Estimating the CDF and statistical functionals


Tzu-Jung Huang
2010-05-21  10:00 - 11:30
Room 501, Freshman Classroom Building

In this talk, the concept of statistical functionals and the related estimators would be presented. For the purpose of inference, we explore the asymptotic properties of estimators of statistical functionals with which to construct point-wise confidence intervals and simultaneous confidence bands. In the case of approximating standard errors of estimators of statistical functionals, the influence function, acting as a useful tool, would be also introduced.