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Slot H: Sunday, 13 December 2015, 10:55 - 13:00
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Schedule
EI012: Special session on optimal experimental design
CLO B01
Venue: BBK-Clore, Level: -1, Capacity: 250
Organizer: Alexander Donev
Chair: Alexander Donev
Alexander Donev - EI0190: Experimental designs att ...
Anthony Atkinson - EI1205: Experiments with sets o ...
Rainer Schwabe - EI1257: Cross-sectional versus lo ...
Holger Dette - EI1372: Optimal designs for compari ...
EO042: Recent advances on functional data analysis and applications
CLO 102
Venue: BBK-Clore, Level: 1, Capacity: 33
Organizer: Ana Maria Aguilera, M Carmen Aguilera-Morillo
Chair: M Carmen Aguilera-Morillo
Joaquin Ortega - EO0537: The two-sample problem fo ...
Helle Sorensen - EO0702: Multinomial functional re ...
M Carmen Aguilera-Morillo - EO0711: Using P-spline ...
Maria Francesca Carfora - EO1153: Multivariate fun ...
Besnik Pumo - EO1040: Generalized functional linea ...
EO202: Applications of functional data analysis
CLO 101
Venue: BBK-Clore, Level: 1, Capacity: 50
Organizer: Alicia Nieto-Reyes
Chair: Alicia Nieto-Reyes
Jean-Michel Loubes - EO1460: A functional deformat ...
Ah Yeon Park - EO1120: Predictive domain-selection ...
Annie Qu - EO0976: Mixture modeling for longitudin ...
Antonio Cuevas - EO0423: Shape analysis and interp ...
Paulo Canas Rodrigues - EO1165: Analysis of traffi ...
EO054: Multivariate analysis
CLO 203
Venue: BBK-Clore, Level: 2, Capacity: 33
Organizer: Apostolos Batsidis
Chair: Apostolos Batsidis
Aida Toma - EO0655: Empirical divergence estimates ...
Jochen Einbeck - EO0798: Self-consistency tests fo ...
Ioannis Papastathopoulos - EO1059: Efficient depen ...
Isabel Maria Rodrigues - EO1041: Robust inference ...
Cinzia Franceschini - EO1343: MaxSkew: An R packag ...
EG015: Contributions in time series and time-varying coefficients
CLO 204
Venue: BBK-Clore, Level: 2, Capacity: 33
Organizer: CFE-CMStatistics
Chair: Jens-Peter Kreiss
Stephane Chretien - EG1500: Joint estimation and m ...
Mohamed Ahkim - EG1499: Shape testing in varying c ...
Keiko Yamaguchi - EG1710: Diagnostic testing for n ...
Sara Sjostedt de Luna - EG1769: Measuring cloud wo ...
Marco Costa - EG0380: Distribution-free estimation ...
EO607: Statistical aspects of topological data analysis
CLO 306
Venue: BBK-Clore, Level: 3, Capacity: 33
Organizer: Bertrand Michel
Chair: Bertrand Michel
Anthea Monod - EO1008: Random topology: A survey
Mathieu Carriere - EO0819: Statistical learning fo ...
Max Sommerfeld - EO1032: Statistical inference wit ...
Omer Bobrowski - EO0896: Topological consistency v ...
Yen-Chi Chen - EO0617: Asymptotic theory for densi ...
EO278: Inference for stochastic processes
MAL B29
Venue: BBK-Malet, Level: -1, Capacity: 30
Organizer: Michael Wiper
Chair: Michael Wiper
Carles Breto - EO0192: Closing the loop: Computati ...
Stefano Cabras - EO0426: The conditional predictiv ...
Pepa Ramirez Cobo - EO0496: Bayesian analysis of t ...
Ines M del Puerto - EO0571: The role of summary st ...
Miguel Gonzalez Velasco - EO0574: Minimum disparit ...
EO609: Mixture models for non-vectorial data
MAL B30
Venue: BBK-Malet, Level: -1, Capacity: 40
Organizer: Charles Bouveyron
Chair: Charles Bouveyron
Julien Jacques - EO0247: The discriminative functi ...
Julien Velcin - EO0340: Joint extraction of topics ...
Faicel Chamroukhi - EO0392: Robust non-normal mixt ...
Etienne Come - EO0508: Analyzing spatio-temporal b ...
Chloe Friguet - EO1299: A statistical test for ano ...
EO232: Advances in survival and reliability
MAL B20
Venue: BBK-Malet, Level: -1, Capacity: 99
Organizer: Juan Eloy Ruiz-Castro, Mariangela Zenga
Chair: Mariangela Zenga
Panagiotis Vassiliou - EO0377: Fuzzy semi-Markov m ...
Sophie Mercier - EO0682: Technical tools for the u ...
Conor Donnelly - EO1171: A longitudinal model with ...
Rosa Lillo - EO0919: Influence of the dependence p ...
Juan Eloy Ruiz-Castro - EO0994: A discrete homogen ...
EO108: Outliers and robustness in time series
MAL B36
Venue: BBK-Malet, Level: -1, Capacity: 123
Organizer: Roland Fried
Chair: Roland Fried
Christoph Kustosz - EO0289: Depth estimation for a ...
Daniel Vogel - EO0499: Detecting scale changes usi ...
Tobias Voigt - EO0869: Classification of structura ...
Svenja Fischer - EO1042: Detecting patterns in tim ...
Peter Ruckdeschel - EO0764: Measuring and combinin ...
EO102: Multivariate extremes
MAL B35
Venue: BBK-Malet, Level: -1, Capacity: 125
Organizer: Michael Falk
Chair: Michael Falk
Clement Dombry - EO0285: Exact simulation of max-s ...
Vicky Fasen-Hartmann - EO0600: Estimation of margi ...
Giulia Marcon - EO0851: Modelling the extremal dep ...
Stefan Aulbach - EO1057: Tests for neighborhoods o ...
Chen Zhou - EO1247: Estimating systematic risk und ...
EO228: High-dimensional peaks over thresholds methods
MAL B33
Venue: BBK-Malet, Level: -1, Capacity: 165
Organizer: Holger Rootzen
Chair: Holger Rootzen
Jenny Wadsworth - EO0420: Statistical modelling wi ...
Anja Janssen - EO1131: Applications of the tail pr ...
Sebastian Engelke - EO1052: Bayesian inference for ...
John Einmahl - EO0933: Estimating tail dependence ...
Anna Kiriliouk - EO0903: Estimating tail dependenc ...
EO256: Robust statistics in R
MAL B34
Venue: BBK-Malet, Level: -1, Capacity: 222
Organizer: Valentin Todorov
Chair: Valentin Todorov
Michele Gallo - EO0875: Robust approaches for thre ...
Luis Angel Garcia-Escudero - EO1021: On a more ada ...
Matthias Templ - EO0845: Outlier detection in comp ...
Holger Cevallos Valdiviezo - EO1331: Least trimmed ...
Mia Hubert - EO1379: The mrfDepth package for mult ...
EO078: Inference for large matrices with modern applications
MAL G15
Venue: BBK-Malet, Level: 0, Capacity: 60
Organizer: Bertrand Clarke
Chair: Igor Pruenster
Liza Levina - EO1653: Estimating network edge prob ...
Zhao Ren - EO0731: Robust covariance matrix estima ...
Yumou Qiu - EO1199: Statistical inference on the s ...
Ping-Shou Zhong - EO0828: Tests for covariance str ...
Lingzhou Xue - EO1272: Joint limiting laws for hig ...
EO216: Change point analysis
MAL 402
Venue: BBK-Malet, Level: 4, Capacity: 35
Organizer: Zuzana Praskova
Chair: Zuzana Praskova
Daniela Jaruskova - EO0205: Detecting non-simultan ...
Zdenek Hlavka - EO0233: Two-sample change-point an ...
Zuzana Praskova - EO0859: Dependent wild bootstrap ...
Ansgar Steland - EO0904: Change points in dependen ...
Lorenzo Trapani - EO0935: Testing for instability ...
EO338: Statistical boosting
MAL 415
Venue: BBK-Malet, Level: 4, Capacity: 55
Organizer: Andreas Mayr
Chair: Andreas Mayr
Heidi Seibold - EO0624: On the choice and influenc ...
Riccardo De Bin - EO0175: Likelihood-based and mod ...
Thomas Kneib - EO0154: Boosting multi-state models
Elisabeth Bergherr - EO1017: Boosting joint models ...
Andreas Mayr - EO0911: Boosting distributional reg ...
EO186: Automatic bandwidth selection for kernel estimators
MAL 414
Venue: BBK-Malet, Level: 4, Capacity: 70
Organizer: M. Dolores Martinez-Miranda
Chair: M. Dolores Martinez-Miranda
Stefan Sperlich - EO0626: Calibrating non- and sem ...
Jose E Chacon - EO0259: Pilot pre-smoothing withou ...
Stefan Richter - EO0535: Adaptive bandwidth select ...
Mercedes Conde-Amboage - EO1110: A bandwidth selec ...
M. Dolores Martinez-Miranda - EO0853: Do-validatin ...
EO246: Multivariate survival data with latent variables
MAL 421
Venue: BBK-Malet, Level: 4, Capacity: 130
Organizer: Xinyuan Song
Chair: Taeryon Choi
Yuanyuan Lin - EO0165: Robust estimation for gener ...
Jingheng Cai - EO0344: Analysis of proportional me ...
Junhao Pan - EO0370: A Bayesian analysis of genera ...
Chunjie Wang - EO0452: A joint modeling approach f ...
Zheyu Wang - EO0604: A latent variable regression ...
EG013: Contributions on dependence modelling
MAL 539
Venue: BBK-Malet, Level: 5, Capacity: 35
Organizer: CFE-CMStatistics
Chair: Jun Yan
Fabrizio Leisen - EG1736: Compound random measures
Thomas Nagler - EG1529: Evading the curse of dimen ...
Matthias Killiches - EG1493: Model distances for v ...
Daniel Gaigall - EG1382: Comparison of statistical ...
Indranil Ghosh - EG1705: Some alternative bivariat ...
EO254: Health Economics
MAL 540
Venue: BBK-Malet, Level: 5, Capacity: 35
Organizer: Michael Talias
Chair: Michael Talias
Panagiotis Zervopoulos - EO0439: Bias-corrected pe ...
Gianluca Baio - EO0477: Efficient Gaussian process ...
Caterina Conigliani - EO0739: Predictive model ass ...
Kostas Kounetas - EO0713: Decomposing efficiency o ...
Michael Talias - EO1612: In search of realistic QA ...
EO274: Quantile regression in high dimension
MAL 541
Venue: BBK-Malet, Level: 5, Capacity: 48
Organizer: Huixia Judy Wang
Chair: Jianhui Zhou
Linglong Kong - EO0429: Regularized quantile regre ...
Shujie Ma - EO0673: Inference for single-index qua ...
Emre Barut - EO0701: Sparse trimmed regression
Ana-Maria Staicu - EO0743: Functional quantile reg ...
Lan Wang - EO1233: Partially linear additive quant ...
CO286: Financial time series
G21A
Venue: Senate, Level: 0, Capacity: 30
Organizer: Melanie Schienle, Kyusang Yu
Chair: Melanie Schienle
Taewook Lee - CO1155: Test for serial correlation ...
Jooyoung Jeon - CO0939: ARMA-GARCH models and kern ...
Peter Malec - CO0923: A Semiparametric Intraday GA ...
Nestor Parolya - CO1293: Consistent estimation of ...
Carsten Bormann - CO1281: Testing against asymmetr ...
CO576: Nonstationary time series and panels
Bedford
Venue: Senate, Level: 0, Capacity: 40
Organizer: Stephan Smeekes
Chair: Stephan Smeekes
Ramon Van den Akker - CO0315: Semiparametrically o ...
Simon Reese - CO0636: On the role of the rank cond ...
Etienne Wijler - CO1534: A comparative study on fo ...
Jean-Pierre Urbain - CO1709: Nonlinear heterogenei ...
Josep Lluis Carrion-i-Silvestre - CO1699: Testing ...
CO358: Numerical methods and estimation of DSGE models
Gordon
Venue: Senate, Level: 0, Capacity: 40
Organizer: Martin M Andreasen
Chair: Martin M Andreasen
Giovanni Lombardo - CO0411: A theory of pruning
Willi Mutschler - CO0445: Identification of DSGE m ...
Karl Schmedders - CO0547: Higher-order dynamics in ...
Andrew Binning - CO0473: Solving second and third- ...
Kasper Jorgensen - CO1266: Short run consumption r ...
CO376: Quantile regression in finance and economics
Bloomsbury
Venue: Senate, Level: 0, Capacity: 50
Organizer: Massimiliano Caporin
Chair: Massimiliano Caporin
Massimiliano Caporin - CO0337: Oil returns conditi ...
Giovanni Bonaccolto - CO0431: Asset allocation str ...
Marian Risse - CO0552: A Quantile-Boosting Approac ...
Timo Dimitriadis - CO1028: Estimating daily finan ...
Luis Filipe Martins - CO0934: Revisiting the publi ...
CO360: Estimation and inference in long memory processes
Montague
Venue: Senate, Level: 0, Capacity: 50
Organizer: Josu Arteche
Chair: Josu Arteche
Carlos Velasco - CO0482: Bias-free estimation of f ...
Paulo Rodrigues - CO0527: Testing the fractionally ...
Valderio Anselmo Reisen - CO0307: Robust spectral ...
Shelton Peiris - CO1636: Generalized fractional st ...
Josu Arteche - CO0369: Optimal bandwidth selection ...
CO641: Modelling and forecasting cyclical fluctuations II
Woburn
Venue: Senate, Level: 0, Capacity: 70
Organizer: Gian Luigi Mazzi
Chair: Josef Hollmayr
Charlotte Christiansen - CO0254: Idiosyncratic vol ...
Fan Zhang - CO0262: A simple multivariate filter f ...
Stephen Pollock - CO0280: Oversampling of stochast ...
Josef Hollmayr - CO0346: Learning about banks' net ...
Anindya Banerjee - CO0716: An overview of the fact ...
CI022: Special session on modelling heteroskedasticity
Beveridge Hall
Venue: Senate, Level: 0, Capacity: 450
Organizer: Liudas Giraitis
Chair: Liudas Giraitis
Timo Terasvirta - CI0466: Testing and modelling th ...
Liudas Giraitis - CI0613: Testing for mean stabili ...
Dennis Kristensen - CI1544: A semiparametric multi ...
CP002: Poster Session
Macmillan Hall and Crush Hall
Venue: Senate, Level: 0, Capacity: 450
Organizer: CFE
Chair: Stella Hadjiantoni
Jan Voelzke - CP0186: Individual labour income, st ...
Anna Czapkiewicz - CP1159: Time-varying transition ...
Radek Hendrych - CP1505: Robustified sequential es ...
Tomasz Wojtowicz - CP1518: Intraday long-term link ...
Till Weigt - CP1618: A new forecast combination ap ...
Xinghua Xia - CP1693: Measuring systemic risk in t ...
Frantisek Cech - CP1700: Measurement of common ris ...
Lubos Hanus - CP1772: A wavelet-based time-varying ...
Ethan Petersen - CP1562: The stock price effect of ...
Connor Kispert - CP1648: The effect of regulation ...
Rachida Hennani - CP1629: Nonlinear interdependenc ...
Oren Tapiero - CP1204: Intraday asset risk pricing ...
CO516: Risk and volatility modelling
Athlone
Venue: Senate, Level: 1, Capacity: 30
Organizer: Giuseppe Storti
Chair: Giuseppe Storti
Arie Preminger - CO0615: The effect of additive ou ...
Malvina Marchese - CO0776: Whittle estimation of m ...
Niels Strange Hansen - CO1256: Realizing commodity ...
Giuseppe Storti - CO1332: Robust clusterwise autor ...
CO584: Empirical macroeconomics
Holden
Venue: Senate, Level: 1, Capacity: 30
Organizer: Daniel Kaufmann
Chair: Daniel Kaufmann
Jacek Kotlowski - CO0211: Global or domestic: Whic ...
Matthias Gubler - CO0883: Monetary policy, exchang ...
Jesus Crespo Cuaresma - CO0403: Tracking the globa ...
Gregor Kastner - CO0397: Dealing with dynamic cova ...
Florian Huber - CO1395: Trend fundamentals and exc ...
CO504: Regime switching, filtering, and portfolio optimization
Torrington
Venue: Senate, Level: 1, Capacity: 40
Organizer: Joern Sass
Chair: Joern Sass
Michaela Szoelgyenyi - CO0386: Dividend maximizati ...
Julia Reynolds - CO0475: Crisis, Regulation, and C ...
Klaus Poetzelberger - CO0476: The consistency of e ...
Luitgard Veraart - CO0538: A Bayesian methodology ...
Christina Erlwein-Sayer - CO0950: Investment strat ...
CO448: Macroeconomic uncertainty and policy
Jessel
Venue: Senate, Level: 1, Capacity: 50
Organizer: Svetlana Makarova, Wojciech Charemza
Chair: Wojciech Charemza
Christian Conrad - CO0589: When information on for ...
Annette Meinusch - CO0607: Quantitative easing and ...
Geoff Kenny - CO0727: Understanding the role of un ...
Peter Eckley - CO0831: Measuring economic uncertai ...
Svetlana Makarova - CO0876: ECB footprints on the ...
CO364: Measuring systemic risk
Court
Venue: Senate, Level: 1, Capacity: 70
Organizer: Monica Billio
Chair: Monica Billio
Monica Billio - CO0288: An entropy-based early war ...
Roberto Panzica - CO0304: The impact of network co ...
Christophe Hurlin - CO0301: Where the risks lie: A ...
Daniele Bianchi - CO0338: Modeling contagion and s ...
Stefan Straetmans - CO1180: Financial crises, cris ...
CO386: Indirect inference and related methods
Senate
Venue: Senate, Level: 1, Capacity: 80
Organizer: Veronika Czellar
Chair: Veronika Czellar
Christian Gourieroux - CO1169: Misspecification of ...
David Veredas - CO0213: Quantile-based inference f ...
Francois Le Grand - CO0884: Estimating the role of ...
Judith Rousseau - CO1150: Nonparametric mixture mo ...
Florian Pelgrin - CO0245: A reliable and testable ...
CO382: New developments in financial time series analysis
Chancellor's Hall
Venue: Senate, Level: 1, Capacity: 140
Organizer: Cathy W-S Chen
Chair: Yasuhiro Omori
Hiroshi Shiraishi - CO0286: Statistical estimation ...
Cindy Shin Huei Wang - CO0548: On the need of esti ...
Toshiaki Watanabe - CO0742: Stock return predictab ...
Catherine Forbes - CO0974: Bayesian restricted lik ...
Yasuhiro Omori - CO0847: Multivariate realized sto ...
CO408: Monitoring and tracking dependence
SH349
Venue: Senate, Level: 3, Capacity: 80
Organizer: Oliver Grothe
Chair: Oliver Grothe
Dominik Wied - CO0334: Detecting relevant changes ...
Hans Manner - CO1111: Testing for Cojumps: A multi ...
Christian Schellhase - CO1119: D-Vines estimation ...
Tobias Eckernkemper - CO0292: Modeling systemic ri ...