Institute of Statistics, Biostatistics and Actuarial Sciences

Upcoming Events

14:00 / Actuarial Seminars

Guillaume Bagnarosa, Rennes School of Business

Farmers credit risk modelling under climate uncertainty Abstract: We propose in this paper a bottom up model of the credit risk associated to agricultural business taking into consideration...
Short courses

Sylvain Sardy, Université de Genève

Statistics and optimisation by Professor Sylvain Sardy, Université de Genève   Dates   15/02/2018 and 16/02/2018 at ISBA, UCL, Louvain-la-Neuve   Registration Please...
14:30 / Statistics Seminars

Sylvain Sardy, Université de Genève

Thresholding tests Abstract: We propose new test statistics based on lasso to test a null-hypothesis in generalized linear models. We show that under $H_0$ the test statistics are pivotal in the...