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,
==============================================================================
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.
========================================================================
Dr Saeid Rezakhah
Department of Mathematics and
Computer Sciences
Amirkabir University of Technology
Tehran,
Iran
