UKMUTU



Centrum Jaroslava Hájka pro teoretickou a aplikovanou statistiku
|ENGLISH| Jaroslav Hájek Center for Theoretical and Applied Statistics |ENGLISH|

zahájilo svou činnost dne 1. března 2006, v roce nedožitých 80. narozenin zakladatele moderní české statistické školy
Jaroslava Hájka
,  jako Centrum základního výzkumu (LC06024) s těmito partnerskými pracovišti:

Masarykova Univerzita v Brně
Přírodovědecká fakulta, Ústav matematiky a statistiky
Řešitel koordinátor a ředitel centra:  Prof. RNDr Ivana Horová, CSc

Univerzita Karlova v Praze 
Matematicko-fyzikální fakulta, katedra pravděpodobnosti a matematické statistiky
Řešitelé: Prof. RNDr Jana Jurečková, DrSc
             Prof. RNDr Jaromír Antoch, CSc
             Prof. Marie Hušková, DrSc
             Ing. Marek Omelka, PhD 
             Dr. rer. nat.  Jan Kalina
             Bobosharif K. Shokirov
(5.11.2007-31.10.2008)

Technická univerzita v Liberci
Fakulta
přírodovědně-humanitní a
  pedagogická, katedra applikované matematiky
Řešitel: doc. RNDr Jan Picek, CSc

Zatímco naše pracoviště měla neformálně vynikající mezinárodní reputaci již dávno před založením Centra, jeho založení nám umožní i formálně se začlenit do sítě elitních evropských výzkumných pracovišť, zlepšit podmínky mezinárodní spolupráce zejména mladých vědeckých pracovníků v našem oboru, a vytvořit podmínky pro zahájení vědecké kariéry absolventů doktorského studia.

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SEMINÁŘE A WORKSHOPY:

2010:

Zveme Vás na konferenci

International Conference on Robust Statistics, Prague, June 28 – July 2, 2010
ICORS 2010

http://icors2010.karlin.mff.cuni.cz

Keynote Speakers:

Rudolf Beran, Distinguished Professor of Statistics, University of California, Davis, http://www.stat.ucdavis.edu/~beran/beran.html

Stephen M. Stigler, Ernest DeWitt Burton Distinguished Service Professor, University of Chicago, http://galton.uchicago.edu/faculty/stigler.html

Grace Wahba, IJ Schoenberg-Hilldale Professor of Statistics, University of Wisconsin-Madison, http://www.stat.wisc.edu/~wahba/


2009:
7. října 2009, 9 hod.:
Tapio NUMMI,
University of Tampere, Finland:
Modelling Measurement Errors for Dependent Data


14. října 2009, 9 hod.:

Georgy SHEVLYAKOV,
St. Petersburg State Polytechnic University, Russia:
B- and V-robust estimation of a correlation coefficient



15. dubna 2009, 9 hod.:
Hannu Oja, University of Tampere, Finland:
Invariant coordinate selection (ICS) and multivariate models

15.dubna 2009, 14 hod.:
Olcay ARSLAN, Cukurova University, Turkey:
Multivariate skew distributions generated from the  normal variance-mean mixture approach:
properties, estimation  and applications


22. dubna 2009, 9 hod.:
Hannu Oja, University of Tampere, Finland:
Multivariate nonparametric methods based on spatial signs and ranks


2008:

16. dubna 2008:
Michael Woodroofe, University of Michigan, Ann Arbor:
The Conditional Central Limit Question for Sums
of a Stationary Process
with Applications to Time Series


30. dubna 2008:
Zinoviy Landsman, University of Haifa, Israel:
Translation invariant and positive homogeneous risk
measures and portfolio management


7. května  2008:
Ivan Mizera, University of Alberta, Edmonton, Canada:
Kdyby ty kvantily nebyly

25.–27. září 2008:

Výjezdní zasedání Centra, Telč
Sborník abstrakt



2007:
23. května  2007: 
Keith Knight, University of Toronto, Canada:
Cointegration with Infinite Variance Noise

30. května 2007:
Alena Bartoňová, Center for Ecological Economics
Norwegian Institute for Air Research (NILU):
Exposure assessment research at the Norwegian Institute for Air Research -
an example of interdisciplinary research area based in natural sciences

10. října 2007:
9:00  :  David Mason, University of Delaware, Newark, USA:
Poissonization Methods and Applications

24. října 2007:
9:00  :  Silvelyn Zwanzig, University of Uppsala, Sweden:
R-estimation in nonlinear regression


31. října 2007:  ! The visit of W. Kendall is postponed due to problems in the family
9:00  :  Wilfried S. Kendall,  University of Warwick Coventry, UK:
Perfect simulation: a survey

21.listopadu 2007:

9:00  : 
Keith Knight, University of Toronto, Kanada:
Robustifying the Hill estimator



_______________________________________________________________________________________________________________

Workshop


ROBUST AND NONPARAMETRIC STATISTICAL INFERENCE


Hejnice,
ČR, 1. - 6. září 2007

http://www.fp.vslib.cz/kap/centrumJH/workshop07
Registrace zahájena

Zvaní řečníci:

Jan Beirlant, Katholieke Universiteit Leuven, Belgium
Christophe Croux, Katholieke Universiteit Leuven, Belgium
Laurie P. Davies,  Universität Essen, Germany
Ursula Gather, 
Universität Dortmund, Germany
Irene Gijbels, Katholieke Universiteit Leuven, Belgium
Marc Hallin, Université Libre de Bruxelles, Belgium
Abram Kagan, University of Maryland, USA
Keith Knight, University of Toronto, Canada
Hira L. Koul, Michigan State University, East Lansing, USA
Hannu Oja, University of Tampere, Finland
Davy Pandaveine, Université Libre de Bruxelles, Belgium
Haralabos Pavlopoulos, Athens University of Economics and Business, Greece
Stephen Portnoy, University of Illinois at Urbana-Champaign, USA
Pranab Kumar Sen, University of North Carolina at Chapel Hill, USA
Winfried Stute, Universität Giessen, Germany
Noel Veraverbeke, Universiteit Hasselt, Belgium


List of talks:


           Invited talks:

         Jan Beirlant :   "Unbiased Tail Estimation: a Review and New Results"

         Christophe Croux*, Sarah Gelper and Roland Fried:
                                   Robust Forecasting with Exponential and Holt-Winters Smoothing

        
Laurie P. Davies :  "Approximation regions, regularization and non-parametric regression"

        
Ursula Gather :    "Signal and Variability Extraction from Online Monitoring Data"

         Irene Gijbels:  
"Local Linear Curve Fitting: Smoothing and Jump and Peak Preservation"
        
         Marc Hallin* and Davy Pandaveine :
                                   Optimal Rank-Based Tests for Homogeneity of Scatter
   
        
Marc Hallin and Davy Pandaveine* :  "A New Approach to R-Estimation"

        
Abram Kagan :  "Fine Properties of the Pitman Estimators in Small Samples"
        
         Keith Knight :  Local Influence in Quantile Regression

          Hira L. Koul* and M. Genton:
                       "Minimum Distance Inference in Unilateral Autoregressive Lattice Processes"
         
        
Hannu Oja:  
            Multivariate Data Analysis Based on Two Location Vectors and Two Scatter Matrices” 

        
         Haralabos Pavlopoulos* and Jan Picek :
                          How Heavy are Probability Tails of Wet and Dry Durations
                            in Regionally Averaged Rain Fields ?


         Stephen Portnoy :  ”Fixed vs. Random Censoring: Ignorance is Bliss”


           Pranab Kumar Sen :    "Kendall's Tau in High-Dimension Parsimony"

         Winfried Stute* and Kai Kopperschmidt :
             Statistical Modeling and Analysis in Marketing Research: A Functional Data Approach
         

            Noël Veraverbeke :   Distribution Function Estimation


Contributed talks:                          

          Ateq A. Al-Ghamedi    (King Abdulaziz University, Jeddah 21589, Saudi Arabia): 
                                                       "A Robust Estimation of Spline Function"

           Mohammed   Alsaleh  (College of Business Studies, PAAET, Kuwait):
                                                      "Multivariate Model for Bankruptcy Prediction "  

           Jaromír Antoch  (Charles University, Prague, Czech Republic):
                                                              "Using MCMC for changepoint detection"

           Olcay Arslan  (Cukurova University, Turkey):
                  "Applications of the normal variance-mean  mixture distributions 
                                                       in robust statistical analysis
"       

       
Ayman Baklizi  (Qatar University, Doha-Qatar):
                    "Empirical Likelihood Intervals for Pr(X<Y) with Bivariate Data"
            Nezar Bennala*,  Marc Hallin and Davy Paindaveine 
(Université Libre de Bruxelles):
                                 
"Signed-rank Optimal Tests For random  Effects in Panel Data"

               Darya Caliskan
(Hacettepe University, Turkey):
 

                    Robust  Confidence Intervals in Linear Regression Analysis with M-Estimates

           Pavel Cízek (University of Tilburg, The Netherlands): 
                                           ”
Efficient Robust Estimation of Regression Models

           Cathérine Dehon*,
Marjorie Gassner and Vincenco Verardi
(Université Libre de Bruxelles):
                          
"The Good, the Bad, and the Ugly ... Outlier"
  (poster)          
          
            Walter Oberhofer and Harry Haupt*   (University of Regensburg, Germany):
               "Quantile Estimation of the Censored Nonlinear Regression Model for Dependent Data"

            
Marie Hušková     (Charles University, Prague, Czech Republic):
                                  "Data Driven Rank Test for the Change Point Problem"

            
Jana Jurečková*, Jan Picek and A.K.Md. E. Saleh    (Center of J. Hájek, Charles University
                 in Prague, Technical University in Liberec, and Carleton University, Ottawa):  
                "Rank Tests and Regression Rank scores Tests in Measurement Error Models"
      

 
           Jan Kalina (Center of J. Hájek and Charles University in Prague): 
                              
"Some Diagnostic Tools for Regression Quantiles"  

             Roman Liška 
(Université Libre de Bruxelles):
                           "The General Dynamic Factor Model in the Presence of Block Specific Factors
"
          Miriam Marušiaková
(Charles University, Prague):
                           "Tests for multiple changes in trending regression"  

            
Arnout Van Messem* and Andreas Christmann  ( Vrije Universiteit Brussel):
                              "Bouligand Derivatives and Robustness of Support Vector Machines"

             
Simos Meintanis (National and Kapodistrian University of Athens):                
                        
Tests for the error distribution distribution in non-parametric possibly
                          heteroscedastic regression  models


            
Arfi Mounir  (University of Bahrain, Kingdom of Bahrain):     
                        "Nonparametric Estimation for the Drift Coefficient"

              Marek Omelka 
(Center of J. Hájek and Charles University in Prague):
                                         "Comparison of Two Types of Confidence Intervals
                                           Based on Wilcoxon-Type R-Estimators"

             Giovanni C. Porzio* and Giancarlo Ragozini  (University of Cassino and
                   Federico II University of Naples, Italy):
  "Convex Hull Probability Depth"

             
Ewa Strzalkowska-Kominiak  (University of Giessen, Germany):
                "The Statistical Analysis of Truncated And Censored Data Under Serial Dependence"

              Anna Szczepańska 
(Agricultural University of Poznań, Poland):
                                                             "Design optimality in growth curve models"

            
M. Hallin, D. Paindaveine, T. Verdebout*  (Université Libre de Bruxelles):
                              "Pseudo-Gaussian test for Common Principal Components"

              J. Á. Víšek 
(Charles University, Prague, Czech Republic):
                            "Kolmogorov-Smirnov Statistic under Heteroscedasticity"                         


            
Kristi Kuljus and Silvelyn Zwanzig*  (Uppsala University, Sweden):          
                              "R-regression in Heteroscedastic or Nonlinear Models"


___________________________________________________________________________________________________

Hejnice 2007- list of publications 

Special issue of Applications of Mathematics  

http://am.math.cas.cz/ 

Vol. 53, No 3,  May 27, 2008 

Invited papers: 

                   Christophe Croux (Leuven), Sarah Gelper (Leuven), Roland Fried (Dortmund):  
                  „Computational  Aspects  of  Robust  Holt-Winters Smoothing Based on M-estimation“

                   Irene Gijbels (Leuven):
                   "Smoothing and Preservation of Irregularities Using Local Linear Fitting" 

                   Abram Kagan and Tinghui Yu (Maryland):
                   „Some Inequalities Related to the Stam Inequality“

                    Keith Knight (Toronto): 
„Asymptotics of the Regression Quantile Basic Solution under Misspecification“
                    Hira L. Koul (East Lansing)  and Donatas Surgailis (Vilnius):
„Testing of a Sub-Hypothesis in Linear Regression Models with Long Memory Designs and  Errors“
 
                    Harry Pavlopoulos (Athens), Jan Picek (Liberec) and Jana Jurečková (Prague):
„Heavy Tailed Durations of Regional Rainfall“
                    Pranab K. Sen and Moonsu Kang  (Chapel Hill): 
„Kendall’s Tau-Type Rank Statistics In Genome Data“
 

Contributed papers: 

                       Jaromír Antoch and David Legát  (Prague):
                      Application of MCMC to change point detection“

                   Pavel Čížek (Tilburg):
                     Efficient robust estimation of time-series regression models” 

                   Martin Schindler  (Prague and Liberec):
                       
„Kolmogorov-Smirnov Two-sample Test Based on Regression Rank Scores“

 

 
 







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Semináře, abstrakty a texty:

2006:
12. dubna  2006: 
Keith Knight, University of Toronto, Canada: 
Regression quantile spacings

24. května 2006: 
Boris Levit, Queen's University, Kingston, Kanada:

Regular, non-regular and quasi-regular nonparametric problems

31. května 2006:  
Jan Hannig, Colorado State University, Fort Collins, USA:
Fiducial Inference


14. června 2006:  
Miniworkshop on Quantile Regression:

M. Hallin (Brusel), R. Koenker (Urbana-Champaign, IL, USA), Pin Ng (Flagstaff, AZ, USA), J. Henstridge (Data Analysis Australia)

4. října 2006:
Mathias Templ, Vienna University of Technology, Austria:
Statistical disclosure control: Methods and software development in R

11. října 2006:
9:00  :  David Mason, University of Delaware, Newark, USA:
           Local empirical and U-statistics processes: Methods and Applications
                  Text 1  Text 2

18. října 2006:
9:00 :  Keith Knight, University of Toronto, Canada:
         Estimating conditional extremes

15. listopadu 2006:
9:00 :  Jan Hannig, Colorado State University, Fort Collins, USA:
          Statistical model for tracking with applications

22. listopadu 2006:
9:00 :  Winfried Stute, Universität Giessen, Germany:
Nonparametric comparison of regression functions