{"id":974,"date":"2022-01-21T20:44:58","date_gmt":"2022-01-21T19:44:58","guid":{"rendered":"https:\/\/mastermas.univ-lyon1.fr\/?page_id=974"},"modified":"2022-01-21T20:44:58","modified_gmt":"2022-01-21T19:44:58","slug":"estimation-non-parametrique","status":"publish","type":"page","link":"https:\/\/mastermas.univ-lyon1.fr\/index.php\/estimation-non-parametrique\/","title":{"rendered":"ESTIMATION NON PARAMETRIQUE"},"content":{"rendered":"\n<p>Estimation non param\u00e9trique : cours, travaux dirig\u00e9s et travaux pratiques sur R.<\/p>\n\n\n\n<p>La premi\u00e8re partie du cours porte sur l\u2019estimation d\u2019une probabilit\u00e9, d\u2019un quantile ou d\u2019une autre quantit\u00e9 d\u2019int\u00e9r\u00eat. Les intervalles de confiance associ\u00e9s sont construits par des arguments th\u00e9oriques exacts ou asymptotiques. On \u00e9voquera entre autre la notion de mesure empirique.<\/p>\n\n\n\n<p>Le Bootstrap est pr\u00e9sent\u00e9 dans la deuxi\u00e8me partie du cours. Cette technique est appliqu\u00e9e au calcul de pr\u00e9cision des estimations pr\u00e9c\u00e9dentes (et servira \u00e9galement pour la suite du cours).<\/p>\n\n\n\n<p>Dans la derni\u00e8re partie du cours, on s\u2019int\u00e9resse \u00e0 l\u2019estimation fonctionnelle (densit\u00e9, r\u00e9gression via les m\u00e9thodes \u00e0 noyaux) comme aux tests non param\u00e9triques (notions utiles de statistique d\u2019ordre et de rang). Toutes ces notions sont illustr\u00e9es sur R \u00e0 l\u2019aide de jeux de donn\u00e9es r\u00e9els.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Estimation non param\u00e9trique : cours, travaux dirig\u00e9s et travaux pratiques sur R. La premi\u00e8re partie du cours porte sur l\u2019estimation d\u2019une probabilit\u00e9, d\u2019un quantile ou d\u2019une autre quantit\u00e9 d\u2019int\u00e9r\u00eat. Les intervalles de confiance associ\u00e9s sont construits par des arguments th\u00e9oriques exacts ou asymptotiques. On \u00e9voquera entre autre la notion de mesure empirique. Le Bootstrap est <a class=\"more-link\" href=\"https:\/\/mastermas.univ-lyon1.fr\/index.php\/estimation-non-parametrique\/\">Lire plus &#8230;<\/a><\/p>\n","protected":false},"author":6,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-974","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/mastermas.univ-lyon1.fr\/index.php\/wp-json\/wp\/v2\/pages\/974","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/mastermas.univ-lyon1.fr\/index.php\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/mastermas.univ-lyon1.fr\/index.php\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/mastermas.univ-lyon1.fr\/index.php\/wp-json\/wp\/v2\/users\/6"}],"replies":[{"embeddable":true,"href":"https:\/\/mastermas.univ-lyon1.fr\/index.php\/wp-json\/wp\/v2\/comments?post=974"}],"version-history":[{"count":1,"href":"https:\/\/mastermas.univ-lyon1.fr\/index.php\/wp-json\/wp\/v2\/pages\/974\/revisions"}],"predecessor-version":[{"id":975,"href":"https:\/\/mastermas.univ-lyon1.fr\/index.php\/wp-json\/wp\/v2\/pages\/974\/revisions\/975"}],"wp:attachment":[{"href":"https:\/\/mastermas.univ-lyon1.fr\/index.php\/wp-json\/wp\/v2\/media?parent=974"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}