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Adrian Fischer (- in person)

Dates:1 March 2023
Times:14:00 - 15:00
What is it:Seminar
Organiser:Department of Mathematics
Who is it for:University staff, External researchers, Current University students
Speaker:Adrian Fischer
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  • Department of Mathematics

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  • In category "Seminar"
  • In group "(Maths) Probability and statistics"
  • By Department of Mathematics

Adrian Fischer, PhD student at the Universite Libre Bruxelles is our speaker for the Statistics seminar series.

Title: Point estimation through Stein's method

Abstract: In Stein's method, one can characterize probability distributions with differential operators. We use these characterizations to obtain a new class of point estimators for i.i.d. observations. These so-called Stein estimators satisfy the desirable classical properties such as consistency and asymptotic normality. As a consequence of the usually simple form of the operator, we obtain explicit estimators in cases where standard methods such as Maximum likelihood estimation (MLE) require a numerical procedure to calculate the estimate. In addition, with our approach, one can choose from a large class of test functions which allows to improve significantly on the moment estimator. For several probability laws, we can determine an estimator that shows an asymptotic behaviour close to efficiency. Moreover, we retrieve data-dependent functions that result in asymptotically efficient estimators and give a sequence of explicit Stein estimators that converge to the MLE.

Venue: Room G108 Alan Turing Building Manchester M13 9PL

Speaker

Adrian Fischer

Organisation: Universite Libre Bruxelles

Travel and Contact Information

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Frank Adams Seminar Room 2
Alan Turing Building
Upper Brook street
Manchester

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Olatunji Johnson

olatunji.johnson@manchester.ac.uk

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