Explosive Random Coefficient AR(1) Processes and Related Asymptotics for Least Squares Estimation

Large sample properties of the least squares and weighted least squares estimates of the autoregressive parameter of an explosive random coefficient AR(1) process are discussed. It is shown that, contrary to the standard AR(1) case, the least-squares estimator is inconsistent whereas the weighted least-squares estimator is consistent and asymptotically normal even when the error process is not necessarily Gaussian.

TR Number: 
2003-17
S.Y. Hwang and I.V. Basawa
Key Words: 
Conditional asymptotics, explosive random coefficient AR(1) processes, least-squares estimation, martingale convergence theorem

To request a copy of this report send an email to Richard Worthington and a pdf copy will be sent to you if available.

Direction Estimation in Single-Index Regressions

We propose a general dimension-reduction method that combines the ideas of likelihood, correlation, inverse regression and information theory. We do not require that the dependence be confined to particular conditional moments, nor do we place restrictions on the predictors or on the regression that are necessary for methods like ordinary least squares and sliced inverse regression. Although we focus on single-index regressions, the underlying idea is applicable more generally. Illustrative examples are presented.

TR Number: 
2003-19
Xiangrong Yin and Dennis Cook
Key Words: 
Central mean subspace, Central subspace, Dimension-reduction subspace, Regression graphics, Single index model

To request a copy of this report send an email to Richard Worthington and a pdf copy will be sent to you if available.

MAGNet Program

We are excited to announce the partnership of the University of Georgia Department of Statistics and State Farm through State Farm's Modeling and Analytics Graduate Network (MAGNet) program.  The new program is set to begin this fall and will offer select master's degree students the opportunity to gain real-world experience while completing their degree. More information about this exciting opportunity may be found at https://stat.uga.edu/MAGNet.

Mon, 06/23/2014
Alumni News: 

Alumnus Appointed Barnhart Family Distinguished Professor at M.D. Anderson Cancer Center

Congratulations to Dr. Sanjay Shete for being appointed the Barnhart Family Distinguished Professor at M.D. Anderson Cancer Center effective June 1, 2014.  Dr. Shete obtained his Ph.D. in Statistics under the guidance of Dr. T.N. Sriram in 1998.  According to Dr. Sriram, Dr. Shete has been "scaling new heights for some years now...Sanjay really makes us all proud."

Thu, 05/15/2014
Alumni News: 

Nicole Lazar Selected as a Fellow of the American Statistical Association

PICT0333.JPG

Each year, the American Statistical Association (ASA) names select individuals as Fellows.  According to ASA, "the designation of Fellow has been a superlative honor in ASA for nearly 100 years."  This year, we congratulate Nicole Lazar for receiving this prestigious recognition!


View the ASA Press Release here!


 

Mon, 05/12/2014
Alumni News: 

Student Evaluations: Request to Add Name to Course

If you are able to log in to the Franklin Evaluations System, but are unable to locate the correct Statistics course, you will need to complete the below information so that department staff may manually add your information to the Evaluations System.  If you have the same issue with multiple Statistics courses, you must submit a separate request for each course.

The Department of Statistics can only address issues with Statistics courses in the Franklin Evaluations System.

Christine Franklin Recipient of a 2014-2015 Fulbright U.S. Scholar Grant to New Zealand

The primary purpose of the Fulbright Program is “to increase mutual understanding between the people of the United States and the people of the more than 150 countries that currently participate in the Fulbright Program.”  Approximately 800 U.S. Scholar Program grants are provided to U.S.

Mon, 03/10/2014
Alumni News: 

Pages

Subscribe to Department of Statistics RSS