Date: 2013-03-01

Time: 14:30-15:30

Location: BURN 1205

Abstract:

Some problems of statistics can be reduced to extremal problems of minimizing functionals of smooth functions defined on the cube $[0,1]^m$, $m\geq 2$. In this talk, we consider a class of extremal problems that is closely connected to the problem of testing multivariate independence. By solving the extremal problem, we provide a unified approach to establishing weak convergence for a wide class of empirical processes which emerge in connection with testing multivariate independence. The use of our result will be also illustrated by describing the domain of local asymptotic optimality of some nonparametric tests of independence.

This is a joint work with Alexander Nazarov (St. Petersburg State University, Russia)

Speaker

Natalia Stepanova is an Associate Professor in the School of Mathematics and Statistics at Carleton University.