Modelling and Inference by Divergence Measures

Jeudi 29 mars 2018, 10:15 à 11:15

Salle de séminaires M.0.1

Alex Karagrigoriou

Laboratory of Statistics and Data Analysis, University of the Aegean, Grèce

In this presentation we discuss various measures of divergence including a general class of power divergence measures and explore some of their properties.

For practical implications we explore modelling and inferential issues associated with goodness of fit tests as well as model identification procedures for grouped and censored data (survival analysis), residual and past lifetimes (reliability theory) and Markov chains (stochastic processes).