Seminar (WS 2016/17)

Non-parametric statistics for dependent data

Preliminary discussion:

Thursday, October 20th, 2016, 11:15 Uhr,
MΛTHEMΛTIKON, INF 205, ground floor, R 0.200

Time and location of the seminar:

The seminar will be held subsequent to the Seminar Statistics of Dependent Data by Enno Mammen and Claudia Strauch as a Blockseminar on:

Tuesday, January 17th, 2017, 09:00 - 19:00,
MΛTHEMΛTIKON, INF 205, 4th floor, room 4.414

Contact:

Christof Schötz <schoetz[at]math.uni-heidelberg.de>

Enno Mammen <mammen[at]math.uni-heidelberg.de>

Jan JOHANNES <johannes[at]math.uni-heidelberg.de>

Questions, please directly by email or by using the contact form.

Language:

The seminar will be hold in English
if there is at least one non-German speaking participant.
Otherwise the presentations will be in German.

Area:

Applied Mathematics, Stochastics

Please register for the seminar by using MÜSLI.

Description of the seminar:

Taking into account results for non-parametric curve estimation based on independent data differences will be carved out, if the data is generated by a weakly dependent process. Exploiting the theory for weakly dependent data introduced in the Seminar Statistics of Dependent Data by Enno Mammen and Claudia Strauch properties for different non-parametric estimation procedures including a data-driven choice of smoothing parameters are derived. Based on originals papers each participant will prepare under supervision and give a 90 minutes presentation.

References:

Literature will be distributed during the preliminary discussion.

Requirements:

Statistics I, Probability theory II