[Forum SIS] DEC Seminar - October 16th

[Raffaella Piccarreta]

Dear all, we are glad to announce the following seminar 




DEC - Statistics Seminar 
Università Bocconi, 
Room 3-E4-SR03 
Via Rontgen 1 - 3rd floor 
Time: 12:30pm 
( The DEC seminar schedule is available at http://www.unibocconi.eu/statseminar ) 

Thursday, October 16th 

Jan Hannig 
(University of North Carolina at Chapel Hill) 



"Generalized Fiducial Inference" 


Abstract 

R. A. Fisher's fiducial inference has been the subject of many discussions 
and controversies ever since he introduced the idea during the 1930's. The idea experienced a bumpy ride, to say the least, during its early years and one can safely say that it eventually fell into disfavor among mainstream statisticians. However, it appears to have made a resurgence recently under various names and modifications. 
For example under the new name generalized inference fiducial inference has proved to be a useful tool for deriving statistical procedures for problems where frequentist methods with good properties were previously unavailable. 
Therefore we believe that the fiducial argument of R.A. Fisher deserves a fresh look from a new angle. 
In this talk we first generalize Fisher's fiducial argument and obtain a fiducial recipe applicable in virtually any situation. We demonstrate this fiducial recipe on examples of varying complexity. We also investigate, by simulation and by theoretical considerations, some properties of the statistical procedures derived by the fiducial recipe showing they often posses good repeated sampling, frequentist properties. 
Portions of this talk are based on a joined work with Hari Iyer, Thomas C.M. Lee, Randy La, Dimitris Katsoridasi and Min-ge Xie. 




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Raffaella Piccarreta 
DEC - Department of Decision Sciences, 
Universita' L.Bocconi, via Guglielmo Röntgen 1 (3rd floor, room D1-09). 20136, Milano. 
email: piccarreta a unibocconi.it 
tel. +39-02-58365659 / fax +39-02-58365630 

Web page (ENGLISH VERSION): http://faculty.unibocconi.eu/raffaellapiccarreta/ 
(ITALIAN VERSION): http://faculty.unibocconi.it/raffaellapiccarreta/ 
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