Utgitt Av Norsk Statistisk Forening INNHOLD
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THE COPULA INFORMATION CRITERIA 1. Introduction And
Dept. of Math. University of Oslo Statistical Research Report No. 7 ISSN 0806{3842 June 2008 THE COPULA INFORMATION CRITERIA STEFFEN GRØNNEBERG AND NILS LID HJORT Abstract. When estimating parametric copula models by the semiparametric pseudo maximum likelihood procedure (MPLE), many practitioners have used the Akaike Information Criterion (AIC) for model selection in spite of the fact that the AIC formula has no theoretical basis in this setting. We adapt the arguments leading to the original AIC formula in the fully parametric case to the MPLE. This gives a significantly different formula than the AIC, which we name the Copula Information Criterion (CIC). However, we also show that such a model-selection procedure cannot exist for a large class of commonly used copula models. We note that this research report is a revision of a research report dated June 2008. The current version encorporates corrections of the proof of Theorem 1. The conclusions of the previous manuscript are still valid, however. 1. Introduction and summary Suppose given independent, identically distributed d-dimensional observations X1;X2;:::;Xn with density f ◦(x) and distribution function ◦ ◦ ◦ F (x) = P (Xi;1 ≤ x1;Xi;2 ≤ x2;:::Xi;d ≤ xd) = C (F?(x)): ◦ ◦ ◦ ◦ Here, C is the copula of F and F? is the vector of marginal distributions of F , that is, ◦ ◦ ◦ F?(x) := (F1 (x1);:::;Fd (xd));Fi(xj) = P (Xi;j ≤ xj): Given a parametric copula model expressed through a set of densities c(u; θ) for Θ ⊆ Rp and d ^ u 2 [0; 1] , the maximum pseudo likelihood estimator θn, also -
Oslo 2004: the Abel Prize Celebrations
NEWS OsloOslo 2004:2004: TheThe AbelAbel PrizePrize celebrationscelebrations Nils Voje Johansen and Yngvar Reichelt (Oslo, Norway) On 25 March, the Norwegian Academy of Science and Letters announced that the Abel Prize for 2004 was to be awarded to Sir Michael F. Atiyah of the University of Edinburgh and Isadore M. Singer of MIT. This is the second Abel Prize awarded following the Norwegian Government’s decision in 2001 to allocate NOK 200 million to the creation of the Abel Foundation, with the intention of award- ing an international prize for outstanding research in mathematics. The prize, amounting to NOK 6 million, was insti- tuted to make up for the fact that there is no Nobel Prize for mathematics. In addi- tion to awarding the international prize, the Foundation shall contribute part of its earnings to measures for increasing inter- est in, and stimulating recruitment to, Nils Voje Johansen Yngvar Reichelt mathematical and scientific fields. The first Abel Prize was awarded in machine – the brain and the computer, break those rules creatively, just like an 2003 to the French mathematician Jean- with the subtitle “Will a computer ever be artist or a musical composer. Pierre Serre for playing a key role in shap- awarded the Abel Prize?” Quentin After a brief interval, Quentin Cooper ing the modern form of many parts of Cooper, one of the BBC’s most popular invited questions from the audience and a mathematics. In 2004, the Abel radio presenters, chaired the meeting, in number of points were brought up that Committee decided that Michael F. which Sir Michael spoke for an hour to an Atiyah addressed thoroughly and profes- Atiyah and Isadore M. -
The History of the Abel Prize and the Honorary Abel Prize the History of the Abel Prize
The History of the Abel Prize and the Honorary Abel Prize The History of the Abel Prize Arild Stubhaug On the bicentennial of Niels Henrik Abel’s birth in 2002, the Norwegian Govern- ment decided to establish a memorial fund of NOK 200 million. The chief purpose of the fund was to lay the financial groundwork for an annual international prize of NOK 6 million to one or more mathematicians for outstanding scientific work. The prize was awarded for the first time in 2003. That is the history in brief of the Abel Prize as we know it today. Behind this government decision to commemorate and honor the country’s great mathematician, however, lies a more than hundred year old wish and a short and intense period of activity. Volumes of Abel’s collected works were published in 1839 and 1881. The first was edited by Bernt Michael Holmboe (Abel’s teacher), the second by Sophus Lie and Ludvig Sylow. Both editions were paid for with public funds and published to honor the famous scientist. The first time that there was a discussion in a broader context about honoring Niels Henrik Abel’s memory, was at the meeting of Scan- dinavian natural scientists in Norway’s capital in 1886. These meetings of natural scientists, which were held alternately in each of the Scandinavian capitals (with the exception of the very first meeting in 1839, which took place in Gothenburg, Swe- den), were the most important fora for Scandinavian natural scientists. The meeting in 1886 in Oslo (called Christiania at the time) was the 13th in the series. -
Newsletter of the European Mathematical Society
NEWSLETTER OF THE EUROPEAN MATHEMATICAL SOCIETY S E European M M Mathematical E S Society June 2019 Issue 112 ISSN 1027-488X Feature Interviews Research Center Determinantal Point Processes Peter Scholze Isaac Newton Institute The Littlewood–Paley Theory Artur Avila for Mathematical Sciences Artur Avila (photo courtesy of Daryan Dornelles/Divulgação IMPA) Journals published by the ISSN print 1463-9963 Editors: ISSN online 1463-9971 José Francisco Rodrigues (Universidade de Lisboa, Portugal), Charles M. Elliott (University 2019. Vol. 21. 4 issues of Warwick, Coventry, UK), Harald Garcke (Universität Regensburg,Germany), Juan Luis Approx. 500 pages. 17 x 24 cm Vazquez (Universidad Autónoma de Madrid, Spain) Price of subscription: 390 ¤ online only Aims and Scope 430 ¤ print+online Interfaces and Free Boundaries is dedicated to the mathematical modelling, analysis and computation of interfaces and free boundary problems in all areas where such phenomena are pertinent. The journal aims to be a forum where mathematical analysis, partial differential equations, modelling, scientific computing and the various applications which involve mathematical modelling meet. Submissions should, ideally, emphasize the combination of theory and application. ISSN print 0232-2064 A periodical edited by the University of Leipzig ISSN online 1661-4354 Managing Editors: 2019. Vol. 38. 4 issues J. Appell (Universität Würzburg, Germany), T. Eisner (Universität Leipzig, Germany), B. Approx. 500 pages. 17 x 24 cm Kirchheim (Universität Leipzig, Germany) Price of subscription: 190 ¤ online only Aims and Scope Journal for Analysis and its Applications aims at disseminating theoretical knowledge 230 ¤ print+online The in the field of analysis and, at the same time, cultivating and extending its applications. -
Science-Traditional-Knowledge
March 2002 SCIENCE AND TRADITIONAL KNOWLEDGE Report from the ICSU Study Group on Science and Traditional Knowledge Explanatory note The recommendations in this report are those of the authors and have not yet been ratified by the ICSU Executive Board and General Assembly. In setting out these recommendations for future ICSU activities, the authors have defined a number of possible actions and are fully aware that they may not all be implemented and, indeed, that alternative actions might eventually be considered more appropriate. The ICSU General Assembly will formally consider the report and its recommendations at its meeting in September 2002. March 2002 INTERNATIONAL COUNCIL FOR SCIENCE ICSU CONSEIL INTERNATIONAL POUR LA SCIENCE SCIENCE AND TRADITIONAL KNOWLEDGE Report from the ICSU Study Group on Science and Traditional Knowledge SECTION 1: BACKGROUND The World Conference on Science (WCS) was organized by UNESCO in cooperation with ICSU and took place in Budapest, Hungary, from 26 June to 1 July 1999. The objectives of the Conference were to help strengthen the commitment of ICSU and UNESCO's Member States and other major stakeholders to science education, research and development, and to define a strategy that would ensure that science responds better to society's needs and aspirations in the twenty-first century. The results of the Conference are embodied in two principal documents: (i) Declaration on Science and the Use of Scientific knowledge and (ii) Science Agenda - Framework for Action. The Declaration affirms that scientific knowledge has led to remarkable innovations that have been of great benefit to humankind. But it also notes at the same time the challenge to use this knowledge in a responsible manner to address human needs and aspirations. -
Tilfeldig Gang, Nr. 1, Mai 2020
ISSN 0803-8953 Tilfeldig GANG Nr. 1, årGANG 37 Mai 2020 UtgitT AV Norsk STATISTISK FORENING Redaksjonelt Fra NFR-lederen....................... 1 Fra redaksjonen....................... 2 TankenøtTER Pusleri nr. 53 ......................... 3 Pusleri nr. 52 (løsning)................... 4 Møter OG KONFERANSER Oppstart NSF Stavanger.................. 7 Medlemsmøte NSF Trondheim.............. 8 Artikler Monitoring the Level and the Slope of the Corona... 9 På leting etter sannheten bak kvantemekanikken.... 22 Tilbakeblikk: Den første nordiske konferanse i matema- tisk statistikk, Aarhus 1965 ............. 28 Kunngjøringer Kontingent.......................... 31 Meldinger Nytt fra NTNU....................... 32 Nytt fra UiB......................... 32 Nytt fra Matematisk institutt ved Universitetet i Oslo. 32 redaksjonelt Fra NFR-lederen Hei alle NFR-medlemmer, Alt vel med dere og nærmeste familie/venner i disse corona-tider håper jeg – alt vel her. Vi lever alle uvanlige liv for tiden. Mennesket er jo et sosialt vesen – og sosiale medier ivaretar bare en flik av det. Jeg har i lengre tid hatt barn som studenter i utlandet – og når vi samles om sommeren på hytta har vi et begrep ‘beyond Skype’ – det betyr en god bamse-klem. Det er behov for gode klemmer – og den tid kommer tilbake. Vi føler vel alle savnet av familie-medlemmer, jobb-kolleger og venner – samt for egen del, savnet av en Kreta-tur i mai. Jeg har, som gammel ‘low-tech’ professor, blitt påtvunget digitalt basert undervisning – og føler meg ikke trygg på at studentene er begeistret. Personlig ser jeg frem til normale undervisnings-tilstander. Statistikken i coronaens tid – lever faktisk i beste velgående. ‘Usikkerhet’ er vel det mest brukte ordet i samfunns-debatten siste måned. Statistiske modeller i epidemiologi er på alles lepper – og diskusjonen går høyt om prøvetaking og test-prosedyrer. -
Bildet På Vitenskaps- Mannen
2020Året I DET NORSKE VIDENSKAPS-AKADEMI B) ÅRBOK MED MEDLEMSREGISTER, MINNETALER OG FOREDRAG Årbok tittelsider.qxp_Tittelsider 2020 08.04.2021 11:33 Side 1 DET NORSKE VIDENSKAPS-AKADEMI ÅRBOK 2020 Årbok tittelsider.qxp_Tittelsider 2020 08.04.2021 11:33 Side 2 Årbok tittelsider.qxp_Tittelsider 2020 08.04.2021 11:33 Side 3 Det Norske Videnskaps-Akademi Årbok 2020 Foredrag og minnetaler Det Norske Videnskaps-Akademi Novus forlag – Oslo 2021 Årbok tittelsider.qxp_Tittelsider 2020 08.04.2021 11:33 Side 4 © DET NORSKE VIDENSKAPS-AKADEMI (DNVA) 2021. The Norwegian Academy of Science and Letters (NASL) ISBN 978-82-7099-930-9 (Trykt utgave) ISBN 978-82-7099-931-6 (Digital utgave) ISSN 0332-6209 (Trykt utgave) Det Norske Videnskaps-Akademi Drammensveien 78 0271 Oslo Phone: +47 22 84 15 00 E-mail: [email protected] Web site: http://www.dnva.no Redaksjonen avsluttet: 11.02.2021 Redaktør: Gro Havelin Omslag: Ole Røsset Hvis du ønsker å abonnere på papirutgaven, kan det bestilles på www.novus.no Den digitale utgaven av Årboka er trykket med støtte fra Nansenfondet og de dermed forbundne fond. Print: Lasertrykk.no, Oslo. Årbok tittelsider.qxp_Tittelsider 2020 08.04.2021 11:33 Side 5 INNHOLD Forord v/preses Hans Petter Graver ....................................................... 7 AKADEMIET Akademiets styre .................................................................................. 10 Medlemsoversikt ................................................................................... 11 Innvalg nye medlemmer 2020 ............................................................. -
Tilfeldig Gang Nr. 1/2019 Karl Ove Hufthammer ⋅ Anne Marie Fenstad ⋅ Geir Drage Berentsen
Tilfeldig gang nr. 1/2019 Karl Ove Hufthammer ⋅ Anne Marie Fenstad ⋅ Geir Drage Berentsen Innhald Redaksjonelt Frå leiaren Frå redaksjonen Medlemskontingent for 2019 Lesarbidrag Statistikk og sannsynligheter i rettspleien Estimering av «mørketall» Manglende uttrykk for manglende data – og samsvar mellom observatører Møte og konferansar Forkurs i visuell formidling av statistikk Års- og medlemsmøte i Statistisk forening i Bergen 2018 Meldingar Nytt frå Noregs teknisk-naturvitskaplege universitet Nytt frå Universitetet i Oslo Nytt frå Nytt fra Oslo senter for biostatistikk og epidemiologi Pusleri Løsning på pusleri nummer 50 Pusleri nummer 51 Statistikkrebuser fra 8. etasje Redaksjonelt Frå leiaren Marie Lilleborge NSF fyller 83 år i april, men NSF regnes også som en fortsettelse av en statistikerklubb som ble stiftet for hundre år siden, 7. januar 1919. En annen fin statistikersak er årets International Prize in Statistics (den andre i rekken), som går til Bradley Efron for «bootstrap»-metoden fra 1977. Og det bringer meg jo lett til våre egne statistikerpriser: Takk for mange gode nominasjoner til Sverdrup prisene. Komitéen fikk en utfordrende oppgave, og det er akkurat sånn det skal være! Takk for at dere er gode statistikere, og takk for at dere ser hverandre. Jeg ser frem til Sverdruppris-foredrag på statistikermøtet til sommeren. Årets statistikermøte er det tjuende i rekken: Det blir stas å treffes på det 20. norske statistikermøtet på Sola Strand Hotel tirsdag 18. til torsdag 20. juni. Merk at påmeldingsfristen er 26. april. Vi kan se frem til inviterte foredrag fra Sigrunn Holbek Sørbye, Hans Julius Skaug og Manuela Zucknick. Det Marie Lilleborge. er også et spennende tilbud om forkurs i visuell formidling av statistikk med Kathrine Frey Frøslie 17.–18. -