PROGRAMME ERCIM 2014


KEYNOTE TALKS


MISURA PRIN Project CFE-ERCIM Keynote talk 1 Saturday 06.12.2014 09:10 - 10:00 Room: Auditorium
Dynamic sparsity modelling
Speaker: M. West  Co-authors: J. Nakajima Chair: Manfred Deistler
ERCIM Keynote talk 2 Saturday 06.12.2014 18:10 - 19:00 Room: Auditorium
Maximin effects in inhomogeneous large-scale data
Speaker: N. Meinhausen   Co-authors: Chair: Erricos John Kontoghiorghes
CFE-ERCIM Keynote talk 3 Monday 08.12.2014 12:25 - 13:15 Room: Auditorium
Recent advances in estimation of conditional distributions, densities and quantiles
Speaker: I. Gijbels   Co-authors: Chair: Monica Pratesi
University of Salerno CFE-ERCIM Keynote talk 4 Monday 08.12.2014 18:25 - 19:15 Room: Auditorium
Cluster-robust inference and the wild cluster bootstrap
Speaker: J. MacKinnon   Co-authors: Chair: Helmut Luetkepohl


PARALLEL SESSIONS


Parallel session B: Saturday 06.12.2014 10:30 - 12:35

Session ES19 Room: N1
Dependence models and copulas: Theory I Saturday 06.12.2014    10:30 - 12:35
Chair: Fabrizio Durante Organizer: Fabrizio Durante , Wolfgang Trutschnig
  E476:   I. Gijbels
  Estimation of a conditional copula under various settings
  E540:   W. Trutschnig
  Some remarks on singular components of copulas
  E1090:   E. Di Bernardino, D. Rulliere
  On tail dependence coeffcients of transformed multivariate Archimedean copulas
  E246:   I. Kojadinovic, A. Buecher, J. Quessy, T. Rohmer, J. Segers
  Two nonparametric tests of copula constancy in multivariate time series
  E243:   G. Marra, R. Radice, M. Wojtys
  Copula regression spline models for binary outcomes
Session ES27 Room: A1
Outliers and extremes in time series Saturday 06.12.2014    10:30 - 12:35
Chair: Roland Fried Organizer: Roland Fried
  E1133:   C. Klueppelberg
  Recent developments of the COGARCH model
  E104:   S. Fischer, R. Fried, M. Wendler
  A robust estimator of the tail index under short range dependence
  E818:   M. Wornowizki
  Nonparametric two-sample tests based on divergences with special attention to extreme values
  E1236:   B. Spangl, S. Desmettre, D. Pupashenko, P. Ruckdeschel
  Statistical models for dynamics in extreme value processes
  E716:   A. Mayo-Iscar, L. Garcia-Escudero, A. Gordaliza, C. Matran-Bea
  TCLUST: Robust clustering based on trimming and restrictions
Session ES35 Room: B1
Threshold selection in statistics of extremes Saturday 06.12.2014    10:30 - 12:35
Chair: Ivette Gomes Organizer: Ivette Gomes
  E259:   M. Neves, I. Gomes, F. Figueiredo, D. Prata Gomes
  Computer intensive procedures in threshold selection
  E542:   J. Picek
  Selection of regression quantile threshold
  E600:   C. Scarrott, A. Akbar
  Extreme value mixture modelling
  E741:   M. Brito, A. Moreira Freitas
  Threshold selection and tail least squares type estimators
  E778:   J. Beirlant, I. Fraga Alves, I. Gomes, M. Meerschaert
  Extreme value analysis for truncated and non-truncated Pareto-type distributions
Session ES48 Room: D1
Handling nuisance parameters: Advances towards optimal inference Saturday 06.12.2014    10:30 - 12:35
Chair: Ioannis Kosmidis Organizer: Ioannis Kosmidis
  E027:   K. Jochmans
  Profile-score adjustments for incidental-parameter problems
  E028:   M. Weidner, M. Arellano
  Incidental parameter bias in panel quantile regressions
  E067:   N. Sartori
  Accurate likelihood inference with many nuisance parameters
  E074:   R. Bellio
  Bias corrected parametric bootstrap
  E604:   I. Kosmidis
  Effects of bias on inference in the presence of nuisance parameters: case studies and questions
Session ES63 Room: L1
Mixture models for modern applications I Saturday 06.12.2014    10:30 - 12:35
Chair: Geoff McLachlan Organizer: Geoff McLachlan
  E763:   A. Montanari, D. Calo, F. Bellini, R. Nania
  A mixture model for the measurement of resonance production in heavy-ion collisions
  E193:   T. Lin, G. McLachlan, S. Lee
  Extending mixtures of factor models using the restricted multivariate skew-normal distribution
  E494:   F. Chamroukhi
  Model-based cluster and discriminant analysis for functional data
  E621:   L. Anderlucci, C. Viroli
  Modeling multivariate longitudinal data in the presence of unobserved heterogeneity
  E1114:   C. Keribin, Y. Liu, Y. Rozenholc
  Statistical quantification of genomic tumoral alterations with a mixture model
Session ES67 Room: C1
Small area estimation Saturday 06.12.2014    10:30 - 12:35
Chair: Domingo Morales Organizer: Domingo Morales , Lola Ugarte
  E194:   T. Goicoa, M. Ugarte, J. Exteberria, A. F. Militino
  Small area models for estimating temporal mortality trends by age and region
  E515:   E. Fabrizi, M. Ferrante, C. Trivisano
  A multivariate model for the estimation of poverty gap in small areas
  E652:   D. Morales, Y. Marhuenda, I. Molina, J. Rao
  The empirical best predictor in the two-fold nested error regression model
  E673:   M. Pratesi, F. Giannotti, C. Giusti, S. Marchetti, D. Pedreschi
  The use of Big Data as covariates in area level small area models
  E676:   M. Lombardia, M. Boubeta, D. Morales
  Small area estimation of poverty proportions under Poisson mixed models
Session ES74 Room: F1
Statistical inference for lifetime data with application to reliability Saturday 06.12.2014    10:30 - 12:35
Chair: Jean-Yves Dauxois Organizer: M.Carmen Pardo , Jean-Yves Dauxois , Laurent Bordes
  E265:   E. Remy, S. Mercier, L. Bordes, E. Dautreme
  A stochastic process for partial degradation data
  E316:   F. Spizzichino
  Some probabilistic and statistical aspects of time-homogeneous load-sharing models
  E618:   A. Adekpedjou, W. De Mel, G. Zamba
  Chi-square test based on random cells with recurrent events
  E667:   V. Couallier, K. Claudio, Y. Le Gat, J. Saracco
  A multistate semi-Markov model with panel data for degradation analysis and water loss prediction of a water supply network
  E1263:   A. Franco-Pereira, M. Pardo
  A test statistic for assessing a diagnostic marker
Session ES80 Room: M1
Advances in spatial functional data analysis Saturday 06.12.2014    10:30 - 12:35
Chair: Elvira Romano Organizer: Elvira Romano
  E637:   L. Raket, B. Markussen
  Simultaneous modeling of phase and amplitude variation in functional data on high-dimensional domains
  E654:   S. Gattone
  Smoothing based clustering for functional data
  E529:   T. Di Battista, F. Maturo, F. Fortuna
  Spatial functional data analysis for biodiversity
  E955:   C. Rohrbeck
  An approach for using monotonic regression in discrete spatial statistics
  E852:   E. Romano, J. Mateu, C. Diaz Avalos
  Geographically weighted regression model for functional data spatially dependent
Session ES94 Room: I1
Statistics with actuarial/economic applications Saturday 06.12.2014    10:30 - 12:35
Chair: Tim Verdonck Organizer: Tim Verdonck
  E466:   M. Bergamelli
  Robust estimation of real exchange rate process half-life
  E485:   T. Reynkens, M. Hubert, T. Verdonck, E. Schmitt
  Sparse PCA for high-dimensional data with outliers
  E692:   F. Palacios Rodriguez, E. Di Bernardino, J. Fernandez-Ponce, M. Rodriguez-Grinolo
  A new multivariate approach to Value-at-Risk measures
  E619:   D. Linders, W. Schoutens
  Basket option pricing and implied correlation in a Levy copula model
  E824:   V. Asimit
  Detecting the asymptotic dependence and independence via measures of association
Session ES99 Room: E1
Methods for semiparametric analysis of complex survival data Saturday 06.12.2014    10:30 - 12:35
Chair: Liming Xiang Organizer: Liming Xiang
  E761:   S. Chiou, G. Xu
  Rank-based inference for semiparametric accelerated failure time model under length-biased sampling
  E768:   B. Li, Y. Chen, W. Wang
  Marginal inference of recurrent events under competing risks
  E1084:   I. Ha, J. Jeong , Y. Lee
  Frailty modelling approaches for semi-competing risks data via H-likelihood
  E1109:   V. Patilea, W. Li
  A dimension reduction approach for conditional Kaplan-Meier estimators
  E664:   L. Xiang, S. Wang
  Penalized empirical likelihood for sparse additive hazards regression with diverging number of covariates
Session ES122 Room: G1
Advances in latent variables Saturday 06.12.2014    10:30 - 12:35
Chair: Paola Zuccolotto Organizer: Paola Zuccolotto , Marica Manisera
  E323:   T. Rusch, P. Mair, K. Hornik
  Scaling for structure with STOPS
  E605:   M. Maier, T. Rusch, P. Mair
  Measuring change on latent variables using linear logistic models
  E462:   M. Iannario
  A unified proposal for modelling ordinal data
  E679:   S. Giordano, R. Colombi
  A multivariate CUB model
  E1010:   M. Meulders, J. Vermunt
  Accounting for attribute non-attendance in the analysis of discrete choice experiments
Session ES39 Room: Q1
Bayesian semi- and nonparametric modelling I Saturday 06.12.2014    10:30 - 12:35
Chair: Matteo Ruggiero Organizer: Antonio Lijoi , Li Ma , Matteo Ruggiero
  E636:   A. Guglielmi, R. Argiento
  Bayesian principal curve clustering by NGG-mixture models
  E311:   M. Guindani, B. Nipoti, A. Jara
  Bayesian nonparametric modeling of clustered survival data
  E425:   J. Arbel, I. Prunster
  Moment-constrained Ferguson-Klass algorithm
  E434:   J. Soriano, L. Ma
  Comparison of mixture models through locally tied stick-breaking processes
  E711:   S. Montagna, T. Johnson, T. Nichols
  Functional Bayesian point process model for neuroimaging meta-analysis data
Parallel session E: Saturday 06.12.2014 14:35 - 16:15

Session ESI01 - Invited Room: A1
Robustness against elementwise contamination Saturday 06.12.2014    14:35 - 16:15
Chair: Peter Rousseeuw Organizer: Peter Rousseeuw
  E682:   A. Alfons, V. Ollerer, C. Croux
  A first step towards robust regression under elementwise contamination
  E832:   A. Leung, R. Zamar
  Three-step robust regression for handling cell-wise and case-wise contamination
  E856:   S. Van Aelst, R. Zamar, F. Zhang
  Robust least angle regression with categorical variables
Session ES07 Room: H1
Statistical methods for dependent sequences Saturday 06.12.2014    14:35 - 16:15
Chair: Henryk Zaehle Organizer: Eric Beutner , Henryk Zaehle
  E209:   J. Bardet, C. Tudor
  Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process
  E742:   E. Beutner, H. Zahle
  New methods for statistical functionals - with applications to weakly dependent sequences and long-memory processes
  E428:   J. Buchsteiner
  Asymptotics of plug-in estimators under long-range dependence
  E846:   Z. Zhou
  Inference of weighted V-statistics for non-stationary time series and its applications
Session ES14 Room: E1
Sufficiency and data reductions in regression Saturday 06.12.2014    14:35 - 16:15
Chair: Efstathia Bura Organizer: Efstathia Bura
  E258:   Y. Ma, L. Zhu
  Semiparametric approach to dimension reduction
  E264:   K. Lee, B. Li, F. Chiaromonte
  A general theory for nonlinear sufficient dimension reduction: formulation and estimation
  E319:   F. Chiaromonte, Y. Liu
  Exploiting structure to reduce and integrate high dimensional, under sampled ``omics'' data
  E844:   A. Yao
  Sufficient dimension reduction in functional regression
Session ES20 Room: P1
Change-point analysis Saturday 06.12.2014    14:35 - 16:15
Chair: Serguei Dachian Organizer: Serguei Dachian , Pierre Bertrand
  E252:   E. Gombay, A. Hussein, F. Li
  Change detection for time series following generalized linear models
  E267:   P. Bertrand
  Fast change point analysis with applications to physiological series
  E404:   Z. Praskova
  Resampling methods in change point analysis
  E397:   S. Dachian
  On limiting likelihood ratio processes encountered in statistical inference on the change-point location parameter
Session ES41 Room: B1
Robust estimation in extreme value theory Saturday 06.12.2014    14:35 - 16:15
Chair: Armelle Guillou Organizer: Armelle Guillou
  E024:   D. Dupuis
  Robust conditional variance and value-at-risk estimation
  E049:   R. Molinari, S. Guerrier, M. Victoria-Feser, S. Orso
  Bounded-influence robust estimation of copulas
  E185:   D. Vanpaemel, M. Hubert, G. Dierckx
  Detecting influential data points for the Hill estimator in Pareto-type distributions
  E920:   D. Schell, J. Beran, M. Stehlik
  On the harmonic moment tail index estimator
Session ES50 Room: G1
Directional statistics Saturday 06.12.2014    14:35 - 16:15
Chair: Thomas Verdebout Organizer: Thomas Verdebout
  E335:   C. Ley, E. Garcia-Portugues, D. Paindaveine, T. Verdebout
  Improved kernel density estimation for directional data under rotational symmetry
  E461:   E. Garcia-Portugues, R. Crujeiras, I. Van Keilegom, W. Gonzalez-Manteiga
  Bandwidth selection in nonparametric directional regression
  E641:   C. Rueda, M. Fernandez, S. Barragan
  Two proposals for circular order aggregation
  E892:   M. Oliveira, R. Crujeiras, A. Rodriguez-Casal
  CircSiZer for the assessment of significant features in nonparametric circular curve estimates
Session ES60 Room: D1
Simultaneous equation models controlling for unobserved confounding Saturday 06.12.2014    14:35 - 16:15
Chair: Giampierro Marra Organizer: Giampierro Marra
  E344:   M. McGovern, T. Barnighausen, G. Marra, R. Radice
  On the assumption of joint normality in selection models: A flexible copula based approach for estimating HIV prevalence
  E083:   K. Wyszynski, G. Marra
  Semi-parametric copula sample selection models for count response
  E451:   M. Wojtys, G. Marra
  Asymptotics of penalized spline estimators in generalized sample selection model
  E181:   G. Galimberti, G. Marra, G. Soffritti
  Semiparametric bivariate regression with non-gaussian dependent errors
Session ES65 Room: L1
Goodness-of-fit tests Saturday 06.12.2014    14:35 - 16:15
Chair: Simos Meintanis Organizer: Simos Meintanis
  E321:   J. Allison, S. Meintanis, L. Santana
  GoF tests for semi- and parametric hypotheses based on the probability weighted empirical characteristic function
  E455:   O. Thas, T. Suesse, J. Rayner
  Goodness-of-fit tests for finite mixture distributions
  E516:   E. Taufer, S. Meintanis, J. Ngatchou-Wandji
  Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function
  E301:   S. Meintanis, J. Swanepoel, N. Uskakov
  Inference procedures for discrete-valued time series
Session ES92 Room: F1
Cure models and competing risks in survival analysis Saturday 06.12.2014    14:35 - 16:15
Chair: Anouar El Ghouch Organizer: Ingrid Van Keilegom , Anouar El Ghouch
  E417:   M. Jacome Pumar, A. Lopez Cheda, R. Cao
  Mixture cure models: a completely nonparametric approach
  E950:   C. Heuchenne, A. Beretta, P. Wilson
  Cox proportional hazard cure models with time-varying covariates
  E1022:   S. Scolas, A. El Ghouch, C. Legrand
  Variable selection in a flexible parametric mixture cure model with interval-censored data
  E1259:   J. Dauxois, S. Jomhoori, F. Yousefzadeh
  Testing an ``exponential delay time model'' against a ``random sign censoring model'' in reliability
Session ES101 Room: M1
Functional regression models and applications Saturday 06.12.2014    14:35 - 16:15
Chair: Ana M. Aguilera Organizer: Ana M. Aguilera
  E205:   J. Goldsmith, V. Zipunnikov, J. Schrack
  Generalized multilevel function-on-scalar regression and principal component analysis
  E383:   M. Aguilera-Morillo, M. Durban, A. Aguilera
  P-spline smoothing for functional data with spatial dependence
  E535:   W. Gonzalez-Manteiga, J. Cuesta-Albertos, E. Garcia-Portugues, M. Febrero-Bande
  Goodness-of-fit tests for the functional linear model based on random projections
  E541:   M. McLean, F. Scheipl, G. Hooker, S. Greven, D. Ruppert
  Bayesian hierarchical additive models for sparse functional data
Session ES129 Room: I1
Statistical methods and applications Saturday 06.12.2014    14:35 - 16:15
Chair: Luisa Cutillo Organizer: Luisa Cutillo
  E523:   L. Cutillo, A. Carissimo, V. Belcastro, C. Angelini
  Analysis of positively correlated counts by using a hierarchical Gamma Poisson model
  E549:   A. Luliano, A. Occhipinti, C. Angelini, I. De Feis, P. Lio
  Pathways identification in cancer survival analysis by network-based Cox models
  E427:   A. Carissimo, L. Cutillo, I. De Feis
  Validation of community robustness
  E704:   M. Carfora, L. Cutillo, A. Orlando
  Analysis of two-way functional data: an application to the comparison of mortality ratio models
Session ES77 Room: O1
Contributions to classification and clustering Saturday 06.12.2014    14:35 - 16:15
Chair: Agustin Mayo-Iscar Organizer: ERCIM 2014
  E061:   K. Ducinskas, L. Dreiziene
  Multiclass classification of Gaussian spatial data based on pairwise discriminant functions
  E1210:   O. Dalmau, T. Alarcon, G. Gonzales
  Kernel multilogit algorithm for multiclass classification
  E536:   B. Lafuente, J. Vilar
  A fuzzy clustering for time series based on quantile autocovariances
  E1135:   M. Ferraro, M. Vichi
  Fuzzy double k-means clustering for simultaneous classification of objects and variables
Session ES29 Room: N1
Dependence models and copulas: Theory II Saturday 06.12.2014    14:35 - 16:15
Chair: Wolfgang Trutschnig Organizer: Fabrizio Durante , Wolfgang Trutschnig
  E232:   A. Palestini, M. Bernardi
  Assignment of risk in a cost cooperative game induced by a modified Expected Shortfall
  E906:   E. de Amo
  Characterization of copulas with given diagonal and opposite diagonal sections
  E972:   N. Kamnitui, T. Santiwipanon, S. Sumetkijakan
  New measure of dependence from conditional variance
  E1185:   X. Dou, S. Kuriki, G. Lin, D. Richards
  A class of B-spline copulas: dependence structure and estimation
Session ES45 Room: Q1
Bayesian semi- and nonparametric modelling II Saturday 06.12.2014    14:35 - 16:15
Chair: Antonio Lijoi Organizer: Antonio Lijoi , Li Ma , Matteo Ruggiero
  E079:   L. Nieto-Barajas, A. Contreras-Cristan
  A Bayesian nonparametric approach for time series clustering
  E087:   S. Wade, Z. Ghahramani
  Bayesian feature allocation estimation
  E221:   I. Antoniano-Villalobos, M. Nazarov, S. Petrone
  A nonparametric latent distance model for dynamic relational networks
  E202:   M. Zhou, O. Madrid-Padilla, J. Scott
  Priors for random count matrices derived from a family of negative binomial processes
Session ES06 Room: C1
Big data analysis: Penalty, pretest and shrinkage estimation I Saturday 06.12.2014    14:35 - 16:15
Chair: S. Ejaz Ahmed Organizer: S. Ejaz Ahmed
  E367:   Y. Feng, P. Basu, J. Lv
  Model selection in high-dimensional misspecified models
  E342:   V. Lyubchich, Y. Gel
  A local ANOVA-type nonparametric test for trend synchronism in multiple time series
  E625:   A. Hussein, K. Tomanelli, S. Nkurunziza
  Shrinkage estimation in an additive survival model
  E895:   J. Rao, J. Jiang, T. Ngyuen
  Fence methods for gene set selection in microarray studies
Parallel session F: Saturday 06.12.2014 16:45 - 18:00

Session ES03 Room: I1
Statistical modelling with R Saturday 06.12.2014    16:45 - 18:00
Chair: Andreas Alfons Organizer: Andreas Alfons
  E876:   M. Templ, B. Meindl
  Methods and tools for the simulation of synthetic populations
  E912:   V. Oellerer, C. Croux
  Sparse precision matrix estimation under elementwise contamination
  E968:   I. Wilms, C. Croux
  Robust sparse canonical correlation analysis
Session ES13 Room: B1
High-dimensional causal inference Saturday 06.12.2014    16:45 - 18:00
Chair: Marloes Maathuis Organizer: Peter Buehlmann
  E275:   A. Hauser
  Efficient score-based estimation of causal models by greedy search
  E845:   J. Peters, P. Buhlmann, J. Mooij
  How good is my graph estimate?
  E1052:   A. Shojaie
  Estimation of directed acyclic graphs from partial orderings
Session ES33 Room: L1
Statistical methods in high dimensions Saturday 06.12.2014    16:45 - 18:00
Chair: Francesco Giordano Organizer: Francesco Giordano
  E674:   G. De Luca, P. Zuccolotto
  An extremes-based double clustering procedure for financial returns
  E563:   M. Restaino, A. Amendola, F. Giordano, M. Parrella
  Relevant covariates in high dimensional regression: the case of business failure
  E633:   F. Giordano, S. Lahiri, M. Parrella
  A multiple testing procedure in high dimensional nonparametric regression based on empirical likelihood
Session ES36 Room: M1
Statistics in functional and Hilbert spaces Saturday 06.12.2014    16:45 - 18:00
Chair: Gil Gonzalez-Rodriguez Organizer: Gil Gonzalez-Rodriguez
  E346:   E. Bongiorno, A. Goia
  A clustering method for functional data
  E396:   A. Godichon
  Efficient recursive estimation of the geometric median in Hilbert spaces: new results
  E886:   C. Preda, G. Saporta
  PLS regression for multivariate functional data
Session ES38 Room: E1
Inference based on the Lorenz and Gini index of inequality Saturday 06.12.2014    16:45 - 18:00
Chair: Francesca Greselin Organizer: Francesca Greselin
  E330:   R. Zitikis, D. Qoyyimi
  Gini and Lorenz in action: measuring the lack of increasingness in functions with applications in education and beyond
  E543:   A. Vernizzi, M. Monti, E. Raffinetti, E. Siletti
  Decomposition of family incomes by income sources, geographical areas and the issue of negative income values
  E825:   C. Gigliarano, S. Figini, P. Muliere
  Assessment and comparison of survival models using concentration indices
Session ES53 Room: Q1
Bayesian semi and nonparametric estimation in copula models Saturday 06.12.2014    16:45 - 18:00
Chair: Brunero Liseo Organizer: Brunero Liseo
  E438:   L. Ma
  Scalable Bayesian model averaging through local information propagation
  E379:   L. Dalla Valle, C. Czado
  Bayesian model selection of high-dimensional vine copulas
  E597:   A. Parisi, B. Liseo
  Adaptive importance sampling methods for the multivariate skew-Student distribution and skew-t copula
Session ES58 Room: D1
Heuristic optimization and economic modelling Saturday 06.12.2014    16:45 - 18:00
Chair: Peter Winker Organizer: Dietmar Maringer , Sandra Paterlini , Peter Winker
  E702:   D. Blueschke, I. Savin
  No such thing like perfect hammer: comparing different objective function specifications for optimal control
  E934:   B. Al-sarray
  Simulating particle swarm optimization for estimating likelihood function of ARMA(1,1) model
  E973:   M. van der Schans
  A heuristic for completing covariance and correlation matrices
Session ES78 Room: G1
Directed and undirected graph models Saturday 06.12.2014    16:45 - 18:00
Chair: Annie Qu Organizer: Annie Qu
  E467:   X. Chen, M. Xu, W. Wu
  Second-order inference for high-dimensional time series
  E870:   A. Qu, J. Wang, X. Shen, Y. Sun
  Classification with unstructured predictors with an application to sentiment analysis
  E967:   J. Harezlak, M. Kundu
  Regression trees for longitudinal data (LongCART) and their application in the biomarker neuroimaging study
Session ES97 Room: P1
Change-points in time series I Saturday 06.12.2014    16:45 - 18:00
Chair: Daniel Vogel Organizer: Daniel Vogel
  E520:   H. Dehling, M. Wendler, R. Fried
  Robust change-point tests for time series
  E489:   M. Huskova, S. Hudecova, S. Meintanis
  Structural changes in time series of counts
  E617:   A. Aue, R. Cheung, T. Lee, M. Zhong
  Piecewise quantile autoregressive modeling for non-stationary time series
Session ES103 Room: N1
Tail dependence and marginals with heavy tails Saturday 06.12.2014    16:45 - 18:00
Chair: Fabio Spizzichino Organizer: Fabio Spizzichino , Mauro Bernardi
  E745:   M. Bernardi
  Portfolio optimisation under switching dependence
  E834:   F. Durante
  Singular copulas and tail dependence
  E807:   G. Torrisi
  Large deviations of the interference in wireless communication models
Session ES106 Room: A1
Robust clustering with mixtures Saturday 06.12.2014    16:45 - 18:00
Chair: Antonio Punzo Organizer: Antonio Punzo
  E843:   F. Forbes, D. Wraith
  Robust mixture modelling using skewed multivariate distributions with variable amounts of tailweight
  E1213:   B. Francis, F. Pennoni, S. Pandolfi, F. Bartolucci
  Robust latent class analysis through outlier detection and modelling
  E943:   S. Chretien
  Estimation of Gaussian mixture models via mixted nuclear/$\ell_\infty$/$\ell_1$-norm penalization
Session ES116 Room: H1
Intelligent data analysis for high dimensional systems Saturday 06.12.2014    16:45 - 18:00
Chair: Debora Slanzi Organizer: Irene Poli , Debora Slanzi
  E643:   P. Brown, M. Ridout
  Screening designs for factors with many levels in drug discovery
  E689:   M. Borrotti, L. Sartore, D. Slanzi
  Intelligent control system model-based optimisation for energy saving
  E703:   D. De March, I. Poli
  A multi-objective procedure for designing optimal static daylighting devices
Session ES125 Room: F1
Missing covariate information in survival analysis Saturday 06.12.2014    16:45 - 18:00
Chair: Thomas Scheike Organizer: Thomas Scheike
  E062:   T. Martinussen, T. Scheike, K. Holst
  How to deal with missing covariate data in survival analysis
  E314:   L. Qi, Y. He, R. Chen, Y. Wang, X. Yang
  A comparison of multiple imputation via chained equations and general location model for AFT models with missing covariates
  E339:   F. Ambrogi
  Competing risks regression with missing data in the prognostic factors
Session ES127 Room: C1
Biostatistics, epidemiology and twin studies Saturday 06.12.2014    16:45 - 18:00
Chair: Ayse Ulgen Organizer: Ayse Ulgen
  E302:   S. Moeller, T. Scheike, K. Holst, J. Hjelmborg
  Event and event-free concordance in twin studies
  E1270:   F. Van Lishout, F. Gadaleta, J. Moore, L. Wehenkel, K. Van Steen
  gammaMAXT: a fast multiple-testing correction algorithm
  E1272:   A. Ulgen, L. Cantas, E. Iacovides, F. van der Meulen
  High quality seawater in Cyprus: a fecal contamination survey
Session ES153 Room: O1
Multivariate statistics I Saturday 06.12.2014    16:45 - 18:00
Chair: Christian Hennig Organizer: ERCIM 2014
  E1127:   K. Hirose, M. Yamamoto
  Estimation of factor correlation in penalized likelihood factor analysis
  E1132:   P. Groenen
  Global optimization of squared distance multidimensional scaling through the nuclear norm penalty
  E116:   N. Trendafilov
  Common principal components estimation: A dynamical system approach
Parallel session I: Sunday 07.12.2014 08:45 - 10:25

Session ESI03 - Invited Room: Sala Convegni
Time series modeling and computation Sunday 07.12.2014    08:45 - 10:25
Chair: Roland Fried Organizer: TSMC Track
  E210:   L. Horvath, G. Rice
  Testing for independence between functional time series
  E861:   R. Dahlhaus, J. Neddermeyer
  Cointegration and phase synchronization: bridging two theories
  E1073:   A. Garcia-Ferrer, M. Bujosa, P. Poncela
  Outliers detection in unobserved dynamic harmonic regression models
Session ES12 Room: F1
Multivariate survival analysis and multi-state models Sunday 07.12.2014    08:45 - 10:25
Chair: Jacobo De Una-Alvarez Organizer: Roel Braekers , Jacobo De Una-Alvarez , Thomas Scheike
  E154:   M. Mandel, B. Vakulenko-Lagun
  The illness death model under left truncated and right censored data
  E186:   J. de Una-Alvarez, L. Meira-Machado
  Nonparametric estimation of transition probabilities in the non-Markov illness-death model: a comparative study
  E705:   L. Azarang, T. Scheike, J. De Una-Alvarez
  Direct modeling of regression effects for transition probabilities in the progressive illness-death model
  E706:   M. Rodriguez Girondo, J. de Una-Alvarez
  Methods for testing the Markov condition in the illness-death model: a comparative study
Session ES26 Room: O1
Advances in cluster analysis Sunday 07.12.2014    08:45 - 10:25
Chair: M. Brigida Ferraro Organizer: M. Brigida Ferraro
  E333:   F. Palumbo, A. Iodice D'Enza, M. van de Velden
  Factor clustering and visualization for categorical data
  E436:   C. Hennig
  Flexible parametric bootstrap for testing homogeneity against clustering and assessing the number of clusters
  E737:   P. Murray, R. Browne, P. McNicholas
  Mixtures of hidden truncation hyperbolic distributions
  E553:   B. Franczak, C. Tortora, R. Browne, P. McNicholas
  Mixtures of skewed distributions with hypercube contours
Session ES31 Room: I1
Applications in engineering and economics Sunday 07.12.2014    08:45 - 10:25
Chair: Carolina Garcia-Martos Organizer: Carolina Garcia-Martos
  E534:   J. Mira-McWilliams, C. Gonzalez, I. Juarez
  Variable importance assessment and prediction using regression trees: Application to electricity markets
  E661:   P. Munoz
  Volatility transmission between European Energy markets and CO2 prices
  E765:   E. Caro, B. Martin-Sierra, C. Garcia-Martos, J. Morales Gonzalez
  Optimal trading for wind power producers under uncertainty, using bootstraping techniques
  E854:   C. Garcia-Martos, C. Gonzalez-Fernandez, J. Mira-McWilliams
  Extracting common trends from scram rates of nuclear power plants using Dynamic Factor Analysis
Session ES32 Room: G1
Directional statistics Sunday 07.12.2014    08:45 - 10:25
Chair: Toshihiro Abe Organizer: Toshihiro Abe
  E779:   G. Peccati
  Limit theorems on the spherical Poisson space
  E375:   D. Marinucci, C. Durastanti, G. Peccati
  Normal approximations for wavelet coefficients on spherical Poisson fields
  E780:   C. Durastanti, S. Bourguin, D. Marinucci, G. Peccati
  Gaussian approximations for nonlinear statistics on spherical Poisson spaces
  E595:   G. Fay, C. Lacour, T. Pham Ngoc
  Isotropy and homogeneity test on the sphere
Session ES46 Room: E1
Generalized additive models for location, scale and shape Sunday 07.12.2014    08:45 - 10:25
Chair: Thomas Kneib Organizer: Thomas Kneib
  E1223:   S. Lang
  Bayesian structured additive distributional regression
  E415:   A. Mayr, M. Schmid
  Boosting beyond the mean and permutation tests
  E297:   N. Klein, H. Herwartz, T. Kneib
  Geoadditive stochastic frontier analysis - a distributional approach
  E1075:   T. Kneib, N. Klein
  Simultaneous inference in structured additive conditional copula regression models
Session ES49 Room: B1
Statistical inference in high dimensions Sunday 07.12.2014    08:45 - 10:25
Chair: Soumendra Lahiri Organizer: Soumendra Lahiri
  E199:   K. Gregory, S. Lahiri, V. Baladandayuthapani
  False discovery rate control for serially dependent test statistics
  E1159:   S. Sahoo, S. Lahiri
  Boxplot and clustering using minimum volume ellipsoid
  E1206:   M. Caner, A. Kock
  De-sparsified conservative lasso: uniform confidence regions for high dimensional models
  E769:   S. Lahiri, A. Chatterjee, S. Gupta
  On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property
Session ES54 Room: N1
What is new in modeling and design of experiments Sunday 07.12.2014    08:45 - 10:25
Chair: Raul Martin-Martin Organizer: Jesus Lopez-Fidalgo , Raul Martin-Martin
  E262:   J. Moler, A. Galbete, F. Plo
  Randomization tests in response-adaptive designs
  E161:   V. Dragalin
  Optimal design of experiments for dose-ranging studies based on joint continuous and binary endpoint
  E032:   D. Wiens
  Robust model-based sampling designs
  E109:   C. Tommasi, J. Lopez-Fidalgo, R. Martin-Martin
  Max-min optimal discriminating designs for several statistical models
Session ES56 Room: A1
Robust statistical modeling Sunday 07.12.2014    08:45 - 10:25
Chair: Marco Riani Organizer: Alfio Marazzi
  E217:   L. Ventura, N. Sartori, E. Ruli
  Approximate Bayesian computation with robust estimating equations
  E340:   M. Avella Medina, E. Ronchetti
  On robust generalized linear models with a diverging number of parameters
  E388:   D. Perrotta, A. Atkinson, A. Cerioli, M. Riani
  Monitoring robust regression
  E809:   L. Greco, A. Farcomeni
  A plug-in approach to sparse and robust Principal Component Analysis
Session ES69 Room: M1
Analysis of complex functional data Sunday 07.12.2014    08:45 - 10:25
Chair: Hans-George Mueller Organizer: Hans-George Mueller
  E475:   J. Chiou, Y. Chen, Y. Chen
  Detecting changes in mean functions for a functional data sequence
  E671:   T. Krivobokova, S. Huckemann, F. Rehfeldt
  Growth dynamics of adult stem cells
  E1125:   A. Arribas-Gil, J. Romo
  Two dimensional representation of functional data for outlier detection
  E522:   A. Pini, K. Abramowicz, S. Sjostedt de Luna, L. Schelin, J. Strandberg, S. Vantini
  A domain-selective functional ANCOVA for the study of knee movement
Session ES75 Room: C1
Recent advances in genetic association studies Sunday 07.12.2014    08:45 - 10:25
Chair: Taesung Park Organizer: Taesung Park
  E184:   F. Frommlet, B. Bodenstorfer, M. Bogdan
  MOSGWA, a new software tool for model selection in GWAS
  E687:   K. Van Steen, K. Bessonov, R. Fouladi
  Methodological aspects in integromics
  E709:   Y. Yoo, S. Bull, S. Kim, L. Sun
  Multi-bin multi-marker method for genome-wide association analysis using clusters of SNPs in linkage disequilibrium
  E805:   S. Lee, M. Kwon, Y. Kim, T. Park
  A comparative study on multifactor dimensionality reduction methods for the survival phenotype for detecting gene-gene interaction
Session ES96 Room: D1
Social network data analysis Sunday 07.12.2014    08:45 - 10:25
Chair: Maria Prosperina Vitale Organizer: Maria Prosperina Vitale , Giuseppe Giordano
  E608:   A. Ferligoj, L. Kronegger, F. Mali, T. Snijders, P. Doreian
  Scientific collaboration dynamics in a national scientific system
  E651:   V. Batagelj, S. Praprotnik
  Ianus - a program for temporal network analysis based on calculus of temporal quantities
  E713:   D. De Stefano, G. Menardi
  A density-based framework for clustering relational data
  E730:   M. Vitale, P. Doreian, M. La Rocca, G. Porzio
  Resampling regression models in the presence of network effects
Session ES108 Room: Q1
Bayesian nonparametric and robustness Sunday 07.12.2014    08:45 - 10:25
Chair: Judith Rousseau Organizer: Judith Rousseau
  E351:   H. Rue
  Robustifying model components: the choice of priors
  E584:   E. Vernet
  Asymptotics for Bayesian nonparametric hidden Markov models with finite state space
  E800:   X. He, Y. Yang
  Bayesian empirical likelihood for quantile regression
  E828:   C. Holmes
  Robustness of statistical decisions to model approximation
Session ES114 Room: H1
Latent variables and feedback in graphical Markov models Sunday 07.12.2014    08:45 - 10:25
Chair: Giovanni Marchetti Organizer: Mathias Drton
  E694:   E. Stanghellini
  On identifiability of causal effects in Bayesian networks
  E750:   J. Mooij, D. Janzing, B. Scholkopf
  How structural equation models can arise from dynamical systems
  E784:   M. Maathuis
  High-dimensional causal inference with latent variables
  E812:   M. Eichler
  Trek separation and latent variable models for multivariate time series
Session ES121 Room: P1
Stochastic models for population dynamics Sunday 07.12.2014    08:45 - 10:25
Chair: Manuel Mota Organizer: Manuel Molina , Manuel Mota
  E082:   M. Molina, S. Ma, Y. Xing
  Stochastic modeling through two-sex branching processes in a random environment
  E326:   O. Hyrien, S. Peslak, N. Yanev, J. Palis
  Stochastic modeling of stress erythropoiesis using a two-type age-dependent branching process with immigration
  E382:   M. Mota, M. Gonzalez
  Simulation study of X-inactivation in heterozygous females through branching processes
  E797:   M. Serra, S. Sagitov
  Skeletons of near-critical Bienayme-Galton-Watson processes
Session ES126 Room: L1
Resampling tests Sunday 07.12.2014    08:45 - 10:25
Chair: Arnold Janssen Organizer: Arnold Janssen
  E039:   F. Pesarin, L. Salmaso
  Permutation tests for equivalence and noninferiority
  E125:   A. Janssen
  A survey about permutation methods for randomly censored survival data
  E166:   D. Dobler, M. Pauly
  A data-dependent multiplier bootstrap applied to transition probability matrices of inhomogeneous Markov processes
  E594:   J. Romano, E. Chung
  Permutation and randomization tests of parameters
Session EP02 Room: First floor Hall
Poster session I Sunday 07.12.2014    08:45 - 10:25
Chair: Francisco de Asis Torres-Ruiz Organizer: ERCIM 2014
  E353:   J. Linares-Perez, R. Caballero-Aguila, A. Hermoso-Carazo
  Recursive filtering in sensor networks with random packet dropouts and random delays in the measurements
  E355:   A. Hermoso-Carazo, R. Caballero-Aguila, J. Linares-Perez
  Estimation using measured outputs with random parameter matrices and one-step correlated random delays
  E460:   A. Moghimbeigi, A. Maghsoudi, M. Saidijam , A. Soltanian
  Robust zero-inflated Poisson regression model for quantitative trait loci mapping
  E670:   B. Dadashova, B. Arena-Ramirez, J. Mira-McWilliams, F. Aparicio
  Bayesian model selection methodology for road safety
  E880:   A. Martinez-Rodriguez, A. Conde-Sanchez, M. Olmo-Jimenez, J. Rodriguez-Avi, A. Saez-Castillo
  Regression models for zero-truncated count data
  E939:   J. Cheng, N. Chan
  Sample size issue of the Particle Monte Carlo EM algorithm
  E992:   A. Sezer, B. Yazici, E. Ozkip
  Pairwise comparisons of 3 normal population means by the Bonferroni correction factor
  E1053:   M. Garcia-Ligero, A. Hermoso-Carazo, J. Linares-Perez
  Estimation in stochastic systems with packet dropouts and cross-correlated measurement noises
  E1085:   F. Torres-Ruiz, P. Roman-Roman
  Estimating the parameters of the Richards diffusion process via metaheuristic procedures
  E556:   L. Grassetti, G. Zaccomer
  Spatial shift-share analysis using modified AMOEBA procedure
Parallel session J: Sunday 07.12.2014 10:55 - 13:00

Session ES04 Room: O1
Classification and discriminant procedures for dependent data Sunday 07.12.2014    10:55 - 13:00
Chair: Jose A. Vilar Organizer: Andres M. Alonso
  E098:   M. Garcia-Magarinos, J. Vilar
  A new dissimilarity-based approach to cluster categorical time series
  E207:   M. Corduas
  Long memory time series classification by the AR metric
  E226:   E. Otranto, R. Gargano
  Clustering financial assets in presence of a dominant market
  E228:   R. Pappada, F. Durante, N. Torelli
  Clustering of time series via non-parametric tail dependence estimation
  E583:   A. Justel, M. Svarc
  Sequential clustering procedure for functional data
Session ES05 Room: H1
Advances in spatio-temporal analysis Sunday 07.12.2014    10:55 - 13:00
Chair: Tatiyana Apanasovich Organizer: Tatiyana Apanasovich
  E272:   M. Frias Bustamante, M. Ruiz-Medina
  Spatiotemporal estimation of long-range dependence ocean surface temperature maps
  E482:   X. Liu, S. Guillas, M. Lai
  Spatial modelling with bivariate splines via SPDE for Gaussian fields
  E794:   R. Furrer
  An asymptotic framework for multivariate tapering
  E131:   A. Majumdar
  Bayesian modeling of skewed spatial distributions
Session ES09 Room: E1
Statistical inference for nonregular models Sunday 07.12.2014    10:55 - 13:00
Chair: Natalia Bochkina Organizer: Natalia Bochkina
  E395:   M. Jirak, A. Meister, M. Reiss
  Adaptive function estimation in nonparametric regression with one-sided errors
  E063:   M. Reiss
  Efficient estimation of functionals in one-sided nonparametric models
  E332:   B. Knapik, B. Kleijn
  Efficiency in irregular models: semiparametric posterior limits
  E501:   T. Saegusa, J. Wellner
  Non-regular general semiparametric models under two-phase sampling
  E487:   N. Bochkina, P. Green
  The Bernstein-von Mises theorem and misspecified nonregular models
Session ES11 Room: F1
Modeling dependence for multivariate time to events data Sunday 07.12.2014    10:55 - 13:00
Chair: Roel Braekers Organizer: Roel Braekers , Jacobo De Una-Alvarez , Thomas Scheike
  E052:   K. Holst
  The liability threshold model for censored twin data
  E053:   T. Scheike
  Modelling dependence for bivariate lifetimes
  E198:   F. Eriksson, T. Scheike
  Additive gamma frailty models with applications to competing risks in related individuals
  E928:   P. Volf
  On identification of a parametric competing risk model
  E1087:   R. Braekers, L. Prenen, L. Duchateau
  Using nested Archimedean copula functions to model associations in hierarchically clustered survival data
Session ES15 Room: L1
Model specification tests Sunday 07.12.2014    10:55 - 13:00
Chair: M. Dolores Jimenez-Gamero Organizer: Alejandra Cabana , M. Dolores Jimenez-Gamero
  E100:   K. Ghoudi, B. Remillard
  Tests of randomness for time series
  E239:   E. Gonzalez-Estrada, J. Villasenor Alva
  The Levy characterization and its application in testing for normal distributions
  E240:   J. Villasenor Alva, E. Gonzalez-Estrada
  A non-bootstrap test for gamma distributions
  E263:   N. Neumeyer, H. Noh, I. Van Keilegom
  Testing for validity of a transformation regression model
  E358:   J. Ngatchou-Wandji, T. Seck Cheikh, L. Gane Samb
  Inference in poverty indices: An empirical processes approach
Session ES22 Room: N1
Dependence models and copulas: Theory III Sunday 07.12.2014    10:55 - 13:00
Chair: Fabrizio Durante Organizer: Fabrizio Durante , Wolfgang Trutschnig
  E136:   G. Puccetti, R. Wang
  General extremal dependence concepts
  E293:   P. Jaworski
  Quantile regression from copula perspective
  E324:   J. Swanepoel, N. Veraverbeke, P. Janssen
  Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals
  E356:   R. Cerqueti, F. Spizzichino
  Random times to assets' defaults and comparisons among exotic options
  E377:   F. Di Lascio, S. Giannerini, A. Reale
  A conditional copula-based technique to impute complex dependent data
Session ES24 Room: D1
Component-based multilayer path models Sunday 07.12.2014    10:55 - 13:00
Chair: Cristian Preda Organizer: Vincenzo Esposito Vinzi , Laura Trinchera
  E230:   P. Kroonenberg
  Three-mode analysis of multimode covariance matrices
  E877:   L. Trinchera, P. Dolce, V. Esposito Vinzi, A. Hero
  NIPALS algorithms for Kronecker structured covariance matrices
  E650:   A. Tenenhaus, L. Le Brusquet
  Regularized generalized canonical correlation analysis extended to three way data
  E245:   M. Hanafi, Z. El Hadri
  New procedure based on alternative least squares for estimating parameters of a recursive path analysis model
  E882:   P. Dolce, C. Davino, V. Esposito Vinzi
  Quantile PLSPM versus classical PLSPM: methods, performances and interpretations
Session ES25 Room: B1
Multivariate extremes Sunday 07.12.2014    10:55 - 13:00
Chair: Michael Falk Organizer: Michael Falk
  E331:   J. Wadsworth, J. Tawn, A. Davison, D. Elton
  Modelling across extremal dependence classes
  E350:   C. Dombry, M. Ribatet, S. Stoev
  Concurrence probabilities for spatial extremes
  E557:   S. Engelke, J. Ivanovs, Z. Kabluchko, M. Schlather
  Markov particle systems and Levy driven Brown-Resnick processes
  E708:   M. Zott, M. Falk
  On generalized max-linear models in max-stable random fields
  E740:   J. Nolan, A. Fougeres, C. Mercadier
  Computational methods for multivariate extreme value distributions
Session ES82 Room: A1
Robustness in survey sampling Sunday 07.12.2014    10:55 - 13:00
Chair: Anne Ruiz-Gazen Organizer: Anne Ruiz-Gazen
  E278:   A. de Moliner, H. Cardot, C. Goga
  Robust estimation of a mean electricity curve by sampling
  E503:   D. Haziza, C. Favre-Martinoz, J. Beaumont
  On the external consistency property for domain estimation in the presence of influential units
  E611:   C. Favre-Martinoz, D. Haziza, N. Tzavidis
  Robust inference for GLM and GLMM in finite population
  E613:   L. Dumitrescu
  Robust small area estimation under semi-parametric models
  E631:   T. Schmid, N. Tzavidis, R. Munnich, R. Chambers
  Bias-corrected outlier robust small domain predictors under spatial correlation
Session ES83 Room: M1
Data on manifolds and manifold data Sunday 07.12.2014    10:55 - 13:00
Chair: Laura Sangalli Organizer: Laura Sangalli
  E554:   J. Kent
  Statistical methods for projective shape analysis
  E717:   A. Bowman, L. Vittert, S. Katina
  Representations and analysis of manifold data
  E837:   B. Colosimo, E. del Castillo
  Geodesic Gaussian processes for the reconstruction of 3D noisy surfaces
  E933:   K. Kim, I. Dryden, H. Le
  Principal nested spheres analysis of molecular dynamics data
  E965:   A. Srivastava
  Metric-based registration and analysis of objects (curves, surfaces, and images)
Session ES87 Room: I1
Data science and theory Sunday 07.12.2014    10:55 - 13:00
Chair: M. Brigida Ferraro Organizer: Roberta Siciliano , Mark de Rooij
  E841:   A. D'Ambrosio, C. Iorio, G. Frasso, R. Siciliano
  Fuzzy probabilistic-distance clustering of time and numerical series modeled by penalized spline
  E891:   M. Cannas, C. Conversano, F. Mola, E. Sironi
  A semi-parametric model for clustering hospitals by similarity in patients' outcome: a study of cesarean sections rates in Sardinia
  E1138:   T. Wilderjans, E. Ceulemans, I. Van Mechelen
  Data fusion of heterogeneous data by means of simultaneous matrix/array factorization: overview and challenges
  E993:   A. Morineau, T. Huynh, R. Marion-Gallois, Y. De Rycke
  The statistical swarming method and its validation
  E848:   R. Biswas
  Binary sentiment classification of documents
Session ES95 Room: Q1
Bayesian inference for big data Sunday 07.12.2014    10:55 - 13:00
Chair: Mattias Villani Organizer: Mattias Villani
  E900:   M. Quiroz, M. Villani, R. Kohn
  Speeding up MCMC by efficient data subsampling
  E887:   A. Posekany, S. Fruhwirth-Schnatter
  Yin Yang sampling
  E1028:   C. Grazian, C. P. Robert, M. Banterle
  Delayed acceptance with prefetching
  E1295:   R. Kohn
  Efficient variational Bayes inference for generalized linear mixed models with large datasets
Session ES115 Room: C1
Electricity load forecasting Sunday 07.12.2014    10:55 - 13:00
Chair: Jean-Michel Poggi Organizer: Jean-Michel Poggi
  E180:   Y. Goude, P. Gaillard
  Statistical models for electricity load forecasting at different scales
  E114:   D. Amberti
  Control forecasting performance over time: An application of control charts to the energy sector
  E138:   M. Mougeot, D. Picard, V. Lefieux, L. Teyssier-Maillard
  Sparse functional regression for intra day load curve forecasting
  E139:   J. Cugliari, A. Antoniadis, X. Brossat, J. Poggi
  A prediction interval for a function-valued forecast model. Application to electricity load curves
  E167:   A. Philippe
  Construction of an informative hierarchical prior for a small sample with the help of historical data and application
Session ES123 Room: G1
Sparsity and network Sunday 07.12.2014    10:55 - 13:00
Chair: Gareth Peters Organizer: Sofia Olhede , Patrick Wolfe
  E089:   Y. Yu, Y. Feng, R. Samworth
  Fused community detection
  E144:   E. Wit, F. Abegaz
  Sparse high-dimensional networks
  E213:   S. Robin, P. Latouche
  Bayesian model averaging of stochastic block models to estimate the graphon function
  E413:   N. Verzelen, E. Arias-Castro
  Community detection in sparse random networks
  E1218:   H. Nagata, H. Shimodaira
  Bootstrap method for networks and its properties in random graphs
Parallel session K: Sunday 07.12.2014 14:45 - 16:25

Session ESI04 - Invited Room: Sala Convegni
Statistical analysis of event times Sunday 07.12.2014    14:45 - 16:25
Chair: Thomas Scheike Organizer: SAET Track
  E867:   Y. Sun, P. Gilbert
  Analysis of stratified mark-specific proportional hazards models with missing marks, with an application
  E1033:   F. Louzada, F. Louzada
  Mechanistic survival regression models in the presence of long-term survival
  E1304:   J. Goeman
  Variable selection and deselection in Cox models, with confidence
Session ES01 Room: N1
OODA-Tree structured data objects Sunday 07.12.2014    14:45 - 16:25
Chair: Ana M. Aguilera Organizer: Ana M. Aguilera , Steve Marron
  E593:   M. Owen, S. Cleary, A. Feragen, D. Vargas
  Principal components analysis in tree-space
  E422:   T. Nye
  Brownian motion, bridges and inference in phylogenetic tree space
  E507:   B. Jain
  Learning on graphs
  E785:   R. Yoshida
  kdetrees: nonparametric estimation of phylogenetic tree distributions
Session ES08 Room: I1
Statistics for imprecise-valued data Sunday 07.12.2014    14:45 - 16:25
Chair: Angela Blanco-Fernandez Organizer: Angela Blanco-Fernandez , Ana B. Ramos-Guajardo
  E1276:   R. Seri
  Statistical tests for inclusion/exclusion of Aumann means
  E1283:   M. Garcia-Barzana, A. Colubi, P. Camblor, J. Quiros
  Mediterranean diet: an interval-valued approach
  E1285:   A. Blanco-Fernandez, A. Ramos-Guajardo
  Multi-sample test for the equality of real-valued distributions based on the fuzzy representation
  E1155:   A. Capotorti, G. Figa-Talamanca
  SMART fuzzy weighted averages of fuzzy numbers
Session ES28 Room: C1
Recent advances in statistical genetics Sunday 07.12.2014    14:45 - 16:25
Chair: Florian Frommlet Organizer: Florian Frommlet
  E188:   A. Futschik, T. Hotz, A. Munk, H. Sieling
  Multiscale DNA partitioning: Statistical evidence for segments
  E445:   M. Bogdan, F. Frommlet, P. Szulc, H. Tang
  Model selection approach for genome wide association studies in admixed populations
  E566:   D. Speed, M. Johnson, D. Balding
  Using mixed model analysis to describe and predict complex traits
  E776:   T. Park, I. Huh, M. Kwon, W. Yu
  Unified gene-gene interaction analysis of multiple phenotypes
Session ES40 Room: H1
New approaches in spatial statistics Sunday 07.12.2014    14:45 - 16:25
Chair: Tatiyana Apanasovich Organizer: Serge Guillas
  E736:   J. Mateu, J. Gonzalez, U. Hahn
  An ANOVA-type procedure for replicated spatio-temporal point patterns
  E788:   I. Manolopoulou, S. Guillas, P. Moonen
  Flexible modelling of turbulent in-flows using radial basis functions
  E820:   F. Lindgren
  Computational methods for spatially Markovian stochastic PDEs
  E1284:   L. Sangalli
  Modeling space anisotropy and non-stationarity via Partial Differential Equations
Session ES42 Room: P1
Bayesian analysis of graphical models Sunday 07.12.2014    14:45 - 16:25
Chair: Michele Guindani Organizer: Michele Guindani
  E134:   M. Scutari, A. Bentley, I. Mackay
  Genotype-environment effects analysis using Bayesian networks
  E312:   Y. Ji
  Zodiac: A comprehensive depiction of genetic interactions in cancer by integrating TCGA data
  E538:   S. Kundu, V. Baladandayuthapani, B. Mallick
  Bayesian regularized graphical model estimation in high dimensions
  E1266:   K. Do, F. Stingo, T. Chekouo, J. Doecke
  miRNA-target gene regulatory networks: a Bayesian approach to biomarker selection with application to kidney cancer
Session ES44 Room: L1
Model-based clustering for categorical and mixed-type data Sunday 07.12.2014    14:45 - 16:25
Chair: Antonio Punzo Organizer: Salvatore Ingrassia
  E096:   J. Jacques, C. Biernacki
  Model-based clustering of multivariate ordinal data relying on a stochastic binary search algorithm
  E177:   C. Viroli, S. Cagnone
  A multivariate latent variable model for analysing longitudinal mixed data
  E770:   Y. Tang, R. Browne, P. McNicholas
  A partial membership clustering of categorical data
  E786:   M. Ranalli, R. Rocci
  Mixture models for mixed-type data through a pairwise likelihood approach
Session ES51 Room: Q1
Bayesian semi- and nonparametric modelling III Sunday 07.12.2014    14:45 - 16:25
Chair: Li Ma Organizer: Antonio Lijoi , Li Ma , Matteo Ruggiero
  E775:   S. Tokdar
  Multivariate regression with additive Gaussian processes and its applications
  E216:   S. Liverani
  Recent advances for profile regression models in the R package PReMiuM
  E225:   M. Fall
  A Bayesian nonparametric approach to reconstruction of dynamic and clinical PET data
  E208:   A. Canale, D. Dunson
  Multiscale Bernstein polynomials for densities
Session ES79 Room: D1
Counting processes Sunday 07.12.2014    14:45 - 16:25
Chair: Paula R. Bouzas Organizer: Paula R. Bouzas
  E146:   D. Morina Soler, G. Casanovas, A. Navarro
  Multivariate survival models with common baseline risk under event dependence and unknown number of previous episodes
  E270:   A. Cebrian
  Modelling and generating dependent nonhomogenous point processes
  E400:   N. Ruiz-Fuentes, P. R. Bouzas, C. Montes-Gijon
  Self-exciting process with phase-type intensity: simulation and estimation
  E528:   P. R. Bouzas, N. Ruiz-Fuentes, J. Ruiz-Castro
  Forecasting compound Cox processes
Session ES90 Room: A1
Robust and nonparametric methods Sunday 07.12.2014    14:45 - 16:25
Chair: Stefan Van Aelst Organizer: Stefan Van Aelst
  E287:   K. Facevicova, K. Hron, M. Templ, V. Todorov
  Robust exploratory data analysis of compositional tables
  E295:   Y. Yang, H. Wang, X. He
  Posterior inference in Bayesian quantile regression with asymmetric Laplace likelihood
  E454:   G. Boente, D. Rodriguez, P. Vena
  Robust estimators in a generalized partly linear regression model under mononicity constraints
  E1018:   W. Van den Bossche, M. Hubert, P. Rousseeuw
  Robust estimation of multivariate scatter with fixed center
Session ES105 Room: G1
Flexible models for directional data Sunday 07.12.2014    14:45 - 16:25
Chair: Shogo Kato Organizer: Christophe Ley
  E336:   C. Jones
  Families of unimodal distributions on the circle
  E630:   S. Kato, P. McCullagh
  Some properties of a family of distributions on the sphere related to the Mobius transformation
  E748:   T. Verdebout, C. Ley
  Skew-rotationally symmetric distributions on hyperspheres and optimal goodness-of-fit tests
  E345:   T. Abe, C. Ley, A. Koudou
  Linear-circular models and their properties
Session ES117 Room: B1
High-dimensional Bayesian modeling Sunday 07.12.2014    14:45 - 16:25
Chair: Jaeyong Lee Organizer: Jaeyong Lee
  E403:   B. Clarke, A. Dobra, J. Clarke, C. Valdes
  Using a subclass of log-linear models to search for dependencies among bacterial genomes with metagenomic NGS data
  E829:   F. Liang, B. Li
  Prediction and model selection for multi-task learning
  E211:   M. Kyung, J. Gill, M. Ghosh, G. Casella
  Penalized regression, standard errors, and Bayesian lassos
  E866:   J. Scott, W. Tansey
  False discovery rate smoothing
Session ES119 Room: M1
High-dimensional data analysis Sunday 07.12.2014    14:45 - 16:25
Chair: Juan Romo Organizer: Juan Romo
  E634:   A. Paganoni, F. Ieva, N. Tarabelloni
  Robust statistics for multivariate functional data: depth measures in cardiovascular disease prediction
  E656:   P. Rousseeuw, M. Hubert, P. Segaert
  Classification of multivariate functional data based on depth
  E726:   S. Dabo, S. Guillas, C. Ternynck
  Efficiency in functional nonparametric models with autoregressive errors
  E1060:   M. Romanazzi
  On the cosine of von Mises-Fisher distributions with statistical applications
Session ES132 Room: O1
Computational statistics I Sunday 07.12.2014    14:45 - 16:25
Chair: Sonja Kuhnt Organizer: ERCIM 2014
  E999:   M. Iida, N. Niki
  Run-time model for a class of parallel probabilistic statistical computations on graphical processing units
  E1019:   K. Adachi, N. Trendafilov
  Sparse SEM: computational identification of inter-factor relations in confirmatory factor analysis
  E1147:   M. Ivanov, S. Kuhnt
  Parallelized EGO optimization of a sheet metal forming process via block additive Sobol index decomposition
  E1170:   P. Paoullis, E. Kontoghiorghes
  Solving augmented systems using a block-updating generalized QR decomposition
Session ES37 Room: F1
Change-points in time series II Sunday 07.12.2014    14:45 - 16:25
Chair: Daniel Vogel Organizer: Daniel Vogel
  E080:   M. Wendler, O. Sharipov, J. Tewes
  Nonparametric method for change point detection in functional time series
  E416:   S. Weber, C. Kirch
  Sequential change-point procedures based on estimating functions
  E764:   S. Schwaar
  Change-point test and estimator based on estimation functions
  E1151:   P. Galeano, D. Wied
  Dating multiple change points in the correlation matrix
Session ES130 Room: E1
Non-parametric and semi-parametric methods Sunday 07.12.2014    14:45 - 16:25
Chair: Leopold Simar Organizer: Valentin Zelenyuk
  E288:   V. Zelenyuk, B. Park, L. Simar
  A nonparametric approach to dynamic discrete choice models
  E294:   J. Chen, J. Gao
  Semiparametric model selection in panel data models with deterministic trending and cross-sectional dependence
  E502:   C. Parmeter, D. Henderson, L. Su
  Nonparametric threshold regression: Estimation and inference
  E569:   L. Simar, D. Li, V. Zelenyuk
  Generalized nonparametric smoothing with mixed discrete and continuous data
Session EP01 Room: First floor Hall
Poster session II Sunday 07.12.2014    14:45 - 16:25
Chair: Cristian Gatu Organizer: ERCIM 2014
  E990:   B. Yazici, S. Mankir
  Generalized $p$ values in regression analysis
  E1040:   L. Santana, J. Allison
  On a data-dependent choice of the tuning parameter appearing in certain goodness-of-fit tests
  E1083:   B. Cobo, R. Arnab, M. Rueda, A. Arcos
  Resampling methods for randomized response techniques
  E1078:   M. Martinez, C. Bazzoli, F. Letue
  Modelling finger force produced from different tasks using linear mixed models with lme R function
  E1072:   M. Hainy, W. Mueller, H. Wagner
  Likelihood-free simulation-based optimal design with an application to spatial extremes
  E1096:   I. Oyenuga, B. Oyejola, V. Oni, J. Olajide
  Statistical modelling of quarterly record of rainfall distribution in South West Nigeria
  E1110:   T. Sakata, K. Okusa, H. Sakamoto, Y. Yoshinaga, T. Onishi
  Estimation of running distance of top tennis players from video images and its applications
  E1247:   W. Isaka, K. Okusa, T. Kamakura
  Frontal view gait analysis using weighted center of gait silhouette based on the scale registration
  E1296:   J. Kysely, E. Plavcova
  Application of circulation type classification in analysis of links between atmospheric circulation and precipitation
  E1309:   G. Perdona, H. Souza, F. Louzada, F. Peria
  The exponentiated modified Weibull long term hazard model in the context of breast cancer
Session EP03 Room: First floor Hall
Poster session III Sunday 07.12.2014    14:45 - 16:25
Chair: Cristian Gatu Organizer: ERCIM 2014
  E1134:   M. Rivas-Lopez, J. Lopez-Fidalgo, R. Del Campo
  D-optimal designs for AFT models with Type I and random censoring
  E1144:   M. Kampert, J. Meulman
  rCOSA: a software package for clustering objects on subsets of attributes
  E1146:   C. Bazzoli, S. Lambert-Lacroix
  A comparison of methods for analysing logistic regression models with both clinical and genomic variables
  E1158:   J. Martin Jimenez, L. Naranjo, C. Perez, Y. Campos-Roca, A. Rubio
  A Bayesian probit regression-based approach to address recording replications in the diagnosis of Parkinson’s disease
  E1168:   Y. Akimoto, K. Okusa, T. Kamakura
  Statistical analysis of human respiration based on complex signals with Doppler radar
  E1169:   T. Sakumura, Y. Akimoto, K. Okusa, T. Kamakura
  Functional data analysis of running data by 3D-motion capture
  E1226:   C. Scricciolo
  Bayesian adaptation
  E1190:   I. Barranco-Chamorro, J. Moreno-Rebollo, J. Mayor-Gallego, M. Jimenez-Gamero
  Influence diagnostics under a model-based approach in survey sampling
  E1271:   K. Kang, C. Park, Y. Jeon
  A nonparametric kernel approach to interval-valued data analysis
  E1143:   A. Borges, I. Sousa, L. Castro
  Longitudinal analysis of tumor markers CA 15-3 and CEA of breast cancer patients from Braga's hospital
Parallel session M: Sunday 07.12.2014 16:55 - 19:00

Session ES18 Room: H1
Statistical methods for spatial epidemiology Sunday 07.12.2014    16:55 - 19:00
Chair: Peter Congdon Organizer: Peter Congdon
  E284:   C. DiMaggio
  Small-area spatioemporal analysis of pedestrian injuries in New York City 2001-2010
  E371:   S. Kuriki, K. Takahashi, H. Hara
  Exact calculation of multiplicity-adjusted p-values of scan statistics in spatial epidemiology
  E486:   Y. MacNab
  Data cloning in Bayesian disease mapping
  E505:   P. Congdon
  Geographic variation in population attributable fractions: adjusting for spatial confounding
  E731:   A. Biggeri, L. Cecconi, D. Catelan
  Bayesian geostatistical models for veterinary parasitological surveys under informative sampling
  E759:   C. Lagazio, D. Catelan, A. Biggeri
  Profiling high risk areas in spatial surveillance
Session ES23 Room: N1
Dependence models and copulas: Applications Sunday 07.12.2014    16:55 - 19:00
Chair: Wolfgang Trutschnig Organizer: Fabrizio Durante , Wolfgang Trutschnig
  E1277:   M. Sordo, A. Suarez-Llorens, A. Bello
  Comparison of conditional distributions in portfolios of dependent risks
  E366:   B. Poignard, J. Fermanian
  Dynamic correlation matrices based on vines
  E568:   E. Foscolo
  Impulse response analysis in a nonlinear world
  E723:   L. Catania, M. Bernardi
  Switching GAS Copula models for systemic risk assessment
  E231:   R. Torres Diaz, R. Lillo, H. Laniado
  Directional multivariate Value at Risk and copulas
Session ES30 Room: A1
Advances in robust data analysis Sunday 07.12.2014    16:55 - 19:00
Chair: Luis A. Garcia-Escudero Organizer: Luis A. Garcia-Escudero , Agustin Mayo , Alfonso Gordaliza
  E471:   V. Todorov, D. Kepplinger, S. Upadhyaya
  Industrial development and well-being of population: Robust regression with compositional data
  E514:   L. Garcia-Escudero, A. Gordaliza, A. Mayo-Iscar
  Parameters selection in robust clustering
  E588:   A. Bianco, P. Spano
  Robust estimation in partially linear errors-in-variables models
  E735:   M. Riani, L. Garcia-Escudero, A. Gordaliza, A. Mayo-Iscar, A. Cerioli
  Finding the number of groups in model-based clustering through the restricted likelihood
  E192:   A. Garcia-Perez
  A Von Mises approximation for the small sample distribution of the asymmetrically trimmed mean. Applications
Session ES34 Room: B1
Regression models for extreme values Sunday 07.12.2014    16:55 - 19:00
Chair: Stephane Girard Organizer: Stephane Girard
  E045:   H. Wang, D. Li
  Estimation of extreme conditional quantiles through power transformation
  E058:   K. Knight
  Lawson's algorithm and estimation of extreme conditional quantiles
  E075:   L. Gardes, G. Stupfler
  Estimation of the conditional tail index in presence of random covariates
  E140:   J. Jureckova
  Averaged extreme regression quantile
  E076:   A. Daouia, H. Noh, B. Park
  Data envelope fitting with constrained polynomial splines
Session ES52 Room: G1
Recent developments in the design of experiments Sunday 07.12.2014    16:55 - 19:00
Chair: Chang-Yun Lin Organizer: Chang-Yun Lin
  E033:   C. Lin
  Optimal blocked orthogonal arrays
  E292:   M. Kao
  Recent developments in optimal experimental designs for functional MRI
  E468:   P. Yang, C. Lin
  Response surface methodology using split-plot definitive screening designs
  E645:   R. Fontana
  Algorithms for factorial designs generation
  E1035:   S. Ghosh
  Computational complexity in determining efficient fractional factorial designs in presence of model uncertainty
  E1273:   W. Li, S. Barone, A. Lombardo, D. Zou
  Design and analysis of discrete choice experiments for models with response time
Session ES55 Room: F1
New software developments for competing risks and multi-state models Sunday 07.12.2014    16:55 - 19:00
Chair: Luis Meira-Machado Organizer: Luis Meira-Machado
  E037:   T. Gerds
  Fitting regression models to interval-censored observations of illness-death models in R
  E055:   M. Pohar Perme
  An overview of multistate modeling with R
  E086:   H. Reulen
  Sparse multistate modelling
  E111:   L. de Wreede, M. Fiocco, J. Schetelig, H. Putter
  The mstate package for non- and semi-parametric multi-state models, applied to a treatment success model
  E744:   T. Bluhmki, M. Schumacher, H. Stephan, J. Beyersmann, A. Allignol
  Application of multistate models in hospital epidemiology: a software perspective
Session ES70 Room: M1
Nonparametric functional data analysis Sunday 07.12.2014    16:55 - 19:00
Chair: Alicia Nieto-Reyes Organizer: Alicia Nieto-Reyes
  E291:   H. Mueller, K. Chen , P. Delicado
  Modeling repeated functional data, with applications to trajectories of fertility
  E389:   R. Lillo, D. Valencia, J. Romo
  Correlation median for functions
  E519:   H. Matsui
  Selection of variable and classification boundary by functional logistic regression
  E665:   J. Loubes, H. Lescornel
  Registration of distributions with Wasserstein distance
  E738:   F. Scheipl, J. Gertheiss, S. Greven
  Additive mixed models for generalized functional data
Session ES76 Room: D1
Statistical methods for insurance and finance Sunday 07.12.2014    16:55 - 19:00
Chair: Cira Perna Organizer: Cira Perna
  E448:   M. Russolillo, G. Giordano, S. Haberman
  The three-way Lee-Carter model to detect the leading causes of death
  E792:   V. Passannante, V. D'Amato, M. Sibillo
  Mortality for causes-specific deaths in Mortgage Life Insurance
  E793:   A. Orlando, E. Di Lorenzo, M. La Rocca, M. Sibillo, C. Perna
  Some remarks on predictive accuracy in survival forecasting
  E959:   I. Gollini, J. Rougier
  Rapidly bounding the exceedance probabilities of high aggregate losses
  E859:   C. Pizzi, M. Corazza
  Some critical insights on the unbiased efficient frontier a la Bodnar $\&$ Bodnar
Session ES93 Room: I1
Inference under imprecise knowledge Sunday 07.12.2014    16:55 - 19:00
Chair: Barbara Vantaggi Organizer: Barbara Vantaggi
  E236:   E. Somersalo, D. Calvetti, O. Ernst
  Estimation of numerical model discrepancy in inverse problems by particle methods
  E183:   P. Rigo, P. Berti, E. Dreassi
  Compatibility of conditional distributions
  E562:   D. Petturiti, B. Vantaggi
  The role of finite additivity in multiple prior Bayesian inference using a 2-mononotone prior capacity
  E642:   G. Coletti, M. Baioletti, D. Petturiti, V. Poggioni
  Similarity measures taking into account the power of interactions among attributes
  E368:   G. Sanfilippo, N. Pfeifer, A. Gilio
  Probabilistic inference and syllogisms
Session ES102 Room: Q1
Bayesian networks in official statistics Sunday 07.12.2014    16:55 - 19:00
Chair: Paola Vicard Organizer: Paola Vicard
  E392:   M. Scanu, P. Vicard
  Bayesian networks for official statistics purposes: focus on data integration
  E282:   I. Tsamardinos, S. Triantafillou, L. Vincenzo, A. Roumpelaki
  Advances in integrative causal analysis and connections to statistical matching
  E577:   R. Kenett, L. Dalla Valle
  On increasing information quality (InfoQ) by calibration of official statistics
  E449:   M. Mezzini, D. Marella, P. Vicard
  Correcting measurement errors with Bayesian networks when the variables are continuous and discrete
  E329:   F. Musella, D. Marella, P. Vicard
  Bayesian network structural learning for complex survey data
Session ES113 Room: C1
Advances in ordinal and preference data Sunday 07.12.2014    16:55 - 19:00
Chair: Jose Fernando Vera Organizer: Antonio D'Ambrosio , Jose Fernando Vera
  E128:   M. Manisera, P. Zuccolotto
  Modelling ``don't know'' responses in rating scales
  E249:   F. Ricci Tersenghi, P. Contucci, E. Panizzi, A. Sirbu
  A new dimension for democracy: egalitarianism in the rank aggregation problem
  E318:   S. Amodio, A. D'Ambrosio, R. Siciliano
  A heuristic algorithm for the consensus ranking problem
  E732:   J. Vera
  A three-way structural equation multidimensional scaling model
  E971:   A. Piscitelli, A. Morrone
  The effects of objective and subjective conjoint vulnerabilities on life satisfaction
Session ES120 Room: P1
Change-point detection, dependence modelling and related issues Sunday 07.12.2014    16:55 - 19:00
Chair: Ivan Kojadinovic Organizer: Ivan Kojadinovic
  E298:   D. Vogel, M. Wendler
  Change-point tests based on $U$-quantiles
  E751:   S. Volgushev, X. Shao
  From non-sequential to sequential
  E677:   A. Buecher, J. Segers
  Extreme value copula estimation based on block maxima of a multivariate stationary time series
  E317:   B. Berghaus, A. Buecher
  Goodness-of-fit tests for multivariate copulas under strong mixing based on a dependent multiplier bootstrap
  E660:   O. Lopez, J. Fermanian
  A single-index model for conditional copula modeling
Session ES124 Room: E1
Survival and reliability Sunday 07.12.2014    16:55 - 19:00
Chair: Juan Eloy Ruiz-Castro Organizer: Juan Eloy Ruiz-Castro , Mariangela Zenga
  E432:   E. Strzalkowska-Kominiak, A. Grane
  Goodness-of fit for randomly censored data based on maximum correlation
  E612:   G. Cortese
  Inference based on local likelihoods for regression models of non-proportional hazards and excess hazards
  E343:   C. Wells
  Matrix transformations in the analysis of systems subject to repairable and nonrepairable failures
  E827:   R. Rollins, A. Marshall, K. Cairns, E. McLoone, S. Chamney
  The discrete conditional phase-type model to predict, and plan for, retinopathy of prematurity
  E244:   J. Ruiz-Castro, M. Zenga
  A discrete piecewise multi-state model in survival: application to breast cancer
Parallel session N: Monday 08.12.2014 08:45 - 10:05

Session ES145 Room: O1
Dimensionality reduction and variable selection Monday 08.12.2014    08:45 - 10:05
Chair: Hannu Oja Organizer: ERCIM 2014
  E1046:   J. Virta, K. Nordhausen, H. Oja
  Supervised dimension reduction based on moments
  E1086:   M. Svarc, R. Fraiman, Y. Gimenez
  Seeking relevant information from a statistical model
  E1299:   J. Brynjarsdottir, M. Berliner
  Dimension-reduced modeling of spatio-temporal processes
  E952:   M. Poncela Blanco, P. Poncela Blanco
  Wind power forecast combination through dimension reduction techniques
Session ES148 Room: M1
Discrete statistics Monday 08.12.2014    08:45 - 10:05
Chair: Wicher Bergsma Organizer: ERCIM 2014
  E909:   K. Bel, R. Paap
  A multivariatie model for multinomial choices
  E1104:   S. Doehler
  Some step-up procedures that control the false discovery rate for discrete tests
  E1112:   I. Castro-Conde, S. Doehler, J. de Una-Alvarez
  An SGoF-type multiple test method for discrete data
  E1249:   A. Sachlas, S. Bersimis
  A technique to simultaneously monitor bivariate random variables defined on contingency tables
Session ES57 Room: H1
Recent applications of graphical Markov models Monday 08.12.2014    08:45 - 10:05
Chair: Nanny Wermuth Organizer: Nanny Wermuth , Giovanni Marchetti
  E099:   J. Hardt
  Long term effects of emotional parentification
  E306:   R. Nemeth, T. Rudas
  Discrete graphical models in social mobility research
  E575:   J. Whittaker
  Triangular symmetric elements of the entropy in graphical modelling
  E739:   F. Mealli, B. Pacini, E. Stanghellini
  Identification of principal causal effects using additional outcomes in concentration graphs
Session ES151 Room: N1
Dependence in applied statistics and data analysis Monday 08.12.2014    08:45 - 10:05
Chair: Concepcion Ausin Organizer: ERCIM 2014
  E840:   C. Tarantola, L. Dalla Valle, M. De Giuli, C. Manelli
  Default probability estimation via pair copula constructions
  E1029:   A. Dartsch, R. Weissbach
  Modeling dependencies in clustered binomial data
  E1175:   C. Ausin, M. Gomez, C. Dominguez
  Copula-based models for the analysis of glacier discharge at King George Island, Antarctica
  E1208:   K. Herrmann, I. Gijbels
  Sums of dependent random variables and portfolio selection via copula modeling
Session ES68 Room: F1
Markov processes Monday 08.12.2014    08:45 - 10:05
Chair: Sebastian Engelke Organizer: ERCIM 2014
  E957:   P. Ramirez Cobo, E. Carrizosa
  Maximum likelihood estimation in the two-state Markovian arrival process
  E162:   L. Machado, A. Araujo, J. Roca-Pardinas
  Estimation of the transition probabilities in the illness-death model
  E1198:   M. Marino, M. Alfo', N. Tzavidis
  Modelling unobserved heterogeneity in quantile regression for longitudinal data
  E1054:   S. Bersimis, A. Sachlas
  Monitoring side effects in phase II comparative clinical trials
Session ES155 Room: P1
Multivariate modelling Monday 08.12.2014    08:45 - 10:05
Chair: Apostolos Batsidis Organizer: ERCIM 2014
  E911:   S. Mazur, T. Bodnar, Y. Okhrin
  Distribution of the product of singular Wishart matrix and normal vector
  E1248:   E. Di Nardo
  Taking advantage of a symbolic representation of non-central Wishart distributions
  E932:   W. Nisar, C. Tudur-Smith, R. Kolamunnage-Dona
  Semi-parametric approaches for modelling of time-to-event outcomes
  E1111:   N. Loperfido, C. Franceschini
  Linear transformations to symmetry
Session ES84 Room: Q1
Bayesian methods I Monday 08.12.2014    08:45 - 10:05
Chair: Pierpaolo De Blasi Organizer: ERCIM 2014
  E903:   S. Fu, G. Corani
  Hierarchical Bayesian LASSO for a negative binomial regression
  E944:   S. van der Pas, B. Kleijn, A. van der Vaart
  The horseshoe estimator: posterior concentration around nearly black vectors
  E1080:   D. Calvetti, E. Somersalo
  Bayesian flux balance analysis for a complex model of brain cellular metabolism
  E1128:   A. Chu, R. Chung, M. So
  Bayesian analysis of randomized response data
Session ES131 Room: E1
Methodological statistics I Monday 08.12.2014    08:45 - 10:05
Chair: Jean-Marc Bardet Organizer: ERCIM 2014
  E899:   D. Bagkavos, P. Patil, A. Wood
  Measures of asymmetry based on a necessary/necessary and sufficient conditions for symmetry
  E1055:   R. Murtas, P. Dawid, M. Musio
  Bounds for the probability of causation: a new formulation in Mediation Analysis
  E961:   M. Chvostekova
  A univariate multiple use calibration
  E1137:   J. Tsuchida, H. Yadohisa
  Two-mode three-way asymmetric MDS using the log linear model
Session ES139 Room: A1
Contributions to robust data analysis Monday 08.12.2014    08:45 - 10:05
Chair: Jana Jureckova Organizer: ERCIM 2014
  E558:   P. Coretto
  Robust estimation in high-dimensional datasets
  E1268:   A. Bathke, S. Harrar, A. Ellis, M. Pauly, F. Konietschke, W. Burchett
  Making sense of multivariate data that isn't normal
  E1051:   J. Visek
  Robust regression with constraints under heteroscedasticity and broken orthogonality condition
Session ES133 Room: I1
Applied statistics and data analysis I Monday 08.12.2014    08:45 - 10:05
Chair: Thomas Kneib Organizer: ERCIM 2014
  E931:   R. Kolamunnage-Dona
  Impact of unknown dropout reasons on estimation of treatment effect: application to MAGNETIC trial
  E1214:   I. Bianchini, R. Argiento, E. Lanzarone
  Two Bayesian approaches to estimate aortic stiffness from patient-specific CTA images
  E806:   P. Requena, V. D'Amato
  Modeling a longevity index for Spanish population
  E1224:   E. Duarte, B. de Sousa, C. Cadarso-Suarez, T. Kneib, V. Rodrigues
  Performance of structured additive regression models (STAR) when dealing with complex breast cancer screening data
Session ES138 Room: C1
Contributions to biostatistics and bioinformatics Monday 08.12.2014    08:45 - 10:05
Chair: Kim-Anh Do Organizer: ERCIM 2014
  E532:   M. Alvarez Hernandez, A. Martin Andres
  One-tailed asymptotic inferences for the difference of proportions
  E782:   G. Paux, A. Dmitrienko
  Mediana: R package for power evaluation in clinical trials with multiplicity adjustment methods
  E940:   J. Hu, X. Fan
  Inference of gene regulatory relationship in C.elegans embryo
  E235:   A. Kalivodova, K. Hron, P. Filzmoser
  PLS-DA for metabolomical (compositional) data using the logratio approach
Session ES61 Room: D1
Mixture models for modern applications II Monday 08.12.2014    08:45 - 10:05
Chair: Geoff McLachlan Organizer: Geoff McLachlan
  E863:   C. Ambroise
  Model selection in overlapping stochastic block models
  E1061:   Y. Wei, P. McNicholas
  Mixture model averaging for clustering
  E1211:   K. Okada, S. Mayekawa
  Maximum likelihood estimation in a hybrid logistic model
  E1017:   D. Boehning
  A flexible ratio regression approach for zero-truncated capture-recapture counts
Session ES134 Room: L1
Statistical inference I Monday 08.12.2014    08:45 - 10:05
Chair: Jochen Einbeck Organizer: ERCIM 2014
  E913:   H. Masuda, S. Eguchi
  On quasi BIC for general LAQ model
  E969:   S. Gugushvili, P. Spreij, F. van der Meulen
  Decompounding: a non-parametric Bayesian approach
  E1062:   T. Gueuning, G. Claeskens
  Construction of confidence intervals for high-dimensional single-index models
  E1183:   A. Verhasselt, M. Ahkim
  Testing for constancy in varying coefficient models
Session ES137 Room: G1
Contributions to network and spatial data analysis Monday 08.12.2014    08:45 - 10:05
Chair: Vladimir Batagelj Organizer: ERCIM 2014
  E958:   A. Caimo, A. Mira
  Efficient Bayesian computation for exponential random graph models
  E1004:   P. Zappa, D. Vu, C. Liberati, A. Lomi
  Specifying and estimating relational event models with time-weighted statistics: an application to the interbank market
  E1216:   M. Cattelan, C. Varin
  Marginal modelling of spatial clustered binary data
  E1260:   K. Turkman, A. Turkman, P. de Zea Bermudez, P. Pereira, P. Miranda, P. Viterbo
  Combining observed-simulated extreme wind speeds for generating risk maps for electric grid disruptions in Portugal
Session ES135 Room: B1
Contributions to statistics of extremes and applications Monday 08.12.2014    08:45 - 10:05
Chair: Jan Beirlant Organizer: ERCIM 2014
  E1136:   I. Gomes
  A note on a diagnostic for selecting the threshold in statistics of univariate extremes
  E1172:   S. Girard, G. Stupfler
  On the asymptotic behaviour of extreme geometric quantiles
  E1274:   J. Jeon
  Clustering for regional time trend in the nonstationary heavy-tailed distribution
  E051:   A. Guillou, C. Dutang, Y. Goegebeur
  Robust and bias-corrected estimation of extreme failure sets
Parallel session O: Monday 08.12.2014 10:35 - 12:15

Session ESI02 - Invited Room: Sala Convegni
Statistics of extremes and applications Monday 08.12.2014    10:35 - 12:15
Chair: Armelle Guillou Organizer: SEA Track
  E150:   H. Rootzen
  Multivariate peaks over thresholds modelling
  E257:   R. Davis, T. Mikosch, I. Cribben, Y. Zhao
  The extremogram: a measure of extremal dependence for univariate and multivariate time series
  E410:   A. Davison, P. Asadi, S. Engelke
  Max-stable processes on river networks
Session ES16 Room: Q1
Bayesian semiparametric inference Monday 08.12.2014    10:35 - 12:15
Chair: Taeryon Choi Organizer: Taeryon Choi
  E103:   P. De Blasi, S. Walker
  Bayesian asymptotics under the sup-$L_1$ distance in nonparametric conditional density estimation
  E478:   L. Lin, D. Dunson
  Shape constrained regression using Gaussian process projections
  E518:   J. Shi, Y. Cheng, J. Serradilla, J. Eyre
  Nonlinear mixed-effects GP functional regression models with applications to motion data
  E802:   Y. Kim, M. Chae, B. Kleijn
  The semiparametric Bernstein-von Mises theorem for location model with Dirichlet process mixture of normal densities
Session ES43 Room: E1
Statistical analysis of fMRI data Monday 08.12.2014    10:35 - 12:15
Chair: Michele Guindani Organizer: Michele Guindani
  E164:   T. Johnson, Z. Liu, V. Berrocal
  A spatially adaptive CAR model with application to pre-surgical fMRI data
  E452:   I. Cribben, Y. Yu
  Time varying connectivity models for brain imaging data
  E615:   M. Fiecas, I. Cribben
  The graphical modeling and longitudinal analysis of fMRI data
  E602:   E. Erhardt, E. Allen, E. Damaraju, S. Plis, T. Eichele, V. Calhoun
  Tracking whole-brain connectivity dynamics in the resting state
Session ES59 Room: D1
Computational approaches in financial economics Monday 08.12.2014    10:35 - 12:15
Chair: Dietmar Maringer Organizer: Dietmar Maringer , Sandra Paterlini , Peter Winker
  E564:   P. Kremer, B. Craig, M. Gorenflo, S. Paterlini
  Understanding banking networks from optimal portfolio choices
  E565:   W. Li, U. Hommel, S. Paterlini
  Credit risk dependence in the European corporate sector
  E447:   M. Giuzio, S. Paterlini
  Optimal diversification in portfolio selection
  E937:   A. Mandes
  Order placement in a continuous double auction agent based model
Session ES71 Room: M1
Applications of functional data analysis Monday 08.12.2014    10:35 - 12:15
Chair: Alicia Nieto-Reyes Organizer: Alicia Nieto-Reyes
  E607:   P. Reiss, L. Huang, H. Chen, T. Tarpey
  Functional data analysis and neurodevelopmental brain mapping
  E640:   A. Tolver, H. Sorensen, M. Halling Thomsen
  A functional mixed model for 3D-acceleration signals of trotting horses
  E757:   J. Park, C. Lee
  A functional mixed model approach to house prince index modelling
  E836:   S. Tavakoli, V. Panaretos
  Dynamics of DNA minicircles in motion via Fourier analysis of functional time series
Session ES72 Room: B1
Bind source separation: Statistical principles Monday 08.12.2014    10:35 - 12:15
Chair: Hannu Oja Organizer: Hannu Oja
  E596:   K. Nordhausen, H. Oja, P. Filzmoser, C. Reimann
  Blind source separation for spatial compositional data
  E712:   D. Matteson, R. Tsay
  Independent component analysis via distance covariance
  E849:   S. Taskinen, J. Miettinen, K. Nordhausen, H. Oja
  Separation of uncorrelated stationary time series using autocovariance matrices
  E1131:   J. Miettinen, K. Nordhausen, H. Oja, S. Taskinen
  Deflation-based FastICA with adaptive choices of nonlinearities
Session ES73 Room: P1
Statistical models for the health care assessment Monday 08.12.2014    10:35 - 12:15
Chair: Anna Paganoni Organizer: Anna Paganoni
  E441:   G. Garavaglia, C. Mazzali
  Study of heart failure hospitalizations using administrative data - first results from HFdata project
  E795:   F. Ieva, C. Jackson, L. Sharples
  Exploiting the use of large administrative databases in epidemiology: multi-state models for times to hospitalizations and death in Heart Failure
  E626:   S. Galimberti, M. Valsecchi
  Multivariate permutation test to compare survival curves for matched data
  E753:   M. Bonetti, P. Cirillo
  Modeling medical malpractice claims: an example from Italy
Session ES64 Room: G2
Theoretical econometric advances in financial risk measurement Monday 08.12.2014    10:35 - 12:15
Chair: Melanie Schienle Organizer: Melanie Schienle
  E440:   P. Malec, M. Bibinger, N. Hautsch, M. Reiss
  Estimating the spot covariation of asset prices - statistical theory and empirical evidence
  E483:   C. Conrad, K. Loch
  Anticipating long-term stock market volatility
  E590:   N. Parolya, T. Bodnar, Y. Okhrin
  Estimation of expected utility portfolios for large dimensional data
  E747:   C. Walsh, M. Vogt
  Local stationary multiplicative modelling
Session ES86 Room: A1
Outlier and anomaly detection in modern data settings Monday 08.12.2014    10:35 - 12:15
Chair: Roland Fried Organizer: Robert Serfling
  E189:   F. Angiulli
  Outlier detection: efficient algorithms and definitions for specific settings
  E182:   V. Colla, S. Cateni, M. Vannucci
  Outlier detection methods applied to industrial context
  E142:   E. Muller
  Subspace search for outlier detection and description
  E1091:   R. Fried, K. Fokianos, T. Liboschik
  An R package for the analysis of outliers and interventions in count time series
Session ES100 Room: H1
The theory of graphical Markov models: Recent developments Monday 08.12.2014    10:35 - 12:15
Chair: Giovanni Marchetti Organizer: Giovanni Marchetti , Nanny Wermuth
  E072:   K. Sadeghi
  Unifying graphs and separation criteria in graphical Markov models
  E443:   M. Lupparelli, A. Roverato
  Log-mean linear link function for discrete regression graph models
  E733:   P. Zwiernik, C. Uhler
  Linear covariance models and their likelihood geometry
  E766:   R. Evans
  Causal models with hidden variables
Session ES104 Room: L1
Particle filtering Monday 08.12.2014    10:35 - 12:15
Chair: Geir Olve Storvik Organizer: Geir Olve Storvik
  E348:   N. Whiteley, A. Lee, K. Heine
  Particle filtering under interaction constraints
  E363:   C. Nemeth
  Parameter estimation in state space models using particle approximations of the score vector
  E398:   A. Johansen
  Exact approximation within particle filters
  E241:   G. Storvik, R. Marques
  Estimation of static parameters using particle filters and a block independence approximation
Session ES107 Room: N1
Designing experiments with unavoidable and healthy correlation Monday 08.12.2014    10:35 - 12:15
Chair: Jesus Lopez-Fidalgo Organizer: Jesus Lopez-Fidalgo , Raul Martin-Martin
  E112:   J. Rodriguez-Diaz, M. Rivas-Lopez, S. Martin-Chaves
  Optimal designs for random blocks model using corrected criteria
  E572:   R. Schwabe, U. Grasshoff
  Optimal design for repeated measures
  E115:   E. Riccomagno, M. Caccia, E. Saggini
  Trajectory selection for reconstruction and optimization of performance function in UMV
  E979:   E. Perrone
  An approach on design of experiments by using copulas
Session ES109 Room: I1
Astrostatistics Monday 08.12.2014    10:35 - 12:15
Chair: Simon Wilson Organizer: Simon Wilson
  E693:   E. Kuruoglu, Y. Chen, H. So, D. Herraz Munoz
  Estimation of cosmic microwave background radiation in the presence of point sources
  E881:   J. McEwen, M. Buettner, B. Leistedt, H. Peiris, P. Vandergheynst, Y. Wiaux
  Spin scale-discretized wavelets on the sphere for the analysis of CMB polarization
  E883:   K. Knuth, B. Placek
  EXONEST: the Bayesian exoplanetary explorer
  E1215:   J. Wyse, S. Wilson
  Bayesian ICA-based source separation of Cosmic Microwave Background by a discrete functional approximation
Session ES111 Room: C1
SAE and inequalities measurement Monday 08.12.2014    10:35 - 12:15
Chair: Monica Pratesi Organizer: Monica Pratesi
  E653:   N. Tzavidis, . Weidenhammer, T. Schmid, N. Salvati
  Domain prediction for discrete (count) and continuous outcomes using micro-simulation via quantiles
  E662:   F. Gagliardi, G. Betti, A. Lemmi, V. Verma
  SAS routines for variance estimation of poverty measures at regional level
  E858:   L. Secondi, S. Marchetti, T. Laureti
  Small area estimates for consumption expenditure in Italy
  E904:   I. Brunetti, D. Fiaschi
  Occupational mobility between generations: a theoretical model with an application to Italy
Session ES112 Room: F1
Recent developments in latent variable models Monday 08.12.2014    10:35 - 12:15
Chair: Angela Montanari Organizer: Angela Montanari , Giuliano Galimberti
  E456:   G. McLachlan
  A latent variable model for clustering data with structure
  E458:   S. Ranciati, C. Viroli, E. Wit
  Modelling multiple ChIP-seq experiments via a Markov random field model with spatio-temporal dependencies
  E533:   M. Farne
  Regularized covariance matrix estimation via composite minimization
  E628:   A. Maruotti, J. Bulla, F. Lagona, M. Picone, F. Martella
  Parsimonious hidden Markov models for clustering multivariate time series
Session ES154 Room: O1
Multivariate statistics II Monday 08.12.2014    10:35 - 12:15
Chair: Guang Cheng Organizer: ERCIM 2014
  E1074:   S. Columbu, M. Bottai
  Quantiles of multivariate response variables: conditional concordance of quantile regression residuals
  E1140:   P. Curtis, H. Maruri-Aguilar
  Designs for multi-wave experiments with history-matching
  E1129:   M. Mert, P. Filzmoser, K. Hron
  Error propagation of compositional data transformations
  E1244:   P. Brito, P. Filzmoser, K. Hron
  Statistical analysis of interval compositional data
Parallel session R: Monday 08.12.2014 14:50 - 16:30

Session ES02 Room: C1
Big data analysis: Penalty, pretest and shrinkage estimation II Monday 08.12.2014    14:50 - 16:30
Chair: S. Ejaz Ahmed Organizer: S. Ejaz Ahmed
  E174:   A. Vidyashankar
  Post model selection inference in high-dimensional problems
  E446:   Y. Li, K. He, J. Zhu
  Modeling time-varying effects for high-dimensional covariates: a new Gateaux-differential boosting approach
  E579:   E. Ahmed, X. Gao
  A tale of underfitted model: submodel selection and post-estimation
  E864:   B. Nan, H. Shu
  Generalized thresholding estimation of large covariance/correlation matrix for temporal data
Session ES10 Room: A1
Robust methods on functional data and complex structures Monday 08.12.2014    14:50 - 16:30
Chair: Graciela Boente Organizer: Graciela Boente
  E304:   A. Rehage, S. Kuhnt
  An angle-based functional depth measure for shape outlier detection
  E524:   A. Nieto-Reyes, R. Duque, D. Gomez, C. Bravo
  Application of the random Tukey depth to restrictive clustering
  E352:   G. Cohen Freue, M. Salibian-Barrera
  Sparse robust regression estimators
  E463:   D. Rodriguez, G. Boente, M. Sued
  Test among populations based on the spatial sign operator
Session ES21 Room: O1
Biostatistics and bioinformatics Monday 08.12.2014    14:50 - 16:30
Chair: Alexandros Beskos Organizer: Maria De Iorio
  E322:   W. Sun
  Optimal screening and adaptive testing of sparse signals
  E506:   M. Pavlou, G. Ambler, S. Seaman, M. De Iorio, R. Omar
  Penalised regression methods for risk prediction in low-dimensional data with few events
  E1254:   T. Coolen, A. Coolen, A. Shalabi, M. Inoue, J. Watkins, E. de Rinaldis
  Bayesian clinical classification from high-dimensional data: signatures versus variability
  E570:   A. Beskos, A. Jasra, A. Persing, D. Balding, M. De Iorio
  A simulation approach for change-points on phylogenetic trees
Session ES47 Room: M1
Functional data analysis Monday 08.12.2014    14:50 - 16:30
Chair: Alois Kneip Organizer: Alois Kneip
  E119:   D. Liebl, A. Kneip
  Conditional functional data analysis on random domains: Exploring Germany's Energiewende
  E495:   A. Meister
  Optimal classification and nonparametric regression for functional data
  E591:   A. Kneip, H. Wagner
  Registration and functional principal components
  E722:   J. Johannes
  Functional linear instrumental regression
Session ES62 Room: D1
High-frequency data statistics: Advances in methodology Monday 08.12.2014    14:50 - 16:30
Chair: Hiroki Masuda Organizer: Hiroki Masuda
  E152:   S. Iacus, L. Mercuri
  Simulation and inference of CARMA Levy models and the yuima package
  E203:   M. Bibinger, L. Winkelmann
  Common price and volatility jumps in noisy high-frequency data
  E325:   K. Kamatani, M. Uchida
  Hybrid multi-step estimators for stochastic differential equations based on sampled data
  E500:   N. Yoshida
  Asymptotic expansion of functionals of high frequency data and their applications
Session ES81 Room: L1
Inference in models for categorical data Monday 08.12.2014    14:50 - 16:30
Chair: Tamas Rudas Organizer: Tamas Rudas
  E060:   A. Klimova, T. Rudas, C. Uhler
  Faithfulness of discrete distributions to graphs and hypergraphs
  E283:   A. Forcina, R. Colombi
  A latent class model for ecological inference for the estimation of voters transitions
  E303:   W. Bergsma, A. van der Ark, M. Croon
  Maximum augmented empirical likelihood estimation of categorical marginal models for large sparse contingency tables
  E513:   T. Rudas
  On directionally collapsible parameterizations of multivariate binary distributions
Session ES85 Room: N1
Spatial dependence for object data Monday 08.12.2014    14:50 - 16:30
Chair: Piercesare Secchi Organizer: Piercesare Secchi
  E384:   D. Pigoli, A. Menafoglio, P. Secchi
  Spatial prediction for mildly non Euclidean data
  E696:   S. Sjostedt de Luna, K. Abramowicz, P. Arnqvist, P. Secchi, S. Vantini, V. Vitelli
  Functional clustering methods for dependent misaligned curves with applications to climate reconstruction
  E707:   A. Menafoglio, G. Petris
  On the measures of spatial dependence for Hilbert data: how much are you ready to pay for a kriging prediction?
  E725:   S. Vantini, P. Secchi, P. Zanini
  ``La citta che sale'': a modern view of the city of Milan through mobile-network data
Session ES89 Room: B1
Robust statistics in R Monday 08.12.2014    14:50 - 16:30
Chair: Valentin Todorov Organizer: Valentin Todorov
  E200:   G. Millo
  Robust standard errors for panel data: a general framework
  E390:   M. Di Palma, V. Todorov, M. Gallo
  Robust multiway analysis of compositional data in R
  E889:   M. Maechler, M. Di Palma, V. Todorov
  Robust multivariate covariance estimation: a comparison
  E1257:   F. Greselin, S. Ingrassia, L. Garcia-Escudero, A. Gordaliza, A. Mayo-Iscar
  Robust model estimation, through trimming and constraints, for mixtures of factor analyzers
Session ES91 Room: P1
Bayesian nonparametrics and MCMC Monday 08.12.2014    14:50 - 16:30
Chair: Frank van der Meulen Organizer: Frank van der Meulen
  E490:   M. Pratola, H. Chipman, E. George, R. McCulloch
  Nonparametric heteroscedastic regression modeling, Bayesian regression trees and MCMC sampling
  E910:   S. Sniekers, A. van der Vaart
  Bayesian credible sets in the fixed design model for polished tail functions
  E897:   A. Cerquetti
  Bayesian nonparametric estimation of Tsallis diversity indices under Gnedin-Pitman priors
  E409:   F. van der Meulen, M. Schauer
  Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals
Session ES98 Room: E1
Advances in quantile regression Monday 08.12.2014    14:50 - 16:30
Chair: Stanislav Volgushev Organizer: Stanislav Volgushev
  E387:   T. Kley, S. Volgushev, H. Dette, M. Hallin
  Quantile-based spectral analysis: asymptotic theory and computation
  E635:   D. Chetverikov, B. Larsen, C. Palmer
  IV quantile regression for group-level treatments, with an application to the effects of trade on the distribution of wages
  E697:   C. Lamarche, E. Battistin, E. Rettore
  Latent structures and quantiles of the treatment effect distribution
  E839:   G. Cheng, S. Volgushev
  Quantile regression for extraordinarily large data
Session ES118 Room: Q1
Current issues in Bayesian nonparametrics Monday 08.12.2014    14:50 - 16:30
Chair: Yongdai Kim Organizer: Yongdai Kim
  E253:   B. Szabo, J. Rousseau
  On the general understanding of the empirical Bayes method
  E477:   T. Choi, P. Lenk, S. Jo, H. Kim
  Generalized partially additive Bayesian spectral analysis regression models
  E1262:   I. Castillo
  Multiscale Bayes in density estimation and Polya tree priors
  E1288:   B. Kleijn
  Testability and consistency
Session ES144 Room: I1
Statistical methods for processes in engineering and industry Monday 08.12.2014    14:50 - 16:30
Chair: Christine Mueller Organizer: Christine Mueller
  E097:   M. Cabral Morais, S. Paulino, S. Knoth
  On ARL-unbiased c-charts for i.i.d. and INAR(1) Poisson counts
  E145:   M. Doering, S. Bobrowski, H. Chen, U. Jensen, W. Schinkoethe
  Reliability prediction using regression models
  E580:   K. Losch, F. Balle, K. Schladitz, C. Redenbach
  Stochastic modeling of engineering materials for prediction of spatial mechanical characteristics
  E472:   C. Mueller
  Data depth for autoregression with application to crack growth
Parallel session S: Monday 08.12.2014 16:55 - 18:15

Session ES140 Room: A1
Contributions to robustness and outlier identification Monday 08.12.2014    16:55 - 18:15
Chair: Matthias Templ Organizer: ERCIM 2014
  E229:   J. De Klerk
  Iterative identification of multiple time series outliers using singular spectrum analysis and outlier maps
  E1043:   S. Liebscher, T. Kirschstein, M. Kloss
  Outlier identification and productivity analysis on the Farm Accountancy Data Network (EU-FADN – DG AGRI)
  E1289:   M. Zhelonkin, V. Chavez-Demoulin
  On the robustness of risk measures
Session ES146 Room: E1
Regression models Monday 08.12.2014    16:55 - 18:15
Chair: Adrian Bowman Organizer: ERCIM 2014
  E853:   S. Kuhnt, E. Riccomagno, N. Rudak
  Identifiability of regression models from noisy design by numerical algebraic fans
  E941:   E. Fiserova, K. Hron
  Linear regression model with compositional response
  E1124:   Y. Goldberg, M. Gorfine, Y. Ritov
  A quantile regression model for failure time data with time-dependent covariates
  E1001:   P. Foschi
  Some results on Partial Least Squares regression, shrinkages and DoF
Session ES152 Room: L1
Statistical inference II Monday 08.12.2014    16:55 - 18:15
Chair: Gil Gonzalez-Rodriguez Organizer: ERCIM 2014
  E638:   A. Abdel-Hamid
  A Poisson-half-logistic model: properties, estimation and Bayes prediction under progressive type-II censoring
  E907:   H. Fujisawa, T. Kanamori
  Affine invariant divergences with applications to robust statistics
  E945:   E. Akdeniz Duran
  Difference-based weighted mixed Liu estimator in semiparametric partial linear models
  E947:   B. Surucu, K. Bayramoglu
  Inference for univariate and bivariate interval censored data
Session ES88 Room: Q1
Bayesian methods II Monday 08.12.2014    16:55 - 18:15
Chair: Sara Wade Organizer: ERCIM 2014
  E842:   G. Shahtahmassebi, R. Moyeed
  Bayesian modelling ultra-high frequency financial data via particle filters
  E1150:   G. Watanabe, W. Strawderman
  Stochastic domination in predictive density estimation for ordered normal means under $ \alpha$-divergence loss
  E1195:   V. Vitelli, O. Sorensen, A. Frigessi, E. Arjas
  Bayesian inference from ranks with applications in genomics
  E1217:   R. Argiento, I. Bianchini, A. Guglielmi
  A truncation algorithm for normalized RMI mixtures
Session ES110 Room: N1
Contributions to dependence models and copulas Monday 08.12.2014    16:55 - 18:15
Chair: Irene Gijbels Organizer: ERCIM 2014
  E092:   L. Frattarolo, D. Guegan, M. Billio
  Multivariate normalized rank reflection symmetry of copula functions
  E153:   L. Fernandez, M. Scherer
  Simulating Levy-frailty copulas built from an $\alpha$-stable Levy subordinator
  E983:   T. Vatter, V. Chavez-Demoulin
  Generalized additive models for conditional dependence structures
  E1024:   M. Nai Ruscone, S. Osmetti
  Modelling the dependence in multivariate longitudinal data by pair copula decomposition
Session ES156 Room: O1
Cluster-based methods Monday 08.12.2014    16:55 - 18:15
Chair: Enea Bongiorno Organizer: ERCIM 2014
  E1026:   S. Elsheikh, D. Zhou, A. Fish , R. Chakrabarti
  Non-Euclidean cluster analysis for covariance matrices with applications to diffusion tensor data
  E1098:   B. Arishige, H. Yadohisa
  Clusterwise sparse principal component regression
  E1034:   H. Abe, K. Tanioka, H. Yadohisa
  Reduced k-means for multivalued quantitative symbolic variables
  E1038:   K. Uno, K. Adachi
  Fixed factor analysis with clustering observations
Session ES143 Room: M1
Contributions on functional data and time series Monday 08.12.2014    16:55 - 18:15
Chair: Pedro Galeano Organizer: ERCIM 2014
  E274:   K. Hron, A. Menafoglio, M. Templ, K. Hruzova, P. Filzmoser
  Simplicial principal component analysis for density functions in Bayes spaces
  E855:   D. Kosiorowski, D. Mielczarek, J. Rydlewski, M. Snarska
  Aspects of functional data analysis in short term prediction of non-stationary economic time series
  E1200:   P. Kynclova, P. Filzmoser, K. Hron
  Application of T-spaces in modeling compositional time series
  E1233:   P. De Santis, C. Drago
  Modelling systematic risk asymmetry of the American Real Estate securities
Session ES136 Room: B1
Contributions to high-dimensional data analysis Monday 08.12.2014    16:55 - 18:15
Chair: Ana Colubi Organizer: ERCIM 2014
  E936:   C. Zheng, D. Ferrari
  A bootstrap approach to construct high-dimensional variable selection confidence sets
  E1207:   H. Maruri, S. Lunagomez, P. Curtis
  Persistence of terms in lasso
  E1227:   L. Waldorp
  Desparsified lasso for nodewise graph estimation using a shrinkage estimator
  E838:   V. Avagyan, A. Alonso, J. Nogales
  Improving the graphical lasso estimation for the precision matrix through roots of the sample covariance matrix
Session ES142 Room: G1
Contributions to ordinal and preference data Monday 08.12.2014    16:55 - 18:15
Chair: Tamas Rudas Organizer: ERCIM 2014
  E1220:   C. Mollica, L. Tardella
  Bayesian mixture of Plackett-Luce models for partially ranked data
  E976:   S. Bacci, F. Bartolucci, C. Pigini
  Misspecification test for finite mixture logistic models for clustered binary and ordered responses
  E1057:   D. Molina, A. Arcos, M. Rueda, M. Ranalli
  Estimation for discrete response variables in dual frame surveys
Session ES147 Room: F1
Methodological statistics II Monday 08.12.2014    16:55 - 18:15
Chair: Tommaso Proietti Organizer: ERCIM 2014
  E133:   B. Holcblat, S. Groenneberg
  Econometric inference theories and multiple use of the same data
  E1058:   V. Mameli, M. Musio, A. Dawid
  Estimation in first order moving average models using the Hyvarinen scoring rule
  E1177:   M. Jimenez-Gamero
  Empirical characteristic function tests for GARCH innovation distribution using multipliers
  E981:   M. Matilainen, K. Nordhausen, H. Oja
  Blind source separation for multivariate conditionally heteroscedastic time series
Session ES150 Room: I1
Applied statistics and data analysis II Monday 08.12.2014    16:55 - 18:15
Chair: Ivette Gomes Organizer: ERCIM 2014
  E1203:   F. Figueiredo, A. Figueiredo, M. Gomes
  Evaluation of sampling plans by bootstrapping
  E616:   M. Yudaeva, N. Hovanov, D. Kolesov
  Imprecise event trees framework for evaluation of Russian economy perspectives
  E1232:   K. Vehkalahti, R. Sund
  Survo R - editorial computing environment for data analysis
  E1310:   P. Wijayatunga
  Balancing Scores in Causal Effect Estimation with Observational Data
Session ES149 Room: D1
Computational statistics II Monday 08.12.2014    16:55 - 18:15
Chair: Stephane Chretien Organizer: ERCIM 2014
  E777:   A. Batsidis, P. Economou, G. Tzavelas
  Tests of fit for the lognormal distribution
  E956:   C. Swanepoel, M. Cockeran
  Bias reduction studies in non-parametric regression with applications
  E1088:   J. Einbeck, D. Bonetti
  A study of online and batch-wise updating of the EM algorithm for Gaussian mixtures
  E1307:   J. Mareckova
  Detecting change points with a fusion penalty