Schriftenverzeichnis
|
|
|
- Melina McBride
- 8 years ago
- Views:
Transcription
1 Schriftenverzeichnis Veröffentlichungen und zur Veröffentlichung akzeptierte Artikel H. Dette, N. Neumeyer (2000). A note on a specification test of independence. Metrika 51, H. Dette, N. Neumeyer (2001). Nonparametric Analysis of Covariance. Annals of Statistics 29, H. Dette, S. Kusi Appiah, N. Neumeyer (2002). Testing symmetry in nonparametric regression models. Journal of Nonparametric Statistics 14, N. Neumeyer, H. Dette (2003). Nonparametric comparison of regression curves an empirical process approach. Annals of Statistics 31, N. Neumeyer (2004). A central limit theorem for two-sample U-Processes. Statistics and Probability Letters 67, H. Dette, N. Neumeyer, K. Pilz (2005). A note on nonparametric estimation of the effective dose in quantal bioassay. Journal of the American Statistical Association 100, N. Neumeyer, H. Dette (2005). A note on one-sided nonparametric analysis of covariance by ranking residuals. Mathematical Methods of Statistics 14, N. Neumeyer, H. Dette, E.-R. Nagel (2005). A note on testing symmetry of the error distribution in linear regression models. Journal of Nonparametric Statistics 17, H. Dette, N. Neumeyer, K. Pilz (2006). A simple nonparametric estimator of a monotone regression function. Bernoulli 12, P. Hall, N. Neumeyer (2006). Estimating a bivariate distribution when there are extra data on one or both components. Biometrika 93,
2 N. Neumeyer, H. Dette, E.-R. Nagel (2006). Bootstrap tests for the error distribution in linear and nonparametric regression models. Australian and New Zealand Journal of Statistics 48, N. Neumeyer, S. Sperlich (2006). Comparison of Separable Components in Different Samples. Scandinavian Journal of Statistics 33, N. Neumeyer, H. Dette (2007). Testing for symmetric error distribution in nonparametric regression models. Statistica Sinica 17, H. Dette, N. Neumeyer, I. Van Keilegom (2007). A new test for the parametric form of the variance function in nonparametric regression. Journal of the Royal Statistical Society Series B 69, A. Munk, N. Neumeyer, A. Scholz (2007). Nonparametric analysis of covariance the case of inhomogeneous and heteroscedastic noise. Scandinavian Journal of Statistics 34, N. Neumeyer (2007). A note on uniform consistency of monotone function estimators. Statistics and Probability Letters 77, S. Kiwitt, E.-R. Nagel, N. Neumeyer (2008). Empirical likelihood for the error distribution in nonparametric regression models. Mathematical Methods of Statistics 17, N. Neumeyer (2008). A bootstrap version of the residual-based smooth empirical distribution function. Journal of Nonparametric Statistics 20, N. Neumeyer (2009). Smooth residual bootstrap for empirical processes of nonparametric regression residuals. Scandinavian Journal of Statistics 36, N. Neumeyer (2009). Testing independence in nonparametric regression. Journal of Multivariate Analysis 100, N. Neumeyer, J.C. Pardo-Fernández (2009). A simple test for comparing regression curves versus one-sided alternatives. Journal of Statistical Planning and Inference 139, N. Neumeyer, I. Van Keilegom (2009). Changepoint tests for the error distribution in nonparametric regression. Scandinavian Journal of Statistics 36,
3 B. Muhsal, N. Neumeyer (2010). A note on residual-based empirical likelihood kernel density estimation. Electronic Journal of Statistics 4, N. Neumeyer, I. Van Keilegom (2010). Estimating the error distribution in nonparametric multiple regression with applications to model testing. Journal of Multivariate Analysis 101, A.N. Spiess, N. Neumeyer (2010). A re-evaluation of R 2 as an inadequate measure for nonlinear models in pharmacological and biochemical research: a Monte-Carlo approach. BMC Pharmacology 10:6. S. Kiwitt, N. Neumeyer (2012). Estimating the conditional error distribution in nonparametric regression. Scandinavian Journal of Statistics 39, S. Kiwitt, N. Neumeyer (2013). A note on testing for independence by a copula-based order selection approach. Test 22, S. Volgushev, M. Birke, H. Dette, N. Neumeyer (2013). Significance testing in quantile regression. Electronic Journal of Statistics 7, N. Neumeyer, L. Selk (2013). A note on nonparametric testing for Gaussian innovations in AR-ARCH models. Journal of Time Series Analysis 34, M. Birke, N. Neumeyer (2013). Testing monotonicity of regression functions an empirical process approach. Scandinavian Journal of Statistics 40, L. Selk, N. Neumeyer (2013). Testing for a change of the innovation distribution in nonparametric autoregression the sequential empirical process approach. Scandinavian Journal of Statistics 40, H. Dette, M. Guhlich, N. Neumeyer (2015). Testing for additivity in nonparametric quantile regression. Annals of the Institute of Statistical Mathematics 67 (2015),
4 Artikel in Überarbeitung für Zeitschriften M. Birke, N. Neumeyer, S. Volgushev The independence process in conditional quantile location-scale models and an application to testing for monotonicity. In Überarbeitung für Statistica Sinica. H. Dette, S. Hoderlein, N. Neumeyer Testing Multivariate Economic Restrictions Using Quantiles: The Example of Slutsky Negative Semidefiniteness. In Überarbeitung für The Journal of Econometrics. N. Neumeyer, H. Noh, I. Van Keilegom Heteroscedastic semiparametric transformation models: estimation and testing for validity. In Überarbeitung für Statistica Sinica. Oberwolfach Reports Bootstrap versions for tests based on residual empirical processes in nonparametric regression models. Oberwolfach Report No. 47/2005. Statistische und Probabilistische Methoden der Modellwahl. Organised by James O. Berger, Holger Dette, Gabor Lugosi and Axel Munk. Testing independence in nonparametric regression. Oberwolfach Report No. 50/2007. Reassessing the Paradigms of Statistical Model-Building. Organised by Ursula Gather, Peter Hall and Hans-Rudolf Künsch. Nonparametric regression with one-sided error distribution. Oberwolfach Report No. 41/2014. New Horizons in Statistical Decision Theory. Organised by Richard Gill, Madalin Guta and Michael Nussbaum. Technische Reports J. Mora, N. Neumeyer (2005). The two-sample problem with regression errors: an empirical process approach. Preprints: 4
5 Habilitationsschrift N. Neumeyer (2006). Bootstrap procedures for empirical processes of nonparametric residuals. Habilitationsschrift, Ruhr-Universität Bochum. Dissertation N. Neumeyer (2002). Vergleich nichtparametrischer Regressionsfunktionen unter Verwendung stochastischer Prozesse. Dissertation zur Erlangung des Doktorgrades der Naturwissenschaften, Ruhr-Universität Bochum. 5
List of Publications:
List of Publications: Theses: 1. Iterative Dichte-Dekonvolution aufgrund verrauschter Beobachtungen, diploma thesis (corresponding to master thesis), 2001, Mathematical Institute A, University of Stuttgart,
Publication List. Chen Zehua Department of Statistics & Applied Probability National University of Singapore
Publication List Chen Zehua Department of Statistics & Applied Probability National University of Singapore Publications Journal Papers 1. Y. He and Z. Chen (2014). A sequential procedure for feature selection
CURRICULUM VITAE 27 October 2015
CURRICULUM VITAE 27 October 2015 PERSONAL DETAILS Full name: María Dolores Martínez-Miranda Date of birth: 17 November 1971 Address: Departamento de Estadística e Investigación Operativa Facultad de Ciencias,
Appendix 1: Time series analysis of peak-rate years and synchrony testing.
Appendix 1: Time series analysis of peak-rate years and synchrony testing. Overview The raw data are accessible at Figshare ( Time series of global resources, DOI 10.6084/m9.figshare.929619), sources are
Contributions to extreme-value analysis
Contributions to extreme-value analysis Stéphane Girard INRIA Rhône-Alpes & LJK (team MISTIS). 655, avenue de l Europe, Montbonnot. 38334 Saint-Ismier Cedex, France Stephane.Girard@inria.fr Abstract: This
Statistics and Probability Letters. Goodness-of-fit test for tail copulas modeled by elliptical copulas
Statistics and Probability Letters 79 (2009) 1097 1104 Contents lists available at ScienceDirect Statistics and Probability Letters journal homepage: www.elsevier.com/locate/stapro Goodness-of-fit test
Service courses for graduate students in degree programs other than the MS or PhD programs in Biostatistics.
Course Catalog In order to be assured that all prerequisites are met, students must acquire a permission number from the education coordinator prior to enrolling in any Biostatistics course. Courses are
Statistics Graduate Courses
Statistics Graduate Courses STAT 7002--Topics in Statistics-Biological/Physical/Mathematics (cr.arr.).organized study of selected topics. Subjects and earnable credit may vary from semester to semester.
Contributions to high dimensional statistical learning
Contributions to high dimensional statistical learning Stéphane Girard INRIA Rhône-Alpes & LJK (team MISTIS). 655, avenue de l Europe, Montbonnot. 38334 Saint-Ismier Cedex, France Stephane.Girard@inria.fr
Application of a Simple Nonparametric Conditional Quantile Function Estimator in Unemployment Duration Analysis
Discussion Paper No. 05-67 Application of a Simple Nonparametric Conditional Quantile Function Estimator in Unemployment Duration Analysis Laura Wichert and Ralf A. Wilke Discussion Paper No. 05-67 Application
CURRICULUM VITAE. 1 April 2015
CURRICULUM VITAE 1 April 2015 PERSONAL DETAILS Full name: María Dolores Martínez-Miranda Date of birth: 17 November 1971 Postal address: Departamento de Estadística e Investigación Operativa. Facultad
A study on the bi-aspect procedure with location and scale parameters
통계연구(2012), 제17권 제1호, 19-26 A study on the bi-aspect procedure with location and scale parameters (Short Title: Bi-aspect procedure) Hyo-Il Park 1) Ju Sung Kim 2) Abstract In this research we propose a
Order Statistics: Theory & Methods. N. Balakrishnan Department of Mathematics and Statistics McMaster University Hamilton, Ontario, Canada. C. R.
Order Statistics: Theory & Methods Edited by N. Balakrishnan Department of Mathematics and Statistics McMaster University Hamilton, Ontario, Canada C. R. Rao Center for Multivariate Analysis Department
Least Squares Estimation
Least Squares Estimation SARA A VAN DE GEER Volume 2, pp 1041 1045 in Encyclopedia of Statistics in Behavioral Science ISBN-13: 978-0-470-86080-9 ISBN-10: 0-470-86080-4 Editors Brian S Everitt & David
Institute of Actuaries of India Subject CT3 Probability and Mathematical Statistics
Institute of Actuaries of India Subject CT3 Probability and Mathematical Statistics For 2015 Examinations Aim The aim of the Probability and Mathematical Statistics subject is to provide a grounding in
Curriculum vitae. 1. Personal details. 2. Education. Thomas Verdebout, homepage: http://tverdebo.ulb.ac.be
1. Personal details Curriculum vitae Thomas Verdebout, homepage: http://tverdebo.ulb.ac.be Name: VERDEBOUT Thomas, René, Jacques, Jean. Gender: Male. Born: January 14, 1983 in Tournai, Belgium. Citizenship:
How To Understand The Theory Of Probability
Graduate Programs in Statistics Course Titles STAT 100 CALCULUS AND MATR IX ALGEBRA FOR STATISTICS. Differential and integral calculus; infinite series; matrix algebra STAT 195 INTRODUCTION TO MATHEMATICAL
Multivariate Statistical Inference and Applications
Multivariate Statistical Inference and Applications ALVIN C. RENCHER Department of Statistics Brigham Young University A Wiley-Interscience Publication JOHN WILEY & SONS, INC. New York Chichester Weinheim
Linear regression methods for large n and streaming data
Linear regression methods for large n and streaming data Large n and small or moderate p is a fairly simple problem. The sufficient statistic for β in OLS (and ridge) is: The concept of sufficiency is
BayesX - Software for Bayesian Inference in Structured Additive Regression
BayesX - Software for Bayesian Inference in Structured Additive Regression Thomas Kneib Faculty of Mathematics and Economics, University of Ulm Department of Statistics, Ludwig-Maximilians-University Munich
Adequacy of Biomath. Models. Empirical Modeling Tools. Bayesian Modeling. Model Uncertainty / Selection
Directions in Statistical Methodology for Multivariable Predictive Modeling Frank E Harrell Jr University of Virginia Seattle WA 19May98 Overview of Modeling Process Model selection Regression shape Diagnostics
Nonparametric Time Series Analysis: A review of Peter Lewis contributions to the field
Nonparametric Time Series Analysis: A review of Peter Lewis contributions to the field Bonnie Ray IBM T. J. Watson Research Center Joint Statistical Meetings 2012 Outline Background My connection to Peter
Package depend.truncation
Type Package Package depend.truncation May 28, 2015 Title Statistical Inference for Parametric and Semiparametric Models Based on Dependently Truncated Data Version 2.4 Date 2015-05-28 Author Takeshi Emura
The Variability of P-Values. Summary
The Variability of P-Values Dennis D. Boos Department of Statistics North Carolina State University Raleigh, NC 27695-8203 boos@stat.ncsu.edu August 15, 2009 NC State Statistics Departement Tech Report
Area 13 - Elenco delle Riviste di Classe A per Settore Concorsuale
13/A1 ACADEMY OF MANAGEMENT JOURNAL 0001-4273 13/A1 ACADEMY OF MANAGEMENT LEARNING & EDUCATION 1537-260X 13/A1 ACADEMY OF MANAGEMENT PERSPECTIVES 1558-9080 13/A1 ACADEMY OF MANAGEMENT REVIEW 0363-7425
Introduction to General and Generalized Linear Models
Introduction to General and Generalized Linear Models General Linear Models - part I Henrik Madsen Poul Thyregod Informatics and Mathematical Modelling Technical University of Denmark DK-2800 Kgs. Lyngby
Hailong Qian. Department of Economics John Cook School of Business Saint Louis University 3674 Lindell Blvd, St. Louis, MO 63108, USA qianh@slu.
Hailong Qian Department of Economics John Cook School of Business Saint Louis University 3674 Lindell Blvd, St. Louis, MO 63108, USA qianh@slu.edu FIELDS OF INTEREST Theoretical and Applied Econometrics,
Bandwidth Selection for Nonparametric Distribution Estimation
Bandwidth Selection for Nonparametric Distribution Estimation Bruce E. Hansen University of Wisconsin www.ssc.wisc.edu/~bhansen May 2004 Abstract The mean-square efficiency of cumulative distribution function
Area 13 - Elenco delle Riviste di Classe A per Settore Concorsuale (AGGIORNATO AL 01/10/2015)
13/A1 ACADEMY OF MANAGEMENT JOURNAL 0001-4273 13/A1 ACADEMY OF MANAGEMENT LEARNING & EDUCATION 1537-260X 13/A1 ACADEMY OF MANAGEMENT PERSPECTIVES 1558-9080 13/A1 ACADEMY OF MANAGEMENT REVIEW 0363-7425
PROBABILITY and STATISTICS
ACM transactions on mathematical software 0098-3500 ACM transactions on modeling and computer simulation 1049-3301 Acta Physica Polonica. B 0587-4254 Advance data from Vital & health statistics of the
Entropy-Based Inference using R and the np Package: A Primer
Entropy-Based Inference using R and the np Package: A Primer Jeffrey S. Racine McMaster University Abstract We describe new functionality in the R (R Development Core Team (009)) package np (Hayfield and
THE MULTIVARIATE ANALYSIS RESEARCH GROUP. Carles M Cuadras Departament d Estadística Facultat de Biologia Universitat de Barcelona
THE MULTIVARIATE ANALYSIS RESEARCH GROUP Carles M Cuadras Departament d Estadística Facultat de Biologia Universitat de Barcelona The set of statistical methods known as Multivariate Analysis covers a
Curriculum Vitae. Han Hong
Curriculum Vitae Han Hong Address Landau Economics Building Fax: (650) 725-5702 579 Serra Mall Web: www.stanford.edu/ doubleh Stanford, CA 94305-6072 Academic positions Stanford University, Department
Anomaly detection for Big Data, networks and cyber-security
Anomaly detection for Big Data, networks and cyber-security Patrick Rubin-Delanchy University of Bristol & Heilbronn Institute for Mathematical Research Joint work with Nick Heard (Imperial College London),
Examples. David Ruppert. April 25, 2009. Cornell University. Statistics for Financial Engineering: Some R. Examples. David Ruppert.
Cornell University April 25, 2009 Outline 1 2 3 4 A little about myself BA and MA in mathematics PhD in statistics in 1977 taught in the statistics department at North Carolina for 10 years have been in
Assumptions. Assumptions of linear models. Boxplot. Data exploration. Apply to response variable. Apply to error terms from linear model
Assumptions Assumptions of linear models Apply to response variable within each group if predictor categorical Apply to error terms from linear model check by analysing residuals Normality Homogeneity
Class #6: Non-linear classification. ML4Bio 2012 February 17 th, 2012 Quaid Morris
Class #6: Non-linear classification ML4Bio 2012 February 17 th, 2012 Quaid Morris 1 Module #: Title of Module 2 Review Overview Linear separability Non-linear classification Linear Support Vector Machines
Curriculum Vitae of Francesco Bartolucci
Curriculum Vitae of Francesco Bartolucci Department of Economics, Finance and Statistics University of Perugia Via A. Pascoli, 20 06123 Perugia (IT) email: bart@stat.unipg.it http://www.stat.unipg.it/bartolucci
Curriculum Vitae. José Enrique Chacón
Curriculum Vitae José Enrique Chacón December 2013 Curriculum vitae A) Personal Data Name: José Enrique Chacón Durán (ISI Web of Knowledge: J.E. Chacon) Date and place of birth: February 16, 1977; Badajoz
Area13 Riviste di classe A
13/A1 A2 A3 A4 A5 ACADEMY OF MANAGEMENT ANNALS ACADEMY OF MANAGEMENT JOURNAL ACADEMY OF MANAGEMENT LEARNING & EDUCATION ACADEMY OF MANAGEMENT PERSPECTIVES ACADEMY OF MANAGEMENT REVIEW ACCOUNTING REVIEW
Sokbae (Simon) LEE. E-mail: sokbae@gmail.com Web Page: https://sites.google.com/site/sokbae/ Currently on leave from Seoul National University
Sokbae (Simon) LEE Personal Details Department of Economics Centre for Microdata Methods and Practice Seoul National University Institute for Fiscal Studies 1 Gwanak-ro, Gwanak-gu 7 Ridgmount Street Seoul,
Quantile Inference and Statistical Analysis of Cancer
July 2003 QUANTILE PROBABILITY AND STATISTICAL DATA MODELING by Emanuel Parzen Texas A&M University ABSTRACT Quantile and conditional quantile statistical thinking, as I have innovated it in my research
Statistical issues in the analysis of microarray data
Statistical issues in the analysis of microarray data Daniel Gerhard Institute of Biostatistics Leibniz University of Hannover ESNATS Summerschool, Zermatt D. Gerhard (LUH) Analysis of microarray data
Keep It Simple: Easy Ways To Estimate Choice Models For Single Consumers
Keep It Simple: Easy Ways To Estimate Choice Models For Single Consumers Christine Ebling, University of Technology Sydney, christine.ebling@uts.edu.au Bart Frischknecht, University of Technology Sydney,
Introduction to nonparametric regression: Least squares vs. Nearest neighbors
Introduction to nonparametric regression: Least squares vs. Nearest neighbors Patrick Breheny October 30 Patrick Breheny STA 621: Nonparametric Statistics 1/16 Introduction For the remainder of the course,
REPORT DOCUMENTATION PAGE
REPORT DOCUMENTATION PAGE Form Approved OMB NO. 0704-0188 Public Reporting burden for this collection of information is estimated to average 1 hour per response, including the time for reviewing instructions,
Analysis of Financial Time Series
Analysis of Financial Time Series Analysis of Financial Time Series Financial Econometrics RUEY S. TSAY University of Chicago A Wiley-Interscience Publication JOHN WILEY & SONS, INC. This book is printed
VICTOR CHERNOZHUKOV. Professor of Economics Massachusetts Institute of Technology
VICTOR CHERNOZHUKOV Professor of Economics Massachusetts Institute of Technology Department of Economics, MIT Fax: (617) 253-1330 50 Memorial Drive, E52-361B E-mail: vchern at mit.edu Cambridge, MA 02142,
Comparing Features of Convenient Estimators for Binary Choice Models With Endogenous Regressors
Comparing Features of Convenient Estimators for Binary Choice Models With Endogenous Regressors Arthur Lewbel, Yingying Dong, and Thomas Tao Yang Boston College, University of California Irvine, and Boston
How To Write A Book On Probability And Statistics
SOUTIR BANDYOPADHYAY September, 2015 Office: Home: Department of Mathematics 4256 Bedford Dr Lehigh University Bethlehem, PA 18020 Bethlehem, PA 18015 Voice: (610)758.3753 [office] sob210@lehigh.edu http://www.lehigh.edu/~sob210/index.htm
2nd SERG Workshop: Program. September 23, 2015
2nd SERG Workshop: Program September 23, 2015 1 1 Workshop Summary Breakfast, Coffee Break/Morning Tea, and Coffee Break/Afternoon tea will be held in the Common Room (room 328) of the Merewether building.
NEW ONLINE COMPUTATIONAL FINANCE CERTIFICATE
NEW ONLINE COMPUTATIONAL FINANCE CERTIFICATE Fall, Winter, and Spring Quarters 2010-11 This new online certificate program is offered by the Department of Applied Mathematics in partnership with the departments
Assistant Professor of Actuarial Science, University of Waterloo. Ph.D. Mathematics, Georgia Institute of Technology. Advisor: Liang Peng 2012.
Ruodu Wang, Ph.D. Curriculum Vitae Assistant Professor Department of Statistics and Actuarial Science University of Waterloo Mathematics 3, 200 University Avenue West Waterloo, Ontario, Canada N2L 3G1
Non Linear Dependence Structures: a Copula Opinion Approach in Portfolio Optimization
Non Linear Dependence Structures: a Copula Opinion Approach in Portfolio Optimization Jean- Damien Villiers ESSEC Business School Master of Sciences in Management Grande Ecole September 2013 1 Non Linear
TTPI. TTPI - Working Paper 3/2015 March 2015. Abstract. Tax and Transfer Policy Institute
Crawford School of Public Policy TTPI Tax and Transfer Policy Institute TTPI - Working Paper 3/2015 March 2015 Xiaodong Gong Associate Professor, NATSEM University of Canberra Abstract This paper is motivated
UNDERGRADUATE DEGREE DETAILS : BACHELOR OF SCIENCE WITH
QATAR UNIVERSITY COLLEGE OF ARTS & SCIENCES Department of Mathematics, Statistics, & Physics UNDERGRADUATE DEGREE DETAILS : Program Requirements and Descriptions BACHELOR OF SCIENCE WITH A MAJOR IN STATISTICS
A REVIEW OF CONSISTENCY AND CONVERGENCE OF POSTERIOR DISTRIBUTION
A REVIEW OF CONSISTENCY AND CONVERGENCE OF POSTERIOR DISTRIBUTION By Subhashis Ghosal Indian Statistical Institute, Calcutta Abstract In this article, we review two important issues, namely consistency
Statistics Graduate Programs
Statistics Graduate Programs Kathleen Maurer, Coordinator of Graduate Studies 146 Middlebush Columbia, MO 65211 573-882-6376 http://www.stat.missouri.edu/ About Statistics The statistics department faculty
PROBABILITY AND STATISTICS. Ma 527. 1. To teach a knowledge of combinatorial reasoning.
PROBABILITY AND STATISTICS Ma 527 Course Description Prefaced by a study of the foundations of probability and statistics, this course is an extension of the elements of probability and statistics introduced
SUMAN DUVVURU STAT 567 PROJECT REPORT
SUMAN DUVVURU STAT 567 PROJECT REPORT SURVIVAL ANALYSIS OF HEROIN ADDICTS Background and introduction: Current illicit drug use among teens is continuing to increase in many countries around the world.
Predicting Customer Default Times using Survival Analysis Methods in SAS
Predicting Customer Default Times using Survival Analysis Methods in SAS Bart Baesens Bart.Baesens@econ.kuleuven.ac.be Overview The credit scoring survival analysis problem Statistical methods for Survival
A teaching experience through the development of hypertexts and object oriented software.
A teaching experience through the development of hypertexts and object oriented software. Marcello Chiodi Istituto di Statistica. Facoltà di Economia-Palermo-Italy 1. Introduction (1) This paper is concerned
Imputing Values to Missing Data
Imputing Values to Missing Data In federated data, between 30%-70% of the data points will have at least one missing attribute - data wastage if we ignore all records with a missing value Remaining data
STATISTICS COURSES UNDERGRADUATE CERTIFICATE FACULTY. Explanation of Course Numbers. Bachelor's program. Master's programs.
STATISTICS Statistics is one of the natural, mathematical, and biomedical sciences programs in the Columbian College of Arts and Sciences. The curriculum emphasizes the important role of statistics as
Probabilistic Forecasting of Medium-Term Electricity Demand: A Comparison of Time Series Models
Fakultät IV Department Mathematik Probabilistic of Medium-Term Electricity Demand: A Comparison of Time Series Kevin Berk and Alfred Müller SPA 2015, Oxford July 2015 Load forecasting Probabilistic forecasting
A THEORETICAL COMPARISON OF DATA MASKING TECHNIQUES FOR NUMERICAL MICRODATA
A THEORETICAL COMPARISON OF DATA MASKING TECHNIQUES FOR NUMERICAL MICRODATA Krish Muralidhar University of Kentucky Rathindra Sarathy Oklahoma State University Agency Internal User Unmasked Result Subjects
Department of Epidemiology and Public Health Miller School of Medicine University of Miami
Department of Epidemiology and Public Health Miller School of Medicine University of Miami BST 630 (3 Credit Hours) Longitudinal and Multilevel Data Wednesday-Friday 9:00 10:15PM Course Location: CRB 995
List of Ph.D. Courses
Research Methods Courses (5 courses/15 hours) List of Ph.D. Courses The research methods set consists of five courses (15 hours) that discuss the process of research and key methodological issues encountered
Business Statistics. Successful completion of Introductory and/or Intermediate Algebra courses is recommended before taking Business Statistics.
Business Course Text Bowerman, Bruce L., Richard T. O'Connell, J. B. Orris, and Dawn C. Porter. Essentials of Business, 2nd edition, McGraw-Hill/Irwin, 2008, ISBN: 978-0-07-331988-9. Required Computing
STAT 360 Probability and Statistics. Fall 2012
STAT 360 Probability and Statistics Fall 2012 1) General information: Crosslisted course offered as STAT 360, MATH 360 Semester: Fall 2012, Aug 20--Dec 07 Course name: Probability and Statistics Number
Survival Analysis, Software
Survival Analysis, Software As used here, survival analysis refers to the analysis of data where the response variable is the time until the occurrence of some event (e.g. death), where some of the observations
CV of Dr. Joachim Schnurbus
CV of Dr. Joachim Schnurbus June 21, 2016 1 Personal and contact Born on July 30, 1979 in Selb, Germany Email: joachim.schnurbus@uni-passau.de Fon: +49 851 509 2563 Fax: +49 851 509 2562 2 Education Aug.
Provided in Cooperation with: Collaborative Research Center 373: Quantification and Simulation of Economic Processes, Humboldt University Berlin
econstor www.econstor.eu Der Open-Access-Publikationsserver der ZBW Leibniz-Informationszentrum Wirtschaft The Open Access Publication Server of the ZBW Leibniz Information Centre for Economics Müller,
STOCK MARKET VOLATILITY AND REGIME SHIFTS IN RETURNS
STOCK MARKET VOLATILITY AND REGIME SHIFTS IN RETURNS Chia-Shang James Chu Department of Economics, MC 0253 University of Southern California Los Angles, CA 90089 Gary J. Santoni and Tung Liu Department
DEPARTMENT OF BANKING AND FINANCE
202 COLLEGE OF BUSINESS DEPARTMENT OF BANKING AND FINANCE Degrees Offered: B.B., E.M.B.A., M.B., Ph.D. Chair: Chiu, Chien-liang ( 邱 建 良 ) The Department The Department of Banking and Finance was established
Capturing Cross-Sectional Correlation with Time Series: with an Application to Unit Root Test
Capturing Cross-Sectional Correlation with Time Series: with an Application to Unit Root Test Chor-yiu SIN Wang Yanan Institute of Studies in Economics (WISE) Xiamen University, Xiamen, Fujian, P.R.China,
A Composite Likelihood Approach to Analysis of Survey Data with Sampling Weights Incorporated under Two-Level Models
A Composite Likelihood Approach to Analysis of Survey Data with Sampling Weights Incorporated under Two-Level Models Grace Y. Yi 13, JNK Rao 2 and Haocheng Li 1 1. University of Waterloo, Waterloo, Canada
DR. YUEXIAO DONG. Department of Statistics Fox School of Business Temple University 1810 N. 13th Street Philadelphia, PA 19122
Department of Statistics Fox School of Business Temple University 1810 N. 13th Street Philadelphia, PA 19122 Phone: (1-)215-204-0670 Email: ydong@temple.edu http://astro.temple.edu/ ydong/index.html Employment
11. Time series and dynamic linear models
11. Time series and dynamic linear models Objective To introduce the Bayesian approach to the modeling and forecasting of time series. Recommended reading West, M. and Harrison, J. (1997). models, (2 nd
Forecasting Methods / Métodos de Previsão Week 1
Forecasting Methods / Métodos de Previsão Week 1 ISCTE - IUL, Gestão, Econ, Fin, Contab. Diana Aldea Mendes diana.mendes@iscte.pt February 3, 2011 DMQ, ISCTE-IUL (diana.mendes@iscte.pt) Forecasting Methods
LISTA RIVISTE MASTER 2013
LISTA RIVISTE MASTER 2013 Fascie A+, A, B e P Le riviste classificate come P sono riviste di grande qualità e di rilevante impatto il cui fine principale e quello di diffondere le conoscenze scientifiche,
Local classification and local likelihoods
Local classification and local likelihoods November 18 k-nearest neighbors The idea of local regression can be extended to classification as well The simplest way of doing so is called nearest neighbor
Parallel Computing of Kernel Density Estimates with MPI
Parallel Computing of Kernel Density Estimates with MPI Szymon Lukasik Department of Automatic Control, Cracow University of Technology, ul. Warszawska 24, 31-155 Cracow, Poland Szymon.Lukasik@pk.edu.pl
STA 4273H: Statistical Machine Learning
STA 4273H: Statistical Machine Learning Russ Salakhutdinov Department of Statistics! rsalakhu@utstat.toronto.edu! http://www.cs.toronto.edu/~rsalakhu/ Lecture 6 Three Approaches to Classification Construct
Tail Dependence among Agricultural Insurance Indices: The Case of Iowa County-Level Rainfalls
Tail Dependence among Agricultural Insurance Indices: The Case of Iowa County-Level Rainfalls Pu Liu Research Assistant, Department of Agricultural, Environmental and Development Economics, The Ohio State
STATISTICAL DATA ANALYSIS COURSE VIA THE MATLAB WEB SERVER
STATISTICAL DATA ANALYSIS COURSE VIA THE MATLAB WEB SERVER Ale š LINKA Dept. of Textile Materials, TU Liberec Hálkova 6, 461 17 Liberec, Czech Republic e-mail: ales.linka@vslib.cz Petr VOLF Dept. of Applied
Chapter 6: Multivariate Cointegration Analysis
Chapter 6: Multivariate Cointegration Analysis 1 Contents: Lehrstuhl für Department Empirische of Wirtschaftsforschung Empirical Research and und Econometrics Ökonometrie VI. Multivariate Cointegration
CURRICULUM VITAE MIGUEL A. DELGADO
CURRICULUM VITAE MIGUEL A. DELGADO March 2015 PERSONAL Academic Address: Departamento de Economía, Universidad Carlos III de Madrid, Getafe 28903, Spain. Telephone Number: (+34) 91-624-9804. Email Address:
Prediction for Multilevel Models
Prediction for Multilevel Models Sophia Rabe-Hesketh Graduate School of Education & Graduate Group in Biostatistics University of California, Berkeley Institute of Education, University of London Joint
SAS/STAT. 9.2 User s Guide. Introduction to. Nonparametric Analysis. (Book Excerpt) SAS Documentation
SAS/STAT Introduction to 9.2 User s Guide Nonparametric Analysis (Book Excerpt) SAS Documentation This document is an individual chapter from SAS/STAT 9.2 User s Guide. The correct bibliographic citation
VOLATILITY FORECASTING FOR MUTUAL FUND PORTFOLIOS. Samuel Kyle Jones 1 Stephen F. Austin State University, USA E-mail: sjones@sfasu.
VOLATILITY FORECASTING FOR MUTUAL FUND PORTFOLIOS 1 Stephen F. Austin State University, USA E-mail: sjones@sfasu.edu ABSTRACT The return volatility of portfolios of mutual funds having similar investment
The Probit Link Function in Generalized Linear Models for Data Mining Applications
Journal of Modern Applied Statistical Methods Copyright 2013 JMASM, Inc. May 2013, Vol. 12, No. 1, 164-169 1538 9472/13/$95.00 The Probit Link Function in Generalized Linear Models for Data Mining Applications
Sales forecasting # 2
Sales forecasting # 2 Arthur Charpentier arthur.charpentier@univ-rennes1.fr 1 Agenda Qualitative and quantitative methods, a very general introduction Series decomposition Short versus long term forecasting
Nonparametric Estimate for Conditional Quantiles of Time Series: An application for VaR
Nonparametric Estimate for Conditional Quantiles of Time Series: An application for VaR Master Thesis Submitted to Prof. Dr. Wolfgang K. Härdle Prof. Dr. Ostap Okhrin Ladislaus von Bortkiewicz Chair of
Testing Gaussian and Non-Gaussian Break Point Models: V4 Stock Markets
Testing Gaussian and Non-Gaussian Break Point Models: V4 Stock Markets Michael Princ Charles University mp.princ@seznam.cz Abstract During the study we analyzed Gaussian and Non-Gaussian break point models
Granger Causality between Government Revenues and Expenditures in Korea
Volume 23, Number 1, June 1998 Granger Causality between Government Revenues and Expenditures in Korea Wan Kyu Park ** 2 This paper investigates the Granger causal relationship between government revenues
Why Taking This Course? Course Introduction, Descriptive Statistics and Data Visualization. Learning Goals. GENOME 560, Spring 2012
Why Taking This Course? Course Introduction, Descriptive Statistics and Data Visualization GENOME 560, Spring 2012 Data are interesting because they help us understand the world Genomics: Massive Amounts