[Forum SIS] Avviso di seminario :: Sartori a DSS (Scienze Statistiche, Sapienza)

[Pierpaolo Brutti]

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 A v v i s o   d i   S e m i n a r i o
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Venerdì 29 Novembre, ore 11am
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Stanza 34
Dipartimento di Scienze Statistiche
Sapienza Università di Roma


NICOLA SARTORI
(Dip. di Scienze Statistiche, Università degli Studi di Padova)


terrà un seminario dal titolo


DIRECTIONAL INFERENCE FOR VECTOR PARAMETERS


tutti gli interessati sono invitati a partecipare.

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Saluti

Pierpaolo Brutti - Fulvio De Santis

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Summary

We consider inference on a vector-valued parameter of interest in a
linear exponential family, in the presence of a finite-dimensional
nuisance parameter. Based on higher order asymptotic theory for
likelihood, we propose a directional test whose p-value is computed
using one-dimensional integration. For discrete responses this extends
the development of Davison et al. (2006), and some of our examples
concern testing in contingency tables. For continuous responses the
work extends the directional test of Cheah et al. (1994). Examples and
simulations illustrate the high accuracy of the method, which we
compare with the usual likelihood ratio test and with an adjusted
version due to Skovgaard (2001). In high-dimensional settings, such as
covariance selection, the approach works essentially perfectly,
whereas its competitors can fail catastrophically. Extensions to
non-linear exponential families and to general models are also
sketched (joint with A.C. Davison, D.A.S. Fraser, N. Reid).
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