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Thursday, September 24, 2015 4:00 pm - 4:00 pm EDT (GMT -04:00)

David Sprott distinguished lecture by Raymond J. Carroll, Texas A&M University

Constrained maximum likelihood estimation for model calibration using summary-level information from external big data sources.

Carroll PosterInformation from various public and private data sources of extremely large sample

Tuesday, November 26, 2013 4:00 pm - 4:00 pm EST (GMT -05:00)

WatRISQ seminar by Steven Kou, National University of Singapore

Robust measurement of economic tail risk

We prove that the only tail risk measure that satisfies a set of economic axioms proposed by Schmeidler (1989, Econometrica) and a statistical requirement called elicitability (i.e. there exists an objective function such that a reasonable estimator must be a solution of minimizing the expected objective function) is the median shortfall, which is the median of the tail loss distribution and is also the VaR at a high confidence level.

Thursday, May 14, 2015 4:00 pm - 4:00 pm EDT (GMT -04:00)

David Sprott distinguished lecture by William Woodall, Virginia Tech

Monitoring and Improving Surgical Quality

Some statistical issues related to the monitoring of surgical quality will be reviewed in this presentation. The important role of risk-adjustment in healthcare, used to account for variations in the condition of patients, will be described. Some of the methods for monitoring quality over time, including a new one, will be outlined and illustrated with examples.