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Dr. Christian Schellhase

Me

Wissenschaftlicher Mitarbeiter

Raum V9 - 128
Telefon: +49 521 106-4870
Fax: +49 521 106-89004

E-Mail: cschellhasewiwi.uni-bielefeld.de

Sprechzeiten: nach Vereinbarung

Curriculum Vitae

27.11.1981

Born in Gütersloh, Germany

2008

Graduation (Diplom) in Mathematial Economics, Bielefeld University

2008-today

Research Assistant, Department of Economics and Business Administration, Chair of Statistics, Bielefeld University

Research Interests

Nonlinear time series, functional data analysis, non- and semiparametric models. Non-parametric density estimation, non-parametric copula density estimation, non-parametric estimation of vines and applications.

Publications

Submitted articles:

Working paper:

  • With G. Kauermann: Flexible Pair-Copula Estimation in R-vines for Portfolio Optimization.
  • With G. Kauermann: Vines Estimation for Mixed Data using Penalized Splines
  • With J. Schnurbus and G. Kauermann: Nonparametric estimation of counterfactual distributions for Munich rent survey

Courses

Term

Course

WS 16/17

Lecture (BA/MA) Grundlagen der Statistik

WS 16/17

Tutorial (BA/MA) Grundlagen der Statistik

SoSe 2016

Lecture (Master) "Flexible Regressionsmodelle"

WS 15/16

Lecture (BA/MA) Grundlagen der Statistik

WS 15/16

Tutorial (BA/MA) Grundlagen der Statistik

SoSe 2015

Lecture (Bachelor) Angewandte Statistik

SoSe 2015

Lecture (Master) "Flexible Regressionsmodelle"

WS 14/15

Lecture (BA/MA) Grundlagen der Statistik

WS 14/15

Tutorial (BA/MA) Grundlagen der Statistik

SoSe 2014

Lecture (Bachelor) Angewandte Statistik

SoSe 2014

Lecture (Master) "Flexible Regressionsmodelle"

WS 13/14

Lecture (BA/MA) Grundlagen der Statistik

WS 13/14

Tutorial (BA/MA) Grundlagen der Statistik

SoSe 2013

Lecture (Master) "Flexible Regressionsmodelle"

SoSe 2013

Seminar for Bachelor exam

WS 12/13

Lecture (BA/MA) Grundlagen der Statistik

WS 12/13

Tutorial (BA/MA) Grundlagen der Statistik

WS 12/13

Bielefelder R-Kurse: Statistische Modellierung in R

SoSe 2012

Lecture (Master/Diplom) "Flexible Regressionsmodelle"

SoSe 2012

Seminar for Bachelor exam

WS 11/12

Lecture (BA/MA) Grundlagen der Statistik

SoSe 2011

Lecture (Master/Diplom) "Flexible Regressionsmodelle"

SoSe 2011

Bielefelder R-Kurse: Statistische Modellierung in R

SoSe 2011

Allgemeine R-Sprechstunde

WS 10/11

Allgemeine R-Sprechstunde

SoSe 2010

Lecture (Master/Diplom) "Flexible Regressionsmodelle"

SoSe 2010

Bielefelder R-Kurse: Statistische Modellierung in R

SoSe 2010

Allgemeine R-Sprechstunde

WS 09/10

Allgemeine R-Sprechstunde

SoSe 2009

Lecture (Master/Diplom) "Flexible Regressionsmodelle"

SoSe 2009

Bielefelder R-Kurse: Statistische Modellierung in R

SoSe 2009

Allgemeine R-Sprechstunde

WS 08/09

Praktische Übung (Master): Empirische Wirtschaftsforschung und Quantitative Methoden

WS 08/09

Bielefelder R-Kurse: Statistische Modellierung in R

SoSe 2008

Bielefelder R-Kurse: Statistische Modellierung in R

WS 07/08

Bielefelder R-Kurse: Statistische Modellierung in R

WS 07/08

Tutorial "Lineare Optimierung", Dr. Teufl

SoSe 2007

Tutorial "Elementare Geometrie", Prof. Dr. Zink

WS 06/07

Tutorial "Methoden der angewandten Mathematik", Prof. Dr. Carstens

SoSe 2006

Tutorial "Funktionen", Prof. PhD Preston

Software

  • R-Package pendensity, corresponding to Density Estimation and Comparison with a Penalized Mixture Approach.
  • R-package pencopula, corresponding to Flexible Copula Density Estimation with Penalized Hierarchical B-Splines.
  • R-package penDvine, corresponding to Flexible Pair-Copula Estimation in D-vines with Penalized Splines.
  • R-package penRvine, corresponding to Nonparametric estimation of simplified vines: comparison of methods.

 

Aktuelles

Workshop on HMMs

We gave a two-day workshop on hidden Markov models at the University of St Andrews.

New paper

Paper published at Dependence Modeling that compares methods for nonparametric estimation of simplified vines.

New paper

Paper accepted at AStA Wirtschafts- und Sozialstatistisches Archiv estimating income mobility with D-vines using bivariate penalized splines.

New paper

Our review paper on statistical models for animal movement got accepted at AStA Advances in Statistical Analysis.

New paper

Paper accepted at JABES on selecting the number of states of an HMM.

New paper

Paper accepted at JABES on multi-scale modelling of animal movement and general animal behaviour.

New paper

Paper accepted at Ecology on the estimation and simulation of foraging trips of central-place foragers.

New member of the group

Marius Ötting has joined the group as a PhD student.

New paper

Paper accepted at Statistics and Computing on estimating non-simplified vine copulas using penalized splines.

New paper

Paper accepted at Applied Stochastic Models in Business and Industry on fitting a special type of SV models.

New paper

Paper accepted at the Annals of Applied Statistics on possible responses of blue whales to sound exposure.

Karl Peter Grotemeyer Prize

Roland Langrock will be awarded the Karl Peter Grotemeyer Prize.