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Department of Mathematical Sciences

Seminar Archives

On this page you can find information about seminars in this and previous academic years, where available on the database.

Statistics Seminars: The likelihood approach to statistical decision problems

Presented by Marco Cattaneo, Munich

30 January 2014 15:00 in CM105

In both classical and Bayesian approaches, statistical
inference is unified and generalized by the corresponding decision theory. This is not the case for the likelihood approach to statistical inference, in spite of the manifest success of the likelihood methods in statistics. The goal of the present work is to fill this gap, by extending the likelihood approach in order to cover decision making as well. The resulting likelihood decision functions generalize the usual likelihood methods (such as ML estimators and LR tests), while maintaining some of their key properties, and thus providing a theoretical foundation for established and new likelihood methods.

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