Professor Marc Hallin : FROM DISTRIBUTION-FREENESS TO SEMIPARAMETRIC EFFICIENCY Sixty years of rank-based inference

Posted by Weiya Zhang , part of the Statistics and Data Science Seminar.

At

Oct. 18, 2006, 3 p.m.

In

SEO 636

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.