| EPSRC Reference: |
GR/R94633/01 |
| Title: |
New developments in estimation and sufficiency |
| Principal Investigator: |
Kent, Professor J |
| Other Investigators: |
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| Researcher Co-Investigators: |
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| Project Partners: |
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| Department: |
Statistics |
| Organisation: |
University of Leeds |
| Scheme: |
Standard Research (Pre-FEC) |
| Starts: |
01 March 2002 |
Ends: |
30 June 2002 |
Value (£): |
3,213
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| EPSRC Research Topic Classifications: |
| Statistics & Appl. Probability |
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| EPSRC Industrial Sector Classifications: |
| No relevance to Underpinning Sectors |
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Summary on Grant Application Form |
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The proposed research is in the area of statistical estimation and in the closely related area of sufficiency reductions.The first proposed project is the investigation of consistency of Procrustes estimators in high dimensions. Here the goal is to extend a previous twodimensional result of Kent and Mardia to the essentially more difficult case of higher dimensions.The second project aims at providing finite sample optimal estimators for models based on stable distributions. In these models, commonly used for heavy-tailed observables, so far asymptotic properties only are known for various estimators. Here previous work of Mattner suggests a promising approach towards obtaining optimal unbiased estimators.The third project is to investigate the possibility of sufficiency reductions, in particular in location parameter models. A minimal goal here is to discuss the case of stably distributed observables, which provides a link with the second project. A maximal goal is to solve Torgersen's problem of giving a complete description of all location parameter models admitting a nontrivial sufficiency reduction.
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Key Findings |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Potential use in non-academic contexts |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Impacts |
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| Description |
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk |
| Summary |
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| Date Materialised |
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Sectors submitted by the Researcher |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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| Project URL: |
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| Further Information: |
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| Organisation Website: |
http://www.leeds.ac.uk |