Lecture Notes

These notes supplement the readings in the course textbook and were handed out in the sessions noted in the table.

LEC # Topics
2

Outliers (PDF)

Quantiles (PDF)

4 Combining the Run and Mann-Whitney-Wilcoxon Tests (PDF)
7

Bretagnolle and Massart's Proof of the KMT Theorem for the Uniform Empirical Process (PDF)

The Delta-Method and Asymptotics of some Estimators (PDF)

10

Introduction to Robustness: Breakdown Points (PDF)

Breakdown Points of some 1-Dimensional Location Estimators (PDF)

14

M-estimators and their Consistency (PDF)

The Spatial Median (PDF)

16 Non-existence of some Affinely Equivariant Location Functionals in Dimension d ≥ 2 (PDF)
18 Location and Scatter Functionals (PDF)