BEGIN:VCALENDAR VERSION:2.0 PRODID:-//132.216.98.100//NONSGML kigkonsult.se iCalcreator 2.20.4// BEGIN:VEVENT UID:20250812T013918EDT-3510pO6SIo@132.216.98.100 DTSTAMP:20250812T053918Z DESCRIPTION:Title: Weighted empirical processes \n\n\n Abstract:\n\n\nEmpiri cal processes concern the uniform behavior of averaged sums over a sample of observations where the sums are indexed by a class of functions. Classi cal empirical processes typically study the empirical distribution functio n over the real line\, while more modern empirical processes study much mo re general indexing function classes (e.g.\, Vapnik-Chervonenkis class\, s moothness class)\; typical results include moment bounds and deviation ine qualities. In this talk we will survey some of these results\, but for the weighted empirical process that is obtained by weighing the original proc ess by a factor related to the standard deviation of the process\, which w ill make the resulting process more difficult to bound. Applications to mu ltivaraite rank order statistics and residual empirical processes will be discussed.\n\n\n Speaker\n\n\nDr. Yue Zhao is an Assistant Professor in the Department of Mathematics at University of York\, UK. He studied experime ntal cosmology (Ph.D. from Princeton in 2010) before switching to statisti cs (Ph.D. from Cornell in 2015). After postdoctoral studies at 9IÖÆ×÷³§Ãâ·Ñ (201 5-16) and KU Leuven (2016-19)\, He joined York in 2019. His research mainl y focuses on copula and high-dimensional statistics\, and tools from empir ical process theory and U-statistics/U-processes.\n\nhttps://www.york.ac.u k/maths/staff/yue-zhao/#profile-content\n\n\n \n \n Zoom Link\n\n Meeting ID: 843 0865 5572\n\n Passcode: 690084\n \n \n\n\n \n DTSTART:20210910T193000Z DTEND:20210910T203000Z SUMMARY:Dr. Yue Zhao (University of York) URL:/mathstat/channels/event/dr-yue-zhao-university-yo rk-333220 END:VEVENT END:VCALENDAR