[ABE-L] Palestra no IME-USP

[Márcia Branco]

Lembrando a palestra de hoje do Professor Reinaldo Arellano Valle (
http://www.mat.uc.cl/personas/perfil/reivalle).

No ano de 2019 o professor Reinaldo recebeu o ISI Mahalanobis International
Award in Statistics.

  "This award is given to a selected statistician from developing coutry,
in recognition of her/his
   lifetime achievements in Statistics including the promotion of best
statistical practices. "


> *Data: 07/11/19 - quinta-feira*
> *Horário: 15h30min*
> *Local: Sala 144 - Bloco B - IME*
>
> *Título: A two-piece normal measurement error model*
>
> *                    Reinaldo B. Arellano-Valle (PUC- Santiago do Chile)*
>
> In the context of measurement error models, the true unobservable
> covariates are
> commonly assumed to have a normal distribution. This assumption is
> replaced here by a
> more flexible two-piece normal distribution, which allows for asymmetry.
> After setting up
> a general formulation for two-piece distributions, we focus on the case of
> the normal
> two-piece construction. It turns out that the joint distribution of the
> actual observations
> (the multivariate observed covariates and the response) is a two-component
> mixture of
> multivariate skew-normal distributions. This connection facilitates the
> construction of
> an EM-type algorithm for performing maximum likelihood estimation. Some
> numerical
> experimentation with two real datasets indicates a substantial improvement
> of the
> present formulation with respect to the classical normal-theory
> construction, which
> greatly compensates the introduction of a single parameter for regulation
> of skewness.
>
> *Joint work with: Adelchi Azzalini, Clecio S. Ferreira and Karol Santoro*
>
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