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| 2003 - 2008 | Undergraduate Studies in Economics, University of Bonn and Charles University, Prague, Czech Republic | | 2008 - 2010 | Scholar, Cologne Graduate School (CGS) | | 2010 | Research Stay at the Working Group STAPH, Paul Sabatier University (Toulouse III), France | | 2010 - 2013 | Research Assistant, Institute for Econometrics and Statistics, University of Cologne | | 2013 - 2014 | Postdoctoral Researcher, European Center for Advanced Research in Economics and Statistics (ECARES), Université Libre de Bruxelles, Belgium | | Since 2014 | Assistant Professor for Statistics, Institute for Financial Economics and Statistics, University of Bonn |
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My research is focused on a relatively new branch of statistics called Functional Data Analysis (FDA). FDA emerged from the availability of function-valued data and the need to analyze such data appropriately. Like classical multivariate data, functional data can occur as cross-sectional, autocorrelated or spatially correlated data, but the structure of functional data is fundamentally different from that of classical multivariate data. This allows for some unique possibilities, such as the statistical analysis of derivatives or differential equations. There are, however, also some challenging properties such as the high dimensionality of the data. A particular focus of my research is the relevant practical situation in which we do not directly observe the functions, but only their noisy discretization points. These situations typically involve the use of nonparametric estimation procedures.
My future research plans focus on reconstructing partially observed functional data. This line of research has important connections to panel data analysis where missing data is a challenging and practically relevant problem. Another project is centered around the very recent FDA literature that consider local-specific points within the functional data that have particular influence on the response variable.
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Functional data analysis, semi- and nonparametric statistics, and panel data analysis.
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[ 1] Dominik Liebl
Modeling and forecasting electricity spot prices: a functional data perspective
Ann. Appl. Stat. , 7: (3): 1562--1592
2013
DOI: 10.1214/13-AOAS652[ 2] Oualid Bada, Dominik Liebl
The R-package phtt: Panel Data Analysis with Heterogeneous Time Trends
arXiv preprint arXiv:1407.6484
2014[ 3] Dominik Liebl, Steffen Willwacher, Joseph Hamill, Gert-Peter Brüggemann
Ankle plantarflexion strength in rearfoot and forefoot runners: A novel clusteranalytic approach
Human movement science , 35: : 104--120
Publisher: Elsevier
2014[ 5] Alois Kneip, Dominik Liebl
Modelling Electricity Prices as Functional Data on Random Domains
Contributions in infinite-dimensional statistics and related topics : 173
Publisher: Societá Editrice Esculapio
2014 |
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