MaPSS: Maths Postgraduate Seminar Series: Haruki Osaka -- Overview of Likelihood Inference in Non-regular Settings

Hello all, 

The next MaPSS talk of this semester will be at 17:00 on Mon 26th of August in Carslaw
535.  It’s a great opportunity to meet fellow postgrads, listen to an interesting
talk, and of course get some free pizza! 

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Speaker: Haruki Osaka 

Title: Overview of Likelihood Inference in Non-regular Settings 

Abstract: Likelihood based methods are popular in parametric statistical inference due
to its well established theory and its intuitive interpretation.  Analysis of the
likelihood function determines the asymptotic behaviour of the maximum likelihood
estimator and its associated test statistics.  When the likelihood can be assumed to
satisfy certain regularity conditions, these test statistics have a normal or
chi-squared distributed limiting distribution and are efficient.  However, when these
conditions do not hold, the asymptotic theory becomes less widely known, as there is no
result that encompasses all problems that avoid the narrow specification of regularity.
We review some common situations where one or some of the regularity conditions which
underlie likelihood based parametric inference fail.  We’ll also talk about likelihood
ratio tests in normal mixtures as a well studied problem of this kind.  

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See you there! 

Details can also be found on the school’s Postgraduate Society website:
http://www.maths.usyd.edu.au/u/MaPS/mapss.2019.html 

Cheers, Wenqi