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Michael (Mihail) Levine Assistant Professor of Statistics Address: Email : mlevins@stat.purdue.edu Teaching
Research Dahl, C. and Levine, M. (2006) Nonparametric estimation of volatility models with serially dependent innovations Statistics and Probability Letters, V. 76, 18, pp. 2007-2016 Levine, M. (2006) Computational Statistics and Data Analysis , 50, pp. 3405-3431 Brown, L. D., and Levine, M. (2006) "Variance estimation in nonparametric regression via the difference sequence method" The Annals of Statistics, to appear Cai, T., Levine, M., and Wang, L. (2006) "Variance Function Estimation in Multivariate Nonparametric Regression" Journal of Multivariate Analisys, to appear Levine, M., Torres, S. and Viens, F. (2007) "Consistent estimators for the long-memory parameter in LARCH and fractional Brownian models" Technical Report #07-02 Wang, L., Brown, L. D., Cai, T, and Levine, M. (2006) "Effect of mean on Variance Function Estimation in Nonparametric Regression" The Annals of Statistics, to appear Moore, G.E., Levine. M., Anderson, J.D., and Trapp, R.J. (2007) “Meteorological influence on the occurrence of gastric dilatation-volvulus in military working dogs in Texas” International Journal of Biometeorology, to appear Liu, L., Levine, M., and Zhu, Y (2007) “A Functional EM Algorithm for Mixing Density Estimation via Nonparametric Penalized Likelihood Maximization” Technical Report Levine, M., and Li, J. (2007) “Local Instrumental Variable (LIVE) Method For The Generalized Additive-Interactive Nonlinear Volatility Model” Technical Report |