Speaker:  Vladimir V. Ulyanov,  （Lomonosov Moscow State University）

Time:  15:00, Nov. 10 (Friday), 2023

摘要：

We show that external randomization may enforce the convergence of test statistics to their limiting distributions in particular cases. This results in a sharper inference. Our approach is based on a central limit theorem for weighted sums.

报告人简介：

Vladimir V. Ulyanov is a full professor of faculty of computational mathematics and cybernetics at Moscow State University. His research interests are in Limit theorems and asymptotic expansions in probability theory for distributions of random element,  asymptotic distribution theory in multivariate statistics: high-dimensional and large sample approximations, approximations for statistics based on random size samples, statistical applications. He was awarded State Prize for Young Scientists in 1987.