Research Group "Stochastic Algorithms and Nonparametric Statistics"

Research Seminar "Mathematical Statistics" Summer semester 2011

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.
13.04.2011 Jelena Bradic (Princeton)
Regularization for Cox's Proportional Hazards Models with NP Dimensionality
20.04.2011 Vladimir Koltchinskii (Georgia Institute of Technology, Atlanta, USA)
Von Neumann Entropy Penalization and Low Rank Matrix Estimation
27.04.2011 Richard Song (UC Berkeley)
Large Vector Auto Regressions
04.05.2011 Peter X. K. Song (University of Michigan)
Composite likelihood Bayesian information criterion for model selection in high dimensional correlated data
11.05.2011 Shota Gugushvili (Niederlande)
$\sqrt{n}$-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing
18.05.2011 Thilo Meyer-Brandis (LMU München)
Malliavin differentiability of strong solutions of SDE's with application to the computation of Greeks
25.05.2011 Catalina Stefanescu-Cuntze (ESMT)
Modeling the Loss Distribution
01.06.2011 Valentin Patilea (Rennes)
Adaptive Estimation of Var with Time-Varying Variance : Application to Testing Linear Causality in Mean and Var Order
08.06.2011 Xiaohong Chen (Yale)
On Inference of PSMD Estimators of Semi/Nonparametric Conditional Moment Models
15.06.2011 No talk !
22.06.2011 Prof. Natalie Neumeyer (Universität Hamburg)
Some specification tests in nonparametric quantile regression
29.06.2011 No talk !
06.07.2011 Victor Chernozukov (MIT)
Intersection Bounds: Estimation and Inference
13.07.2011 Patricia Reynaud-Bouret (Université de Nice)
Hawkes process as models for some genomic data

last reviewed: March 30, 2011, Christine Schneider