Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
WIAS Berlin

L.-H. Xu (University of Manchester)

Limiting behavior of the gap between the largest two representative points of statistical distributions (online talk)

Programm / Abstract:
The problem of selecting a given number of representative points retaining as much information as possible arises in many situations. It can also be considered as a problem of approximating a continuous distribution by a discrete distribution. In this talk, we are interested in these points reaching the minimum value of mean squared error (we call these points MSE RPs). We illustrate the relationship between MSE RPs and doubly truncated mean residual life (DMRL) as well as mean residual life (MRL), and we discuss the limiting behavior of the gap between the largest two MSE RPs. In simulation studies, we assess the statistical performance of MSE RPs for various distributions in terms of moment estimation and resampling technique. We also discuss the relationship between the tail of the distribution and the gap of MSE RPs.

Zeit:
am Dienstag den 30. November 2021 um 15:00

Ort:
Online Event
Dieser Vortrag findet bei Zoom statt: https://zoom.us/j/492088715
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eingetragen von chschnei(christine.schneider@wias-berlin.de, 030 20372574)

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