10/2016

Robust Covariance/Scatter Matrix Estimation via Matrix Depth

Date: 10/26/2016 - 4:00pm
Speaker: Zhao Ren
Abstract: PDF icon Seminar Zhao Ren 10-26-16.pdf

Yule's "Nonsense Correlation" Solved!

Date: 10/19/2016 - 4:00pm
Speaker: Philip Ernst
Abstract: PDF icon Seminar Philip Ernst 10-19-16.pdf

Default Bayesian Analysis with Global-Local Shrinkage Priors

Date: 10/12/2016 - 4:00pm
Speaker: Nicholas Polson
Abstract: PDF icon Seminar Nicholas Polson 10-12-16.pdf

When Moving Average Models meet High Frequency Data: An Integrated Theory on Volatility Estimation

Date: 10/05/2016 - 4:00pm
Speaker: Dacheng Xiu
Abstract: PDF icon Seminar Dacheng Xiu 10-05-16.pdf