Vorlesen

Summer Term 2016

Der Inhalt dieser Seite ist aktuell nur auf Englisch verfügbar.

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 (Department of Mathematics and Statistics, 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