Dear all,
This is to remind you about the upcoming 2-day course on shape constrained estimation
at the University of Bristol that starts tomorrow.
LECTURER: Hanna Jankowski, York University, Canada.
TIME: 2-3 June 2009, 1pm-3pm.
LOCATION: University of Bristol, School of Mathematics, SM3.
WEBSITE: http://www.math.yorku.ca/~hkj/Teaching/Bristol/
AUDIENCE: Graduate students and interested researchers.
SYNOPSIS: The estimation of functions such as densities, hazard rates, cumulative
distributions or regression functions plays a large role in statistical inference. Often, it is
quite natural to assume that the function of interest has a certain shape, such as
increasing, convex, etc..
This course will give an overview of the problem and will look at shape-constrained
estimation in a variety of settings, focusing on the maximum likelihood estimator. Our
goal is to address computation of the estimator as well as its asymptotics. In particular,
the shape-constrained estimator is well-known to converge more slowly than parametric
estimators.
Specifically, we will look at the MLE of a decreasing density and the nonparametric MLE
for current status data (interval censoring case 1). We will discuss how to find the
estimators, and their asymptotic properties (consistency and rates of convergence).
Detailed course notes are provided below (not all the material will be covered during the
lectures). Some exercises are also given in the notes.
MISC: This is an open course and the attendance is free of charge. We do NOT provide
any funding or support for travel and/or accommodation expenses.
CONTACT: If you have any questions, please email Hanna Jankowski at
[log in to unmask] or myself.
Regards,
Larissa Stanberry
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