ORSTAT: Statistics Seminars
The statisticians of the research unit ``Operations research and Business Statistics'' of the faculty of Business and Economics regularly organize seminars.
Below you find a list of seminars. Most seminars are organized jointly with the Centre of Economics Studies or the Department of Mathematics.
Seminars 2008:
15 February, Walter Zucchini (Georg-August University, Göttingen)
Latent-state models with feedback: an extension of hidden Markov models
22 February, Sébastien Laurent (FUNDP, Namur)
Testing Conditional Dynamics in Asymmetry: A Residual-Based Approach
29 February, Yanyuan Ma (University of Neuchatel)
Locally Efficient Estimators for Semiparametric Models With Measurement Error
7 March, Ralf Wilke (University of Nottingham)
Bounds Analysis of Competing Risks: A Nonparametric Evaluation of the Effect of Unemployment Benefits on Migration in Germany
14 March, Robin Thomas (Ecole Polytechnique Fédérale de Lausanne)
Specification, estimation and validation of a pedestrian walking behavior model
21 March, Florian Heiss (University of Munich)
Mind the Gap! Consumer Perceptions and Choices of Medicare Part D Prescription Drug Plans.
11 April, Joao Santos Silva (University of Essex)
Quantiles for fractional data
18 April, Achim Zeileis (Wirtschaftsuniversität Vienna)
A Unified Approach to Testing, Monitoring and Dating Structural Changes
25 April, Veronika Czallar (HEC, Paris)
Improved Inference for Efficient Method of Moments and Indirect Inference Estimators
9 May, Peter Van de Ven (University of Southampton)
Optimal designs for GEE estimation
16 May, Patrick Gagliardini (University of Lugano)
Nonparametric Instrumental Variable Estimation of Quantile Structural Effects
Seminars 2007:
18 December, 2007, Mini-workshop on Robust Statistics.
(i) Matias Salibian-Barrera (University of Bristish Columbia, Canada)
Robust quantile regression with non-elliptical covariates.
(ii) Geert Dhaene (K.U.Leuven),
Robust estimation of the AR(1) coefficient from short panels with fixed effects.
(iii) Esa Ollila (Helsinki University of Technology, Finland)
Independent component analysis of complex-valued source signals using generalized uncorrelating transform.
6 December, 2007, Stefan Van Aelst (University of Ghent)
Feasible robust variable selection.
22 November 22, 2007, Giovanna Ranalli (Università Degli Studi di Perugia, Italy)
Small area estimation for a latent variable: the case of disability in the Italian National health Interview Survey.
8 November 8, 2007, Noel Veraverbeke (Universiteit Hasselt)
Copulas in models for survival data.
25 October 2007, Marek Omelka (Department of Mathematics, KULeuven and Charles University, Prgaue, Czech Republic)
Uniform asymptotics for S-and MM-regression estimators.
11 October, 2007, Pavel Cizek (Tilburg University, The Netherlands)
Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models.
4 October 4, 2007, Cédric Heuchenne (Ecolde de Gestion de l'Université de Liège)
Testing Parametric Forms in Location-Scale Models with Censored Data.
14 June 2007:,Fabrizio Consentino (ORSTAT)
Model selection with incomplete data.
24 May, 2007, Huijuan Ding (ORSTAT)
Lack-of-fit tests for semiparametric mixed models.
10 May, 2007, Sarah Gelper (ORSTAT)
Robust online monitoring of variability.
3 May , 2007, Gert Willems (Universiteit Gent)
Fast resampling methods for robust regression and discriminant analysis.
8 March, 2007, Johan Van Kerckhoven (ORSTAT)
An information criterion for variable selection in Support Vector Machines.
1 March, 2007, Aloïs Kneip (Department of Economics, Bonn University)
Smoothing spline estimators in functional linear regression.
25 January, 2007, Philippe Lambert (Institut des sciences humaines et sociales, Université de Liège)
Bayesian multi-dimensional density estimation with P-splines.
16 February 2007, Rudy Setiono (National University of Singapore) [joint with LIRIS]
Risk management and regulatory compliance: a data mining framework based on neural network rule extraction.
23 February 2007, Domenico Giannone (Université Libre de Bruxelles)
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models
2 March 2007, Christian Hafner (Université Catholique de Louvain)
Asymptotic theory for multivariate GARCH models
9 March 2007, Stefan Sperlich (University of Goettingen)
Semiparametric Inference in Mixed Effects Models with Applications in Small Area Statistics
16 March 2007, Hajo Holzmann (University of Goettingen)
Statistical Inverse Problems: Inference and Lack of Fit Tests
23 March 2007, Howard Smith (Oxford University)
Supermarket Choice with Multi-Stop Shopping
30 March 2007, Dave Woods (University of Southampton)
Designing experiments for generalised linear models
20 April 2007, Rolf Tschnernig (University of Regensburg)
Optimal Portfolio Choice with Persistent Risk Factors
27 April 2007, Jeroen Vermunt (University of Tilburg)
Multilevel Variants of Discrete and Continuous Latent Variable Models: The Latent GOLD Framework
4 May 2007, Richard Smith (University of Cambridge)
Discrete Choice Nonresponse
11 May 2007, Dick van Dijk (Erasmus U Rotterdam)
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty, and Macro-Economic Information
25 June 2007, Luis Ángel García (University of Valladolid)
A trimming approach to robust cluster analysis.
Seminars 2006:
21 December, 2006, John Einmahl (Department of Econometrics - OR - CentER, Tilburg University, The Netherlands)
Athletics world records and aviation safety through extreme-value theory.
7 December, 2006, Jan Beirlant (Department of Mathematics, K.U.Leuven)
Goodness-of-fit testing of Pareto type distributions.\
23 November, 2006, Marie Husková (Department of Statistics, Charles University, Prague)
Recent results in change point analysis.
9 November, 2006, Maarten Jansen (Department of Mathematics, K.U.Leuven)
Multiscale analysis of multiple change points.
19 October, 2006, Tatyana Krivobokova (University of Bielefeld)
P-spline smoothing and mixed models: a successful alliance.
5 October, 2006, Danie Uys (Department of Statistics and Actuarial Science, University of Stellenbosch, South Africa)
Influential data cases when the Cp criterion is used for variable selection in multiple linear regression.
28 September, 2006: Isabel Casas (School of Mathematics and Statistics, The University of Western Australian)
Fractional stochastic processes: a new application to volatility estimation.
11 September 2006, Karen Schettlinger (University of Dortmund)
Real-time robust regression filters
10 February 2006, Ana Pires (University of Lisbon)
Robust regression with autocorrelated errors
17 February 2006, Kristel Van Steen (Universiteit Gent)
Genomic Screening in Family Based Association Testing using the same Data Set and the Multiple Testing Problem
24 February 2006, Sébastien Van Bellegem (Université Catholique de Louvain)
Instrumental regression in partially linear models
3 March 2006, Michiel van Wezel (Erasmus Universiteit Rotterdam)
Applications of Ensemble Learning in Marketing
10 March 2006, Toker Doganoglu (U Munich)
Estimating models of long-distance carrier choice and cost of using alternative carriers
17 March 2006, Nicolai Bissantz (University of Goettingen)
On regularization theory for linear and nonlinear statistical inverse problems (with an application to astrophysics)
24 March 2006, Marno Verbeek (Erasmus Universiteit Rotterdam)
Fund Liquidation, Self-Selection and Look-Ahead Bias in the Hedge Fund Industry
31 March 2006, Alessandro Di Bucchianico (T.U. Eindhoven)
Statistical Certificiation of Software Systems
21 April 2006, Philipp Schmidt-Dengler (London School of Economics)
The Timing of New Technology Adoption: The Case of MRI
28 April 2006, Werner Müller (University of Vienna)
Potentials and pitfalls in spatial regression and design
5 May 2006, Frank Windmeijer (University of Bristol and Institute for Fiscal Studies)
GMM with many weak instruments
12 May 2006, Sunil Gupta (Columbia Business School )
Customer Value in a Networked Society
26 May 2006, Jan Kiviet (Universiteit van Amsterdam)
Effects on the asymptotic and empirical distribution of instrumental variable estimators when some instruments are either invalid or valid but relatively weak
11 May 2006, Hannu Oja, University of Tampere
Scatter matrices and independent component analysis (ICA)
9 March, 2006, Anestis Antoniadis (Université Joseph Fourier, Grenoble, France)
Kernel based discriminant analysis and noisy ICA models for dimensionality reduction.
9 February 2006, Peter Filzmoser, Technical University of Vienna
Outliers or extremes?
Seminars 2005:
18 May 2005, Matias Salibian-Barrera, University of British Columbia.
A robust Fit for generalized Additive Models,
2 May 2005, Beate Walzack, Tomasz Czekaj and Krzysztof Kaczmarek, Silesian University, Katowice.
Chemometrics meets robustness.
Seminars 2004:
22 November 2004, Tom A.B.Snijders, Department of Sociology, University of Groningen
The dynamic mutual influence between networks and individual behavior, and its application to adolescent friendship, smoking, and alcohol use.
7 October 2004, Elvezio Ronchetti (University of Geneva)
Robust second-order inference
14 October 2004, David Veredas (Université Libre de Bruxelles)
Using intra annual information to forecast the annual state deficits
21 October, 2004 Joachim Kunert (University of Dortmund)
Testing for differences in the rating of soft-drinks among different groups of school-children
28 October, 2004 Dick van Dijk (Erasmus University Rotterdam)
Modelling asymmetry in correlation dynamics using common factors
4 November, 2004 Michel Bierlaire (Ecole polytechnique Lausanne and MIT)
Estimation of mixed generalized extreme value models
18 November 2004, Marco Riani (University of Parma)
Robust and efficient methods for the analysis of time series
25 November 2004, Herman van Dijk (Erasmus University Rotterdam)
Neural network based approximations to posterior densities: a class of flexible sampling methods with applications to reduced rank methods
2 December 2004, Angela Dean (Ohio state university)
Investigation of k-circulant supersaturated designs
9 December 2004, Peter Kooreman (University of Groningen)
Measuring Social Interactions by Observing Neighbors of Lottery Prize Winners.
Seminars 2003:
25 September 2003, Jörg Breitung (University of Bonn)
Problems of unit-root tests for panel data
2 October 2003, Maria-Pia Victoria-Feser (University of Geneva)
High breakdown multivariate inference for mixed models
9 October 2003, Gentiane Haesbroeck (University of Liege)
Smooth optimization for resampled estimators
16 October 2003, Rodney Strachan (University of Liverpool)
The value of structural information in the VAR model
23 October 2003, Zsolt Sandor (Erasmus Universiteit Rotterdam)
Differentiated bayesian conjoint choice designs
30 October 2003, Frank Critchley (Open University, Milton Keynes)
Optimal simple component analysis
6 November 2003, Jean-Pierre Urbain (University of Maastricht)
Cross-member cointegration in non-stationary panels
13 November 2003, John Eccleston (University of Queensland, Australia)
Design of experiments for non-linear models including GLMs.
20 November 2003, Holger Dette (Ruhr-Universität Bochum)
Nonparametric analysis of covariance
Seminars 2002:
10 October 2002, Richard Martin (University of Sheffield)
Design of constrained mixture experiments: theory and practice
17 October 2002, Luc Bauwens (Universite Catholique de Louvain)
A New Class of Multivariate Skew Densities, with Application to GARCH Models
24 October 2002, Christine Muller (Universitaet Oldenburg)
Estimators with high breakdown point and experimental design
31 October 2002, Peter Boswijk (University of Amsterdam)
The Econometrics of the Bass Diffusion Model
7 November 2002, Anthony Atkinson (London School of Economics)
Mean-Variance Relationships and the Design of Experiments for Nonlinear Models.
14 November 2002, Frank Kleibergen (University of Amsterdam)
Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
21 November 2002, Peter Davies (London School of Economics)
Fine young Cannibals in the US Motion Picture Exhibition Market.
28 November 2002, Olivier Scaillet (HEC Genève and FAME, Université de Genève)
Consistency of Asymmetric Kernel Density Estimators and Smoothed Histograms
with Application to Income Data
5 December 2002, Bas Werker (Tilburg University)
Stochastic Volatility Models with Transaction Time Risk
12 December 2002, Rainer Schwabe (Otto von Guericke University Magdeburg)
Efficient Design in Conjoint Analysis.
19 December 2002, Ingrid van Keilegom (Universite Catholique de Louvain)
Estimation of semiparametric models when the criterion function is not smooth.