[Forum SIS] avviso di seminario (Scienze Statistiche, Sapienza)

[fulvio de santis]

*Sapienza Università di Roma*
Dipartimento di Scienze Statistiche

*Dottorato di Ricerca in Scienze Statistiche*
(curric: Statistica Metodologica)


*Avviso di Seminario*

*Kai-Sheng Song* (U. of North Texas).
*Some Recent Developments in Parametric and Nonparametric Estimation*
Venerdì 15 novembre 2014, ore 11
Sala 34, Dipartimento di Scienze Statistiche, Sapienza
(Piazzale A. Moro, 5 - Roma)

Cordiali saluti,
Pierpaolo Brutti - Fulvio De Santis

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*Summary*

*The generalized Gaussian distribution is one of the most widely used
parametric distributions in source coding, video and image processing, and
in adaptive Lp regression as a family of generalized error distributions. I
will first discuss some issues with the sampling distributions of the
maximum likelihood estimator and its Studentized statistic, and present a
competing estimator that is almost as efficient as  the ML estimator, but
whose asymptotic distribution admits an exact variance stabilizing
 transformation. I will then consider the problem of estimating the
location of a discontinuity in a mixed *
*type distribution. Discontinuities in distributions have arisen in a
variety of contexts including earnings management, vote manipulation in
elections, and corruption in sports, where highly asymmetric incentives
bracket a fixed hurdle. I propose a nonparametric method of locating such a
point of jump discontinuity and discuss some of its properties. *
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