SDST7609 Research methods in statistics (6 credits) | Academic Year | 2025 | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Offering Department | SCDS (Department of Statistics and Actuarial Science) | Quota | --- | ||||||||||||
Course Co-ordinator | Prof K Zhu, SCDS (Department of Statistics and Actuarial Science) < mazhuke@hku.hk > | ||||||||||||||
Teachers Involved | (Prof K Zhu,Statistics & Actuarial Science) | ||||||||||||||
Course Objectives | This course introduces some statistical concepts and methods which potential graduate students will find useful in preparing for work on a research degree in statistics. Focus is on applications of state-of-the-art statistical techniques and their underlying theory. | ||||||||||||||
Course Contents & Topics | Contents may be selected from: (1) Basic asymptotic methods: modes of convergence; stochastic orders; laws of large numbers; central limit theorems; delta method; Edgeworth expansions; saddlepoint approximations. (2) Parametric and nonparametric likelihood methods: high-order approximations; profile likelihood and its variants; signed likelihood ratio statistics; empirical likelihood. (3) Nonparametric statistical inference: sample quantiles; sign and rank tests; Kolmogorov-Smirnov test; nonparametric regression; density estimation; kernel methods. (4) Computationally-intensive methods: cross-validation; bootstrap; permutation methods. (5) Robust methods: measures of robustness; M-estimator; L-estimator; R-estimator; estimating functions. (6) U-statistics, projection methods. (7) Other topics as determined by the instructor. |
||||||||||||||
Course Learning Outcomes |
On successful completion of this course, students should be able to:
|
||||||||||||||
Pre-requisites (and Co-requisites and Impermissible combinations) |
Pass in SDST3600 or SDST3907 Only for students admitted in 2025 and thereafter. |
||||||||||||||
Course to PLO Mapping | |||||||||||||||
Offer in 2025 - 2026 | Y 1st sem | Examination | Dec | ||||||||||||
Offer in 2026 - 2027 | Y | ||||||||||||||
Course Grade | A+ to F | ||||||||||||||
Grade Descriptors |
|
||||||||||||||
Communication-intensive Course | N | ||||||||||||||
Course Type | Lecture-based course | ||||||||||||||
Course Teaching & Learning Activities |
|
||||||||||||||
Assessment Methods and Weighting |
|
||||||||||||||
Required/recommended reading and online materials |
Efron, B. and Tibshirani, R.J. (1993). An Introduction to the Bootstrap. Chapman & Hall: New York. Owen, A.B. (2001). Empirical Likelihood. Chapman & Hall: Boca Raton. Shao, J. (1999). Mathematical Statistics. Springer: New York. Vaart, A. (1998). Asymptotic Statistics. Cambridge: Cambridge University Press. |
||||||||||||||
Course Website | http://moodle.hku.hk | ||||||||||||||
Additional Course Information | NIL |