UC Research Profile - University of Canterbury

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., Hoderlein S. and Kaido H. (2023) Nonparametric Identification of Random Coefficients in Aggregate Demand Models for Differentiated Products. Econometrics Journal http://dx.doi.org/10.1093/ectj/utad002.

Dunker F. (2021) Adaptive estimation for some nonparametric instrumental variable models with full independence. Electronic Journal of Statistics 15(2): 6151-6190. 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. (2022) Adaptive estimation for some nonparametric instrumental variable models with full independence. Bologna, Italy: 24th International Conference on Computational Statistics, 23-26 Aug 2022.

Dunker F. (2020) Tests for qualitative features in the random coefficients model. Online: Bernoulli-IMS One World Symposium, 24-28 Aug 2020.

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

Mendoza E., Dunker F. and Reale M. (2022) Unobserved Heterogeneity, Changes in Risk Appreciation, and Short Memory of House Buyers When the Market is Hot, a Case Study of Christchurch, New Zealand. .

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.