統計学輪講(第3回)
日時 2001年5月 8日(火) 15時〜16時40分
場所 経済学部5階視聴覚室
講演者 Christopher Small(University of Waterloo)
演題 Likelihood Tilting
概要
The concept of a tilted distribution has proved to be of great value in
statistical inference. In this talk, I shall discuss some examples of
tilting, and shall examine how likelihood tilting, in particular, can
provide a different paradigm for likelihood methodology. The integrated
tilt of a distribution will be developed as an operator, and model
assumptions shall be interpreted as families of operators acting on
distributions.
Examples from parametric and semiparametric inference will be studied.
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