This week, I will be in Rotterdam, at the Workshop ‘Statistical Learning and Data Science‘, with Trevor Hastie (Stanford University), Jason Roos (RSM-Erasmus University Rotterdam), David Martens (University of Antwerpen ), Didier Nibbering (ESE-Erasmus University Rotterdam) and Gérard Biau (Université Pierre et Marie Curie).
Next Thursday, I will give the fourth lecture of the PhD course on advanced tools for econometrics, on quantile and expectile regressions. Slides are available online.
I will give a short graduate course for PhD students, in Rennes, on Thurday mornings, in March (2nd, 9th, 23rd and 30th). The agenda will be
Nonlinear Regression Models and Smoothing Techniques
Bootstrapping and Regression
Penalized Regression Models and LASSO
Quantile Regression and Expectiles
There will be slides available by the end of February.