ERCIM'10

3rd International Conference of the ERCIM WG on
COMPUTING & STATISTICS (ERCIM'10)
10-12 December 2010, Senate House, University of London, UK



PROGRAMME ERCIM 2010


KEYNOTE TALKS


Keynote talk1 Friday 10.12.2010 08:55 - 09:45 Room: IoE Logan Hall
Factor modelling for time series: a dimension-reduction approach
Speaker: Q. Yao  Co-authors: C. Lam Chair: George Kapetanios
Keynote talk2 Friday 10.12.2010 15:55 - 16:45 Room: IoE Logan Hall
The forward search in robust statistics
Speaker: A. Atkinson  Co-authors: M. Riani Chair: Irini Moustaki
Keynote talk3 Sunday 12.12.2010 14:20 - 15:10 Room: Senate Beveridge Hall
Interdisciplinary research in support of biomedical discoveries: The role of the biostatistician and informaticist
Speaker: S. Azen   Co-authors: Chair: George Loizou


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
Session ES35 Room: MAL 541
Validation and specification tests with structured data Friday 10.12.2010    10:15 - 12:20
Chair: M. Dolores Jimenez-Gamero Organizer: Simos Meintanis and M. Dolores Jimenez-Gamero
  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

Session EI84 Room: Senate Beveridge Hall
Invited Session: Heuristic methods in statistics Saturday 11.12.2010    08:40 - 10:45
Chair: Sandra Paterlini Organizer: Dietmar Maringer, Sandra Paterlini and Peter Winker
  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

Session EI83 Room: Senate Beveridge Hall
Invited Session: Small area estimation Sunday 12.12.2010    11:10 - 12:50
Chair: Domingo Morales Organizer: Ray Chambers, Domingo Morales, Jon N.K. Rao and Maria Dolores Ugarte
  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