Host Institution: |
La Trobe University |
Title of Seminar: |
Accurate Robust Inference |
Speaker's Name: |
Professor Elvezio Ronchetti |
Speaker's Institution: |
La Trobe University |
Time and Date: |
Friday 14 June, 11.00am (AEST) |
Seminar Abstract: |
Classical statistics and econometrics typically rely on assumptions on the structural and the stochastic parts of the model and on optimal procedures derived under these assumptions. Standard examples are least squares estimators in linear models and their extensions, maximum likelihood estimators and the corresponding likelihood-based tests, and GMM techniques in econometrics. Inference is typically based on approximations obtained by standard first-order asymptotic theory. However, in the presence of small deviations from the assumed model, this can lead to inaccurate p-values and confidence intervals. Moreover, when the sample size is moderate to small or even in large samples when probabilities in the tails are required, first-order asymptotic analysis is often too inaccurate. |
Seminar Convenor: |
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AGR IT support: |
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