James Durbin

Infobox Scientist


image_width = 150px
name = James Durbin
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birth_date = 1923
birth_place =
death_date =
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residence = United Kingdom
citizenship = United Kingdom
field = statistics, econometrics
work_institutions = London School of Economics
alma_mater = St John's College, Cambridge
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known_for = time series analysis, serial correlation
influences =
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prizes = Guy Medal in Gold (2008)
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James Durbin (1923–) is a British statistician and econometrician, known particularly for his work on time series analysis and serial correlation.

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. 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. [cite web| url=http://www.lse.ac.uk/collections/statistics/news.htm | title= LSE — Statistics — News | accessdate=2008-02-28]

ee also

*Durbin–Watson statistic
*Durbin test

Notes

References

*cite journal
author = Durbin, J.
coauthors = Watson, G.S.
year = 1950
title = Testing for Serial Correlation in Least Squares Regression: I
journal = Biometrika
volume = 37
issue = 3/4
pages = 409–428
url = http://links.jstor.org/sici?sici=0006-3444(195012)37%3A3%2F4%3C409%3ATFSCIL%3E2.0.CO%3B2-N
*cite journal| title = Statistics in the University of London : Prof. James Durbin |journal=Nature | volume=191| issue=4795| pages=1247 | year=1961 |doi=10.1038/1911247b0
*cite journal
author = Phillips, P.C.B.
coauthors = Durbin, J.
year = 1988
title = The ET Interview: Professor James Durbin
journal = Econometric Theory
volume = 4
issue = 1
pages = 125–157
url = http://links.jstor.org/sici?sici=0266-4666(198804)4%3A1%3C125%3ATEIPJD%3E2.0.CO%3B2-5
*Citation
editor1-last= Harvey | editor1-first= A.C.
editor2-last= Koopman | editor2-first=S.J.| editor3-last=Shephard |editor3-first=N.
year = 2004
title = State Space and Unobserved Component Models: Theory and Applications (Proceedings of a conference in honour of James Durbin)
publisher = Cambridge University Press
isbn = 9780521835954 | doi=10.2277/052183595X

External links

* [http://www.york.ac.uk/depts/maths/histstat/people/durbin.gifJames Durbin] at [http://www.york.ac.uk/depts/maths/histstat/people/welcome.htm Portraits of Statisticians]
* [http://isi.cbs.nl/Nlet/NLet042.htm#09HonoraryMemberInterviewsProfessorJamesDurbin ISI Honorary Member Interviews: Professor James Durbin]