{"114091":{"#nid":"114091","#data":{"type":"event","title":"Statistics Seminar - Dr. Howard Bondell","body":[{"value":"\u003Cp\u003ETITLE: Efficient Robust Estimation via Two-Stage Generalized Empirical Likelihood\n\u003C\/p\u003E\u003Cp\u003ESPEAKER: Dr. Howard Bondell\u003C\/p\u003E\u003Cp\u003EABSTRACT:\u003C\/p\u003E\u003Cp\u003EThe triumvirate of outlier resistance, distributional robustness, and\nefficiency in both small and large samples, constitute the Holy Grail\nof robust statistics. We show that a two-stage procedure based on\nan initial robust estimate of scale followed by an application of\ngeneralized empirical likelihood comes very close to attaining that goal.\nThe resulting estimators are able to attain full asymptotic efficiency at\nthe Normal distribution, while simulations point to the ability to\nmaintain this efficiency down to small sample sizes. Additionally, the\nestimators are shown to have the maximum attainable finite-sample\nreplacement\nbreakdown point, and thus remain stable in the presence of heavy-tailed\ndistributions and outliers. Although previous proposals with full\nasymptotic efficiency exist in the literature, their finite sample\nefficiency can often be low. The method is discussed in detail\nfor linear regression, but can be naturally extended to other areas,\nsuch as multivariate estimation of location and covariance.\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"Efficient Robust Estimation via Two-Stage Generalized Empirical Likelihood"}],"uid":"27187","created_gmt":"2012-03-05 12:49:21","changed_gmt":"2016-10-08 01:58:15","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2012-03-08T15:00:00-05:00","event_time_end":"2012-03-08T16:00:00-05:00","event_time_end_last":"2012-03-08T16:00:00-05:00","gmt_time_start":"2012-03-08 20:00:00","gmt_time_end":"2012-03-08 21:00:00","gmt_time_end_last":"2012-03-08 21:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003EMing Yuan\u0026nbsp;\u0026nbsp; \u003Ca href=\u0022mailto:myuan@isye.gatech.edu\u0022\u003Emyuan@isye.gatech.edu\u003C\/a\u003E\u003C\/p\u003E\u003Cp\u003E\u0026nbsp;\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}}}