James Durbin

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James Durbin.jpg

James Durbin (born June 30, 1923 in Widnes , † June 23, 2012 in London ) was a British mathematical statistician and econometrician .

Life

Durbin received in 1942 a grant from the St John's College of the University of Cambridge , but he had in World War II , first to 1945 his military service in the Army Operational Research Group afford and received the master's degree after the war. From 1946 to 1947 he worked for a research agency. In 1948 he returned to Cambridge, where he specialized in the field of mathematical statistics and began his work in the newly established Department of Applied Economics. There he dealt with time series analysis ; Together with his Australian colleague Geoffrey Watson, he developed the Durbin-Watson test statistics, which play an important role in econometrics . In response to a request from Maurice George Kendall , he moved to the London School of Economics and Political Science (LSE) as an assistant lecturer in 1950 , where he worked until his retirement in 1988, from 1961 as a full professor. At the LSE he established statistics as an independent research area.

In 2001 Durbin was elected a member ( Fellow ) of the British Academy . In 2008 he was awarded the Golden Guy Medal of the Royal Statistical Society . From 1983 to 1985 he was President of the International Statistical Institute and from 1986 to 1987 of the Royal Statistical Society.

Fonts (selection)

  • J. Durbin, GS Watson: Testing for Serial Correlation in Least Squares Regression. I . In: Biometrika . tape 37 , no. 3/4 , 1950, p. 409-428 , doi : 10.2307 / 2332391 .
  • J. Durbin: The Fitting of Time-Series Models . In: Review of the International Statistical Institute . tape 28 , no. 3 , 1960, p. 233-244 , doi : 10.2307 / 1401322 .
  • RL Brown, J. Durbin, JM Evans: Techniques for Testing the Constancy of Regressions Relationships Over Time . In: Journal of the Royal Statistical Society: Series B . tape 37 , no. 2 , 1975, p. 149-163 , doi : 10.1111 / j.2517-6161.1975.tb01532.x .
  • J. Durbin, SJ Koopman: Time Series Analysis by State Space Methods . 2nd Edition. Oxford University Press, Oxford 2012, ISBN 978-0-19-964117-8 , pp. 346 .

literature

  • Andrew Harvey, David Bartholomew: James Durbin, 1923–2012 . In: Biographical Memoirs of Fellows of the British Academy . tape XV , 2016, p. 43-52 ( thebritishacademy.ac.uk [PDF]).

Web links

Individual evidence

  1. ^ Deceased Fellows. British Academy, accessed August 3, 2020 .
personal data
SURNAME Durbin, James
BRIEF DESCRIPTION British mathematician statistician and econometrician
DATE OF BIRTH June 30, 1923
PLACE OF BIRTH Widnes
DATE OF DEATH June 23, 2012
Place of death London