The following seminar as the first seminar of Probability branch of Iranian Statistical Society
is going to be held at
Department of Mathematics, Amirkabir University of Technology, 424 Hafez Avenue, Tehran
on 3 July 5 p.m,
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Modelling Covariance and Correlated Data
by
Professor Mohsen Pour-Ahmadi
from
Department of Mathematics
Northern Illinois University
3 July 5 p.m
Modelling covariance is the central problem in time series analysis
and other areas giving rise to correlated data. The key difficulty in
modelling covariance is that of dealing with the possible definiteness
constraint. In this talk we introduce an unconstrained parameterisation
of a covariance matrix and discuss its many roles and ramifications
to data analysis. An actual longitudinal data set from biostatistics is
used to illustrate the methodology.
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Dr Saeid Rezakhah
Department of Mathematics and Computer Sciences
Amirkabir University of Technology
Tehran, Iran
