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seminari Bocconi
Università L. Bocconi
Istituto di Metodi Quantitativi
Milano
SEMINARIO
Prof. Sreenivas Rao Jammalamadaka
Department of Statistics
University of California USA
SPACINGS IN STATISTICAL INFERENCE
Martedì 22 giugno ore 16.00
Istituto di Metodi Quantitativi
Viale Isonzo 25
20135 Milano
Abstract
Given an iid sample from a continuous distribution on the real line, spacings
are defined as the gaps between successive observations. This talk will
introduce the role such spacings play in statistical inference i.e., in
testing
statistical hypotheses and in estimation. First, we provide a review of
spacings-based tests for goodness of fit and for exponentiality, among other
testing problems. Asymptotic efficiencies of such test statistics as well as
some results on small-sample asymptotics, will be explored. Secondly, a
general
estimation method based on spacings which generalizes the so-called “maximum
spacings estimator” proposed by Cheng and Amin (1983) and independently
Ranneby (1984), will be discussed. Some asymptotic properties of such
estimators will be presented.
--------------
Piero Veronese
Istituto Metodi Quantitativi
Università L. Bocconi
viale Isonzo, 25
20135 Milano
Italy
tel. + 39.2.58365622; fax +39.2.58365630
E.mail: Piero.Veronese@uni-bocconi.it
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