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Self-normalized Asymptotic Theory in Probability, Statistics and Econometrics
(1 - 30 May 2014)

Organizing Committee · Visitors and Participants · Overview · Activities · Venue

 

Visitors and Participants

NAME & AFFILIATION

PERIOD OF VISIT

TENTATIVE TITLE OF TALK

OVERSEAS VISITORS

   

István Berkes
Graz University of Technology, Austria
berkes(AT)tugraz.at

15 - 30 May 2014

Generalized self-normalization and the subsequence principle

(PDF)

Ngai Hang Chan
The Chinese University of Hong Kong, Hong Kong
nhchan(AT)sta.cuhk.edu.hk

18 - 22 May 2014

Xiaohong Chen
Yale University, USA
xiaohong.chen(AT)yale.edu

13 - 22 May 2014

Tutorial:

Introductory econometrics

(PDF 1, PDF 2, PDF 3, PDF 4)

Andrew Chesher
University College London, UK
andrew.chesher(AT)ucl.ac.uk

17 - 22 May 2014

Instrumental variable methods with set-valued residuals

(PDF 1, PDF 2)

Richard A. Davis
Columbia University, USA
rdavis(AT)stat.columbia.edu

19 - 24 May 2014

Self-normalized extreme Eigenvalues of large dimensional Cov matrices from heavy-tailed multivariate time series

(PDF)

Shih-Feng Huang
National Kaohsiung University, Taiwan
huangsf(AT)nuk.edu.tw

18 - 23 May 2014

Asymptotic distribution of the EPMS estimator for financial derivatives pricing

(PDF)

Tran Loc Hung
University of Finance and Marketing, Vietnam
tlhungvn(AT)gmail.com

18 - 24 May 2014

On the rate of convergence in limit theorems for geometric sums

(PDF)

Ching-Kang Ing
Institute of Statistical Science, Taiwan
cking(AT)stat.sinica.edu.tw

18 - 23 May 2014

Model selection for high-dimensional ARX models

Kengo Kato
University of Tokyo, Japan
kkato(AT)e.u-tokyo.ac.jp

14 - 22 May 2014

Gaussian approximation of suprema of empirical processes


Tutorial:

Tutorial and applications in econometrics: Self-normalization, Gaussian approximation, and inference with many moment inequalities Part I

(PDF 1, PDF 2, PDF 3)

Tze Leung Lai
Stanford University, USA
lait(AT)stat.stanford.edu

14 - 22 May 2014

Matrix normalization and self-normalized asymptotic theory in regression, multivariate analysis and time series

Van Thanh Le
Vinh University, Vietnam
lvthanhvinh(AT)yahoo.com

6 - 31 May 2014

Sokbae, Simon Lee
Seoul National University, Korea
sokbae(AT)gmail.com

18 - 22 May 2014

The lasso for high-dimensional regression with a possible change-point

Oliver Linton
University of Cambridge, UK
obl20(AT)cam.ac.uk

18 - 22 May 2014

Multivariate variance ratio statistics: application to stock returns

(PDF)

Weidong Liu
Shanghai Jiao Tong University, China
liuweidong99(AT)gmail.com

18 - 24 May 2014

Phase transition and regularized bootstrap in large-scale T-tests with false discovery rate control

Jinchi Lv
University of Southern California, USA
jinchilv(AT)marshall.usc.edu

19 - 23 May 2014

Impacts of high dimensionality in finite samples

(PDF)

Thomas Mikosch
University of Copenhagen, Denmark
mikosch(AT)math.ku.dk

17 - 24 May 2014

The self-normalized sample extremogram and the self-normalized ex-periodogram

(PDF)

Chi Tim Ng
Chonnam University, Korea
easterlyng(AT)gmail.com

20 - 24 May 2014

Asymptotic properties of change-point estimators

(PDF)

Ali Saeb
Indian Statistical Institute, India
ali.saeb(AT)gmail.com

11 - 31 May 2014

Qi-Man Shao
The Chinese University of Hong Kong, Hong Kong
qmshao(AT)cuhk.edu.hk

13 - 15 May 2014


18 - 24 May 2014


Tutorial:

Introduction to self-normalized limit theory

(PDF)

Masanobu Taniguchi
Waseda University, Japan
taniguchi(AT)waseda.jp

19 - 24 May 2014

Unified view of portmanteau tests for general statistical models

(PDF)

Chee-Ming Ting
Universiti Teknologi Malaysia, Malaysia
cmting1818(AT)yahoo.com

14 - 23 May 2014

Hanchao Wang
The Chinese University of Hong Kong, Hong Kong
hcwang06(AT)gmail.com

13 - 24 May 2014

Man Wang
Dong Hua University, China
daisymanwang(AT)gmail.com

13 - 25 May 2014

Nonlinear error correction models and multiple thresholds cointegrations

(PDF)

Qiying Wang
The University of Sydney, Australia
qiying(AT)maths.usyd.edu.au

18 - 23 May 2014

Nonparametric cointegrating regression with endogeneity and long memory

Yazhen Wang
University of Wisconsin-Madison, USA
yzwang(AT)stat.wisc.edu

19 - 24 May 2015

Large volatility matrix estimation for high-frequency financial data

(PDF)

Yoon-Jae Whang
Seoul National University, Korea
whang(AT)snu.ac.kr

20 - 22 May 2014

The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series

Yanping Yi
Shanghai University of Finance and Economics, China
yanping.yi(AT)nyu.edu

13 - 23 May 2014

Averaging estimators for cointegrated vector autoregressive models

(PDF)

Kaizhi Yu
Southwestern University of Finance and Economics, China
yukz(AT)swufe.edu.cn

9 - 23 May 2014

Random coefficient integer-valued moving average models

PDF)

Wenxin Zhou
University of Melbourne, Australia
wenxin.zhou(AT)unimelb.edu.au

18 - 23 May 2014

Cramér moderate deviations for studentized two-sample U-statistics with applications

(PDF)

LOCAL VISITORS

   

Roellin Adrian
National University of Singapore
staar(AT)nus.edu.sg

14 - 15 May 2014

Hock Peng Chan
National University of Singapore
chan_hock_peng(AT)nus.edu.sg

22 May 2014

Louis Chen
National University of Singapore
matchyl(AT)nus.edu.sg

1 - 31 May 2014

On the error bound in a combinatorial central limit theorem

Kwok Pui Choi
National University of Singapore
choi_kwok_pui(AT)nus.edu.sg

14 - 23 May 2014

Steven Kou
National University of Singapore
matsteve(AT)nus.edu.sg

14 May 2014

Bo Li
National University of Singapore
a0030821(AT)nus.edu.sg

14 - 15 May 2014

Yeneng Sun
National University of Singapore
ynsun(AT)nus.edu.sg

1 - 31 May 2014

GRADUATE STUDENTS

   

Fumiya Akashi
Waseda University, Japan
fakashi01(AT)fuji.waseda.jp

19 - 24 May 2014

Yee Hong Chiam
Monash University, Australia
yeehong.chiam(AT)monash.edu

14 - 23 May 2014

Yingjie Dong
Singapore Management University
yj.dong.2010(AT)smu.edu.sg

14 - 23 May 2014

Liang Jiang
Singapore Management University
liang.jiang.2011(AT)smu.edu.sg

1 - 30 May 2014

Mongkolsery Lin
Mahidol University, Thailand
mongkolsery(AT)gmail.com

10 - 26 May 2014

Yan Liu
Waseda University, Japan
great-rainbow(AT)ruri.waseda.jp

19 - 24 May 2014

Ye Lu
The Chinese University of Hong Kong , Hong Kong
ahluye(AT)gmail.com

13 - 24 May 2014

Holinjanahary Hanitra Rakotodramaro
The University of Perpignan Via Domitia, France
hanitra.rakotondramaro(AT)univ-perp.fr

7 - 24 May 2014

Mengchen Zhang
Hong Kong University of Science and Technology, Hong Kong
zhangmengchen(AT)gmail.com

13 - 25 May 2014

Zhuosong Zhang
The Chinese University of Hong Kong, Hong Kong
zhuosongzhang(AT)foxmail.com

13 - 24 May 2014

REGISTERED LOCAL PARTICIPANTS

   

Zheng Gao
National University of Singapore
gaozheng92(AT)gmail.com

1 - 30 May 2014

Chen Wang
National University of Singapore
stawc(AT)nus.edu.sg

1 - 30 May 2014

Chen Ying
National University of Singapore
stacheny(AT)nus.edu.sg

1 - 30 May 2014

 

 

Organizing Committee · Visitors and Participants · Overview · Activities · Venue

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