Statistics Seminar: Gillian Heller -- Random sums regression - which level do we analyse?

Gillian Heller Department of Statistics Macquarie University 

Location: Carslaw 173 

Time: 2pm Friday, October 29, 2010 

Title: Random sums regression - which level do we analyse? 

Abstract: We consider regression models in which the response is the sum of a random
number of terms.  Typically data are observed at varying levels of detail, and this
determines the method of analysis.  A framework of models is developed, which takes into
account the observation level and distributional assumptions on the components of the
random sum.  However the question arises as to whether estimation should be carried out
on the sum, or on its components, in the situation where the components are observed but
interest is focussed on the sum.  Examples of application in hydrology and insurance are
discussed.