Chair of Mathematical Statistics at the Business Campus

News

03.05.2016

Short Course on Gaussian Graphical Models

In the lectures Prof. Lauritzen shall go through basic elements of undirected graphical Gaussian models, their maximum likelihood theory, and discuss features arising when additional structure such as symmetry and total positivity is taken into account. Prof. Lauritzen describes and discusses alternative methods of estimation and associated existence problems.[more]

03.01.2014

International Workshop on High-Dimensional Dependence and Copulas: Theory, Modeling, and Applications

This workshop focuses on the theoretical aspect and practical applications of the high-dimensional dependence models. This is a much broader theme compared to the previous workshops in order to reflect the recent advances in dependence and copulas.Two short courses (vine copula inference and implementation, and multivariate extremes, etc.) will be arranged on January 3, 2014. The targeted audience includes advanced PhD students and junior faculty. For more information see the conference...[more]

Seminar on Financial and Actuarial Mathematics

Dates: May 8, 2017; June 19, 2017; July 24, 2017.

Seminar on Statistics and Risk Management

For an updated list of events please visit the seminar website.