Talks by PSTAT Faculty

Yuedong Wang, October 11, 2006
UCLA, Department of Biostatistics
Optimal Shrinkage Estimation of Variance with Applications to Microarray Data Analysis

Jean-Pierre Fouque, October 23-25, 2006
Paris, Numerical and Stochastic Models,
Perturbation methods in default risk modeling

John Hsu, November 1, 2006
UCSB

Svetlozar T. Rachev, November 7, 2006
London, QUIPS
Risk management, optimization and option pricing: stable non-Gaussian

Jean-Pierre Fouque, November 3-5, 2006
LSU, 5th Annual Advances in Econometrics Conference
Perturbed Gaussian Copula