Research Group "Stochastic Algorithms and Nonparametric Statistics"

Research Seminar "Mathematical Statistics" Winter Semester 2014/2015

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.
15.10.14 no talk
22.10.14 Prof. Dominik Wied (TU Dortmund)
Detecting relevant changes in time series models
29.10.14 Dr. Degui Li (University of York, UK)
Panel data models with interactive fixed effects and multiple structural breaks
05.11.14 Dr. Efang Kong (University of Kent at Canterbury, UK)
An adaptive composite quantile approach to dimension reduction for censored data
12.11.14 Ester Mariucci (Laboratoire Jean Kuntzmann, Grenoble, France)
Asymptotic equivalence for discretely or continously observed Lévy processes and Gaussian white noise
19.11.14 Jour fixe - no seminar
26.11.14 Prof. Ulrike Schneider (Wirtschaftsuniversität Wien)
Room: HVP11/4.13 On distributional properties of Lasso-type estimators noise
03.12.14 Denis Chetverikov (UCLA, USA)
Nonparametric instrumental variable estimation under monotonicity
10.12.14 Victor Chernozhukov (MIT, USA)
Gaussian approximations, bootstrap, and Z-estimators when p > > n
17.12.14 Qian Michelle Zhou (Simon Fraser University)
Goodness-of-fit test for model specification
24.12.14 Christmas Eve
31.12.14 New Year's Eve
07.01.15 no talk
14.01.15 Markus Bibinger (HU Berlin)
Statistics of discretely observed semi-martingales under noise
21.01.15 Jonas Peters (ETH Zürich)
Invariant prediction and causal inference
28.01.15 Prof. Markus Haltmeier (Universität Innsbruck)
Room: HVP11/4.13 Extreme value analysis of frame coefficients and applications
04.02.15 Martin Wahl (Mannheim)
Nonparametric estimation in the presence of complex nuisance components

last reviewed: January 30, 2015, by Christine Schneider