Events

Monday, December 16, 2013 — 1:30 PM EST

Novel statistical methods for the analysis of
single-cell assays

Friday, December 13, 2013 — 11:00 AM EST

On some negative dependence structures and their applications

This talk centers on two extreme negative dependence structures in different dimensions - their novel characterizations and applications to risk management.
 
Monday, December 9, 2013 — 4:00 PM EST

On rigorous specification of Intrinsic (or Improper) Conditional Autoregressions (ICAR) models

Friday, December 6, 2013 — 10:30 AM EST

The rearrangement algorithm: a new tool for computing bounds on risk measures

Thursday, December 5, 2013 — 4:00 PM EST

Group heterogeneity in the Jolly-Seber-Tag-Loss (JSTL) model

Thursday, November 28, 2013 — 4:00 PM EST

Spatially varying coefficient model for neuroimaging data with jump discontinuities

Tuesday, November 26, 2013 — 4:00 PM EST

Robust measurement of economic tail risk

Monday, November 25, 2013 — 1:30 PM EST

Nested Archimedean copulas: statistical and computational challenges

Wednesday, November 20, 2013 — 4:00 PM EST

A risk set regression calibration method for measurement error correction of time-varying functions of an exposure history

Wednesday, November 13, 2013 — 3:00 PM EST

Bayesian regression models for the estimation of net cost of disease using aggregate data

Monday, November 11, 2013 — 4:00 PM EST

Water quality monitoring and assessment: a statistical perspective

Thursday, November 7, 2013 — 4:00 PM EST

Heteroskedasticity and autocorrelation (HAC)-robust trend comparisons among climate series with possible level shifts

Thursday, October 31, 2013 — 4:00 PM EDT

Bayesian clustering and biclustering

Thursday, October 24, 2013 — 4:00 PM EDT

Kernel-profile estimation for flexible regression curves with missing data and some ideas beyond double robustness

Wednesday, October 23, 2013 — 2:30 PM EDT

Test the reliability of doubly robust estimation with missing response data

Thursday, October 17, 2013 — 4:00 PM EDT

Corrected score approach to censored quantile regression with covariate measurement errors

Thursday, October 10, 2013 — 4:00 PM EDT

Life expectancy improvement with a pre-specified cure distribution

Thursday, October 3, 2013 — 4:00 PM EDT

Cluster randomization trials: current issues and controversies

Saturday, September 28, 2013 — 9:00 AM EDT

Alumni attending:

Friday, September 27, 2013 — 4:00 PM EDT
Retirement income security" lecture poster.

The Actuarial Science Distinguished Practitioner Series presents:

Retirement income security: Why individual account Defined Contribution (DC) plans (including Registered Retirement Savings Plan (RRSP)) are not the answer; but also what is

The pension world continues to evolve and not necessarily in a positive direction.

Wednesday, September 25, 2013 — 4:00 PM EDT

Progressive multi-state modeling for successive cancer risks in Lynch Syndrome (LS) families

Friday, September 13, 2013 — 2:30 PM EDT
"Sparsity, Boosting and Ensemble Methods" lecture poster.

Sparsity, boosting and ensemble methods

Thursday, August 15, 2013 — 4:00 PM EDT

Two factor stochastic mortality modeling with generalized hyperbolic distribution

Thursday, August 8, 2013 — 4:00 PM EDT

Optimal capital allocation: tail mean-variance models

This paper studies capital allocation problems with the aggregate risk exceeding a certain threshold. We propose a novel capital allocation model based on the Tail Mean-Variance principle. General formulas for the optimal capital allocations are proposed.

Wednesday, July 31, 2013 — 8:45 AM to Friday, August 2, 2013 — 12:00 PM EDT

A conference to celebrate the International Year of Statistics and the launch of the Canadian Statistical Sciences Institute

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