Generalized Fiducial Inference and Its Application to Wavelet Regression

Series
Stochastics Seminar
Time
Thursday, January 27, 2011 - 4:05pm for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Thomas Lee – University of California, Davis
Organizer
Liang Peng
In this talk we re-visit Fisher's controversial fiducial technique for conducting statistical inference. In particular, a generalization of Fisher's technique, termed generalized fiducial inference, is introduced. We illustrate its use with wavelet regression. Current and future work for generalized fiducial inference will also be discussed. Joint work with Jan Hannig and Hari Iyer