Direkt zum InhaltDirekt zur SucheDirekt zur Navigation
▼ Zielgruppen ▼

Humboldt-Universität zu Berlin - Statistik

Haindorf Seminar 2013

07.02-10.02 2013, Hejnice, Czech Republic


Organization and Contact Information


Prof. Dr. Wolfgang Härdle
Piotr Majer, M. Sc.
Shih-Kang Chao, M.B.A.
Humboldt-Universitat zu Berlin
CASE - Center for Applied Statistics and Economics
Wirtschaftswissenschaftliche Fakultat
Spandauer Str. 1
10178 Berlin
 
Tel.: +49 - 30 - 2093 5623
Fax: +49 - 30 - 2093 5649
E-Mail: piotr.majer@wiwi.hu-berlin.de
  shih-kang.chao@hu-berlin.de


Location and Trip Tips


Venue: International Center for Spiritual Rehabalitation
Address: Klasterni1 63 62 HEJNICE, Czech Republic


More information about the location

 

 




Participants

Statistics


Wolfgang Härdle
Brenda Lopez- Cabrera

Ioana Duca

Maria Grith

Andrija Mihoci

Irina Pimenova
Dedy Dwi Prastyo
Alexander Ristig

Franziska Schulz
Hien Pham-Thu

Weining Wang

Lining Yu

WIAS


Mayya Zhilova






 

MATH

 

Markus Bibinger

Mathias Trabs

Jens Stange

Johannes Moritz Jirak 







 

External


Ya'acov Ritov (The Hebrew University of Jerusalem)

Katharina Proksch (Ruhr-Universität Bochum)

Juhyun Park (Lancaster University)
 




Schedule


 

Day

Time

Speaker

Title

Download
talk

Thursday
(07.02.2013)

1st Session

Chair: Maria Grith

15:00-15:45

Wolfgang Härdle

Where Are the Nuggets?

Download

15:45-16:30

Ya'acov Ritov, Weining Wang

Tying the straps for generalized linear models

Download

16:30-17:00

Coffee Break

2nd Session

Chair: Johannes Moritz Jirak

17:00-17:30

Juhyun Park

Joint analysis of phase and shape of curves: estimation of mean shape for R^3 curves

Download

17:30-18:00

Piotr Majer

Cluster Based Analysis of the fMRI Data

Download

18:00-18:30

Shih-Kang Chao

Nuclear Norm Regularized Generalized Quantile Regression

Download

19:00-20:00

Dinner

 

Friday
(08.02.2013)

09:00-15:30

Sport Activities

1st Session

Chair: Markus Bibinger

15:30-16:00

Katharina Proksch

Condence Bands for Multivariate and Time-Dependent Inverse Regression Models

Download

16:00-16:30

Mathias Trabs

Adaptive Quantile Estimation for Deconvolution

Download

16:30-17:00

Coffee Break

2nd Session

Chair: Ioana Duca

17:00-17:30

Maria Grith

Funtional Principal Component for 2-D Risk-Neutral Densities

Download

17:30-18:00

Johannes Moritz Jirak 

Extreme Inference in Stationary Time Series

Download

18:00-18:30

Andrija Mihoci

Cross Country Evidence for the EPK Paradox

Download

19:00-20:00

Dinner

Saturday (09.02.2013)

1st Session

Chair: Jens Stange

09:00-09:30

Markus Bibinger

Econometrics of Co-Jumps for High-Frequency Data with Noise

Download

09:30-10:00

Dedy Dwi Prastyo

Adaptive Forward Default Intensities

Download

10:00-10:30

Jens Stange

Multiple Point Hypotheses Testing Problems

Download

10:30-11:00

Coffee Break

2nd Session

Chair: Andrea Mihoci

11:00-11:30

Alexander Ristig 

On the Sparse Estimation of Copula-Based Vector MEM

Download

11:30-12:00

Mayya Zhilova

Uniform Confidence Bands in Local Parametric Estimation

Download

12:00-14:30

Lunch

3rd Session

Chair: Dedy Dwi Prastyo

14:30-15:00

Ioana Duca

Options Implied Stock Return Distribution

Download

15:00-15:30

Hien Pham-Thu

Risk Measurement of Credit Default Swap Portfolios

Download

15:30-16:00

Lining Yu

Quantile Regression with Single-Index Models (Simulation and Application)

Download

16:00-16:30

Coffee Break

4th Session

Chair: Alexander Ristig

16:30-16:50

Franziska Schulz

Semiparametric Modeling of the Relation between Weather and Electricity Consumption in Europe Download

16:50-17:10

Irina Pimenova

Estimation Techniques in Case of High Dimensionality

Download

 

 

 

 

18:00-19:00

Dinner

 

Sunday
(10.02.2013)

07:00-

Departure