[Statlist] Seminar ueber Statistik
Christina Kuenzli
kuenzli at stat.math.ethz.ch
Mon Mar 31 11:12:00 CEST 2003
ETH and University of Zurich
Proff. A.D. Barbour -- P. Buehlmann -- F. Hampel -- H.R. Kuensch
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We are pleased to announce the following seminar
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April 4, 2003, 15.15
Leonhardstrasse 27, 8006 Zürich, LEO C15
Approximate location and exponential family models
Nancy Reid, University of Toronto
Models with sufficiently regular likelihood functions can be approximated at
a fixed data point by a local location model and by a local exponential
family model. The approximation is typically in powers of $n^{-1/2}$ where
$n$ is the sample size or an index of the total information. To
$O(n^{-3/2})$ the models can be used for deriving higher order likelihood
based approximations. The approximations will be described, and their use
in computing approximate tail probabilities and approximate matching priors
will be illustrated.
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(LEO is close to the main building, across the hill-side station of the
'Polybahn')
Overview maps of ETH : http://www.ethz.ch/search/orientation_en.asp
Further information: Christina Kuenzli, Statistics Seminar of ETH Zurich
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Everybody is kindly invited
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Eidgenoessische Technische Hochschule Zuerich
Swiss Federal Insitute of Technology Zurich
________________________________________________________
Christina Kuenzli <kuenzli at stat.math.ethz.ch>
Seminar fuer Statistik
Leonhardstr. 27, LEO D11 phone: +41 1 632 3438
ETH-Zentrum, fax : +41 1 632 1228
CH-8092 Zurich, Switzerland http://stat.ethz.ch/~
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