Statistics and Data Science Seminar
Professor Marc Hallin
Departement de Mathematique, Université libre de Bruxelles
FROM DISTRIBUTION-FREENESS TO SEMIPARAMETRIC EFFICIENCY Sixty years of rank-based inference
Abstract: The modern history of ranks in statistics started in 1945 with Frank
Wilcoxon's far-reaching four page paper on rank tests for location. Emphasis in
1945 was on distribution-freeness and ease of applications. Since then, under
the impulse of such names as Chernoff, Savage, Hodges, Lehmann, Hajek,and Le
Cam, rank-based methods have followed the development of contemporary
statistics, and turned into a complete body of modern, flexible and powerful
techniques. In this talk, we show how this evolution, from distribution-
freeness to group invariance and tangent space projections, eventually may
reconcile the enemy brothers of statistics---efficiency and robustness.
Wednesday October 18, 2006 at 3:00 PM in SEO 636