13/04/26 - Seminário do Programa Interinstitucional de Pós-Graduação em Estatística (PIPGEs) da UFSCar-USP

Excepcionalmente na segunda-feira, 13 de abril às 14hs, teremos o seguinte seminário do Programa Interinstitucional de Pós-Graduação em Estatística (PIPGEs) da UFSCar-USP.

Nome: Jochen Einbeck (Durham University, UK)

Título: Robust ratio estimators for location parameters of count distributions

Resumo: Classical parameter estimation for Poisson-distributed data relies mainly on Maximum Likelihood Estimation (MLE), which assumes that the data perfectly adhere to the model assumptions including equidispersion. However, real-world datasets often suffer from structural discrepancies that violate these assumptions, leading to biased estimates and inflated mean squared errors. This study derives two robust estimators—the Single Ratio (SR) and the Double Ratio (DR) estimators, which are based on the information in the data close to the mode. Consistency of the estimators is established analytically. Using a Monte Carlo simulation, we evaluate the performance of these estimators across four critical scenarios: outliers, right truncation, zero inflation, and zero truncation. In all these scenarios, the proposed estimators showed consistent behaviour, and in most scenarios, superior performance to the MLE, especially for larger sample sizes. Real data-examples illustrate the proposed estimators. Extension to other count distributions, as well as the development of a GLM-type regression framework for this class of estimators, are briefly considered. (joint work with Dr Sehar Saleem).

Local: CINA-UFSCar (São Carlos)

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