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BEGIN:VEVENT
DTSTAMP:20230222T130745Z
DTSTART:20230301T140000Z
DTEND:20230301T150000Z
SUMMARY:Adrian Fischer (- in person)
UID:{http://www.columbasystems.com/customers/uom/gpp/eventid/}rrf-lcooat0
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DESCRIPTION:Adrian Fischer\, PhD student at the Universite Libre Bruxelle
s is our speaker for the Statistics seminar series.\n\nTitle: Point esti
mation through Stein's method\n\nAbstract: In Stein's method\, one can
characterize probability distributions with differential operators. We u
se these characterizations to obtain a new class of point estimators for
i.i.d. observations. These so-called Stein estimators satisfy the desir
able 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 like
lihood estimation (MLE) require a numerical procedure to calculate the e
stimate. In addition\, with our approach\, one can choose from a large c
lass of test functions which allows to improve significantly on the mome
nt estimator. For several probability laws\, we can determine an estimat
or that shows an asymptotic behaviour close to efficiency. \nMoreover\,
we retrieve data-dependent functions that result in asymptotically effic
ient estimators and give a sequence of explicit Stein estimators that co
nverge to the MLE.\n\nVenue:\nRoom G108 \nAlan Turing Building \nManches
ter\nM13 9PL
STATUS:TENTATIVE
TRANSP:TRANSPARENT
CLASS:PUBLIC
LOCATION:Frank Adams Seminar Room 2 \, Alan Turing Building \, Upper Broo
k street\, Manchester\, M13 9PL
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