Generalized Fiducial Inference and Its Application to Wavelet Regression

Stochastics Seminar
Thursday, January 27, 2011 - 16:05
1 hour (actually 50 minutes)
Skiles 005
University of California, Davis
In this talk we re-visit Fisher's controversial fiducial technique for conducting statistical inference. In particular, a generalization of Fisher's technique, termed generalized fiducial inference, is introduced. We illustrate its use with wavelet regression. Current and future work for generalized fiducial inference will also be discussed. Joint work with Jan Hannig and Hari Iyer