judith law
Instructor • Professional Master’s Associate Director

Office Hours for Fall 2019: T/Th 1:00 pm - 3:00 pm or by appointment

Office: ECOT 343



My work is focused on hierarchical modeling, multivariate covariance estimation, vector autoregressive processes, small-area estimation, and Monte Carlo expectation maximization.  Such applications can be applied in quality measurement, financial econometrics, risk management, and high-dimensional statistical learning.  I modeled a multi-level distribution of three dimensional arrays using a Bayesian approach assuming a separable covariance structure that is the sum of a set of Kronecker products. The goal was to find patterns in the covariance of the survey participant’s responses across quality measures and years to enhance public reporting and quality monitoring.