[Forum SIS] Seminar

[Simone Padoan]

Dear All,


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We are glad to announce the following talk
Thursday, 5th December, 2013, 12.30, Room 3-E4-SR03
Bocconi University, via Roentgen 1, Milan.
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by Anthony Davison, Ecole Polytechnique Fédérale de Lausanne, Switzerland

Title:
"Accurate directional inference for vector parameters"

Abstract:
Modern likelihood theory provides highly accurate inferences for scalar parameters, using signed variants of the likelihood ratio statistic that provide near-exact inferences for many parametric models.  However many, perhaps most, statistical problems entail tests on vector parameters; an example would be analysis of deviance for a generalized linear model.  In such situations it is much harder to construct highly accurate tests.  This talk describes an approach to doing so in linear exponential families, based on reducing the testing problem to a directional test, which is intrinsically one-dimensional.  This can provide astonishingly accurate inferences, even in cases where the usual likelihood ratio test entirely fails.  The work is joint with Don Fraser, Nancy Reid and Nicola Sartori.


The complete DEC seminars schedule is available at http://www.unibocconi.eu/statseminar

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Dr. Simone Padoan, PhD.
Assistant Professor

Department of Decision Sciences
Bocconi University of Milan
via Roentgen, 1 20136 Milano - Italy
tel. +39 02 5836 5368
Email: simone.padoan a unibocconi.it
Webpage: http://faculty.unibocconi.it/simonepadoan
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