Advanced search
Start date
Betweenand

Modified Estimation Methods: Properties and aplications

Grant number: 23/13249-9
Support Opportunities:Scholarships in Brazil - Support Program for Fixating Young Doctors
Start date: August 01, 2023
End date: June 30, 2025
Field of knowledge:Physical Sciences and Mathematics - Probability and Statistics - Statistics
Agreement: CNPq
Principal Investigator:Francisco Louzada Neto
Grantee:Eduardo Ramos
Host Institution: Instituto de Ciências Matemáticas e de Computação (ICMC). Universidade de São Paulo (USP). São Carlos , SP, Brazil
Associated research grant:23/02946-0 - Modified estimation methods: properties and aplications, AP.R

Abstract

The purpose of this post-doctoral project is to develop different estimation methods in sta- tistical inference. Considering the classical approach, we will introduce a new estimation pro- cedure based on a modification of the maximum likelihood estimators (MLE) that allow us to obtain closed-form estimators. For this new method sufficient and necessary conditions will be studied to obtain its asymptotic properties. In addition, considering the maximum product spacing (MPS) estimator, we will prove that such method has limitations in its present form, which does not allow the inclusion of censored data, a problem in many areas. Therefore, we will provide a simple modification in this procedure to include random censoring, this general type of censoring has type I and II as special cases. Further, we will prove that both MLEs and MPSs in the presence of censoring are asymptotically equivalent, i.e., they are consistent and asymptotically efficient. On the other hand, under the Bayesian inference, we observed that ob- jective priors have not been used in models that have censoring and cure fraction. This problem is due the complexity in obtaining the Fisher information matrix in closed-form. Therefore in this project we will propose alternative ways to obtain objective priors that are based on formal rules allowing an objective Bayesian analysis in the presence of censored data and cure fraction. At the end, we will present necessary and sufficient conditions in which such objective priors lead to proper posterior distributions.

News published in Agência FAPESP Newsletter about the scholarship:
More itemsLess items
Articles published in other media outlets ( ):
More itemsLess items
VEICULO: TITULO (DATA)
VEICULO: TITULO (DATA)

Scientific publications
(References retrieved automatically from Web of Science and SciELO through information on FAPESP grants and their corresponding numbers as mentioned in the publications by the authors)
RAMOS, EDUARDO; RAMOS, PEDRO LUIZ; LEAO, JEREMIAS; LOUZADA, FRANCISCO. Posterior properties with censored responses using the gamma distribution. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, v. N/A, p. 24-pg., . (13/07375-0, 23/13249-9)