报告题目:Bayesian Analysis of Stochastic Volatility Model & Quantile Regression using Asymmetric Laplace Error via Uniform Scale Mixtures
报告人:Sai Tsang Boris Choy, The University of Sydney
报告人简介:Boris Choy is a Senior Lecturer at the University of Sydney. His research interests focus on robust statistical analysis of financial time series data and insurance data using heavy-tailed distributions via Bayesian computational methods and scale mixtures density representation. His research has been published in Journal of Royal Statistical Society, Series B, ASTIN Bulletin, etc. He was awarded the status of Chartered Statistician by the Royal Statistical Society (UK) in 2002 and he is an Elected Member of the International Statistical Institute.
报告题目:Inferential Model based Statistical Inference on the Normal Mean with Known Coefficient of Variation
报告人:Tonghui Wang, New Mexico State University
报告人简介:Tonghui Wang is a Professor at the New Mexico State University. His research interests include multivariate linear models and distributions of quadratic forms with applications in growth curve models, multivariate analysis of variance models, and the class of skew distributions including skew normal, skew elliptical distributions. His research has been published in International Journal of Innovative Science and Modern Engineering, Causal Inference in Econometrics, Journal of Multivariate Analysis, etc. He is a member of the American Statistical Association and the Mathematical Association of America.
报告时间:2016年6月22日(星期三) 14:00-16:30
报告地点:数学学院三层学术报告厅
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数学学院
2016年6月21日