Research Group "Stochastic Algorithms and Nonparametric Statistics"

Research Seminar "Mathematical Statistics" Winter Semester 2012/2013

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.
17.10.2012 No Seminar
24.10.2012 Christian Bayer (WIAS Berlin)
A forward-reverse representation for conditional diffusions
31.10.2012 Holger Dette (Ruhr-Universität Bochum)
Of Copulas, Quantiles, Ranks, and Spectra an L1- approach to spectral analysis
07.11.2012 M. Höhle ( LMU & RKI)
Bayesian nowcasting during the large EHEC/HUS outbreak in Germany, 2011
14.11.2012 Jan Vecer (Frankfurt School of Finance and Management)
Reference asset invariant price processes
21.11.2012 Ernesto De Vito (University of Genova)
The seminar will be held at Hausvogteiplatz 11 a, please arrive in time and wait in front of the entrance. Kernel methods for support estimation
28.11.2012 Christoph Breunig (Universität Mannheim)
Specification testing in nonparametric instrumental quantile regression
05.12.2012 Dag Tjoestheim (University of Bergen)
Using local Gaussian correlation to test for independence, copula structure and financial contagion
12.12.2012 W. K. Härdle
Quantile regression in high dimensions with single index models
19.12.2012 No Seminar
09.01.2013 Emmanuel Boissard (WIAS)
Convergence of empirical measures in Wasserstein distance
16.01.2013 Mathias Vetter (Ruhr-Universität Bochum)
On discriminating between long-range dependence and non stationarity
23.01.2013 Evgeny Spodarev (Ulm Universtiy)
Limit theorems for excursion sets of stationary random fields
30.01.2013 Richard Samworth (Cambridge)
Log-concavity: New theory and methodology
06.02.2013 Haindorf Seminar 2013
13.02.2013 Siegfried Hörmann (ULB, Brussels)
PCA for functional time series: basics, applications and extensions

last reviewed:January 22, 2013, Christine Schneider