The Institute of Mathematics and Statistics at the University of Tartu https://www.math.ut.ee/en is seeking to fill the post of a PhD student in mathematical statistics with start from September 1, 2022. The fixed-term position is scheduled for 4 years, the regular full employment time is 40 hours per week. PhD students will be employed as junior researchers. The institute is located at the new Delta Centre, https://delta.ut.ee/en
The successful candidate will join the PhD programme in Mathematics and Information Science and work with the research project “Maximum spacing method as a parameter estimation and model validation tool”.
Project description: In statistical modelling it is essential to find a model that is in some sense most suitable for describing reality. Most model selection methods are related to some information criterion. Information criteria such as Akaike or Bayes select the best model among the candidates but they cannot measure whether the assigned model class is suitable. Maximum spacing method (MSP) which is originally a parameter estimation method for continuous distributions, enables to decide about suitability of the assigned model class for given data. The MSP method can be studied for different information measures which is essential in model validation context. One aim of the project is to study properties of MSP estimators for different information measures in the case of multivariate independent and identically distributed (iid) observations. The second goal is to study extensions of MSP method to more general models with dependent observations, and explore its possibilities as a model validation tool for model classes of different complexity.
Requirements: Candidates should hold a master’s degree (or equivalent) in mathematical statistics (or equivalent). Good command of written and spoken English is expected. For further information, please contact [email protected] as soon as possible.