[Forum SIS] Seminario VIDYASHANKAR

[Andrea Ghiglietti]

Con preghiera di diffusione tra tutti i possibili interessati,scusandomi per invii multipli.Cordialmente,Andrea Ghiglietti--------------Annuncio il seguente seminario:il giorno giovedì 4 Dicembre 2014, alle ore 14.30, nell'Aula 4 del Dipartimento di Matematica dell'Università degli Studi di Milano, Via C. Saldini, 50, Milano,"Finite Sample Post-Model Selection Inference"Anand N. Vidyashankar,Department of Statistics, Volgeneau School of Engineering, George Mason University.Abstract:In several instances of statistical practice it is common, when using parametric or semi-parametric models, that a preliminary test of a subset of parameters is made and based on the results of the pretest an appropriate model is chosen. However, when evaluating the resulting inferential procedure the variability induced by the model-selection needs to be taken into account. In this presentation, we describe two distinct approaches to data analyses in these contexts. We evaluate both these approaches, using recently developed concentration inequalities, in nite samples as opposed to the traditional large sample investigations. We also describe new central limit theorems facilitating comparisons between the methods.
Keywords: Finite Sample Inference, Model Selection Variability, Asymptotic inference, Data-splitting, Large deviations, Concentration Inequalities.


 		 	   		  
-------------- parte successiva --------------
Un allegato HTML è stato rimosso...
URL: <http://www.stat.unipg.it/pipermail/sis/attachments/20141124/ec477eac/attachment.html>