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Reliable profile likelihood ratio tests for statistical models


   Mathematics

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  Dr Man Lai Tang  No more applications being accepted  Funded PhD Project (Students Worldwide)

About the Project

Applications are invited for our EPSRC funded Doctoral Training Partnership (DTP) PhD studentships that will support six (6) research projects starting 1 October 2022. One of these projects is “Reliable profile likelihood ratio tests for statistical models” led by Dr Man Lai Tang in the Department of Mathematics

Although traditional likelihood ratio tests enjoy the Wilks theorem, which states that their asymptotic null distributions belong to the famous c2 (chi-square) family functions and are independent of nuisance parameters, they assume that the common density function of the error terms is known (e.g., normal distribution), which is, unfortunately, seldom satisfied in practical applications. In this project, applicant will develop profile-likelihood-ratio type tests, which do not require the specification of the underlying error term distributions, for multiple regression models and longitudinal data models. 

You should have strong mathematics/statistics background with programming experience (e.g., in R). You should be a highly motivated individual and possess a strong sense of curiosity. The ability to study independently, think critically and collaborate with others is essential.

 

How to Apply

Email the documents below as a single PDF file to [Email Address Removed] by 16:00 on Friday 3 June 2022.  Please state the name of the project supervisor in your email.

·      Your up-to-date CV;

·      Your 300-word personal statement setting out why you are suitable for this position;

·      Your Undergraduate/Postgraduate Masters degree certificate(s) and transcript(s);

·      Your English Language qualification of IELTS 6.5 overall or equivalent, if applicable;

·      Two references, one of which can be provided by a member of Brunel University academic staff.

Interviews will take place in June 2022. 


Funding Notes

Successful applicants will receive an annual stipend of £18,062 including outer London allowance plus payment of their full-time tuition fees for a period of 42 months (3.5 years).
You should be eligible for home (UK) tuition fees but there is a limited number of studentships (no more than two) available to overseas applicants, including EU nationals, who meet the entry criteria.

References

You will have or will receive an undergraduate degree classified at 1st class or 2:1 (honours) in mathematics, statistics or biostatistics. A postgraduate masters degree in statistics or biostatistics may be an advantage. Where appropriate, applicants must have English language proficiency to an overall score of IELTS 6.5 or equivalent.

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