Announcing the Annual General Meeting (AGM) of the WA Branch of the Statistical Society of Australia.

Date: Tuesday, 8 March 2022

Time: 5:15PM (AWST).

Location: Online via Zoom.

Non-members of the SSA WA Branch may be present but cannot vote on AGM matters. Following the AGM, at 6:00PM, we shall hear from Professor Emeritus Elvezio Ronchetti who will deliver the guest lecture via livestream.

Presentation

An Introduction to the Basic Concepts of Robust Statistics

Dr Elvezio Ronchetti - Professor Emeritus, Research Center for Statistics and Geneva School of Economics and Management, University of Geneva, Switzerland.

Classical statistics relies largely on parametric models. Typically, assumptions are made on the structural and the stochastic parts of the model and optimal procedures are derived under these assumptions. Standard examples are least squares estimators in linear models and their extensions, maximum likelihood estimators and the corresponding likelihood-based tests, and GMM techniques in econometrics.

Robust statistics deals with deviations from the stochastic assumptions and their dangers for classical estimators and tests and develops statistical procedures which are still reliable and reasonably efficient in the presence of such deviations. It can be viewed as a statistical theory dealing with approximate parametric models by providing a reasonable compromise between the rigidity of a strict parametric approach and the potential difficulties of interpretation of a fully nonparametric analysis.

Many classical procedures are well-known for not being robust. These procedures are optimal when the assumed model holds exactly, but they are biased and/or inefficient when small deviations from the model are present. The statistical results obtained from many standard classical procedures on real data applications can therefore be misleading.

This talk will give a brief introduction to robust statistics by reviewing some basic general concepts and tools and by showing how they can be used in data analysis to provide an alternative complementary analysis with additional useful information.

About the Speaker

Elvezio Ronchetti holds a PhD from the Swiss Federal Institute of Technology (ETH) Zurich, Switzerland. He has held academic positions at Princeton University and the University of Geneva, as well as visiting positions in over twenty universities and institutes worldwide. Since 2021 he is Emeritus Professor at the University of Geneva. His research interests include robust statistics, higher-order approximations, resampling methods, and latent variable models. He is an Elected Fellow of the American Statistical Association and of the Institute of Mathematical Statistics, and an Elected Member of the International Statistical Institute.

Remote Viewing Details

Please register on this page to get the connection details.

For further information please contact the WA Branch Secretary (ssa.wa.secretary@gmail.com).