statistics, and their distributions can often be determined exactly. The methods covered in this course allow for finding statisticsl procedures for more general models and to derive exact or approximate distributions of complicated estimators and test statistics. They thus make it possible to use specific models for any applications under consideration and to derive corresponding statistical procedures.

Content

Nonparametric tests, randomization tests, jackknife and bootstrap, asymptotic approximations and robustness properties of estimators.

Resources

Lecture Notes

stat.ethz.ch/~stahel/courses/resampling

Literature

Only for parts of the course author = {A. C. Davison and D. V. Hinkley}, title = {Bootstrap methods and their application}, publisher = {Cambridge University Press}, year = 1997, note = {includes 1 disk}, series = {Cambridge Series in Statistical and Probabilistic Mathematics}

General Information

Language
German
Levels
MSC
Frequency
Every two years

Examination

Type
graded semester performance

Course Components

Type Title Time & Place Hours
lecture with exercise Resampling-Methoden
zusammen mit Diego Kuonen Blockkurs im Januar 2008
No time listed 20 h semesterly

Offered In