AMS 587: Nonparametric Statistics

This course covers the applied nonparametric statistical procedures: one-sample Wilcoxon tests, two-sample Wilcoxon tests, runs test, Kruskal-Wallis test, Kendall’s tau, Spearman’s rho, Hodges-Lehman estimation, Friedman analysis of variance on ranks. The course gives the theoretical underpinnings to these procedures, showing how existing techniques may be extended and new techniques developed. An excursion into the new problems of multivariate nonparametric inference is made.

Required Textbook: Nonparametric Statistical Methods by Myles Hollander, Douglas A. Wolfe and Eric Chicken, 3rd edition, 2013, Wiley

Supplementary Textbooks:

1. Applied Nonparametric Statistical Methods by Peter Sprent and Nigel C. Smeeton, 4th edition, 2007, CRC Press
2. Robust Nonparametric Statistical Methods by Thomas P. Hettmansperger and Joseph W. McKean, 2nd edition, 2010, CRC Press
3. Nonparametric Statistical Methods Using R by John Kloke and Joseph W. McKean, 2014, CRC Press
4. Statistical Inference Based on Ranks by Thomas P. Hettmansperger, 1984, Wiley
5. Introduction to the Theory of Nonparametric Statistics by Douglas A. Wolfe and Ronald H. Randles, 1979, Wiley