Research Group "Stochastic Algorithms and Nonparametric Statistics"

Research Seminar "Mathematical Statistics" Sommer Semester 2014

Place: Weierstrass-Institute for Applied Analysis and Stochastics
Erhard-Schmidt-Hörsaal, Mohrenstraße 39, 10117 Berlin
Time: Wednesdays, 10.00 a.m. - 12.30 p.m.
16.04.14 Martin Weidner (UCL)
Incidental parameter bias in panel quantile regressions
23.04.14 Phillipe Vieu (Université Paul Sabatier, Toulouse)
How to deal with dimensionality in functional data analysis?
30.04.14 Hajo Holzmann (Universität Marburg)
Mohrenstr. 39, Raum 406 Nonparametric identication and estimation in a triangular random coecient regression model
07.05.14 Matteo Barigozzi (LSE)
Hausvoglteiplatz 11a, Raum 4.13 Dynamic factor models, cointegration, and error correction mechanisms
14.05.14 Wei Biao Wu (Chicago) First talk:
Mohrenstr. 39, Raum 406 An L² test theory for nonstationary time series
Second talk:
A sharp strong invariance principle for stationary processes
21.05.14 No Seminar - Berlin Singapore Workshop
28.05.14 Michaël Chichignoud (ETH ZÜrich)
On bandwidth selection in empirical risk minimization
04.06.14 Dennis Kristensen (UCL)
What drives the Yield curve?
11.06.14 Yoosoon Chang (Indiana)
Regime switching model with endogenous auroregressive latent factor
18.06.14 Piotr Kokoschka (Colorado State University)
Functional framework for high frequency financial data with focus on regression and predictability of intraday price curves
25.06.14 Mona Eberts (Universität Stuttgart)
Adaptive rates for support vector machines
02.07.14 Sara van de Geer (ETH Zürich)
Condence intervals using the graphical Lasso (joint work with Jana Jankova)

last reviewed:April 16, 2014, Christine Schneider