Seminars held in 2012

Date Speaker Title
December 11, 2012

Professor Takashi Shibata

Investment Timing, Debt Structure, and Financing Constraints

November 27, 2012

Dr. J.K. WOO

Discounted Compound Renewal Sums Under Dependency

November 13, 2012

Professor Tzee-Ming Huang

A Conditional Independence Test Based on Measures of Conditional Association

October 16, 2012

Dr Chi Chung Siu

First Passage Time under Regime-Switching Jump-Diffusion Process

September 25, 2012

Prof. K. C. Gary Chan

Multiple model assisted estimation of average treatment effect: Robustness, best linear model averaging and oracle semiparametric efficienc

July 12, 2012

Professor Kenneth A. Bollen

A General Panel Model with Random and Fixed Effects: A Structural Equations Approach

June 5, 2012

Professor Yoshihide KAKIZAWA

Asymptotic Expansions for Several GEL-based Test Statistics

May 15, 2012

Professor Yuhong Yang

Adaptive Minimax Estimation over Sparse $l_q$-Hulls

May 8, 2012

Professor Masanobu Taniguchi

Jackknifed Whittle Estimators

May 2, 2012

Dr. John Alexander WRIGHT

Enlargement of Filtration on Poisson Space and Some Results on the Sharpe Ratio

April 12, 2012

Dr. Leung Chi Man

The Pricing Problem of European Option

April 10, 2012

Dr. Lee Pak Kuen, Philip

The Generalized Lambda Distribution Applied to Spot Exchange Rates

April 03, 2012

Dr. So Moon Tong

Illustrations of Application of Informational Criteria for Statistical Model Selection

March 19, 2012

Professor Jun Zhu

A Probabilistic Framework for Integrating Multiple -omics Data

March 6, 2012

Professor Katsuto TANAKA

Distributions of Quadratic Functionals of the Fractional Brownian Motion Based on a Martingale Approximation

February 14, 2012

Professor Zhao Xingqiu

EFFICIENT ESTIMATION FOR SEMIPARAMETRIC PARTIALLY LINEAR VARYING-COEFFICIENT  MODEL WITH PANEL COUNT DATA

February 8, 2012

Professor Ye Qian, Kenny

Genotype Copy Number Variations using Gaussian Mixture Models: Theory and Algorithms

February 7, 2012

Professor Zhu Lixing

Could Linear Method Solve Nonlinear Problems? -- A New Attempt in Regression Estimation

February 2, 2012

Professor Shao Qi-Man

Testing for Independence and m-Dependence in High and Ultra-High Dimension

January 31, 2012

Professor Peng Liang

Empirical Likelihood Methods for High Dimensional Data

January 19, 2012

Professor ZHOU Wang

Smoothed Empirical Spectral Distribution of  Sample Covariance Matrices

January 18, 2012

Professor Junyi GUO

On the Dividend Problems of the Dual Model

January 17, 2012

Professor David A. van Dyk

Accounting for Calibration Uncertainty in High Energy Astrophysics via the Partially Collapsed Gibbs Samplers with MH updates

January 16, 2012

Professor LING Shiqing

Estimation of Change-points in ARMA-GARCH/IGARCH and General Time Series Models

January 11, 2012

Professor T. Tony Cai

Statistical Inference on Covariance Structure and Sparse Discriminant Analysis

January 10, 2012

Professor Keiji Nagai

Sequential Unit-Root Tests