McGill Statistics Seminars, 2 décembre 2011

le 1er décembre 2011 à 07:42
Jean-Francois Plante

Le vendredi 2 décembre 2011, 15:30, salle 1205 du Pavillon Burnside.

Path-Dependent Estimation of a Distribution under Generalized Censoring
Alberto Carabarin, Université McGill

This talk focuses on the problem of the estimation of a distribution on an arbitrary complete separable metric space when the data points are subject to censoring by a general class of random sets. A path-dependent estimator for the distribution is proposed; among other properties, the estimator is sequential in the sense that it only uses data preceding any fixed point at which it is evaluated. If the censoring mechanism is totally ordered, the paths may be chosen in such a way that the estimate of the distribution defines a measure. In this case, we can prove a functional central limit theorem for the estimator when the underlying space is Euclidean. This is joint work with Gail Ivanoff (University of Ottawa)