Buongiorno, con piacere segnalo il seguente seminario:
-------------------------------- 31 gennaio ore 16.30 - aula 101, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: meet.google.com/yvq-ccbt-pzt
Title: *An Introduction to Saddlepoint Approximations*
*Prof. Elvezio Ronchetti* Research Center for Statistics and Geneva School of Economics and Management University of Geneva, Switzerland Elvezio.Ronchetti@unige.ch www.unige.ch/gsem/en/research/faculty/honorary-professors/elvezio-ronchetti/
Abstract: Classical inference in statistics is typically carried out by means of standard (first-order) asymptotic theory. However, the asymptotic distribution of estimators and test statistics can provide a poor approximation of tail areas especially when the sample size is moderate to small. This can lead to inaccurate p-values and confidence intervals. Several techniques, both parametric and nonparametric, have been devised to improve first-order asymptotic approximations, including e.g. Edgeworth expansions, Bartlett's corrections, and bootstrap methods. Here we focus on saddlepoint techniques, introduced into statistics by H. Daniels, and more generally on small sample asymptotic techniques, an expression coined by F. Hampel to express the spirit of these methods. Indeed they provide very accurate approximations of tail probabilities down to small sample sizes and /or out in the tails. Moreover, these approximations exhibit a relative error of order 1/n, an improvement with respect to other available approximations obtained by means of Edgeworth expansions and similar techniques. We will review the basic ideas, show the link with other nonparametric methods such as empirical likelihood, and outline some connections to information theory and optimal transportation. ----------------------------------- Locandina dell'evento https://drive.google.com/file/d/1INut-6sD210FwZ437k3ydQA5P3xchdIr/view?usp=share_link Seminari Matematici Statistici https://sites.google.com/uniupo.it/seminari-ms/home-page -----------------------------------
Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Enea