[Forum SIS] DEC Seminar - February 26th

[Raffaella Piccarreta]

Dear all we are glad to announce the following seminar: 


DEC - Statistics Seminar 
Università Bocconi, 
Room 3-E4-SR03 
Via Rontgen 1 - 3rd floor 
Time: 12:30pm 

The DEC seminar schedule is available at http://www.unibocconi.eu/statseminar 

Thursday, February 26th 


Pedro Delicado 
(Universitat Politècnica de Catalunya) 

"Modeling Function-Valued Stochastic Processes, With Applications to Fertility Dynamics" 

Abstract: 
We introduce a simple and interpretable model for functional data analysis for situations where the observations at each location are functional rather than scalar. This new approach is based on a tensor product representation of the function-valued process and utilizes a marginal functional principal component analysis. The resulting principal components are shown to provide optimal marginal representations in a well-defined sense. Given a sample of independent realizations of the underlying function-valued stochastic process, we propose straightforward fitting methods to obtain the components of this model and to establish asymptotic consistency and rates of convergence for the proposed estimates. The methods are illustrated by modeling the dynamics of annual fertility profile functions for 17 countries. This analysis demonstrates that the proposed approach leads to insightful interpretations of the model components and interesting conclusions. 

Joint work with 
Kehui Chen (Dept. of Statistics, University of Pittsburgh, Pittsburgh, USA) and 
Hans-Georg Müller (Department of Statistics, University of California, Davis, USA) 



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Raffaella Piccarreta 
DEC - Department of Decision Sciences, 
Universita' L.Bocconi, via Guglielmo Röntgen 1 (3rd floor, room D1-09). 20136, Milano. 
email: piccarreta a unibocconi.it 
tel. +39-02-58365659 / fax +39-02-58365630 

Web page (ENGLISH VERSION): http://faculty.unibocconi.eu/raffaellapiccarreta/ 
(ITALIAN VERSION): http://faculty.unibocconi.it/raffaellapiccarreta/ 
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