Dr. Leonie Selk
Lecturer and Research Associate
Mathematical Statistics and Stochastic Processes
Address
Office
Contact
Research Interests
- nonparametric statitics in (auto-)regression models
- change point analysis
- models with one-sided errors
- functional data
Publications
N. Neumeyer & L. Selk (2024). Testing for changes in the error distribution in functional linear models. Submitted.
L. Selk (2024). Uniform convergence rates and automatic variable selection in nonparametric regression with functional and categorical covariates. Journal of Nonparametric Statistics 36, 264-286.
L. Selk & J. Gertheiss (2023). Nonparametric Regression and Classification with Functional, Categorical, and Mixed Covariates. Advances in Data Analysis and Classification 17, 519-543.
L. Selk, C. Tillier & O. Marigliano (2022). Multivariate boundary regression models. Scandinavian Journal of Statistics 49, 400-426.
M. Mohr & L. Selk (2020). Estimating change points in nonparametric time series regression models. Statistical Papers 61, 1437-1463.
N. Neumeyer, L. Selk & C. Tillier (2020). Semi-parametric transformation boundary regression models. Annals of the Institute of Statistical Mathematics 72, 1287 – 1315.
H. Drees, N. Neumeyer & L. Selk (2019). Estimation and hypotheses testing in boundary regression models. Bernoulli 25, 424-463.
M. Hušková, N. Neumeyer, T. Niebuhr & L. Selk (2019). Specification testing in nonparametric AR-ARCH models. Scandinavian Journal of Statistics 46, 26-58.
M. Reiß & L. Selk (2017). Efficient estimation of functionals in nonparametric boundary models. Bernoulli 23, 1022-1055.
L. Selk & N. Neumeyer (2013). Testing for a change of the innovation distribution in nonparametric autoregression – the sequential empirical process approach. Scandinavian Journal of Statistics 40, 770-788.
N. Neumeyer & L. Selk (2013). A note on nonparametric testing for Gaussian innovations in AR-ARCH models. Journal of Time Series Analysis 34, 362-367.
L. Selk (2011). Change-Point-Tests für die Innovationenverteilung in nichtparametrischen Autoregressionsmodellen auf Basis sequentieller empirischer Prozesse. Dissertation.
Conferences and Talks
invited talk, Helmut Schmidt University, Hamburg, 27.02.24
Charles University, Prague, February 2024
invited talk, Christian Albrechts University, Kiel, 08.06.23
invited talk, University of Edinburgh, 13.02.23
invited talk, Statistical Week 2022, Münster, 20.09.22
ISNPS 2022, Cyprus, 24.06.22
DAGStat 2022, Hamburg, 30.03.22
invited talk, Humboldt University, Berlin, 25.11.21
Statistical Week 2021, virtual conference, 14.-17.09.21
invited talk, CFE-CMStatistics, virtual conference, 21.12.2020
Workshop Statistics, Hamburg, 27.02.20
invited talk, Charles University, Prague, 09.10.19
invitation to the Max Planck Institute for Mathematics in the Sciences, Leipzig, July 2019
invited talk, Workshop Change Point Detection, Greifswald, 10.07.19
Workshop on Causality, Uder, 03.03.19-07.03.19
5th Spring School on Structural Inference in Statistics, Malente, 06.03.2017
ZeSOB Joint PhD Seminar in Statistics and Stochastics, Bremen, 28.02.17-01.03.17
Structural Inference Day for Junior Fellows, Hamburg, 01.07.2016
4th Spring School on Structural Inference in Statistics, Lübeck-Travemünde, 14.03.2016
12th German Probability and Statistics Days, Bochum, 03.03.2016
Charles University, Prague, July 2014
2nd Spring School on Structural Inference in Statistics, Berlin, 18.03.14
Conference on Structural Inference in Statistics, Potsdam, 17.09.2013
Spring School on Structural Inference in Statistics, Bad Belzig, 12.03.2013
10th German Probability and Statistics Days, Mainz, 09.03.2012
Workshop Time Series: Models, Breaks and Applications, Karlsruhe, 02.02.2012
invited talk, Christian Albrechts University, Kiel, 17.11.2011
invited talk, Charles University, Prague, 07.09.2011
9th German Open Conference on Probability and Statistics, Leipzig, 02.03.2010
Nord-Ostsee-Doktorandenkonferenz 2009, Schloss Salzau bei Kiel, 22.01.2009
4th PhD Student Conference in Stochastics, Berlin, 04.09.08-06.09.08