Scholarly Colloquia and Events

  • 2/10 Statistics Colloquium, Prof. Christian E. Galarza

    STATISTICS COLLOQUIUM

     

    Christian E. Galarza

    Professor

    Department of Mathematics

    Faculty of Mathematics and Natural Sciences

    Escuela Superior Politécnica del Litoral, ESPOL, Guayquil, Ecuador

     

    Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-t distribution: recurrence, existence and applications

     

    Abstract

     We compute doubly truncated moments for the selection elliptical (SE) class of distributions, which includes some multivariate asymmetric versions of well-known elliptical distributions, such as, the normal, Student’s t, among others. We address the moments for doubly truncated members of this family, establishing neat formulation for high order moments as well as for its first two moments. We establish sufficient and necessary conditions for their existence. Further, we propose computational efficient methods to deal with extreme settings of the parameters, partitions with almost zero volume or no truncation. Applications and simulation studies are presented in order to illustrate the usefulness of the proposed methods.

     

    Bio: Dr. Christian Galarza is a professor in the faculty of Mathematics and Natural Science at Escuela Superior Politécnica del Litoral (ESPOL), in Guayaquil, Ecuador. He obtained his PhD degree in Statistics in 2020, from the State University of Campinas, UNICAMP, Brazil, where he obtained his Master degree in Statistics as well. He visited the University of Connecticut from 2018 to 2019 as a research scholar. His research interests include quantile regression, linear/nonlinear mixed-effects models, EM and SAEM algorithms, zero-quantile distributions, scale mixture of skew normal distributions and censored and zero-inflated models.

     

    Event address for attendees:

    https://uconn-cmr.webex.com/uconn-cmr/onstage/g.php?MTID=ec435a5f13b278d09b925ef2d99847736

    There is also a call-in option: US Toll +1-415-655-0002

     
     

    Access code: 120 481 2108

     

    Date: Wednesday, February 10, 2021

    Time: 4:00 p.m. EST, 1-hour duration

     

      
    For more information, contact: Tracy Burke at tracy.burke@uconn.edu