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.