Previous Wellner Lectures

2018 Lecture

Thursday, September 6, 2018
3:00 p.m. – Refreshments in Paul Joyce Faculty-Staff Lounge, Brink Hall
4:00 p.m. – Lecture in TLC 031

Title

New Multiplier Inequalities and Applications

Speaker

Jon A. Wellner, Ph.D.
Professor of Statistics and Biostatistics, University of Washington

Abstract

Multiplier inequalities have proved to be one of the key tools of modern empirical process theory, with applications to central limit theorems, bootstrap theory, and weighted likelihood methods in statistics. In this talk I will review some classical multiplier inequalities, present a new multiplier inequality, and discuss several statistical applications. The applications include new results concerning convergence rates of least squares estimators (LSE) in regression models with possibly heavy-tailed errors. Particular cases involving sparse linear regression and shape restrictions will be mentioned.

[This talk is based on the University of Washington Ph.D. work of Qiyang (Roy) Han.]