[Forum SIS] DEC - Statistics Seminar - November 24th

[Isadora Antoniano]

We are glad to announce the next:

*DEC - Statistics Seminar*


*Thursday, November 24th*

Bocconi University,
Room 3-E4-SR03
Via Rontgen 1 - 3rd floor

Time: *12:30 pm*




*Samantha Leorato *(Università degli Studi di Roma “Tor Vergata”)


*On matrix exponential specification for spatial correlation structures*

*Abstract:*
This paper investigates the adequacy of the matrix exponential spatial
specification (MESS) as an alternative to the widely used spatial
autoregressive model (SAR). We first analyze the partial and marginal
covariance structures, finding similar behavior for the MESS and SAR models
in particular cases. We then propose a new implementation of Bayesian
parameter estimation for the MESS model with vague prior distributions,
which is shown to be precise and computationally efficient, and whose
predictive accuracy is comparable to that of the SAR model. Our further
proposal of a model including spatial splines among the regressors
increases the predictive accuracy of the matrix exponential specification
with regard to the modeling of the covariance matrix.
 Joint with:
Maura Mezzetti (Department of Economics and Finance, University of Rome Tor
Vergata),
Magdalena Strauss (Cambridge Institute of Public Health, Cambridge
Biomedical Campus)

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

Kind regards,
*Raffaella Piccarreta and Isadora Antoniano*



*ATTENTION:*

If you are a guest and you do not have a Bocconi ID Card to access to the
Bocconi Buildings, please confirm your participation by sending an email to
simona.gagino a unibocconi.it
In addition, we suggest to print, fill out and send the attached form (to
give your consent to personal data handling) via email to the same address.
In this way, the check-in procedure at the entrance will be faster and
easier.
***************************************************
Isadora Antoniano Villalobos

Assistant Professor
DEC - Department of Decision Sciences,
Bocconi University, via Guglielmo Röntgen 1 (3rd floor, room D1-16). 20136,
Milano.
email: isadora.antoniano a unibocconi.it

Web page: http://faculty.unibocconi.eu/isadoraantonianovillalobos
***************************************************
-------------- parte successiva --------------
Un allegato HTML è stato rimosso...
URL: <http://www.stat.unipg.it/pipermail/sis/attachments/20161120/ba1b8b2a/attachment-0001.html>
-------------- parte successiva --------------
Un allegato non testuale è stato rimosso....
Nome:        ModuloVisitorPass&Privacy.pdf
Tipo:        application/pdf
Dimensione:  56070 bytes
Descrizione: non disponibile
URL:         <http://www.stat.unipg.it/pipermail/sis/attachments/20161120/ba1b8b2a/attachment-0002.pdf>
-------------- parte successiva --------------
Un allegato non testuale è stato rimosso....
Nome:        S. Leorato. 24.11.16 .pdf
Tipo:        application/pdf
Dimensione:  24655 bytes
Descrizione: non disponibile
URL:         <http://www.stat.unipg.it/pipermail/sis/attachments/20161120/ba1b8b2a/attachment-0003.pdf>