Skew-Tea (i.e. tea+coffee+cookies) some TBA, in Blocker 447 conference room
Goal: informal discussions about skew-t and other non-Gaussian multivariate distributions
Skew-tea #1: February 2, 2011
Space–time regression modeling of tree growth using the skew-t distribution (Ranye Sun)
Readings:
Nathoo, F. S. (2010). Space–time regression modeling of tree growth using the skew-t distribution. Environmetrics, 21, 817-833.
Skew-tea #2: February 16, 2011
Estimation of autoregressive models with epsilon-skew-normal innovations (Mohsen Pourahmadi)
Readings:
Bondon, P. (2009). Estimation of autoregressive models with epsilon-skew-normal innovations. J. Multivariate Anal., 100, 1761-1776.
TBA
Skew-tea #3: March 30, 2011
Invariant parameter estimation in generalized skew-symmetric distributions (Nelis Potgieter)
Readings:
Azzalini, A., Genton, M. G., and Scarpa, B. (2010), Invariance-based estimating equations for skew-symmetric distributions. Metron, Special issue on "Skew-symmetric and flexible distributions", 68, 353-377.
Skew-tea #4: April 6, 2011
Robust linear mixed models with skew-normal independent distributions from a Bayesian perspective (Fang-Yu Lin)
Readings:
Lachos, V., Dey, D., and Cancho, V. (2009), Robust linear mixed models with skew-normal independent distributions from a Bayesian perspective. Journal of Statistical Planning and Inference, 139, 4098-4110.
Skew-tea #5: April 20, 2011
Nonparametric estimation for selection distributions (Mi Jeong Kim)
Readings: