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Mayya ZHILOVA (Georgia Institute of Technology) – "Higher-order accuracy of the bootstrap and the normal approximation on the set of all Euclidean balls"

January 18 @ 2:00 pm - 3:15 pm
The Statistical Seminar: Every Monday at 2:00 pm.
Time: 2:00 pm – 3:15 pm
Date: 18th of January 2021
Place: Visio
Mayya ZHILOVA (Georgia Institute of Technology) – “Higher-order accuracy of the bootstrap and the normal approximation on the set of all Euclidean balls”

Abstract: In this talk I would like to discuss the problem of establishing a higher-order accuracy of bootstrapping procedures and (non-)normal approximation in a multivariate or high-dimensional setting. This topic is important for numerous problems in statistical inference and applications concerned with confidence estimation and hypothesis testing, and involving a growing dimension of random data or unknown parameter. In particular, I will focus on higher-order expansions for the uniform distance over the set of all Euclidean balls. The talk will include an overview of the latest results on this topic, and examples of statistical problems where these results lead to improvements in an approximation accuracy.

Organizers:
Cristina BUTUCEA (CREST), Alexandre TSYBAKOV (CREST), Karim LOUNICI (CMAP) , Zoltan SZABO (CMAP)
Sponsors:
CREST-CMAP