Department of Statistics and Actuarial Science, HKU

[ALL] [2012] [2011] [2010] [2009] [2008] [2007] [2006] [2005] [2004]

Date/Time

Venue

Title

Speaker

2012
FEB 1, 2:00 p.m.	MW524	On a mean reverting dividend strategy with brownian motion	Dr. Bernard WONG

2007
DEC 19, 11:00 a.m.	MW524	40th Anniversary Seminar Series On deconvolution with repeated measurements	Professor Peter G. HALL
DEC 12, 2:00 p.m.	MW524	40th Anniversary Seminar Series Quasi-score tests for variance components in varying coefficient mixed models	Professor Lixing ZHU
DEC 11, 3:00 p.m.	MW524	40th Anniversary Seminar Series Consistent parameter estimation for conditional moment restrictions	Professor Chung-Ming KUAN
NOV 14, 3:00 p.m.	MW524	40th Anniversary Seminar Series Superadditivity of fisher information	Professor Shunlong LUO
NOV 14, 2:00 p.m.	MW524	40th Anniversary Seminar Series Stability of random networks	Professor Fuzhou GONG
NOV 7, 2:00 p.m.	MW524	40th Anniversary Seminar Series Semi-parametric moment-based copula estimation	Professor Rodney WOLFF
NOV 2, 2:00 p.m.	MW524	40th Anniversary Seminar Series Memory-based persistence in stochastic and counting random walk processes (with Implications to Insurance and Finance)	Professor Charles S. TAPIERO
OCT 30, 2:00 p.m.	MW524	40th Anniversary Seminar Series Goodness-of-fit tests for a heavy tailed distribution and for parametric models of bivariate extremes	Professor Liang PENG
SEP 14, 3:00 p.m.	MW524	Joint Seminars by our department, Department of Mathematics, Department of Earth Sciences & Social Sciences Research Centre Compositional evolution models: Linearity and simple non-linearity	Prof. Dr. Juan José EGOZCUE
SEP 19, 2:00 p.m.	MW524	40th Anniversary Seminar Series Time-varying quantiles and tests of time invariance	Professor Andrew HARVEY
SEP 14, 2:00 p.m.	MW524	Joint Seminars by our department, Department of Mathematics, Department of Earth Sciences & Social Sciences Research Centre The aitchison geometry of the simplex and the statistical analysis of compositional data	Prof. Dr. Vera PAWLOWSKY-GLAHN
JUL 19, 4:15 p.m.	MW524	On the edgeworth expansion and the M out of N bootstrap accuracy for a studentized trimmed mean	Professor Roelof HELMERS
JUL 19, 3:00 p.m.	MW524	A (semi-)parametric functional coefficient autoregressive conditional duration model	Professor Marcelo C. MEDEIROS
JUL 10, 4:00 p.m.	T3, G/F, Meng Wah Complex	The full Monte Carlo: A live performance	Professor Xiao-Li MENG
JUL 5, 3:00 p.m.	MW524	Asymptotics of permutation and bootstrap statistics for stable samples	Professor Istvan BERKES
JUN 29, 4:00 p.m.	MW524	Analysis of two-stage survival data	Professor Gang LI
JUN 21, 5:30 p.m.	T5, 1/F, Meng Wah Complex	Significance of Statistical Analysis in Algorithmic Trading	Miss Kathryn Zhao & Dr. Frank Copplestone
JUN 21, 10:00 a.m.	MW524	Aggregated estimating equation estimation	Professor Nan LIN
MAY 29, 2:00 p.m.	MW524	Partial generalized additive models - an information theoretical approach to avoid the concurvity	Dr. Hong GU
APR 23, 4:00 p.m.	MW524	Exploring volatility from a dynamical system perspective	Professor Howell TONG
MAR 14, 4:30 p.m.	MW524	Higher order semiparametric frequentist inference based on the profile sampler	Dr. Guang CHENG
MAR 14, 10:00 a.m.	MW524	Testing for threshold moving average with conditional heteroscedasticity	Mr. LI Guodong
MAR 13, 2:00 p.m.	MW524	Family-based tests of imprinting, linkage and association	Mr. HU Yueqing
FEB 28, 2:30 p.m.	MW524	On the Joint Distribution of Surplus Immediately before and at Ruin under the Sparre Andersen Model	Mr. Andrew C.Y. NG
FEB 12, 11:00 a.m.	MW524	An introduction to multivariate extremes	Professor Arthur CHARPENTIER
FEB 8, 11:00 a.m.	MW524	Pricing barrier options with an arbitrary monitoring period	Professor Hangsuck LEE
FEB 7, 2:00 p.m.	MW524	Optimal shrinkage estimation of variances with applications to microarray data analysis	Professor Yuedong WANG

2006
DEC 21, 2:00 p.m.	MW524	Choquet integrals and risk measures	Professor Jia-an YAN
DEC 14, 4:00 p.m.	MW524	Continuous-time dynamic risk measures by backward stochastic volterra integral equations	Professor Jiongmin YONG
DEC 6, 2:00 p.m.	MW524	Longitudinal data with informative dropout	Professor Zhiliang YING
NOV 29, 2:30 p.m.	MW524	Interest rate modeling in finance and insurance	Professor Jeffrey S. PAI
NOV 22, 4:00 p.m.	T2, G/F, Meng Wah Complex	A talk for Actuarial Science/Statistics Students Opportunities in the Non-life Actuarial Profession	Mr. Bob Conger
NOV 8, 2:00 p.m.	MW524	A geometrical structure for an infinite oriented cluster and its uniqueness	Professor Xianyuan WU
NOV 6, 5:00 p.m.	MW103	Statistics of Extremes - A tutorial for Insurers	Professor Jef TEUGELS
SEP 27, 2:00 p.m.	MW524	Modelling the long-term behaviour of evanescent processes	Professor Phil POLLETT
SEP 20, 2:00 p.m.	MW524	Stochastic razumikhin technique in infinite dimensional stability of discontinuous systems	Dr. LIU Kai
JUN 1, 3:00 p.m.	MW524	The generation of high-intensity space-time growth-interaction processes: inferring structure from partial observations	Professor Eric RENSHAW
MAY 24, 4:00 p.m.	MW524	New results for fractional brownian motion	Professor Robert J. ELLIOTT
MAY 16, 4:00 p.m.	MW524	Debiased estimation of the rate of, and influences on, progression to cirrhosis when analysis is based on hepatitis c-diagnosed patients referred to liver clinics - a re-weighted approach	Dr. Bo FU
APR 10, 4:00 p.m.	MW524	Inhomogeneous dependency modelling with time varying copulae	Prof. Dr. Wolfgang Härdle
APR 3, 4:00 p.m.	MW524	Conditional properties of parametric bootstrap	Professor Alastair YOUNG
MAR 30, 4:30 p.m. (Refreshment: 4:10 p.m.)	T5, 1/F, Meng Wah Complex	Considering Convenient Assumptions in Time Series Modelling	Professor Sir Clive Grange
FEB 20, 11:00 a.m.	MW524	Differentiation of some functionals of risk processes and optimal reserve allocation	Professor Stéphane LOISEL
JAN 19, 10:30 a.m.	MW527	Reestablish multinomial distribution from estimated binomial distributions	Professor Xizhi WU

2005
DEC 22, 11:00 a.m.	MW527	A test for the mean vector with fewer observations than the dimension	Professor M.S. SRIVASTAVA
DEC 19, 10:30 a.m.	MW527	Frequency analysis of chaotic intermittency maps with slowly decaying correlations	Professor R.J. BHANSALI
DEC 10, 10:30 a.m.	MW527	A statistical theory of signal coherence	Professor Melvin J. HINICH
NOV 29, 4:00 p.m.	MW527	Berry-esseen type limit theorems in probability and statistics	Professor V.V. ULYANOV
NOV 24, 4:00 p.m.	MW527	Inference from categorical data subject to misclassification errors	Professor Yoel HAITOVSKY
NOV 19, 10:30 a.m.	MW527	Single variables control charts: an overview	Professor Smiley W. CHENG
NOV 17, 4:00 p.m.	MW527	Estimating vaccine efficacy from disease outbreak household data	Dr. Philip D. O'NEILL
SEP 28, 5:00 p.m.	T7, 1/F, Meng Wah Complex	Strategic Theme of Computational Physics and Numerical Methods Chaos and Statistics	Professor Howell TONG
AUG 23, 3:00 p.m.	Seminar Rm 5, LG1, Lab. Blk, Fac. of Medicine Build., 21 Sassoon Rd.	Jointly organized by Department of Statistics & Actuarial Science & Genome Research Centre Investigating the need and effectiveness of microsatellite markers for positional mapping of complex disease genes	Professor Ranajit Chakraborty
AUG 19, 11:00 a.m.	MW527	Developments in intervention analysis	Professor A. Ian McLeod
JUL 15, 4:00 p.m.	MW527	(Data) Size does matter, but you might be in for a surprise...	Professor Xiao-Li MENG
JUL 4, 4:00 p.m.	MW527	From unit root to stein estimator to fisher's k-statistics - if you have a moment, I can tell you more ...	Professor Xiao-Li MENG
JUN 24, 4:00 p.m.	MW527	Causality: conceptions, connexions, confusions, contentions	Professor A.P. DAWID
JUN 17, 4:00 p.m.	MW527	Big statistics	Professor Dennis K.J. LIN
MAY 18, 4:00 p.m.	MW527	Statistical aspects of chaos from chaos communications research	Professor Tony LAWRANCE
MAY 11, 4:00 p.m.	MW527	Efficient derivative pricing by extended method of moments	Professor Christian GOURIEROUX
MAY 11, 2:30 p.m.	MW527	Statistical analysis of genetic algorithms in discovering technical trading rules	Professor Shu-Heng CHEN
MAY 10, 3:00 p.m.	MW527	Stochastic migration models with application to corporate risk	Professor Christian GOURIEROUX
MAY 6, 3:00 p.m.	MW527	Some probabilistic properties of garch and related processes	Professor Lajos HORVATH
APR 7, 4:00 p.m.	MW527	Sensitivity of ols estimates against arfima error process as small sample test(s) for long memory	Dr. Anurag BANERJEE
MAR 9, 4:00 p.m.	MW527	Estimation for time series that are both nonlinear and nonstationary	Professor Dag Tjøstheim
MAR 3, 4:00 p.m.	MW527	What are the limits of the human longevity?	Professor Jean-Marie ROBINE
JAN 19, 11:00 a.m.	MW527	Multivariate autoregressive conditional heteroskedasticity with smooth transitions in conditional correlations (joint work with Annastiina Silvennoinen)	Professor Timo Teräsvirta
JAN 14, 11:00 a.m.	MW527	Some bootstrap tests for non-linearity and long memory in Financial Time Series	Professor Rodney WOLFF