MAT 4380 Advanced Regression
3 crédits
Mathematiques
Faculte des sciences
Topics in linear regression: influential values, high leverage points, model selection, model comparison. Regularization methods: ridge regression, lasso regression. Robust regression: outlier, breakdown point, influence function, M-estimators. Non-parametric regression and smoothing methods: kernel regression, local polynomials, smoothing splines. Additional topics at instructor’s discretion.
Volet:
Cours magistral
Exigences:
Prerequisite: MAT 3375 .
Terme proposées précédemment:
Hiver
Équivalent Français: