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Dr Fabian Dunker

Contact

Department: Mathematics and Statistics

Email: fabian.dunker@canterbury.ac.nz

Direct Dial: +64 3 3690704

Office: Jack Erskine 703

Languages: English, German

About
Research / Creative works

Fields of Research

  • Statistical Inverse Problems
  • Nonparametric Statistics
  • Econometrics

Researcher Summary

The focus of my research is on statistical inverse problems and non-parametric methods in econometric models. Examples are non-parametric instrumental variables, random coefficient models, and stochastic differential equations.

Subject Area: Disciplines

  • Mathematics: Applied Mathematics
  • Statistics: Statistics

Research/Scholarly/Creative Works

Journal Articles
  • Dunker F. (2021) Adaptive estimation for some nonparametric instrumental variable models with full independence. Electronic Journal of Statistics 15(2) http://dx.doi.org/10.1214/21-ejs1938.
  • Dunker F., Eckle K., Proksch K. and Schmidt-Hieber J. (2019) Tests for qualitative features in the random coefficients model. Electronic Journal of Statistics 13(2): 2257-2306. http://dx.doi.org/10.1214/19-EJS1570.
  • Dunker F., Klasen S. and Krivobokova T. (2019) Asymptotic Distribution and Simultaneous Confidence Bands for Ratios of Quantile Functions. Electronic Journal of Statistics 13(2): 4391-4415. http://dx.doi.org/10.1214/19-EJS1628.
  • Shen B., Dunker F. and Chen C. (2019) Simultaneous confidence bands for growth incidence curves in weighted sup-norm metrics. Statistics 53(6): 1269-1288. http://dx.doi.org/10.1080/02331888.2019.1660658.
  • Dunker F., Hoderlein S., Kaido H. and Sherman R. (2018) Nonparametric identification of the distribution of random coefficients in binary response static games of complete information. Journal of Econometrics 206(1): 83-102. http://dx.doi.org/10.1016/j.jeconom.2018.01.010.
  • Dunker F. and Hohage T. (2014) On parameter identification in stochastic differential equations by penalized maximum likelihood. Inverse Problems 30(9) 095001: 20. http://dx.doi.org/10.1088/0266-5611/30/9/095001.
  • Dunker F., Florens J-P., Hohage T., Johannes J. and Mammen E. (2014) Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression. Journal of Econometrics 178(3): 444-455. http://dx.doi.org/10.1016/j.jeconom.2013.06.001.
Conference Contributions - Published
  • Dunker F. and Hohage T. (2017) Nonparametric estimation in stochastic differential equations by penalized maximum likelihood. In Borcea L; Hohage T; Kaltenbacher B (Eds). Oberwolfach Reports 14(2): 1509-1509. Zurich: European Mathematical Society.
  • Dunker F. (2012) Nonlinear Inverse Problems with Noisy Operators in Econometrics. In Ammari H; Borcea L; Hohage T; Kaltenbacher B (Eds). Oberwolfach Reports 9(4): 3101-3101. http://dx.doi.org/10.4171/OWR/2012/51.
Conference Contributions - Other
  • Dunker F. (2019) Tests for qualitative features in the random coefficients model. Auckland: New Zealand Workshop on Uncertainty Quantification and Inverse Problems, 1-3 Jul 2019.
  • Dunker F. (2018) Tests for qualitative features in the random coefficients model. Auckland: Econometric Society Australasien Meeting 2018, 1-4 Jul 2018.
  • Dunker F. (2017) Simultaneous confidence bands for ratios of quantile functions and growth incidence curves. London: CFE-CMStatistics 2017, 16-18 Dec 2017.
Oral Presentations
  • Dunker F. (2018) Tests for qualitative features in the random coefficients model. University of Canterbury: Mathematics and Statistics Seminar, 10 May 2018.
  • Dunker F. (2017) Tests for qualitative features in the random coefficients model. Weierstrass Institute for Applied Analysis and Stochastics: WIAS Research Seminar Mathematical Statistics, 13 Dec 2017.
Discussion/Working Papers
  • Dunker F., Mendoza E. and Reale M. (2021) Regularized Maximum Likelihood Estimation for the Random Coefficients Model. In arXiv e-print, 1-23.
  • Mendoza E., Dunker F. and Reale M. (2021) Nonparametric Estimation of the Random Coefficients Model in Python. In arXiv e-print, 1-30.
  • Dunker F., Eckle K., Proksch K. and Schmidt-Hieber J. (2017) Tests for Qualitative Features in the Random Coefficients Model. arXiv.
  • Dunker F., Kaido H. and Hoderlein S. (2017) Nonparametric identification of random coefficients in endogenous and heterogeneous aggregate demand models. Centre for microdata methods and practice. http://dx.doi.org/10.1920/wp.cem.2017.1117.
  • Dunker F., Klasen S. and Krivobokova T. (2017) Asymptotic Distribution and Simultaneous Confidence Bands for Ratios of Quantile Functions. ArXiv.
  • Dunker F. (2015) Convergence of the Risk for Nonparametric IV Quantile Regression and Nonparametric IV Regression with Full Independence. arXiv.
  • Dunker F., Kaido H. and Hoderlein S. (2013) Random Coefficients in Static Games of Complete Information. Centre for microdata methods and practice. http://dx.doi.org/10.1920/wp.cem.2013.1213.
Theses / Dissertations
  • Dunker F. (2012) Nonlinear Inverse Problems with Noisy Operators and Applications in Nonparametric Instrumental Regression. PhD Thesis, Göttingen, Germany. University of Göttingen.
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