PROGRAMME ERCIM 2010
KEYNOTE TALKS
PARALLEL SESSIONS
| Parallel session B: | Friday 10.12.2010 | 10:15 - 12:20 |
| Session EI80 | Room: Senate Beveridge Hall |
| Invited Session: Robust methods | Friday 10.12.2010 10:15 - 12:20 |
| Chair: Stefan Van Aelst | Organizer: Stefan Van Aelst |
| E111: E. Ronchetti | |
| Accurate and robust inference | |
| E121: V. Yohai, A. Bergesio | |
| High breakdown point and efficient estimates for generalized linear models | |
| E350: R. Zamar | |
| Robust Sparse K-Means |
| Session ES21 | Room: MAL 538 |
| Classification and discriminant procedures for dependent data | Friday 10.12.2010 10:15 - 12:20 |
| Chair: Andres M. Alonso | Organizer: Andres M. Alonso |
| E224: J. Vilar, S. Pertega, J. Vilar | |
| A comparative study of dissimilarity measures for time series classification | |
| E297: J. Caiado, J. Bastos | |
| The factor structure of international stock market returns | |
| E386: N. Longford, P. D'Urso | |
| Mixture models for multiple time series | |
| E563: P. Galeano | |
| Cluster identification for Gaussian processes by projection pursuit | |
| E665: A. Alonso, S. Barbosa, M. Scotto | |
| Cluster analysis of European daily temperature series: an extreme value approach |
| Session ES33 | Room: Senate Bloomsbury Room |
| Optimal design and model choice | Friday 10.12.2010 10:15 - 12:20 |
| Chair: Jesus Lopez-Fidalgo | Organizer: Jesus Lopez-Fidalgo |
| E194: R. Berni | |
| T-optimality and observational data: some examples | |
| E265: P. Goos, H. Arnouts | |
| Staggered designs for experiments with several hard-to-change factors | |
| E750: B. Torsney | |
| Numerical methods in optimal design | |
| E828: R. Hilgers | |
| Design efficiency for component amount mixture models homogeneous of degree zero and one | |
| E868: H. Maruri Aguilar, H. Wynn, R. Bates | |
| Design with smooth polynomial methods |
| E168: J. Ngatchou-Wandji, M. Harel | |
| Testing for conditional symmetry in absolutely regular and possibly nonstationary dynamical models | |
| E309: J. Pardo-Fernandez, J. Escanciano, I. Van Keilegom | |
| Nonparametric tests for risk-return relationships | |
| E583: J. Einbeck, S. Meintanis | |
| Goodness-of-fit tests in semi-linear models | |
| E602: V. Alba-Fernandez, M. Jimenez-Gamero | |
| Two classes of divergence statistics for testing uniform association. | |
| E715: J. Aubin, S. Leoni-Aubin | |
| A simple misspecification test for regression models |
| Session ES17 | Room: MAL 532 |
| Time series | Friday 10.12.2010 10:15 - 12:20 |
| Chair: Claudia Kirch | Organizer: Konstantinos Fokianos and Roland Fried |
| E103: R. Machete | |
| Early warning with calibrated and sharper probabilistic forecasts | |
| E801: R. Fried, U. Gather, H. Dehling | |
| Robust online monitoring | |
| E341: H. Nagao, T. Higuchi | |
| CloCK-TiME: cloud computing kernel for time-series modeling engine | |
| E623: J. Martinez-Ovando, S. Walker | |
| Dynamic mixture models with covariate interventions | |
| E289: A. Alexandru, I. Dobre, C. Ghinararu | |
| Assessing the relationship between shadow economy and the unemployment rate in U.S. |
| Session ES19 | Room: MAL 351 |
| Computational statistics for clinical research | Friday 10.12.2010 10:15 - 12:20 |
| Chair: Joyce Niland | Organizer: Martina Mittlboeck, Stan Azen and Joyce Niland |
| E378: F. Frommlet, M. Bogdan, F. Ruhaltinger | |
| A model selection approach to genome wide association studies | |
| E226: K. Preedalikit, I. Liu, N. Sibanda | |
| Stereotype models for joint analysis of quality of life and survival | |
| E520: U. Poetschger, H. Heinzl, M. Minkov, H. Gadner, R. Ladenstein, M. Mittlboeck | |
| Evaluation of a 2x2 study design under non-proportional hazards addressing long-term outcomes | |
| E565: M. Mittlboeck, H. Heinzl | |
| Statistical implications of survival endpoint options in randomised clinical trials | |
| E788: S. Todd, N. Parsons, T. Friede, N. Stallard, E. Valdes-Marquez, R. Nicholas, J. Chataway | |
| Evaluating seamless adaptive designs using simulation |
| Session ES54 | Room: Senate Gordon Room |
| Model selection and regularization/estimation strategies | Friday 10.12.2010 10:15 - 12:20 |
| Chair: Ejaz Ahmed | Organizer: Ejaz Ahmed and E. Raheem |
| E196: P. Song, S. Zhang, D. Shi | |
| Information ratio test for model misspecification on volatility structures in stochastic diffusion models | |
| E531: Y. Li | |
| Censored linear regression when p>n and p<n | |
| E578: D. von Rosen, E. Ahmed | |
| Estimating the correlation coefficient from several elliptical distributions | |
| E550: S. Zhou, H. Wang, A. Wan | |
| Model averaging for varying-coefficient partially linear measurement error models | |
| E619: A. Hussein, E. Ahmed, M. Al-Momani | |
| To homogenize or not to homogenize: The case of generalized linear mixed models |
| Session ES71 | Room: Senate Bedford Room |
| Statistical algorithms and software I | Friday 10.12.2010 10:15 - 12:20 |
| Chair: Cristian Gatu | Organizer: Cristian Gatu |
| E068: R. Yucel | |
| Logistic mixed-effects models with ambiguous cluster membership | |
| E704: T. Aluja-Banet, G. Sanchez | |
| PLS-PM segmentation. The PATHMOX approach | |
| E813: F. Beninel, M. Hristach | |
| Combining classifiers in credit scoring | |
| E832: B. Bischl, T. Wagner, S. Wessing | |
| Applying sequential parameter optimization to machine learning models and some results regarding qualitative factors | |
| E806: K. Mosler, P. Bazovkin | |
| An exact algorithm for weighted-mean trimmed regions |
| Parallel session C: | Friday 10.12.2010 | 13:40 - 15:20 |
| Session EI81 | Room: Senate Beveridge Hall |
| Invited Session: Nonparametric statistics | Friday 10.12.2010 13:40 - 15:20 |
| Chair: Igor Pruenster | Organizer: Ana Colubi |
| E127: M. Hallin, R. van den Akker, B. Werker | |
| Rank-based tests for unit roots | |
| E452: D. Tjostheim, G. Berentsen, K. Hufthammer | |
| Local dependence and tests of independence | |
| E853: O. Linton, B. Koo | |
| Semiparametric estimation of locally stationary diffusion models |
| Session ES29 | Room: Senate Bedford Room |
| Advances in robust data analysis | Friday 10.12.2010 13:40 - 15:20 |
| Chair: L.A. Garcia-Escudero | Organizer: L.A. Garcia-Escudero and A. Gordaliza |
| E107: H. Fritz, L. Garcia-Escudero, A. Mayo-Iscar | |
| A trimming approach to cluster analysis | |
| E112: H. Boistard, C. Levy-Leduc, E. Moulines, V. Reisen, M. Taqqu | |
| Asymptotic behavior of some robust estimators under long-range dependence. | |
| E118: D. Perrotta, F. Torti | |
| Robust forward search clustering | |
| E128: A. Gordaliza, L. Garcia-Escudero, C. Matran, A. Mayo-Iscar | |
| Finding curves in noisy data |
| Session ES32 | Room: MAL 538 |
| Fuzzy statistics and decision making | Friday 10.12.2010 13:40 - 15:20 |
| Chair: Teresa Leon | Organizer: Teresa Leon |
| E083: J. Carrillo, J. Cadenas, M. Garrido, V. Liern | |
| GATSH: a decision support system for portfolio | |
| E163: V. Canal-Fernandez, A. Bilbao-Terol, M. Arenas-Parra, M. Jimenez-Lopez, M. Rodriguez-Uria | |
| Decision making for selection of socially responsible portfolios using fuzzy modeling | |
| E164: E. Vercher, J. Bermudez, J. Segura | |
| Fuzzy measures of return and risk of a portfolio | |
| E102: T. Leon, T. Lamata, V. Liern | |
| Human resource management based on soft-computing: evaluation of skills. |
| Session ES34 | Room: Senate Bloomsbury Room |
| Applied statistics I | Friday 10.12.2010 13:40 - 15:20 |
| Chair: Marc Lavielle | Organizer: Agustin Mayo |
| E395: J. Fort, J. Azais, S. Bercu, A. Lagnoux, P. Le | |
| Simultaneous confidence bands in curve prediction applied to load curves | |
| E416: B. Bercu, B. De Saporta, A. Gegout-Petit | |
| On the asymptotic behaviour of bifurcating autoregressive processes | |
| E555: J. Kien, G. Allain, P. Goudal, J. Loubes, F. Gamboa | |
| Statistical tools for road traffic prediction | |
| E687: M. Lavielle | |
| The SAEM algorithm: a powerful stochastic algorithm for population pharmacology modeling |
| Session ES42 | Room: MAL 541 |
| Stochastic processes | Friday 10.12.2010 13:40 - 15:20 |
| Chair: Paula Rodriguez Bouzas | Organizer: Paula Rodriguez Bouzas |
| E256: L. Minkova, S. Chukova | |
| Polya-Aeppli of order k risk process | |
| E136: R. Fernandez Alcala, J. Navarro-Moreno, J. Ruiz-Molina | |
| A smoothing algorithm for widely factorizable signals | |
| E417: C. Skiadas, Y. Dimotikalis, C. Skiadas | |
| Stochastic innovation diffusion models: closed form solutions and related simulations | |
| E758: R. Martinez, M. Gonzalez, C. Gutierrez | |
| Y-linked bisexual branching processes with blind choice: parametric Bayesian inference using MCMC methods |
| Session ES48 | Room: Senate Gordon Room |
| Recent advances in multi-state models | Friday 10.12.2010 13:40 - 15:20 |
| Chair: Jacobo de Una-Alvzrez | Organizer: Jacobo de Una -Alvarez |
| E072: J. Beyersmann, S. di Termini, M. Schumacher | |
| A simple simulation technique for nonparametric analysis of time-to-event data arising in multistate models | |
| E077: M. Mandel | |
| Multi-state models and length biased sampling | |
| E090: A. Amorim, J. de Una-Alvarez, L. Meira-Machado | |
| Presmoothing the transition probabilities in the illness-death model | |
| E125: J. de Una-Alvarez, M. Rodriguez-Girondo | |
| Advances in nonparametric estimation and testing problems: the illness-death model |
| Session ES59 | Room: MAL 532 |
| Mixture modelling for clustering | Friday 10.12.2010 13:40 - 15:20 |
| Chair: Christian Hennig | Organizer: Christian Hennig |
| E381: A. Montanari, D. Calo', M. Farne' | |
| Model-based clustering of probability density functions | |
| E425: R. Rocci | |
| Gaussian mixture models: constrained and penalized approaches | |
| E459: P. Coretto, C. Hennig | |
| A new approach to the computation of a robust estimator for Gaussian mixtures | |
| E433: S. Fruhwirth-Schnatter | |
| Identifying finite mixture models under model uncertainty |
| Session EP01 | Room: Senate Crush Hall |
| Posters I | Friday 10.12.2010 13:40 - 15:20 |
| Chair: Marios Fyrillas | Organizer: ERCIM |
| E271: A. Paganoni, F. Ieva, V. Vitelli, D. Pigoli | |
| Statistics on ECGs: wavelet smoothing, registration and classification | |
| E438: C. Carleos, P. Martinez-Camblor, N. Corral | |
| ROCtest: R package for flexible ROC curve comparison | |
| E470: P. Martinez-Camblor, N. Corral | |
| Repeated measures analysis for functional data | |
| E871: M. Schindler, D. Fischer, H. Oja | |
| Rank methods for microarray data | |
| E482: M. Garcia-Ligero, A. Hermoso-Carazo, J. Linares-Perez | |
| Linear estimation of signals from observations with Markovian delays | |
| E327: J. Linares-Perez, A. Hermoso-Carazo, R. Caballero-Aguila | |
| Covariance-based quadratic filtering using correlated uncertain observations from different sensors | |
| E589: I. Martinez-Silva, J. Roca Pardinas, C. Cadarso-Suarez, R. Leis Trabazo, R. Tojo Sierra | |
| Comparative study of flexible quantile regression techniques: constructing reference curves in Pediatrics | |
| E631: D. Bray, S. Gilmour, A. Taylor, F. Guild | |
| Quantifying dispersion in nanocomposites | |
| E751: M. Fyrillas, E. Gravanis, E. Akylas | |
| Structure functions in statistically stationary isotropic turbulence | |
| E876: L. Bermudez, D. Karlis | |
| Mixture of bivariate Poisson regressions with an application to insurance |
| Parallel session E: | Friday 10.12.2010 | 16:55 - 19:00 |
| Session ES22 | Room: Senate Gordon Room |
| Flexible parametric families of distributions | Friday 10.12.2010 16:55 - 19:00 |
| Chair: Adelchi Azzalini | Organizer: Adelchi Azzalini |
| E219: C. Jones | |
| Some alternative parametric families and their interconnections | |
| E326: A. Maruotti, W. Zucchini | |
| A latent-state generalized additive model for location, scale and shape for multivariate pollutant concentrations | |
| E080: G. McLachlan | |
| Modelling of multivariate data via mixtures of skew normal and skew-t distributions | |
| E536: P. Frederic | |
| Modeling skew-symmetric distributions using B-spline and penalties | |
| E278: A. Azzalini, G. Regoli | |
| Some properties of skew-symmetric distributions |
| Session ES40 | Room: Senate Bedford Room |
| Computational issues on time series modeling (ANSET) | Friday 10.12.2010 16:55 - 19:00 |
| Chair: Cira Perna | Organizer: Cira Perna |
| E618: G. Albano, V. Giorno, P. Roman-Roman, F. Torres-Ruiz | |
| Inference on a stochastic two-compartment model in tumor growth | |
| E636: B. Di Lorenzo | |
| On discriminating between structural breaks and long memory process | |
| E635: A. di Salvatore, D. Cucina, M. Protopapas | |
| Meta-heuristic methods for outliers detection in multivariate time series | |
| E742: M. Parrella | |
| Bias estimation in local polynomial regression | |
| E677: C. Perna, F. Giordano, M. Niglio | |
| Identification of nonlinear time series based on kernel predictors |
| Session ES72 | Room: Senate Beveridge Hall |
| Robustness for complex models | Friday 10.12.2010 16:55 - 19:00 |
| Chair: Stefan Van Aelst | Organizer: Stefan Van Aelst |
| E761: S. Kuhnt, A. Ullmann, T. Muehlenstaedt, J. Tiedge | |
| Outlier detection in Geostatistics | |
| E701: L. Greco, A. Farcomeni | |
| S-estimation of mixtures | |
| E357: C. Ley, D. Paindaveine | |
| Depth-based runs tests for bivariate central symmetry | |
| E571: T. Dasu, S. Krishnan, G. Pomann | |
| On the robustness of change detection algorithms for data streams | |
| E369: J. Visek | |
| Instrumental weighted variables under heteroscedasticity and with constraints |
| Session ES63 | Room: Senate Bloomsbury Room |
| Bayesian nonparametrics: models and applications | Friday 10.12.2010 16:55 - 19:00 |
| Chair: Antonio Lijoi | Organizer: Sonia Petrone and Igor Pruenster |
| E439: M. De Iorio, W. Astle, S. Richardson, T. Ebbels, D. Stephens | |
| A Bayesian model of NMR spectra for the deconvolution and quantification of metabolites in complex biological mixtures | |
| E538: L. Trippa, G. Parmigiani | |
| False discovery rates in somatic mutation studies of cancer | |
| E089: A. Bhattacharya, D. Dunson | |
| Simplex factor models for multivariate unordered categorical data | |
| E392: D. Spano | |
| Long-range dependent Dirichlet processes with canonical correlation kernels | |
| E076: M. Ruggiero, I. Pruenster | |
| Bayesian nonparametric modeling for dynamic interacting systems |
| Session EP02 | Room: Senate Crush Hall |
| Posters II | Friday 10.12.2010 16:55 - 19:00 |
| Chair: Klea Panayidou | Organizer: ERCIM |
| E643: M. Tsagris, S. Preston, A. Wood | |
| A data-based power transformation for compositional data | |
| E667: R. Pino, M. Cubiles de la Vega, E. Caballero-Ruiz, F. Garcia-Gonzalez | |
| Probabilistic record linkage with EM algorithm and the R system | |
| E779: O. Silva, H. Bacelar-Nicolau, F. Nicolau | |
| Global approach for evaluating the quality of clustering results | |
| E756: E. Akylas, P. Zavros, D. Skarlatos, M. Fyrillas | |
| Fitting Weibull distribution on wind speed data series | |
| E858: A. Roquel, S. Le-Hegarat-Mascle, I. Bloch | |
| Evaluation of the conflict between sensors in fusion data | |
| E559: M. Costa, A. Goncalves | |
| Modelling environmental data incorporating a hydrometeorological factor and latent variables in dynamic models | |
| E581: S. Gonzalez, A. Santiago, M. Rueda, A. Arcos, E. Alvarez | |
| Small area estimation: Application to the estimation of the proportion of people affected by dengue | |
| E774: A. Barbiero, P. Ferrari | |
| Generation of multivariate discrete data | |
| E783: A. Sousa, O. Silva, H. Bacelar-Nicolau, F. Nicolau | |
| Distribution of the affinity coefficient between variables based on the Monte Carlo simulation method | |
| E807: I. Papageorgiou | |
| Optimal sampling strategies for populations with a general type of correlation |
| Parallel session F: | Saturday 11.12.2010 | 08:40 - 10:45 |
| E129: C. ter Braak, J. Vrugt | |
| From heuristic optimization by differential evolution to adaptive MCMC in real and discrete parameter spaces | |
| E356: M. Gilli, E. Schumann, G. Cabej, J. Lula | |
| Replicating hedge fund indices with optimization heuristics | |
| E678: A. Agapitos, M. O'Neill, A. Brabazon | |
| Promoting the generalisation of genetically induced trading rules |
| Session ES37 | Room: MAL B36 |
| Statistics for interval data | Saturday 11.12.2010 09:05 - 10:45 |
| Chair: Gil Gonzalez-Rodriguez | Organizer: Gil Gonzalez-Rodriguez |
| E596: A. Blanco-Fernandez, H. Fischer, P. Winker | |
| Predicting financial asset returns and volatility - interval data regressions | |
| E792: H. Fischer, A. Blanco-Fernandez, P. Winker | |
| Predicting financial asset returns and volatility: Point data vis-a-vis interval data models | |
| E760: M. Garcia-Barzana, A. Colubi, E. Kontoghiorghes | |
| Least-squares estimation of a multiple regression model for interval data | |
| E633: A. Ramos-Guajardo, G. Gonzalez-Rodriguez, M. Gil | |
| Inclusion test of the expected value of a random interval in a given interval |
| Session ES43 | Room: MAL 152 |
| Statistics for functional data | Saturday 11.12.2010 08:40 - 10:45 |
| Chair: Pascal Sarda | Organizer: Pascal Sarda and Wenceslao Gonzalez-Manteiga |
| E180: C. Crambes, A. Mas | |
| Prediction in functional linear regression with functional response | |
| E458: A. Martinez-Calvo, W. Gonzalez-Manteiga | |
| Applications of bootstrap calibration to functional linear regression | |
| E396: J. Aston, J. Chiou, J. Evans | |
| Teaching an Englishman to speak Chinese using functional data analysis | |
| E613: F. Ferraty, P. Vieu | |
| Nonparametric regression when both response and predictor are random curves | |
| E804: S. Lopez-Pintado, J. Romo | |
| Robust analysis of functional data |
| Session ES62 | Room: MAL 421 |
| Change points in time series | Saturday 11.12.2010 08:40 - 10:45 |
| Chair: Konstantinos Fokianos | Organizer: Konstantinos Fokianos and Roland Fried |
| E741: H. Rachinger | |
| Breaks in long memory time series | |
| E486: P. Ruckdeschel, B. Spangl, I. Ursachi | |
| Robustifications of the EM algorithm for state space models | |
| E599: U. Ligges, S. Krey | |
| Clustering multivariate time series for robust change point detection | |
| E397: C. Nam, J. Aston, A. Johansen | |
| Quantifying the uncertainty of change point estimates in time series | |
| E176: C. Kirch, J. Aston | |
| On hierarchical epidemic changes in dependent functional data |
| Session ES64 | Room: MAL 532 |
| Bayesian nonparametrics: methods and computation | Saturday 11.12.2010 09:05 - 10:45 |
| Chair: Igor Pruenster | Organizer: Sonia Petrone and Igor Pruenster |
| E427: S. Walker | |
| Bayesian computation with unknown normalising constant | |
| E078: F. Leisen, A. Lijoi | |
| Vectors of Poisson-Dirichlet processes | |
| E088: D. Pati, D. Dunson | |
| Nonparametric Bayes conditional distribution estimation and mean regression: posterior consistency and applications | |
| E085: B. Nipoti | |
| A construction of dependent Dirichlet processes |
| Session ES56 | Room: MAL 509 |
| Supersaturated and fractional factorial designs | Saturday 11.12.2010 08:40 - 10:45 |
| Chair: Steven Gilmour | Organizer: Peter Goos and Steven Gilmour |
| E319: K. Mylona, C. Koukouvinos | |
| The statistical analysis of optimal mixed-level supersaturated designs using group screening | |
| E394: C. Marley, D. Woods | |
| The effectiveness of supersaturated screening experiments | |
| E476: S. Georgiou, S. Stylianou | |
| Methods for analysing supersaturated designs: A computational comparison and some new proposals | |
| E440: B. Sartono, P. Goos, E. Schoen | |
| Linear programming approach for blocking strength-three designs | |
| E567: D. Wicaksono, W. Marquardt | |
| On optimal design of experiments for model discrimination using Akaike weights design criterion |
| Session ES73 | Room: MAL B35 |
| Robust multivariate methods | Saturday 11.12.2010 08:40 - 10:45 |
| Chair: Ruben Zamar | Organizer: Stefan Van Aelst |
| E132: C. Dehon, M. Gassner, V. Verardi | |
| Test for outlier detection and optimal choice of efficiency for MM-regression estimators | |
| E098: G. Haesbroeck, C. Croux | |
| Covariance regularization with robust estimators | |
| E193: K. Knight | |
| Some asymptotics for elemental subsets in regression with applications | |
| E144: C. Croux, C. Dehon | |
| Robustness and efficiency of the Spearman and Kendall correlation measures | |
| E708: S. Van Aelst, G. Willems | |
| Applications of fast robust bootstrap inference |
| Parallel session G: | Saturday 11.12.2010 | 11:10 - 13:15 |
| Session ES68 | Room: MAL 151 |
| Data analysis I | Saturday 11.12.2010 11:10 - 13:15 |
| Chair: Klea Panayidou | Organizer: ERCIM |
| E896: M. Gomes, L. Henriques-Rodrigues | |
| Adaptive PORT-MVRB extreme value index estimation: A comparison of heuristic algorithms | |
| E342: L. Hewitt | |
| The role of latent factors in budget allocation in the development of human capital in Trinidad and Tobago over time | |
| E736: S. Leoni-Aubin, J. Aubin | |
| A longest run test for heteroscedasticity in univariate regression model | |
| E187: J. Witzany, M. Rychnovsky, P. Charamza | |
| Survival analysis in LGD modeling |
| Session ES25 | Room: MAL B36 |
| Information fusion and classification using belief functions | Saturday 11.12.2010 11:10 - 13:15 |
| Chair: Thierry Denoeux | Organizer: Thierry Denoeux |
| E789: V. Antoine, B. Quost, M. Masson, T. Denoeux | |
| CEVCLUS : constrained-evidential clustering of proximity data | |
| E839: Y. Bi | |
| Sensor fusion on a hierarchical structure using the theory of belief functions | |
| E817: M. Sallak, W. Schon, F. Aguirre | |
| A comparison between the transferable belief and the imprecise reliability models based on Monte Carlo simulations | |
| E629: Z. Cherfi, L. Oukhellou, T. Denoeux, P. Aknin | |
| Using imprecise and uncertain information to enhance the diagnosis of a railway device | |
| E829: P. Dore, A. Jousselme, P. Maupin, A. Martin | |
| Deriving continuous belief functions from empirical ROC spaces |
| Session ES38 | Room: MAL 152 |
| Goodness of fit | Saturday 11.12.2010 11:10 - 13:15 |
| Chair: M. Carmen Pardo | Organizer: M. Carmen Pardo |
| E067: A. Cabana, E. Cabana | |
| Assessing ARMA models for stationary time series by transforming accumulated residues processes | |
| E260: A. Takemura, S. Kuriki | |
| Tube formula approach to testing multivariate normality and testing uniformity on the sphere | |
| E301: M. Jimenez-Gamero, S. Meintanis, V. Alba-Fernandez | |
| A class of goodness-of-fit tests based on transformation | |
| E453: A. Basu, A. Mandal | |
| Multinomial goodness-of-fit tests under inlier modification | |
| E210: K. Glombek | |
| Testing for the Semicircle Law |
| Session ES09 | Room: MAL 532 |
| Optimization heuristics in estimation and modelling | Saturday 11.12.2010 11:10 - 13:15 |
| Chair: Peter Winker | Organizer: Dietmar Maringer, Sandra Paterlini and Peter Winker |
| E515: T. Ramtohul, D. Maringer | |
| Rebalancing triggers for the CPPI using genetic programming | |
| E511: A. Gargano | |
| New evidence on variable selection with stochastic optimization algorithms | |
| E530: W. Cui, A. Brabazon, M. O'Neill | |
| Genetic algorithm for trade scheduling optimization | |
| E703: C. Lau | |
| Estimating stable distributions with genetic algorithms | |
| E743: I. Markovsky | |
| Data modeling using the nuclear norm heuristic |
| Session ES11 | Room: MAL 509 |
| Statistical signal extraction and filtering I | Saturday 11.12.2010 11:10 - 13:15 |
| Chair: Manfred Deistler | Organizer: Manfred Deistler, D.S.G. Pollock and Tommaso Proietti |
| E320: J. Arteche | |
| Semiparametric inference in correlated long memory signal plus noise models | |
| E461: A. Luati, T. Proietti, M. Reale | |
| Variance profile | |
| E642: D. Delle Monache, A. Harvey | |
| The effect of misspecification in models for extracting trends and cycles | |
| E777: A. Rocha, R. Soeiro | |
| Heart rate variability monitoring in critical illness: a time-frequency approach | |
| E313: T. Proietti, S. Grassi | |
| Bayesian stochastic model specification search for seasonal and calendar effects |
| Session ES52 | Room: MAL B35 |
| Robust methods, computation, and applications | Saturday 11.12.2010 11:10 - 13:15 |
| Chair: Peter Filzmoser | Organizer: Peter Filzmoser |
| E082: C. Hennig | |
| Some thoughts on the aggregation of variables in dissimilarity design | |
| E123: A. Alfons, P. Filzmoser | |
| Robust model selection in the social sciences | |
| E135: F. Critchley, K. Anaya-Izquierdo, P. Marriott, P. Vos | |
| Computational information geometry and robustness | |
| E139: R. Wehrens, P. Franceschi, U. Vrhovsek, F. Mattivi | |
| Biomarker identification in metabolomics | |
| E161: A. Ruiz-Gazen, A. Berro, S. Larabi Marie-Sainte | |
| EPP-Lab: a JAVA interface for exploratory projection pursuit |
| Session ES18 | Room: MAL 421 |
| Integer time series I | Saturday 11.12.2010 11:10 - 13:15 |
| Chair: Robert Jung | Organizer: Konstantinos Fokianos, Roland Fried and Robert Jung |
| E157: M. Wiper, A. Justel | |
| Bayesian nonparametric inference for INAR time series models | |
| E249: H. Reinhold, R. Jung | |
| A Monte Carlo study on estimation and forecasting in higher-order INAR(p) models | |
| E528: M. Silva, I. Pereira | |
| Bayesian detection of additive outliers in INAR(1) models | |
| E436: I. Silva, M. Silva | |
| Detection of outliers in integer-valued AR models | |
| E584: R. Nicolette, I. Pereira, M. Scotto | |
| Bayesian Inference in SETINAR(2;p,q) model |
| Parallel session I: | Saturday 11.12.2010 | 14:45 - 16:50 |
| Session ES20 | Room: MAL 152 |
| Matrix computations and multivariate data analysis | Saturday 11.12.2010 14:45 - 16:50 |
| Chair: Kohei Adachi | Organizer: Kohei Adachi |
| E230: P. Groenen, G. Nalbantov, H. Yip | |
| The SVMMaj majorization algorithm for Support Vector Machines with and without kernels | |
| E549: M. Sakakihara, M. Kuroda | |
| Acceleration of convergence for the alternating least squares iteration | |
| E110: N. Trendafilov, S. Unkel | |
| Exploratory factor analysis of data matrices with more variables than observations | |
| E352: K. Adachi | |
| Singular value reparameterization with its applications to least squares computations |
| Session ES24 | Room: MAL G16 |
| Nonlinear dimensionality reduction | Saturday 11.12.2010 14:45 - 16:50 |
| Chair: Pedro Delicado | Organizer: Pedro Delicado |
| E239: J. Lee, M. Verleysen | |
| Dimensionality reduction: from PCA to recent nonlinear techniques | |
| E639: A. Vellido | |
| Inroads into data visualization using generative topographic mapping | |
| E489: A. Zinovyev, A. Gorban | |
| Non-linear principal manifolds for bioinformatics applications | |
| E547: A. Gorban, A. Zinovyev | |
| Elastic and pluriharmonic graphs as universal approximants | |
| E160: P. Delicado, A. Hernandez, G. Lugosi | |
| A support convexity test with application to nonlinear dimensionality reduction |
| Session ES06 | Room: MAL B36 |
| Statistical algorithms and software II | Saturday 11.12.2010 14:45 - 16:50 |
| Chair: Uwe Ligges | Organizer: Cristian Gatu, Bettina Gruen, Uwe Ligges and Achim Zeileis |
| E426: B. Gruen, K. Hornik | |
| topicmodels: An R package for fitting topic models | |
| E383: F. Kruger, T. Kirste | |
| A Bayesian filter framework for dual use | |
| E462: A. Gandy | |
| Sequential implementation of Monte Carlo tests with uniformly bounded resampling risk | |
| E562: P. Rubin-Delanchy, A. Gandy | |
| Efficient and safe computation of the power of Monte Carlo tests | |
| E682: A. Zeileis, F. Cribari-Neto, B. Gruen | |
| Beta regression in R |
| Session ES08 | Room: MAL B35 |
| Quantile regression and semiparametric methods | Saturday 11.12.2010 14:45 - 16:50 |
| Chair: Hee-Seok Oh | Organizer: Michiel Debruyne, Xuming He, Mia Hubert and Byeong U. Park |
| E373: H. Oh, T. Lee, D. Nychka | |
| Fast nonparametric quantile regression with arbitrary smoothing methods | |
| E568: D. Benoit, D. Van den Poel | |
| Modeling binary regression quantiles using Dirichlet process priors | |
| E586: R. Al-Hamzawi, K. Yu | |
| Prior elicitation in mixed quantile regression models | |
| E595: B. Sen, P. Chaudhuri | |
| On fractile transformation of covariates in regression | |
| E651: S. Chatterjee, N. Mukhopadhyay | |
| On multivariate generalized spatial quantiles, regression and causality |
| Session ES61 | Room: MAL 421 |
| Integer time series II | Saturday 11.12.2010 14:45 - 16:50 |
| Chair: Roland Fried | Organizer: Konstantinos Fokianos, Roland Fried and Robert Jung |
| E490: A. Heinen, E. Rengifo, S. Frey, J. Grammig | |
| Trading activity and liquidity supply in a pure limit order book market: An empirical analysis | |
| E540: I. Pereira, N. Silva | |
| Estimation and Forecasting in INBL(1,0,1,1) Model | |
| E662: K. Fokianos | |
| Multivariate Poisson autoregression | |
| E375: P. Neal, V. Enciso-Mora, T. Subba Rao | |
| Statistical inference for count time series data | |
| E442: M. Monteiro, I. Pereira, M. Scotto | |
| Parameter estimation for integer-valued self-exciting threshold autoregressive processes |
| Session ES55 | Room: MAL 509 |
| Algorithms for design | Saturday 11.12.2010 14:45 - 16:50 |
| Chair: Peter Goos | Organizer: Peter Goos and Steven Gilmour |
| E407: B. Jones | |
| An algorithm for creating d-optimal exact designs for linear models on continuous factors | |
| E514: K. Sorensen | |
| Optimal design: metaheuristics can help | |
| E597: R. Kessels, B. Jones, P. Goos | |
| Algorithmic construction of optimal restricted discrete choice designs | |
| E753: P. Trandafir, A. Gordaliza | |
| Sequential procedures for KL optimization using trimmed K-means | |
| E757: B. Parker, J. Schormans, S. Gilmour | |
| Optimal design of experiments for Markov chains |
| Session ES65 | Room: MAL 532 |
| Topics in Bayesian nonparametrics | Saturday 11.12.2010 14:45 - 16:50 |
| Chair: Antonio Lijoi | Organizer: Sonia Petrone and Igor Pruenster |
| E644: S. Kundu, D. Dunson | |
| Single factor transformation priors for density regression | |
| E721: M. Guindani, A. Lijoi, F. Leisen | |
| Nonparametric model selection and multiple testing | |
| E812: P. De Blasi, A. Lijoi, I. Pruenster | |
| On the use of discrete nonparametric priors for continuous data | |
| E709: S. Wade, S. Mongelluzzo, S. Petrone | |
| A new enrichment of the Dirichlet process for multivariate random distributions | |
| E692: S. Favaro, A. Lijoi, R. Mena, I. Pruenster | |
| Bayesian nonparametric inference for species variety |
| Session EP03 | Room: Senate Crush Hall |
| Posters III | Saturday 11.12.2010 14:45 - 16:50 |
| Chair: Cristian Gatu | Organizer: ERCIM |
| E842: J. Munoz, J. Contreras, A. Arcos, S. Martínez | |
| A shrinkage method for weighting person and household calibration estimators | |
| E844: S. de Sousa-Vale, F. de Mello-Sampayo | |
| Tourism and growth in European countries: An application of likelihood-based panel cointegration | |
| E850: J. Dienstbier | |
| Robust modelling of extremes in linear heavy tailed models | |
| E864: M. Kateri, P. Dellaportas | |
| Conditional symmetry models for three-way tables | |
| E171: P. Roman-Roman, F. Torres-Ruiz | |
| A stochastic model related to the Richards growth curve | |
| E576: S. Martinez, M. Rueda, J. Munoz, H. Martinez | |
| On estimating population proportions with calibrated estimators |
| Parallel session J: | Saturday 11.12.2010 | 17:20 - 19:00 |
| Session ES30 | Room: MAL 509 |
| Applied statistics II | Saturday 11.12.2010 17:20 - 19:00 |
| Chair: Agustin Mayo | Organizer: Agustin Mayo |
| E299: R. Deardon, I. Vrbik, Z. Feng, J. Braun | |
| Using individual-level models to model spatio-temporal combustion dynamics | |
| E312: A. Garcia-Perez | |
| P-value under the alternative in robustness for hypothesis testing | |
| E802: P. Besbeas | |
| Integrated population model selection | |
| E612: A. Guha, T. Chothia | |
| Fixing e-passports using mutual information estimates |
| Session ES47 | Room: MAL 421 |
| Computational issues on time series | Saturday 11.12.2010 17:20 - 19:00 |
| Chair: Cira Perna | Organizer: Cira Perna and Kostas Triantafyllopoulos |
| E450: M. Seo, Y. Shin | |
| Inference for dynamic panels with threshold effect and endogeneity | |
| E800: K. Triantafyllopoulos | |
| Multivariate stochastic volatility modelling using Wishart autoregressive processes | |
| E700: V. D'Amato, E. Di Lorenzo, M. Russolillo, M. Sibillo | |
| The conjoint effects of stochastic risks on insurance portfolio internal models | |
| E797: M. Russolillo, V. D'Amato | |
| Stratified Sampling scheme of death causes for forecasting the survival trend |
| Session ES49 | Room: MAL B34 |
| Goodness-of-fit and model selection in GLLVM | Saturday 11.12.2010 17:20 - 19:00 |
| Chair: Maria-Pia Victoria-Feser | Organizer: Maria-Pia Victoria-Feser and Irini Moustaki |
| E151: S. Greven, T. Kneib | |
| On the behaviour of marginal and conditional Akaike information criteria in linear mixed models | |
| E104: A. Maydeu-Olivares, H. Joe | |
| Testing for approximate fit in multivariate discrete data (with IRT applications) | |
| E659: M. Victoria-Feser, D. Conne, E. Ronchetti | |
| Goodness-of-fit for generalized linear latent variables models | |
| E376: S. Cagnone, S. Bianconcini | |
| Approximate maximum likelihood inference in latent variable models for ordinal data |
| Session ES69 | Room: MAL 532 |
| Mixture models I | Saturday 11.12.2010 17:20 - 19:00 |
| Chair: Christian Hennig | Organizer: Dankmar Boehning, Marco Alfo, Christian Hennig, Luca Tardella |
| E166: L. De Angelis, M. Costa | |
| Hidden Markov model selection by Monte Carlo experiments | |
| E575: I. Rocchetti, M. Alfo | |
| Mixed effect models for multivariate mixed responses | |
| E811: L. Nieddu, C. Vitiello, M. Alfo | |
| Finite mixture models for longitudinal responses with attrition: a pattern mixture specification | |
| E498: W. Parr Bouberima, M. Nadif, Y. Khemal Bencheikh | |
| Choice of the model and the number of components in von Mises-Fisher mixtures |
| Session ES51 | Room: MAL 152 |
| Recursive partitioning | Saturday 11.12.2010 17:20 - 19:00 |
| Chair: Claudio Conversano | Organizer: Claudio Conversano |
| E634: R. Siciliano, V. Tutore, M. Aria, A. D'ambrosio | |
| Classification and regression trees for multivariate multi-way data | |
| E688: A. Wilhelm, I. Ilies | |
| Projection-based recursive partitioning for large, high-dimensional data | |
| E382: E. Dusseldorp, I. van Mechelen | |
| Treatment interaction trees: a new tree-based method to identify treatment-subgroup interactions | |
| E857: C. Conversano | |
| Threshold interaction detection in generalized linear models |
| Session ES57 | Room: MAL B35 |
| Robustness and complexity in semi- and non-parametrical statistics | Saturday 11.12.2010 17:20 - 19:00 |
| Chair: Andreas Christmann | Organizer: Andreas Christmann |
| E105: D. Paindaveine, M. Hallin, Z. Lu, M. Siman | |
| Local bilinear multiple-output quantile regression | |
| E120: O. Okhrin, W. Haerdle, Y. Okhrin | |
| Time varying hierarchical Archimedean copulae | |
| E328: H. Oja, E. Liski, K. Nordhausen | |
| Supervised invariant coordinate selection | |
| E216: A. Christmann, R. Hable | |
| Fitting additive models with Support Vector Machines: consistency and robustness |
| Session ES58 | Room: MAL B36 |
| Fuzzy sets in statistics | Saturday 11.12.2010 17:20 - 19:00 |
| Chair: M. Angeles Gil | Organizer: Gil Gonzalez-Rodriguez |
| E415: M. Ferraro, A. Colubi, G. Gonzalez-Rodriguez | |
| Testing linearity for a regression model with imprecise elements: a power analysis | |
| E604: T. Nakama, A. Colubi, M. Lubiano | |
| Factorial analysis of variance for fuzzy data | |
| E605: P. Giordani, H. Kiers | |
| FINDCLUS: fuzzy individual differences clustering | |
| E360: G. Gonzalez-Rodriguez, M. Gil, W. Trutschnig | |
| A comparison among supervised classification criteria for fuzzy random sets |
| Parallel session K: | Sunday 12.12.2010 | 09:00 - 10:40 |
| Session ES23 | Room: MAL 532 |
| Bayesian nonparametrics: theory | Sunday 12.12.2010 09:00 - 10:40 |
| Chair: Sonia Petrone | Organizer: Sonia Petrone and Igor Pruenster |
| E075: J. Rousseau, D. Sun | |
| On posterior rates of convergence under partially improper non parametric priors | |
| E079: J. Lee, G. Jang, S. Lee | |
| Posterior consistency of species sampling priors | |
| E091: H. van Zanten | |
| Bayesian inverse problems | |
| E502: P. Orbanz | |
| Projective limits of Bayesian models |
| Session ES26 | Room: MAL 509 |
| Data modeling by shape restriction | Sunday 12.12.2010 09:25 - 10:40 |
| Chair: Ioannis Demetriou | Organizer: Ioannis Demetriou |
| E710: I. Demetriou, S. Papakonstantinou | |
| Best L1 convex fit to univariate data: a characterization theorem and an algorithm | |
| E713: S. Papakonstantinou, I. Demetriou | |
| Case study: Applications of the best L1 convex approximation on certain economic data sets | |
| E723: E. Vassiliou | |
| Data fitting by divided differences and splines |
| Session ES27 | Room: MAL 355 |
| Analysis of spatial data: estimation, modelling, and inference | Sunday 12.12.2010 09:25 - 10:40 |
| Chair: Elvan Ceyhan | Organizer: Elvan Ceyhan |
| E152: C. Bocci, E. Rocco | |
| Estimates for geographical domains through geoadditive models in presence of missing information | |
| E393: G. Kwong, R. Deardon | |
| Linear approximations of individual-level models for infectious disease | |
| E182: I. Sciascia | |
| Adjusted calibration estimators for sparse spatial data |
| Session ES46 | Room: MAL B29 |
| Component analysis | Sunday 12.12.2010 09:00 - 10:40 |
| Chair: Marieke Timmerman | Organizer: Marieke Timmerman and Eva Ceulemans |
| E284: M. Timmerman, E. Ceulemans, K. De Roover | |
| The generic subspace clustering model | |
| E340: K. De Roover, E. Ceulemans, M. Timmerman, P. Onghena | |
| Clusterwise SCA-P | |
| E087: J. Van Ginkel, H. Kiers, P. Kroonenberg | |
| Comparison of several methods for handling missing data in principal component analysis | |
| E334: E. Ceulemans, H. Kiers, M. Timmerman | |
| How to select a model in multi-way and multi-level component analysis: The CHull procedure |
| Session ES50 | Room: MAL 421 |
| Partial least squares methods I | Sunday 12.12.2010 09:00 - 10:40 |
| Chair: Vincenzo Esposito Vinzi | Organizer: Vincenzo Esposito Vinzi |
| E337: J. Magidson | |
| Correlated component regression: an alternative to PLS-regression | |
| E481: L. Trinchera, V. Esposito Vinzi, A. Tenenhaus, M. Tenenhaus | |
| Correlated component PLS-type regression with variable selection feature for large datasets | |
| E663: A. Tenenhaus | |
| Generalized multiple-set Kernel CCA | |
| E314: M. Tenenhaus | |
| Regularized generalized canonical correlation analysis |
| Session ES07 | Room: MAL B20 |
| Fuzzy statistical analysis | Sunday 12.12.2010 09:00 - 10:40 |
| Chair: M. Brigida Ferraro | Organizer: Ana Colubi |
| E577: O. Strauss | |
| How to compare two quasi-continuous histograms | |
| E690: B. Sinova, M. Gil, A. Colubi, G. Gonzalez-Rodriguez, S. Van Aelst | |
| An approach to the median of a random fuzzy set | |
| E821: C. Roldan, J. Martinez-Moreno, A. Roldan | |
| A fuzzy least-squares regression based on a concept of distance with application to Economics and Finance | |
| E628: R. Almeida, N. Verbeek, U. Kaymak | |
| Comparative study of Markov chain models and probabilistic fuzzy systems |
| Session ES53 | Room: Senate Beveridge Hall |
| Robust methods in econometrics | Sunday 12.12.2010 09:00 - 10:40 |
| Chair: Kris Boudt | Organizer: Kris Boudt |
| E275: F. Zikes, K. Abadir, W. Distaso | |
| Model-free estimation of large variance matrices | |
| E280: Y. Chalabi, D. Wuertz | |
| Outlier resistant GARCH modeling | |
| E303: J. Cornelissen, K. Boudt, C. Croux | |
| The Gaussian rank correlation estimator: Efficiency and robustness properties | |
| E419: J. Doornik | |
| Econometric model selection with more variables than observations |
| Parallel session L: | Sunday 12.12.2010 | 11:10 - 12:50 |
| E071: D. Pfeffermann | |
| New developments in small area estimation | |
| E174: W. Fuller, E. Berg | |
| Small area prediction for count data | |
| E545: J. Breidt, D. Hernandez-Stumpfhauser, J. Opsomer | |
| Hierarchical Bayesian small area estimation for diurnal data with application to recreational fisheries |
| Session ES39 | Room: MAL 152 |
| Longitudinal data analysis | Sunday 12.12.2010 11:10 - 12:50 |
| Chair: M. Carmen Pardo | Organizer: M. Carmen Pardo |
| E150: M. Durban | |
| Penalized mixed models for longitudinal data | |
| E321: R. Henderson | |
| A hidden Markov model for informative dropout in longitudinal response data | |
| E463: T. Park, S. Oh | |
| Gene-by-gene interaction analysis for correlated phenotypes in genetic association studies | |
| E434: M. Pardo | |
| Influence measures for GEE |
| Session ES41 | Room: MAL B20 |
| Evolutionary model-based design of experiments | Sunday 12.12.2010 11:10 - 12:50 |
| Chair: Irene Poli | Organizer: Irene Poli |
| E582: D. Ferrari, D. De March, M. Borrotti | |
| Adaptive design optimization of combinatorial experiments via interaction information | |
| E673: D. Slanzi, I. Poli, D. De Lucrezia, G. Minervini | |
| The evolutionary Bayesian network design for combinatorial synthetic proteins | |
| E764: M. Borrotti, E. Foscolo | |
| Comparison of different algorithms for optimizing the pseudo–likelihood surface in copula models | |
| E771: D. Orlando, S. Giove, I. Poli | |
| The optimal design of building envelopes via particle swarm optimization |
| Session ES10 | Room: MAL 509 |
| Optimal design for nonlinear models | Sunday 12.12.2010 11:10 - 12:50 |
| Chair: Ben Torsney | Organizer: Jesus Lopez-Fidalgo |
| E212: S. Biedermann, H. Dette, D. Woods | |
| Optimal design for additive partially nonlinear models | |
| E698: S. Gilmour, L. Trinca | |
| Bayesian L-optimal exact design of experiments for biological kinetic models | |
| E491: R. Schwabe, U. Grasshoff, H. Grossmann, H. Holling | |
| Optimal design in probit choice models | |
| E793: J. Lopez-Fidalgo, R. Martin, M. Rodriguez-Hernandez | |
| The EM algorithm and optimal designs for mixtures of distributions |
| Session ES60 | Room: MAL B29 |
| Hybrid models in uncertainty and decision | Sunday 12.12.2010 11:10 - 12:50 |
| Chair: Giulianella Coletti | Organizer: Giulianella Coletti |
| E336: A. Capotorti, G. Figa-Talamanca | |
| On an implicit assessment of fuzzy volatility in the Black and Scholes environment | |
| E739: B. Vantaggi | |
| From qualitative probability to qualitative possibility | |
| E746: D. Petturiti, G. Busanello | |
| Possibilistic graphical models in a coherent setting | |
| E666: G. Coletti | |
| Inference with hybrid information in a coherent setting |
| Session ES70 | Room: MAL 532 |
| Mixture models II | Sunday 12.12.2010 11:10 - 12:50 |
| Chair: Luca Tardella | Organizer: Dankmar Boehning, Marco Alfo, Christian Hennig, Luca Tardella |
| E274: D. Boehning, W. Boehning, H. Holling | |
| Modelling heterogeneity in meta-analysis of diagnostic studies using nonparametric mixture models | |
| E273: F. Ieva, A. Guglielmi, A. Paganoni, F. Ruggeri | |
| Mixture models for Bayesian estimation of survival probabilities in acute myocardial infarction | |
| E335: S. Subedi, P. McNicholas | |
| Variational Bayes approximations for the model-based clustering and classification of longitudinal data | |
| E418: L. Evers | |
| Tree selection for hierarchical mixture of experts models |
| Session ES66 | Room: MAL 421 |
| Partial least squares methods II | Sunday 12.12.2010 11:10 - 12:50 |
| Chair: Vincenzo Esposito Vinzi | Organizer: Vincenzo Esposito Vinzi |
| E803: G. Montana, B. McWilliams | |
| Predictive clustering using local partial least squares. | |
| E626: A. Martinez-Ruiz, T. Aluja-Banet | |
| Nonlinear and interaction effects between formative constructs: Two-step PLS path modelling mode B | |
| E500: G. Russolillo | |
| About the influence of quantification in PLS-PM for costumer satisfaction analysis | |
| E717: S. Balzano, G. Porzio, L. Trinchera | |
| Scoring ordinal indicators in PLS path modeling |
| Parallel session N: | Sunday 12.12.2010 | 15:15 - 16:55 |
| Session EI82 | Room: Senate Beveridge Hall |
| Invited Session: Fuzzy sets in statistics | Sunday 12.12.2010 15:15 - 16:55 |
| Chair: Ana Colubi | Organizer: Ana Colubi |
| E179: R. Viertl | |
| Fuzzy predictive distributions | |
| E625: M. Gil, G. Gonzalez-Rodriguez | |
| Fuzzy scale as an alternative to Likert's ones from a statistical perspective | |
| E769: T. Denoeux | |
| Maximum likelihood from uncertain data in the Dempster-Shafer framework |
| Session ES67 | Room: MAL 355 |
| Data Analysis II | Sunday 12.12.2010 15:15 - 16:55 |
| Chair: Klea Panayidou | Organizer: ERCIM |
| E153: J. Ramalho, E. Ramalho | |
| Alternative versions of the RESET test for binary response index models: A comparative study | |
| E640: S. Gubbiotti, P. Brutti, F. De Santis | |
| A robust Bayesian stopping rule for sequential trials | |
| E782: V. Vitelli, F. Manfredini, P. Tagliolato, S. Vantini | |
| Spatially dependent functional data: city planning through local telephonic time patterns | |
| E852: J. Picek, J. Dienstbier | |
| Extremes of two-step regression quantiles |
| Session ES31 | Room: MAL B34 |
| Robust methods and outlier detection in financial data | Sunday 12.12.2010 15:15 - 16:55 |
| Chair: Aurea Grane | Organizer: Aurea Grane |
| E170: M. La Rocca, P. Coretto, G. Storti | |
| Identification of outlying volatilities in high-dimensional financial data sets | |
| E268: K. Boudt, J. Zhang | |
| Jump robust two time scale covariance estimation and realized volatility budgets | |
| E400: F. Laurini, L. Grossi, G. Scandolo | |
| Robust estimation of optimal portfolio allocation parameters | |
| E066: A. Grane, H. Veiga | |
| Outliers in GARCH models and the estimation of risk measures |
| Session ES45 | Room: MAL 421 |
| Time series models for market risk prediction | Sunday 12.12.2010 15:15 - 16:55 |
| Chair: Giuseppe Storti | Organizer: Giuseppe Storti |
| E351: G. Rivieccio | |
| Time-varying vine copulas | |
| E413: E. Otranto, G. Gallo | |
| Modeling and forecasting volatility subject to changes of regime | |
| E854: J. Marcucci, G. Chionsini, M. Quagliariello | |
| On the treatment of small and medium enterprises' in Basel 2 | |
| E086: A. Silvestrini, G. Sbrana | |
| Exponential smoothing models in portfolio risk measurement |
| Session ES12 | Room: MAL B20 |
| Statistical signal extraction and filtering II | Sunday 12.12.2010 15:15 - 16:55 |
| Chair: DSG Pollock | Organizer: Manfred Deistler, D.S.G. Pollock and Tommaso Proietti |
| E315: D. Pollock | |
| Band-limited stochastic processes in discrete and continuous time | |
| E603: F. Konecny | |
| Calibration of hidden Markov diffusion models: A comparison of direct likelihood maximization and EM | |
| E722: P. Wolfe | |
| Time-varying autoregressive models: Theory and speech applications | |
| E738: C. Mastromarco, U. Woitek | |
| A stochastic frontier model with time-varying vectorautoregressive inefficiency |
| Session ES13 | Room: MAL 509 |
| Small area estimation | Sunday 12.12.2010 15:15 - 16:55 |
| Chair: Maria Dolores Ugarte | Organizer: Ray Chambers, Domingo Morales, Jon N.K. Rao and Maria Dolores Ugarte |
| E167: M. Martinez-Miranda, M. Lombardia, S. Sperlich, W. Gonzalez-Manteiga | |
| Estimation and parameter choice in nonparametric mixed effects models | |
| E331: P. Clarke, N. Rahman, A. Taylor, K. McGrath, D. Silva | |
| Model based estimates of households in poverty | |
| E449: B. Buelens, J. van den Brakel, V. Blaess | |
| Small area estimation of official crime statistics | |
| E479: T. Schmid, R. Muennich | |
| Spatial robust small area estimation for business statistics |
| Session ES16 | Room: MAL B29 |
| Matrix computations and statistics | Sunday 12.12.2010 15:15 - 16:55 |
| Chair: Paolo Foschi | Organizer: Costas Bekas, Xiao-Wen Chang, Paolo Foschi, Erricos John Kontoghiorghes |
| E365: D. Titley-Peloquin, X. Chang, C. Paige | |
| Solving linear regression problems using LSQR | |
| E388: T. Mary-Huard, A. Celisse | |
| Exact Cross-Validation for k-NN in binary classification, applications to passive and active learning | |
| E422: D. Jang, H. Oh | |
| Dependent structure detection by blockwise risk | |
| E762: P. Foschi, P. Yanev, E. Kontoghiorghes | |
| Computational methods for estimating the two-way error-components regression model with heteroscedastic errors |
| Session ES14 | Room: MAL 532 |
| Mixture models III | Sunday 12.12.2010 15:15 - 16:55 |
| Chair: Dankmar Boehning | Organizer: Dankmar Boehning, Marco Alfo, Christian Hennig, Luca Tardella |
| E428: F. Baksh, D. Boehning | |
| An over-dispersion test for zero-modified count data with covariates | |
| E464: R. Lerdsuwansri, D. Boehning | |
| Population size estimation based upon discrete mixtures of bivariate, conditional independent Poisson distributions | |
| E607: D. Alunni Fegatelli, L. Tardella | |
| Alternative Bayesian analysis of Markov Chain behavioral effects in capture-recapture experiments. | |
| E778: A. Vidal-Diez, D. Boehning | |
| Extension of Chao's lower bound estimator to include covariate information |
| Parallel session P: | Sunday 12.12.2010 | 17:20 - 19:00 |
| Session ES36 | Room: MAL B33 |
| Recent advances in small area estimation | Sunday 12.12.2010 17:20 - 19:00 |
| Chair: Isabel Molina | Organizer: Isabel Molina |
| E338: D. Morales, Y. Marhuenda, I. Molina | |
| Two area-level time-space models for small area estimation | |
| E485: R. Muennich, J. Burgard | |
| Performance of small area estimators under selected sampling designs | |
| E766: R. Lehtonen, A. Veijanen | |
| Estimation of poverty indicators for domains with unit-level auxiliary information under unequal probability sampling | |
| E814: M. Pratesi, S. Marchetti, N. Tzavidis | |
| Non-parametric bootstrap mean squared error estimation for small area means, quantiles and poverty indicators |
| Session ES44 | Room: MAL B20 |
| Measuring forecast and expectation | Sunday 12.12.2010 17:20 - 19:00 |
| Chair: Anna Staszewska | Organizer: Anna Staszewska |
| E195: I. Savin, P. Winker | |
| Heuristic model selection for leading indicators in Russia and Germany | |
| E283: A. Staszewska-Bystrova, P. Winker | |
| Constructing optimal path-wise bootstrap prediction bands with threshold accepting | |
| E585: V. Bystrov, A. Banerjee, P. Mizen | |
| The role of forecasts in interest rate pass-through | |
| E671: D. Blueschke, V. Blueschke-Nikolaeva, R. Neck | |
| Policy interactions in a monetary union: an application of the OPTGAME algorithm |
| Session ES15 | Room: MAL B34 |
| Mixture models IV | Sunday 12.12.2010 17:20 - 19:00 |
| Chair: Fazil Baksh | Organizer: Dankmar Boehning, Marco Alfo, Christian Hennig, Luca Tardella |
| E556: J. Andrews, P. McNicholas | |
| Semi-supervised variable selection for model-based clustering | |
| E608: D. Di Cecco | |
| Conditional exact tests for three classes of mixture models for categorical data. | |
| E776: S. Volant, M. Martin-Magniette, S. Robin | |
| Hidden Markov Model averaging for binary classification in a variational Bayesian framework | |
| E572: S. Faria, G. Soromenho | |
| An entropy criterion in mixtures of linear regressions |
