Thomas Fisher

Seminar and Conference Talks given

Conference

  1. Contributed paper 2011 SAS Global Formum, Section on Statistics and Data Analysis, Las Vegas, NV, 5 April 2011. Testing the Adequacy of ARMA Models using a Weighted Portmanteau Test on Residual Autocorrelations.
  2. Contributed presentation Joint Statistical Meetings 2011, Section on Statistics in Epidemiology, Miami, FL, 2 August 2011. Testing on the Multivariate Normal Covariance Matrix in High-Dimensions.
  3. Invited paper 2012 SAS Global Forum, Section on Statistics and Data Analysis, Orlando, FL, 24 April 2012. Weighted Portmanteau Tests Revisited: Detecting Heteroscedasticity, Fitting Nonlinear and Multivariate Time Series
  4. Contributed presentation Joint Statistical Meetings 2012, Section on Time Series and Forecasting, San Diego, CA, 31 July 2012. Time Series Goodness-of-Fit Testing using a Weighted Portmanteau Statistic

Seminars

  1. Graduate Student Seminar, Dept of Mathematical Sciences, Clemson University, 8 October 2007 Introduction to the R Project for Statistical Computing.
  2. Graduate Student Seminar, Dept of Mathematical Sciences, Clemson University, 9 November 2009 Improved Stein-type Estimators for the Covariance Matrix under Normality.
  3. Graduate Seminar, Dept of Mathematics and Statistics, University of Missouri-Kansas City, 24 September 2010 The Stein Paradox and Estimation of the Covariance Matrix.
  4. Graduate Seminar, Dept of Mathematics and Statistics, University of Missouri-Kansas City, 18 Nov 2011 Time Series Modeling and Diagnostic Testing

Tom Fisher













With Donald Duck at 2012 SAS Global Forum

Email:  fishertho@umkc.edu