James Durbin
| James Durbin | |
|---|---|
 |
|
| Born | 30 June 1923[1] |
| Died | 23 June 2012 (aged 88) |
| Residence | United Kingdom |
| Citizenship | United Kingdom |
| Fields | statistics, econometrics |
| Institutions | London School of Economics |
| Alma mater | St John's College, Cambridge |
| Known for | time series analysis serial correlation Durbin–Watson statistic Durbin test Levinson–Durbin algorithm |
| Notable awards | Guy Medal in Gold (2008) Fellow of the British Academy |
James Durbin FBA (30 June 1923 – 23 June 2012) was a British statistician and econometrician, known particularly for his work on time series analysis and serial correlation.[2][3][4][5]
Education[edit]
He was educated at St John's College, Cambridge where his contemporaries included David Cox and Denis Sargan. He joined the London School of Economics in 1950 and was appointed professor of statistics in 1961, a post he held until his retirement in 1988.
He served as president of the International Statistical Institute in 1983–5 and of the Royal Statistical Society (RSS) in 1986–7.[6] In 2008 he was awarded the highest distinction of the RSS, the Guy Medal in Gold (having previously been awarded both the Silver and Bronze medals). The citation read:
| “ | The Guy Medal in Gold is awarded to Professor James Durbin FBA for a life-time of highly influential contributions which have given him outstanding international recognition as a leader in our field, taking particular account of his pioneering work on testing for serial correlation in regression, on estimating equations, on Brownian motion and other processes crossing curved boundaries, on goodness of fit tests with estimated parameters, and on many aspects of time series analysis especially in areas relevant to econometrics, and also his remarkable service to the wider statistical profession on the international stage.[7] | ” |
He died on 23 June 2012.[8][9]
References[edit]
- ^ John Grant (1970). Who's who of British scientists. Longman. ISBN 978-0-582-11464-7. Retrieved 27 June 2012.
- ^ Durbin, J.; Watson, G. S. (1950). "Testing for Serial Correlation in Least Squares Regression: I". Biometrika (Biometrika Trust) 37 (3–4): 409–428. doi:10.2307.2F2332391. JSTOR 2332391. PMID 14801065.
- ^ "Statistics in the University of London : Prof. James Durbin". Nature 191 (4795): 1247. 1961. doi:10.1038/1911247b0.
- ^ Phillips, P. C. B. (2010). "The ET Interview: Professor James Durbin". Econometric Theory 4: 125. doi:10.1017/S0266466600011907.
- ^ Harvey, A.C.; Koopman, S.J.; Shephard, N., eds. (2004). "Preface: About Professor James Durbin". State Space and Unobserved Component Models: Theory and Applications (Proceedings of a conference in honour of James Durbin). Cambridge University Press. p. xii. doi:10.2277/052183595X. ISBN 978-0-521-83595-4.
- ^ "Royal Statistical Society Presidents". Royal Statistical Society. Retrieved 6 August 2010.
- ^ "LSE — Statistics — News". Retrieved 2008-02-28.
- ^ "Jim Durbin". University College London. 26 June 2012.
- ^ "Renowned statistician and former RSS President, Professor James Durbin, dies". RSSeNews. Royal Statistical Society. 26 June 2012. Retrieved 2 July 2012.
External links[edit]
| Academic offices | ||
|---|---|---|
| Preceded by John A. Nelder |
President of the Royal Statistical Society 1986–1987 |
Succeeded by John Kingman |
|
- 1923 births
- 2012 deaths
- British statisticians
- Fellows of the American Statistical Association
- Winners of the Guy Medal in Gold
- Winners of the Guy Medal in Silver
- Winners of the Guy Medal in Bronze
- Presidents of the Royal Statistical Society
- Presidents of the International Statistical Institute
- Time series econometricians
- Alumni of St John's College, Cambridge
- Fellows of the British Academy
- Academics of the London School of Economics
