Stephen Andrew Corcoran (1969-1996)
1988-1991, Wadham College, University of Oxford BA Mathematics, First class honours
1991-1992, Wolfson College, Cambridge University, Diploma in Mathematical Statistics (with Distinction)
1992-1996 Department of Statistics, University of Oxford, DPhil programme in Statistics. Thesis title: Topics in Empirical Likelihood
Stephen's research was in theoretical aspects of empirical likelihood and their relation with other non- and semi-parametric proposals for likelihood-based inference on parameters, such as empirical exponential families and likelihoods based on estimating equations.
In work eventually published in Biometrika (1998, Vol 85, pp. 967-972), he gave conditions under which discrepancy statistics such as likelihoods constructed from weighted samples admit Bartlett adjustment, showing that this is not the case for empirical exponential families. A paper published in Statistics Sinica (2000, Vol 10, pp. 545-557) gives further theoretical comparisons between the two likelihood constructions, showing that profiling over nuisance parameters leaves empirical likelihood unchanged but can alter empirical exponential family likelihood.
In joint work with Richard Spady and Anthony Davison, Stephen investigated small-sample properties of the empirical likelihood ratio and related statistics, and showed a strong disagreement between the excellent theoretical behaviour of empirical likelihood and its properties in small and moderate samples, where other statistics behave better even though this is not predicted by theory.
At the time of his death his thesis was partly written up; the unpublished portions contain further and incomplete work on empirical likelihood for longitudinal data and time series.
1988-1991, College Scholar, Wadham College, Oxford
1992, John Wishart Prize for Statistics, Cambridge University
Jensen Prize, Wolfson College, Cambridge
Reliable inference from empirical likelihoods. Economics Discussion Paper No.95, Nuffield College, Oxford, March 1995. (With A. C. Davison and R. H. Spady
Bartlett adjustment of empirical discrepancy statistics. Biometrika (1998) 85 967-972. (work prepared for publication by Professor A.C.Davison to whom all correspondence regarding Stephen's work should be addressed)
Empirical Exponential Family Likelihood Using Several Moment Conditions. Statistica Sinica (2000), 10 545-557. (work prepared for publication by Professor A.C.Davison)