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 |
|---|
|
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
Find event
Frank Adams Seminar Room 2
Alan Turing Building
Upper Brook street
Manchester
