Archives for ISBA
March 24, 2017
14:30 / Statistics Seminars
Thomas GUEUNING, KUL
Variable selection for high-dimensional data: a Focused Information Criterion.
Abstract:
The last few decades have seen a large increase of dataset characterized by a number of covariates $p$ exceeding the sample size $n$, requiring the development of new estimation and inference tools. In...
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March 17, 2017
14:30 / Applied statistics workshops
Istvan HAJNAL
Applied statistics workshops
Practical concerns in Survey research: Weighting
Abstract:
In many practical settings, taking a (simple random) sample and then applying a statistical model on that data is often not sufficient. For instance, because of non-response some groups can...
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March 10, 2017
Statistics seminars / Joint Seminars ULB-UCL
Donatien HAINAUT, ISBA, UCL
Contagion modeling between the nancial and
insurance markets with time changed processes
Abstract:
This study analyses the impact of contagion between nancial and non-life insurance markets on the asset-liability management policy of an insurance company. The indirect...
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March 10, 2017
Statistics seminars / Joint Seminars ULB-UCL
Vaidotas CHARACIEJUS, ULB
Testing for white noise in functional time series
Abstract:
We propose a new procedure for white noise testing of a functional time series. Our approach is based on an explicit representation of the $L^2$-distance between the spectral density operator and its best ($L^2$)-approximation by a...
Click to know more March 03, 2017
Applied statistics workshops
Koen KNAPEN, SAS, Belgium
More information soon available
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