CMStatistics 2016: Winter Course

2016 CRoNoS Winter Course on Econometrics and Statistics

Dates: 6-8 December 2016.
Venue: La Cartuja Sports Residence
Room: 2
Link with tutorials: Modules II and III will constitute the tutorials of the joint CFE-CMStatistics conference. Participants to the conference can register separately for the tutorials and for Module I.

Grants

PhD students and Early Career Investigators (who have obtained their PhD degree in 2009 or after) can apply for a limited number of grants of 500 Euro for accommodation and traveling and will have their fees for the course waived.

In order to apply for the grants candidates should submit their CV by e-mail to cronos.cost@gmail.com. COST policies on geographical distribution and gender-balance will be taken into account to grant the applicants. Priority will be given to applicants attending the CFE-CMStatistics conference.
1st deadline for applications: 15th July 2016.
Granted candidates will be informed by e-mail in about two weeks after the deadline and must send their flight tickets and accommodation booking 1 week after the notification to cronos.cost@gmail.com to secure their grants. Otherwise, their grants will be revoked and assigned to other candidate.
The granted candidates must attend all the sessions of the course in order to obtain their grants.

Organizers and chairs

CRoNos Action Core Management Group represented by
Erricos J. Kontoghiorghes, Stella Hadjiantoni and Ana Colubi.

Tentative programme

Tuesday, 6 December 2016

11:45 – 12:00 Registration and opening
12:00 – 13:00 Session 1 of Module I
13:00 – 14:30 Lunch break
14:30 – 16:30 Session 2 of Module I
16:30 – 17:00 Coffee break
17:30 – 19:00 Session 3 of Module I

Wednesday, 7 December 2016

09:00 – 11:00 Session 4 of Module I
11:00 – 11:30 Coffee break
11:30 – 12:30 Session 5 of Module I
12:30 – 14:00 Lunch break
14:00 – 15:00 Session 6 of Module I
15:00 – 16:00 Session 7 of Module I
16:00 – 16:30 Coffee break
16:30 – 17:30 Session 8 of Module I
17:30 – 18:30 Session 9 of Module I

Thursday, 8 December 2016

09:00 – 11:00 Session 1 of Module II
11:00 – 11:30 Coffee break
11:30 – 13:30 Session 2 of Module II
13:30 – 15:00 Lunch break
15:00 – 17:00 Session 1 of Module III
17:00 – 17:30 Coffee break
17:30 – 19:30 Session 2 of Module III

Module I. Robust Statistics: Foundations and Recent Developments

Lecturers: Prof. Mia Hubert, Prof. Peter Rousseeuw and Prof. Stefan Van Aelst, Department of Mathematics, KU Leuven, Belgium.
Sessions 1 to 9.
Duration: 12 hours.
Material

Part A: General Introduction to robust statistics:
Session 1: Introduction to robust statistics (1 hour) - concepts of influence function and breakdown value
Session 2: Univariate data (2 hours) - Univariate robust estimators (including explicit robust estimators of location, scale and skewness, as well as M-estimators of location and scale)
Session 3: Robust multivariate methods (2 hours) - Robust estimators of multivariate location and scatter (M-estimators, Stahel-Donoho, Minimum Covariance Determinant, S-estimators, MM-estimators)
Session 4: Robust regression (2 hours) - Robust linear regression (M-estimators, Least Trimmed Squares, S-estimators, MM-estimators, regression with categorical predictors)
Session 5: Robust PCA (1 hour) - Robust PCA, spherical PCA, PCA for skewed data

Part B: Recent developments:
Session 6: Inference (1 hour) - Fast and robust bootstrap
Session 7: Multivariate and functional depth (1 hour) - Tukey depth, projection depth, multivariate functional depth, detecting outliers in functional data such as images
Session 8: High dimensional data and sparsity (1 hour) - Sparse robust PCA
Session 9: Cellwise outliers (1 hour) - Detecting cellwise outliers in multivariate data, estimating location and scatter in the presence of cellwise and rowwise outliers.

Module II: Higher-Order Asymptotic Methods in Statistics and Econometrics

Lecturers: Prof. Elvezio Ronchetti, University of Geneva, Switzerland.
Sessions 1 to 2.
Duration: 4 hours.
Material

Module III: C(\alpha) tests in statistics and econometrics: nuisance parameters, plug-ins and invariance

Lecturers: Prof. Jean-Marie Dufour, McGill University, Canada.
Sessions 1 to 2.
Duration: 4 hours.
Material