The Section organizes a regular statistics seminar on Fridays between 12 am and 1 pm in room B02.18 . At this seminar
doctoral students of the section, as well as other members of the section or visitors of the section,
regularly present their research results. Student in the last year of their Master degree also attend
this seminar. Special efforts are done to explain to these students the power and beauty of statistics and
probability and to let them get acquainted with statisticians and their occupations (e.g. during doctoral research
or after the PhD work).
Kaveh Vakili (Department of Mathematics, K.U.Leuven) on
A New Estimator of Robust Scatter.
Monika Foryś (Department of Mathematics, K.U.Leuven) on
FIX - The Fear Index: measuring market fear.
Florence Guillaume (Department of Mathematics, K.U.Leuven) on
Multivariate asset pricing models: some extensions of the alpha-VG model.
The Section organizes jointly with the Statistics research groups of the Faculty of Business and Economics a regular Statistics seminar. Speakers at this seminar are visitors or researchers from other universities. This semester the seminar takes place on Thursdays from 12 am until 1 pm in room
HOG 03.101 of the Faculty of Business and Economics, Naamsestraat 69, Leuven.
Xuming He (Department of Statistics, University of Michigan, U.S.) onBivariate downscaling for climate projections.
Patrick Gagliardini (Faculty of Economics, University of Lugano, Switzerland) onTime-varying risk premium in large cross-sectional equity datasets.
Uschi Müller-Harknett (Department of Statistics, Texas A&M University, U.S.) onComplete case analysis revisited.
Blaise Melly (Department of Economics, Brown University, U.S.) onNonseparable sample selection models.
Bas Donkers (Erasmus Research Institute of Management, Econometric Institute and Department of Marketing, Erasmus University Rotterdam, the Netherlands) onComplexity effects in choice experiment-based models.
Karl Moser (Wirtschafts- und Sozialstatistik, University of Cologne, Germany) (room: HOGM 00.74 ) onGeneral notions of depth for functional data - a projection approach.
Nial Friel (School of Mathematical Sciences, University College Dublin, Ireland) onEstimating the model evidence for doubly intractable Bayesian models.
Catia Scricciolo (Bocconi University, Milan, Italy) onRates of convergence for Bayesian density estimation with Dirichlet process mixtures of super-smooth kernels.
Florent Autin (Université d'Aix-Marseille 1, France) and Jean-Marc Freyermuth (ORSTAT, Faculty of Business and Economics, KU Leuven) (time: 11.00-12.00 and 12.30-13.30) onMaxiset approach in nonparametric function estimation.
Pauliina Ilmonen (Université libre de Bruxelles) onSome notes on ICA.
Andreas Alfons (ORSTAT, Faculty of Business and Economics, KU Leuven) onA robust variant of the lasso: sparse least trimmed squares regression.
Theodoros Evgeniou (INSEAD) onDynamic experiments for estimating preferences: an adaptive method of eliciting time and risk parameters.
Lourens Waldorp (Department of Psychological Methods, University of Amsterdam, the Netherlands) onMaking a network from fMRI data: Always a small-world with correlations.
Abdelaati Daouia (Université catholique de Louvain and Université de Toulouse 1) onOn Projection-Type Estimators of Multivariate Isotonic Functions.
Isaac Meilijson (Department of Statistics and Operations Research, School of Mathematical Sciences, Tel Aviv University, Israel) onIn search of a characterization of the preference for safety in the Rank-dependent and Choquet decision models.
Arnout Van Messem (Department of Mathematics, K.U.Leuven) onConsistency and Robustness of Support Vector Machines.
Johan Van Kerckhoven (Department of Mathematics, K.U.Leuven) on
LARS: the how and why (Including variable constraints).
Jinghao Xue (University College London) onGenerative and discriminative modelling.
Rainer von Sachs (Universite catholique de Louvain) onIdeal denoising within a family of tree-structured wavelet estimators.
Torben Schubert (Fraunhofer Institute for Systems and Innovation Research, Germany) onTesting Restrictions in Non-parametric Frontier Models: Theory and Empirical Application.
Pilar Poncela (Universidad Autonoma de Madrid, Spain) onMarkov-switching dynamic factor models in real time.
Dirk Temme (Bergische Universitaet Wuppertal, Germany) onIntegrated choice and latent variable models - structure, estimation, and applications.
Robert Hable (University of Bayreuth, Germany) onAsymptotic Normality of Support Vector Machines.
Valentin Patilea (Institut National des Sciences Appliquées (INSA) de Rennes, France) onPeter Exterkate (Tinbergen Institute, Erasmus University Rotterdam, The Netherlands) onForecasting the yield curve in a data-rich environment using the factor-augmented Nelson-Siegel model.
Zsolt Sandor (University Groningen, The Netherlands) onConsumer Search and Prices in the Automobile Market.
Holger Dette (University of Bochum, Germany) onNon-crossing nonparametric estimates of quantile curves.
Stijn Vansteelandt (Universiteit Gent, Department of Applied Mathematics and Computer Science) onSemiparametric tests for statistical and sufficient cause interactions.
Siegfried Hörmann (Mathematics Department, ULB, Brussels) onA moment based notion of dependence for functional time series.
Exceptional location! HOG 02.101) Wolfgang Härdle (Humboldt-Universität zu Berlin, Germany) onUniform confidence bands for pricing kernels.
Luc Bijnens (Biostatistics and programming Center of Excellence, JJPRD, Janssen Pharmaceutica) onStatistical innovation in pharmaceutical research.
Exceptional time and location! Room 200B.00.18, Celestijnenlaan 200B, Heverlee):Inference based on copulas. Fentaw Abegaz (Addis Ababa University, Ethiopia, and Katholieke Universiteit Leuven) onSemiparametric estimation of conditional copulas. Auguste Gaddah (UHasselt) onFlexible modelling in the generalzied conditional Koziol Green model by a copula function.
Peter Grünwald (Centrum Wiskunde en Informatica (CWI), Amsterdam) onThe catch-up phenomenon in model selection and model averaging.
Jan Johannes (Institut de Statistique, Université catholique de Louvain, Louvain-la-Neuve) onAdaptive circular deconvolution by model selection under unknown error distribution.
Anouar El Ghouch (Université catholique de Louvain, Louvain-la-Neuve) onMeasuring the discrepancy of a parametric model via local polynomial smoothing.
Yves Tillé (Université de Neuchâtel, Switzerland) onFoundations of inference and optimality in survey sampling.
Tim Verdonck (University of Antwerp) onThe chain-ladder method: influence analysis, robustification and diagnostic tool.
Ricardo Maronna (University of La Plata and CICPBA, Argentina) onRobust ridge regression.
Giovanni Motta (Department of Quantitative Economics, Maastricht University, The Netherlands) onEvolutionary Factor Analysis.
Tetyana Kadankova (Universiteit Hasselt, Diepenbeek) onTwo-sided exit problems for several classes of stochastic processes.
The Section organizes a regular statistics seminar on Fridays between 12 am and 1 pm. At this seminar
doctoral students of the section, as well as other members of the section or visitors of the section,
regularly present their research results. Student in the last year of their Master degree also attend
this seminar. Special efforts are done to explain to these students the power and beauty of statistics and
probability and to let them get acquainted with statisticians and their occupations (e.g. during doctoral research
or after the PhD work). This seminar takes place on Fridays from 12 am until 1 pm in room B.00.07 .
Ilaria Prosdocimi (Department of Mathematics, K.U.Leuven) on
Robust Generalized Additive Models: mean and dispersion function estimation.
Kaveh Vakili (ULB) on
Non Parametric Cluster Identification in R^p.
Geert Van Damme (Department of Mathematics, K.U.Leuven) on
A generic framework for Stochastic Loss-Given-Default.
Anneleen Verhasselt (Department of Mathematics, K.U.Leuven) on
Smoothing and variable selection in additive models.
Stefan Mangold (Department of Mathematics, K.U.Leuven) on
CDO pricing with state-dependent and stochastic Loss-Given-Default.
Florence Guillaume (Department of Mathematics, K.U.Leuven) on
Implied Lévy volatility.
Dina Vanpaemel (Department of Mathematics, K.U.Leuven) on
Detecting influential data points for Pareto-type distributions.
Geert Van Damme (Department of Mathematics, K.U.Leuven) on
Stochastic Loss-Given-Default: an introduction to credit risk.
Dominik Sznajder (Department of Mathematics, K.U.Leuven) on
Positive Quadrant Dependence and Copulas.
Dina Vanpaemel (Department of Mathematics, K.U.Leuven) on
A Robust estimator for the Extreme Value Index of Pareto-Type Distributions.
Ward Van Aerschot (Department of Computer Science, NALAG) on
Extracting geometric content from images using normal meshes.
Exceptional location! HOGM 00.74) F. Mallor (Public University of Navarra, Dept of Statistics and Operations Research, Pamplona, Spain) onAn introduction to statistical modelling of extreme values.
Exceptional time! 13:00-14:00) Kukatharmini Tharmaratnam (ORSTAT, K.U.Leuven) onPenalized regression splines and model selection with the S-estimation method.
T. V. Ramanathan (Dept. of Statistics, University of Pune, India) onAsymmetric volatility models with structural breaks.
Exceptional time! 9:30-10:30) Koen Mahieu (ORSTAT, K.U.Leuven) onRobust exponential smoothing of multivariate time series.
Juhyun Park (Dept. of Mathematics and Statistics, Lancaster University, U.K.) onSelf-modelling of functional curves.
Rein Vesilo (Macquarie University, Sydney, Australia) onMoment Properties of Multiserver Queueing Systems.
Melanie Birke (University of Bochum, Germany) onShape restricted estimation for convolution type inverse regression.
Exceptional time and location! 13.30-14.30, room HOGS 01.10) Leen Slaets (ORSTAT, K.U.Leuven) onA multiresolution approach to time warping achieved by a Bayesian prior-posterior transfer fitting strategy.
Exceptional location! room 02.10) Julien Worms (Laboratoire de Mathématiques de Versailles, University of Versailles-Saint-Quentin) onEstimation of second order parameters using probability weighted moments.
Catherine Dehon (ECARES, Université Libre de Bruxelles) onQuantifying academic excellence. What do the Shanghai rankings measure?
Natalie Neumeyer (Department of Mathematics, University of Hamburg, Germany) onTesting for monotonicity of nonparametric regression functions.
László Györfi (Department of Computer Science and Information Theory, Budapest University of Technology and Economics, Hungary) onEmpirical portfolio selection.
Christophe Damerval (Departement Computerwetenschappen, Katholieke Universiteit Leuven) onStudy of the pointwise Lipschitz regularity.
Olivier Scaillet (HEC, Université de Genève, Switserland) onTikhonov regularization for nonparametric instrumental variable estimators.
Julia Dony (Vrije Universiteit Brussel) onAn empirical process approach to uniform in bandwidth consistency of kernel-type estimators.
Mervyn J. Silvapulle (Department of Econometrics and Business Statistics, Monash University, Melbourne, Australia) onMinimum distance estimation of the error distribution in multivariate regression and GARCH models.
DEPARTEMENTAAL COLLOQUIUM WISKUNDE Noël Veraverbeke (Center for Statistics, Universiteit Hasselt) onHalf a century of Kaplan-Meier estimation in survival analysis (1958 - 2008).
Goele Massonnet (Interuniversity Institute for Biostatistics and statistical Bioinformatics, Universiteit Hasselt) on
Contributions to frailty and copula modelling with applications to clinical trials and dairy cows data.
Karlien Vanden Branden (Dexia, Risk Management Holding) on
Loss Given Default (LGD) Modelling.
Stephan Van der Veeken (Department of Mathematics, K.U.Leuven) on
Outlier detection for skewed data.
Anneleen Verhasselt (Department of Mathematics, K.U.Leuven) on
P-splines regression smoothing and the order of the difference penalty.
Ilaria Prosdocimi (Department of Mathematics, K.U.Leuven) on
Semi-parametric estimation of the mean and dispersion functions in Generalized Linear Models.
Exceptional time and location! 16-17, room B-02-08): Goedele Dierckx (Department of Mathematics, K.U.Leuven) on
Extreme value methods in informetrics/scientometrics.
Lieven Desmet (Department of Mathematics, K.U.Leuven) on
Estimation of regression functions with peak irregularities and applications.
Jozef L. Teugels (Department of Mathematics, K.U.Leuven; EURANDOM, Eindhoven) on
Campanometry.
Viktorya Masol (Eurandom) on
Levy Base Correlation.
Thomas Kneib (University of Muenchen) on
Boosting geoadditive regression models.
Anne Ruiz-Gazen (Université de Toulouse) on
Exploratory data analysis of spatial data: interactive data analysis and new tools.
Goeran Kauermann (University Bielefeld) on
Flexible modelling of duration time data.
Abdelaati Daouia (Université de Toulouse) on
Frontier estimation and extreme-values theory.
Exceptional time and location! room HOG-02-101, Faculty of Business and Economics, Naamsestraat 69, Leuven): Mini-workshop on Robust Statistics. Matias Salibian-Barrera (University of Bristish Columbia, Canada) onRobust quantile regression with non-elliptical covariates. Geert Dhaene (KULeuven) onRobust estimation of the AR(1) coefficient from short panels with fixed effects. Esa Ollila (Helsinki University of Technology, Finland) onIndependent component analysis of complex-valued source signals using generalized uncorrelating transform.
Stefan Van Aelst (Department of Applied Mathematics and Computer Science) on
Feasible robust variable selection.
Giovanna Ranalli (Università Degli Studi di Perugia, Italy) on
Small area estimation for a latent variable: the case of disability in the Italian National health Interview Survey.
Noel Veraverbeke (Universiteit Hasselt) on
Copulas in models for survival data.
Marek Omelka (Department of Mathematics, KULeuven and Charles University, Prgaue, Czech Republic) on
Uniform asymptotics for S-and MM-regression estimators.
Pavel Cizek (Tilburg University, The Netherlands) on
Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models.
Cédric Heuchenne (Ecolde de Gestion de l'Université de Liège) on
Testing Parametric Forms in Location-Scale Models with Censored Data.
Katrien Antonio (Department of Mathematics, K.U.Leuven) onHierarchical modelling of multilevel claim count statistics.
(pdf )
Luis Valdivieso (Department of Mathematics, K.U.Leuven) onFractionally integrated processes of Ornstein-Uhlenbeck type.
(doc )
Goedele Dierckx (Department of Mathematics, K.U.Leuven) onA new estimation method for Weibull type tails.
(pdf )
Michiel Debruyne (Department of Mathematics, K.U.Leuven) onInfluence functions of kernel methods: some applications in model selection.
(pdf )
Fabrizio Consentino (ORSTAT) onModel selection with incomplete data.
(doc )
Huijuan Ding (ORSTAT) onLack-of-fit tests for semiparametric mixed models.
(doc )
Sarah Gelper (ORSTAT) onRobust online monitoring of variability.
(doc )
Gert Willems (Universiteit Gent) onFast resampling methods for robust regression and discriminant analysis.
(doc )
Johan Van Kerckhoven (ORSTAT) onAn information criterion for variable selection in Support Vector Machines.
(doc )
Aloïs Kneip (Department of Economics, Bonn University) onSmoothing spline estimators in functional linear regression.
(doc )
Philippe Lambert (Institut des sciences humaines et sociales, Université de Liège) onBayesian multi-dimensional density estimation with P-splines.
(doc )
John Einmahl (Department of Econometrics - OR - CentER, Tilburg University, The Netherlands) onAthletics world records and aviation safety through extreme-value theory.
(doc , newspaper article )
Jan Beirlant (Department of Mathematics, K.U.Leuven) onGoodness-of-fit testing of Pareto type distributions.
(doc )
Marie Husková (Department of Statistics, Charles University, Prague) onRecent results in change point analysis.
(pdf )
Maarten Jansen (Department of Mathematics, K.U.Leuven) onMultiscale analysis of multiple change points.
(doc )
Tatyana Krivobokova (University of Bielefeld) onP-spline smoothing and mixed models: a successful alliance.
(doc )
Danie Uys (Department of Statistics and Actuarial Science, University of Stellenbosch, South Africa) onInfluential data cases when the Cp criterion is used for variable selection in multiple linear regression.
(doc )
Isabel Casas (School of Mathematics and Statistics, The University of Western Australian) onFractional stochastic processes: a new application to volatility estimation.
(doc )
Lieven Desmet (department of mathematics, K.U.Leuven) onSpectral density estimation under short and long range dependence.
(doc )
Sanne Engelen (department of mathematics, K.U.Leuven) onRobust PARAFAC for fluorescence data.
(pdf )
Michiel Debruyne (department of mathematics, K.U.Leuven) onRobustness of reweighted kernel based regression.
(pdf )
Luis Valdivieso (department of mathematics, K.U.Leuven) onDensity inversion and option pricing under the fractional discrete fast fourier transform.
(pdf )
Jan Liinev (department of mathematics, K.U.Leuven) onThe distributional distance between the Libor and the swap market models.
(doc )
Goedele Dierckx (department of mathematics, K.U.Leuven) onEstimation of Weibul type tails.
Hannu Oja (Tampere School of Public Health, Finland) onScatter matrices and independent component analysis (ICA).
(doc )
Anestis Antoniadis (Université Joseph Fourier, Grenoble, France) on Kernel based discriminant analysis and noisy ICA models for dimensionality reduction.
(doc )
Peter Filzmoser (Vienna University of Technology) on Outliers or extremes?
(doc )
December 16, 2011: Kaveh Vakili (Department of Mathematics, K.U.Leuven) on