Some challenges for statistics

Davison, A.

In: Statistical Methods and Applications, 2008, vol. 17, no. 2, p. 167-181

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    Summary
    The paper gives a highly personal sketch of some current trends in statistical inference. After an account of the challenges that new forms of data bring, there is a brief overview of some topics in stochastic modelling. The paper then turns to sparsity, illustrated using Bayesian wavelet analysis based on a mixture model and metabolite profiling. Modern likelihood methods including higher order approximation and composite likelihood inference are then discussed, followed by some thoughts on statistical education