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seminari di statistica
DIPARTIMENTO DI ECONOMIA POLITICA E METODI QUANTITATIVI
UNIVERSITA' DI PAVIA
VIA SAN FELICE, 5
27100 PAVIA
SEMINARI DI STATISTICA
FEBBRAIO 1999
GIOVEDI' 4 febbraio 1999 ore 17.30
aula H
RELATORE
Eduardo Gutierrez Pena
IIMAS, UNAM
Mexico D.F., Messico
TITOLO
A BAYESIAN PREDICTIVE BOOTSTRAP
RIASSUNTO
Consider the following problem: given a random sample from an
unknown distribution F, and a collection of entertained models,
inferences about the value of an unknown future observation
from F are required. We present a sampling-based approach to
this problem, inspired on a Bayesian model selection criterion.
The method may provide an alternative to Bayes factors in
situations where prior information is vague. Relations with
the nonparametric bootstrap and the weighted likelihood
bootstrap will also be discussed.
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GOVEDI' 25 febbraio 1999 ore 16
aula H
RELATORE
Elvezio Ronchetti
Universita' di Ginevra
Ginevra, Svizzera
e Universita' della Svizzera Italiana
Lugano, Svizzera
TITOLO
ALCUNI SVILUPPI RECENTI IN STATISTICA ROBUSTA
(CON UN APPLICAZIONE A MODELLI DI TASSI D'INTERESSE)
RIASSUNTO
Robust statistics deals with deviations
from the assumptions on the model and
develops statistical procedures which
are still reliable and reasonably efficient
in a small neighborhood of the model.
We will review some basic concepts in robust
statistics and show how they can be used in
fairly complex models. We will focus on recent
work in three broad areas: robust inference in
general parametric models, robust model selection
(especially in regression), and robust estimation
and inference in financial models for the term
structure of interest rates.
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Guido Consonni
Universita' di Pavia
Dipartimento di Economia Poltica e Metodi Quantitativi
Via S. Felice, 5
27100 Pavia
ITALY
Tel. +39 0382 506 225
Fax: +39 0382 304226
email: gconsonni@eco.unipv.it