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.
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.
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.
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."
Members of the University of Georgia Department of Statistics may complete the below information to request NISS Travel Funding Assistance. More information regarding NISS travel funding and restrictions is provided via the link below.
Submitting a request for NISS Travel Funding does NOT guarantee funds will be awarded.
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!
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.
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.