Checking date: 17/05/2024

Course: 2024/2025

Resambling Techniques
(13726)
Bachelor in Statistics and Business (Plan: 400 - Estudio: 203)

Coordinating teacher: MARIN DIAZARAQUE, JUAN MIGUEL

Department assigned to the subject: Statistics Department

Type: Electives
ECTS Credits: 6.0 ECTS

Course:
Semester:

Requirements (Subjects that are assumed to be known)
Probability I Probability II Técnicas de Inferencia Estadística I Técnicas de Inferencia Estadística II Métodos de Regresión
Objectives
General objectives: 1. Capacity for analysis and synthesis. 2. To model and solve problems. 3. Oral and written communication skills. Specific objectives: 1. To know the basic techniques of resampling methods 2. To know and use statistical software to work with resampling techniques.
Skills and learning outcomes
Description of contents: programme
1 Introduction to resampling methods: bootstrap and permutations 1.1 Examples of classical estimation problems 1.2 Applications with R 2. Jackcnife methods and permutation tests 2.1 Properties of jacknife estimators and permutation tests 3.2 Applications with R 3 Concepts related to empirical distribution 3.1 Estimation of standard errors through resampling. 3.2 Estimation of biases through resampling 4 Linear models and time series with resampling 4.1 Bootstrap regression models 4.2 Time series models with bootstrap 4.3 Applications with R 5 Confidence intervals based on resampling 5.1 Justification of alternatives in bootstrap confidence intervals 5.2 Applications with R 6 Hypothesis tests based on resampling 6.1 Bootstrap tests 6.2 Applications with R
Learning activities and methodology
Theory (4 ECTS). Theoretical classes with support material available on the Web. Practice (2 ECTS) problem-solving classes. Computing practices in computer labs. Presentations and debates.
Assessment System
• % end-of-term-examination 30
• % of continuous assessment (assigments, laboratory, practicals...) 70

Calendar of Continuous assessment

Extraordinary call: regulations
Basic Bibliography
• A.C. Davison, D.V. Hinkley. Bootstrap Methods and their Applications. Cambridge University Press.. (1997)
• B. Efron, R. Tibshirani . An Introduction to the bootstrap. Chapman and Hall.. (1993)
• Phillip I. Good. Introduction to Statistics Through Resampling Methods and R. Wiley. (2013)