[Forum SIS] Politecnico di Milano - Seminario L. Finos

[Laura M. Sangalli]

Si avvisa che in data 07-11-2017, alle ore 15:30 precise, presso l'Aula 
Seminari "F. Saleri" VI piano, Dipartimento di Matematica, Politecnico 
di Milano, nell'ambito delle iniziative MOX, si svolgerà il seguente 
seminario:

Relatore:
Livio Finos, Università degli Studi di Padova

Titolo:
Robust testing of generalized linear models by sign-flipping score 
contributions

Sommario:
We consider the problem of testing a generalized linear model (GLM)
with possibly misspecified distribution. In this case, the traditional
tests lose their good properties, since the Fisher information is
estimated under incorrect assumptions. Here we present a testing
approach that is based on random sign-flipping of score contributions,
while not requiring any estimate of the Fisher information.
As long as the link function is correct and under mild assumptions,
our method is robust (i.e. asymptotically exact, consist) against
several types of model misspecification, such as overdispersion,
heteroscedasticity and, in some cases, ignored nuisance parameters.
Among the other features, the methods extends easily to the
multivariate (and multiple testing) framework, since it deals
efficiently with the dependence of univariate tests without the need
of estimating it.
Some application to real data is shown and discussed.

Based on joint work with Jesse Hemerik and Jelle Goeman



Tutti gli interessati sono invitati a partecipare.

Cordiali saluti,
Laura Sangalli


-- 
Laura Maria Sangalli
MOX - Dipartimento di Matematica
Politecnico di Milano
Piazza Leonardo da Vinci 32
20133 Milano - Italy
tel: +39 02 2399 4554
fax: +39 02 2399 4568
email: laura.sangalli at polimi.it
url: http://mox.polimi.it/~sangalli