STAT 508: Modern Nonparametric Statistics

Syllabus, Spring 2023

Instructor: Sangbum Choi, PhD Course #: STAT508

Office: 527 Woodang Hall Class hour: T/R 5:00 – 6:15 pm
Phone: 02-3290-2248 Classroom: 303 Woodang Hall
Email: choisang@korea.ac.kr Office hour: Mon. 5:00 – 6:00 pm
or by appointment

Text:
• Wasserman L. (2006). All of Nonparametric Statistics, Springer.
• Tsiatis AA. (2006). Semiparametric Theory and Missing Data, Springer.

References:
• James G, Witten D, Hastie T, Tibshirani R. (2013). An Introduction to Statistical Learning, Springer.
• Horowitz JL. (2009). Semiparametric and Nonparametric Methods in Econometrics, Springer.
• Hastie T, Tibshirani R, Friedman J. (2001). The Elements of Statistical Learning: Data Mining, Inference,
and Prediction, Springer.
• Fan J, Gijbels I. (1996). Local Polynomial Modelling and Its Applications, Chapman and Hall.

Course Description: This course gives an introduction to nonparametric statistics, with a focus on density
estimation, splines, local regression, confidence sets, random processes, and kernels. Nonparametric methods
can be utilized for semiparametric modeling, coupled with minimal assumption of parametric approach, which
is also covered in this class. The course treats non- and semi-parametric methodology and its application,
together with theory that explains the statistical properties of the methods.

Course Mechanics (Grading): No class exams! Final grades will be based on the 100-point scaled point system:
the final take-home exam (40%), three homework assignments (30%), project presentation (15%), and research
review project (15%). The take-home exam will replace the final in-class exam, allowing each student to work
on it for two weeks. During the course, each student should select a research paper whose topic is relevant to
nonparametric or semiparametric methods, and prepare a 15-minute project presentation. The selected
research paper should be also summarized in 2-3 pages and submitted for research review project.

Class Projects:
- The Research Review Project: Choose a statistical article or book chapter (published since 2000) that
utilizes nonparametric or semiparametric methods. Make sure that the chosen paper can provide some
information about potential research projects. To get full credit, you must get advance approval from
me for the paper you select. Write 4-5 page summary of your findings and include an evaluation of the
potential impact if the proposed research were successful. You may start early as possible and be
advised from me to make sure you are headed in the right direction.
 - The Oral Presentation: With the topic from the selected research paper, you will present to the class.
Prepare 15-20 slides for 15 minute oral presentation. Presentations will be scheduled at the end of the
semester.

Prerequisites: I assume you already learned: Linear algebra and statistical principles at the level of Casella and
Berger (2002) or Wasserman (2004). You should be comfortable with the topics: distribution functions,
convergence in probability, convergence in distribution, almost sure convergence, likelihood functions,
confidence intervals, the delta method, bias, mean square error. Students uncertain about preparation are
encouraged to contact the instructor.

Homework: The homework will give you practice in using the techniques you are learning to analyze data, and
interpret the analyses. They will also include some theory questions, requiring you to do calculations or prove
results mathematically. There will be three homework assignments and every assignment will count equally
towards 30% of your grade. Data and necessary computing codes will be provided.

Computational Work: In this course, I will mostly use R as a computing program. R is a free, open-source
software package/programming language for statistical computing (available at www.r-project.org for both
window and mac). All computing works in homework and take-home exam should report R outputs if requested.
R is the required computing program for this course and other form of computational work will not be
accepted.

Academic integrity: Cheating is an extremely serious offense. A student caught copying someone else’s work
and claiming it as his/her own will get loss of academic benefits.

Tentative list of topics and schedule: The preliminary schedule of lectures below serves as a guide. Depending
on the class needs and progress through the semester, the scheduling of in-class presentations may vary.

Week Topic Exam/Assignment

1 Chapter 1. Introduction
2 Chapter 2. Resampling Method
3 Chapter 3. Density Estimation
4 Chapter 4. Nonparametric Regression
5 Chapter 4. Nonparametric Regression Homework 1 due
6 Chapter 5. Finite Mixture Models
7 Chapter 6. Semiparametric Methods
8 Chapter 7. Single Index Model (SIM)
9 Chapter 8. Partial Linear Regression
10 Chapter 9. Causal Inference Homework 2 due
11 Chapter 10. Missing Data Analysis
12 Chapter 11. Survival Data Analysis
13 Student Presentation
14 Student Presentation
15 Student Presentation
16 Final Exam Take-home exam due
* Sections from the textbook: Wasserman (2006) and Tsiatis (2006).