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Non-Parametric Methods

Unit 1- Empirical distribution function, Glivenko-Cantelli theorem, Kolmogorov goodness of fit test.One
sample U-statistics, Kernel and symmetric kernel, two sample U-statistics. asymptotic distribution
of U-statistics. UMVUE property of U-statistics, asymptotic distribution of linear function of order
statistics.
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Unit 2- Rank tests, locally most powerful rank test, linear rank statistics and their distributional properties
under null hypothesis, Pitman’s asymptotic relative efficiency.
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Unit 3- One sample location problem, sign test and signed rank test, two sample Kolmogorov Smirnov
tests. Two sample location and scale problems. Wilcoxon-Mann-Whitney test, normal score test,
ARE of various test based linear rank statistics. Kruskal-Wallis K sample test.
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Unit 4- Cox’s proportional hazards model, rank test (partial likelihood) for regression coefficients, concepts of
jackknifing method of Quenneville for reducing bias, bootstrap methods, confidence intervals.
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Unit 5- chapter 5View Link

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