Seminar on Probability and Statistics

Seminar information archive ~06/14Next seminarFuture seminars 06/15~

Organizer(s) Nakahiro Yoshida, Hiroki Masuda, Teppei Ogihara, Yuta Koike

2009/02/04

15:00-16:10   Room #128 (Graduate School of Math. Sci. Bldg.)
三浦 良造 (一橋大学国際企業戦略研究科)
Non-Parametric Statistics for a partial sums of iid observations: New Trials
[ Abstract ]
I would lke to review Alpha- quantiles and Ranks with "Empirical Distributions" defined on partial sums of iid. observations discussed in the time continuous version (Brownian Motion).. Then revisiting the formulation of classical estimand and estimators for iid observations , described for example in Fillipova's paper, I would lik,e to discuss on what we could do for our partial sums of iid observations in orde to define our non-parametric estimators and estimands. I will be talking only on the ideas, but mathematical proofs will not be provided.
[ Reference URL ]
https://www.ms.u-tokyo.ac.jp/~kengok/statseminar/2008/13.html