Research Group "Stochastic Algorithms and Nonparametric Statistics"

Research Seminar "Mathematical Statistics" Winter semester 2009/2010

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.
21.10.2009 A. Maurer (München)
Similarity and transfer learning
28.10.2009 Erwan Le Pennec (Université Paris Diderot)
Adaptive Dantzig density estimation
04.11.2009 no talk
11.11.2009 Alexander McNeil (Edinburgh)
From Archimedean to Liouville Copulae
18.11.2009 Abderrahim Taamouti (Madrid)
A Nonparametric Copula based test for Conditional Independence with Applications to Granger Causality
25.11.2009 Piotr Jaworski (Warschau)
Tail behaviour of copulas + Value at Risk, Conditional Copulas + Market Contagion
02.12.2009 no talk
09.12.2009 Paul Doukhan (Paris)
Weak dependence and some applications
16.12.2009 no talk
06.01.2010 no talk
13.01.2010 Jean-Yves Audibert (Paris)
Risk bounds in linear regression through PAC-Bayesian truncation
20.01.2010 Arnold Janssen (Heinrich-Heine-Universität Düsseldorf)
Anwendungen der Le Cam Theorie in der Finanzmathematik
27.01.2010 no talk
03.02.2010 Peter Reinhard Hansen (Stanford University)
Realized GARCH: A Complete Model of Returns and Realized Measures of Volatility

last reviewed: October, 27, 2009, Christine Schneider