Oct 24 – 25, 2023
Laboratoire de Mathématiques Blaise Pascal
Europe/Paris timezone

Minimum information dependence modeling:

Oct 24, 2023, 11:45 AM
45m
Amphi Hennequin (Laboratoire de Mathématiques Blaise Pascal )

Amphi Hennequin

Laboratoire de Mathématiques Blaise Pascal

3, place Vasarely 63178 Aubière cedex

Speaker

Prof. Keisuke Yano (The Institute of Statistical Mathematics (ISM))

Description

We propose a method to construct a joint statistical model for mixed-domain data to analyze their dependence. The model is characterized by two orthogonal parameters: the dependence parameter and the marginal parameter. To estimate the dependence parameter, a conditional inference together with a sampling procedure is proposed and is shown to provide a consistent estimator. Illustrative examples of data analyses involving penguins and earthquakes are presented.

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