Read out

Summer Term 2016

You are cor­di­ally in­vited to at­tend the talks in sem­inar room D4.4.008 (Build­ing D4, En­trance A, Level 4) on Fri­days at 9:00am.

March 4:

Çağın Ararat (De­part­ment of In­dus­trial En­gin­eer­ing, Bilkent Uni­versity):
Meas­ur­ing sys­temic risk via model un­cer­tainty

> Ab­stract
> Talk

March 11:

Ju­dith Rousseau (Ce­remade - Uni­versité Par­is-Dauphine):
Some res­ults on the be­ha­vi­our of the pos­terior dis­tri­bu­tion of static and dy­namic mix­ture mod­els - para­met­ric and non­para­met­ric cases
! Change of loca­tion
: D4.0.144 (Build­ing D4, Level 0)
> Ab­stract

> Pa­per

> Talk

April 8:

Gun­ther Leo­bacher (In­sti­tut für Fin­an­zmathem­atik und Ange­wandte Zah­len­the­orie, Jo­han­nes Kepler Uni­versität Linz):
QMC meth­ods in quant­it­at­ive fin­ance, tra­di­tion and per­spect­ives
> Ab­stract   
> Pa­pers
   
> Talk

April 15:

Andreas Löhne (In­sti­tut für Mathem­atik, Friedrich-Schiller­-Uni­versität Jena):
On the Dual of the Solvency Cone
> Ab­stract   
> Pa­per

> Talk

April 22:

Rug­gero Bel­lio (De­part­ment of Eco­nom­ics and Stat­ist­ics, Uni­versity of Ud­ine):
Fixed-ef­fects es­tim­a­tion of 2PL mod­els
> Ab­stract
> Talk

April 29:

Cris­ti­ano Varin (Di­par­ti­mento di Scienze Am­bi­ent­ali, In­form­at­ica e Stat­ist­ica (DAIS), Uni­versità Ca'Fo­scari Ve­nezia):
Com­pos­ite like­li­hood es­tim­a­tion for spa­tial clustered bin­ary data
> Ab­stract   
> Pa­per

> Talk

May 13:

Mar­ica Man­isera and Paola Zuc­colotto (De­part­ment of Quant­it­at­ive Meth­ods, Uni­versity of Bres­cia):
Ana­lyz­ing hu­man per­cep­tions from sur­vey data with Non­lin­ear CUB mod­els

> Ab­stract   
> Pa­pers   
> Talk   
> R func­tions with ex­plain­ing pa­per

May 20:

Brendan Murphy (School of Mathem­at­ical Sciences, Uni­versity Col­lege Dub­lin):
Mod­el-­based clus­ter­ing for mul­tivari­ate cat­egor­ical data
> Ab­stract   
> Pa­per 1, Pa­per 2

> Talk

June 3:

Luc Bauwens (CORE - Center for Op­er­a­tions Re­search and Econo­met­rics, Uni­versité cath­oli­que de Louv­ain, Louv­ain-la-Neuve, Bel­gium):
Autore­gress­ive Mov­ing Aver­age In­fin­ite Hid­den Markov-Switch­ing Mod­els   
> Ab­stract   
> Pa­per   
> Pa­per ap­pendix   
> Talk

June 10:   

Peter Bühl­mann (Sem­inar for Stat­ist­ics, De­part­ment of Mathem­at­ics, ETH Zürich):
Hi­er­arch­ical high-di­men­sional stat­ist­ical in­fer­ence
> Ab­stract
> Pa­per
> Talk

Thursday, June 16:

Jo­hanna Nešle­hová and Chris­tian Gen­est (Mc­Gill Uni­versity, Montréal, Canada):
Es­tim­at­ing ex­tremal de­pend­ence us­ing B-s­plines
! Change of time and loca­tion: D4.0.127 (Build­ing D4, Level 0), 14:30-15:30
> Ab­stract
> Pa­per

> Talk