SSAI Canberra Branch Meeting

Please note lunchtime meeting

Date:           Tuesday 29 June 2010.

Time:          12:00  noon             

                   Talk in Room G35 John Dedman Building, ANU Campus.

     A map of the ANU campus is available at http://campusmap.anu.edu.au/displaymap.asp?grid=gh32 [Building 27]


                   1:00 pm  Lunch will be held after the talk at the Street Theatre Cafe. Please RSVP Veronica Rodriguez, president.actbranch@statsoc.org.au by Friday 25 June if you would like to attend.

Speaker:    Dr Phil Kokic, Senior Statistician - CSIRO

Title:          M-quantiles and multivariate outlier detection

Abstract:

Ordinary quantiles and expectiles are special cases of univariate M-quantiles, which can be defined either in terms of the minimum of a specific loss function or the solution to the corresponding estimating equation. In this presentation we show how M-quantiles can be extended to a multivariate situation by generalising the estimating equation. Some of the features and properties of Multivariate M-quantiles are explored using a variety of simulated data sets. In particular, it is illustrated how they are able, to a certain extent, capture non-linear relationships between variables. They also can be computed efficiently regardless of the dimensionality of the data, and they can be used to order multidimensional data.

Multivariate outliers present some interesting statistical issues; for example, an outlier may or may not become an influential observation depending on the type of analysis performed. In this presentation we also describe how M-quantiles need to be modified for multivariate outlier detection. To this end a semi-parametric form of multivariate expectiles is described, and the approach is illustrated using UK annual business survey data.


Possible future speakers:
Would those members, especially at academic and research institutions, advise the committee of any visitors who may potentially be speakers at future meetings? While normally held on the last Tuesday of the month, we can move meetings to accommodate visitors who would not be here on that date.
 
Veronica Boero Rodriguez
President
Canberra Branch
Statistical Society of Australia