Stephen Corcoran
Stephen Andrew Corcoran (1969-1996)
Academic Career
1988-1991 | Wadham College, Oxford University | B.A. Mathematics, First Class Honours |
| 1991-1992 | Wolfson College, Cambridge University | Diploma in Mathematical Statistics (with Distinction) Cambridge University Statistical Laboratory |
| 1992- | D.Phil programme, Department of Statistics, Oxford University | Thesis title: 'Topics in Empirical Likelihood' |
Research
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 (1988, 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In joint as-yet unpublished work with Richard Spady and Anthony Davison he investigated small-sample properties of the empirical likelihood ratio and related statistics, and showed a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; the reason for this remains a mystery.
At the time of his death his thesis was partly written up; the unpublished portions contain further and incomplete work on empirical likelihood for longitudinal data and time series.
Prizes
| 1988-1991 | College Scholar, Wadham College, Oxford |
| 1992 | John Wishart Prize for Statistics, Cambridge University Jensen Prize, Wolfson College |
Posts Held
| 1992-1994 | Tutor for probability and statistics for eight Oxford colleges |
| 1993 | Titular Lecturer, Wadham College, Oxford |
| 1992-1994 | Proof reader for Biometrika |
Lectures
| 1994 | 'How to choose a good empirical likelihood statistic',Royal Statistical Society International Conference, Newcastle-upon-Tyne, 12-16 September 1994 |
| 1995 | 'On Empirical Likelihoods', Conference on Likelihood, Asymptotics and Neo-Fisherian Inference,Brixen, Italy, 25-30 June 1995 |
| 1995 | 'Empirical Likelihood in Dependent Data Settings' and 'Symbolic Computation and Empirical Likelihoods', 23rd Annual Meeting of the Statistical Society of Canada and the 58th Annual Meeting of the Institute of Mathematical Statistics, Montreal, Canada, July 10-13 1995 |
Papers
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Reliable inference from empirical likelihoods. Economics Discussion Paper No.95, Nuffield College, Oxford, March 1995. (With A. C. Davison and R. H. Spady)
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Bartlett adjustment of empirical discrepancy statistics. Biometrika (1998) 85 967-972.*
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Empirical Exponential Family Likelihood Using Several Moment Conditions. Statistica Sinica (2000), 10 545-557.*
*work prepared for publication by Professor A.C.Davison, Department of Mathematics, Swiss Federal Institute of Technology,1015 Lausanne, Switzerland (Anthony.Davison@epfl.ch) to whom all correspondence regarding Stephen's work should be addressed.
The Corcoran Memorial Lectures have been established in Stephen's memory.
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