Guest lecture by Georgy Shevlyakov on January 15th
Georgy Shevlyakov from the St. Petersburg State Polytechnic University will give a lecture titled Robust estimation of a correlation coefficient: a brief survey of former and recent results
Abstract: Several groups of robust estimators of a correlation coefficient are considered. Their performance is studied both in contaminated normal and independent component populations on small and large samples. The most prospective robust estimators, e.g., asymptotically minimax bias and variance, B- and V-robust estimators, are revealed.
The lecture will take place on Wednesday 15th of January at 10:15 in the seminar room 469, Publicum 4th floor.