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Abstract Details
Activity Number:
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292
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Type:
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Contributed
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Date/Time:
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Tuesday, July 31, 2012 : 8:30 AM to 10:20 AM
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Sponsor:
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Section on Risk Analysis
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Abstract - #304375 |
Title:
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Threshold Parameter Estimator Comparisons Based on Natural Data
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Author(s):
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Michael Tarter*+
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Companies:
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University of California at Berkeley
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Address:
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140 Warren Hall, Berkeley, CA, 94720, United States
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Keywords:
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Abstract:
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Lognormal and many other models for a variate X's density are often characterized by values assumed by a location, mu, a scale parameter, sigma, and a threshold parameter tau. Once is tau is determined, long-established methodology can be based on transformed variates such as Y = ln(X - tau). Consequently many likelihood-based and graphical techniques require user input of prior information about tau's value. Hence the question arises, how can model-free estimation procedures help reduce the danger that unwarranted assumptions and/or inappropriate starting values will cause tau-estimation algorithm divergence?
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The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
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