Type: Seminar

Distribution: World

Expiry: 25 Feb 2020

CalTitle1: Overview of Likelihood Inference in Non-regular Settings

Auth: wenqi@dora.maths.usyd.edu.au

Hello all, The next MaPSS talk of this semester will be at 17:00 on Mon 26th of August in Carslaw 535. It’s a great opportunity to meet fellow postgrads, listen to an interesting talk, and of course get some free pizza! ************************************************************************************** Speaker: Haruki Osaka Title: Overview of Likelihood Inference in Non-regular Settings Abstract: Likelihood based methods are popular in parametric statistical inference due to its well established theory and its intuitive interpretation. Analysis of the likelihood function determines the asymptotic behaviour of the maximum likelihood estimator and its associated test statistics. When the likelihood can be assumed to satisfy certain regularity conditions, these test statistics have a normal or chi-squared distributed limiting distribution and are efficient. However, when these conditions do not hold, the asymptotic theory becomes less widely known, as there is no result that encompasses all problems that avoid the narrow specification of regularity. We review some common situations where one or some of the regularity conditions which underlie likelihood based parametric inference fail. We’ll also talk about likelihood ratio tests in normal mixtures as a well studied problem of this kind. ************************************************************************************** See you there! Details can also be found on the school’s Postgraduate Society website: http://www.maths.usyd.edu.au/u/MaPS/mapss.2019.html Cheers, Wenqi