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Laboratory for Research in Statistics
and Probability
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LRSP Probability and Statistics Seminar
FALL 2006
This seminar runs under the umbrella of the
Laboratory for Research
in Statistics and Probability, alternating with a similar
seminar at the University of Ottawa.
Coordinator:
Antal A. Járai
Note: The seminar usually
meets every second Friday, alternating with the seminar at the
University of Ottawa. Occasionally, additional talks are scheduled
for other days.
Past seminars:
Fall 2004,
Winter 2005
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Date and time:
Friday, October 13, 1:30pm
Location:
Room 4351 Herzberg Building
Speaker:
Mohamedou Ould Haye, Carleton University
Title:
Linear regression with long memory errors
Abstract:
We study several nonrobust and robust estimators such as the LSE, BLUE,
M, S-estimators for parameters in a multiple linear regression when
errors are strongly dependent. We focus on the variances and the
asymptotic behaviors of these estimators. We will also discuss how the
strong dependence affects preliminary test estimators types.
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Date and time:
Friday, October 27, 1:30 pm
Location:
Room 4351 Herzberg Building
Speaker:
Antal A. Járai (Carleton University)
Title:
Random walk on the incipient infinite cluster
for oriented percolation in high dimensions
Abstract:
We consider simple random walk on the incipient infinite cluster for the
spread-out model of oriented percolation in d+1 dimensions.
For d > 6, we obtain bounds on exit times, transition
probabilities, and the range of the random walk,
which establish that the spectral dimension of the incipient infinite
cluster is 4/3, and thereby prove
a version of the Alexander-Orbach conjecture
in this setting. The proof
divides into two parts. One part establishes general estimates
for simple random walk on an arbitrary infinite
random graph, given suitable bounds on volume and effective
resistance for the random graph. A second part then provides these
bounds on volume and effective resistance for the incipient infinite
cluster in dimensions d > 6, by extending results about critical oriented percolation
obtained previously via the lace expansion.
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Date and time:
Friday, November 3, 11:30 am
Location:
Room 4351 Herzberg Building
Speaker:
Yuliya Martsynyuk (Carleton University and University of Ottawa)
Title:
On the domain of attraction of the normal law and its use
in regression models
Abstract:
We discuss some analytic and stochastic characterizations
for the domain of attraction of the normal law (DAN). Examples of
regression models where DAN has been used are given. We introduce DAN for
regression with errors in variables (error-in-variables models) the first
time around. The rationale behind using DAN, and consequent benefits for
asymptotic theory in such models are illustrated.
Note: as usual, there is a
seminar at the
University of Ottawa this week, starting at 1:30 pm.
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Date and time:
Friday, November 10, 1:30 pm
Location:
Room 4351 Herzberg Building
Speaker:
Qiying Wang (University of Sydney)
Title:
Long-range dependent time series specification
Abstract:
Model specification of short-range dependent stationary time series
has become a very active research field in both econometrics and
statistics since about two decades ago. In the meantime, estimation
of long-range dependent stationary time series models has also been
quite active. To the best of our knowledge, however, model
specification of stationary time series with long-range dependence
(LRD) has not been discussed in the literature. This is probably due
to unavailability of certain central limit theorems for weighted
quadratic forms of stationary time series with LRD. In this paper
we try to tackle such difficult issues by establishing a nonparametric
model specification test for parametric time series with LRD. In order
to establish asymptotic distributions of the proposed test statistic,
we develop new central limit theorems for certain weighted quadratic
forms of stationary time series with LRD. In order to implement the
proposed test in practice, we develop a computer-intensive parametric
bootstrap simulation procedure for finding simulated critical values.
As a result, our finite-sample studies show that both the proposed
theory and the simulation procedure work well and that the proposed
test has little size distortion and reasonable power.
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Date and time:
Friday, November 24, 1:30 pm
Location:
Room 4351 Herzberg Building
Speaker:
Emad-Eldin A. A. Aly (Kuwait University)
Title:
On some measures of income inequality
Abstract:
We consider the problem of developing appropriate measures of income
inequality. The most well-known of these measures are the Lorenz
curve, the Gini index and the Bonferroni concentration index. In this
talk we present some important aspects of certain measures of income
inequality and explain their relationship with some stochastic orders
and record values.
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Note the change of date and time!
Date and time:
Tuesday, December 5, 12:30 pm
Location:
Room 4351 Herzberg Building
Speaker:
Peter Hooper (University of Alberta)
Title:
Period analysis of variable stars: temporal dependence and local optima
Abstract:
A number of methods have been proposed to estimate the period of
a variable star; e.g., a recent approach uses smoothing spline
regression to fit tentative periodic functions (light curves)
and selects the period minimizing a robust goodness-of-fit criterion.
These methods assume that measurement errors vary independently over
time. Empirical evidence, however, indicates substantial temporal
dependence, possibly related to changes in observing conditions.
Dependence complicates the period analysis in several respects:
selection of a "best" period among several local optima,
estimation of the light curve, and evaluation of uncertainty
about period and light curve estimates. In this talk I will describe
some new methods designed to accommodate dependent errors. The new
methods employ adaptive logistic basis (ALB) regression models. An
analysis of several data sets shows that the proposed approach can
produce substantially different and arguably better results compared
with other methods.