Yale University
Department of Statistics
Seminar

Monday, April 21st, 2003

Richard M. Dudley
Department of Mathematics
Massachusetts Institute of Technology

TITLE: Nearly universal location and scatter parameters

ABSTRACT: the aim is to define, as M-functionals, a location vector m(P) and a scatter
matrix S(P) for a probability law P on a Euclidean space which may be arbitrarily long-tailed. For n i.i.d. observations from P, the empirical versions (M-estimates) of m and S should converge to those of P. If S(P) is required to be non-singular, then there is a difficulty if P puts too much probability in proper
hyperplanes. The work is related to papers of J. T. Kent and D. E. Tyler.

Seminar to be held in Room 107, 24 Hillhouse Avenue at 4:15pm