[Forum SIS] Avviso seminario Prof. Sen

[Dottorato Statistica]

Seminari Internazionali 

Dottorato di Ricerca in Statistica 

Dipartimento di Statistica  - Università degli Studi Milano-Bicocca

20 Ottobre 2011, ore 9:30-13:00 e 14:00-17:30

Ed. U7 -  II piano - Aula seminari 2062 - Via Bicocca degli Arcimboldi, 8 -
Milano

 

 

Prof. Pranab K. Sen

University of North Carolina at Chapel Hill

Asymptotic Methods in Statistics
with Econometric and Biometric  Applications 

 

 

   Students and investigators working in statistics, biostatistics, or
applied statistics, in general, are constantly exposed to problems that
involve large quantities of data. This is even more evident today, when
massive datasets with an impressive amount of details are produced in novel
field such as finance, genomics or bioinformatics at large. Because, in such
a context, exact statistical inference may be computationally out of reach
and in many cases not even mathematically tractable, they have to rely on
approximate results. Asymptotic theory provides a sound framework for
carrying out approximate statistical inference in large samples.

   In this one-day course we examine the limitations of finite sample
methods in terms of model robustness vs. optimality properties, and
introduce the role of asymptotic methods. After defining the main types of
stochastic convergences, and providing the main related limit theorems, we
cover topics as M- and R-estimation, robustness, and show some applications
to econometrics and biometrics.

   The course is based on the book Sen, Singer, Pedroso, de Lima (2009) From
Finite Sample to Asymptotic Methods in Statistics (CUP), and some extracts
of Jureckova, Sen (1996) Robust Statistical Procedures: Asymptotics and
Interrelations (Wiley).

 

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