KEYNOTE TALKS


Opening Tuesday 19.6.2018 08:45 - 09:00 Room: Wong Cheung Lo Hui Yuet Hall
Opening speach
Speaker: H. Yan   Chair: Alan Wan
Keynote talk 1 Tuesday 19.6.2018 09:00 - 09:50 Room: Wong Cheung Lo Hui Yuet Hall
Functional mixed effects models for longitudinal functional responses
Speaker: J.-L. Wang  Co-authors: H. Zhu, K. Chen, X. Luo, Y. Yuan Chair: Ana Colubi
Keynote talk 2 Tuesday 19.6.2018 17:40 - 18:30 Room: Wong Cheung Lo Hui Yuet Hall
Selection of an optimal rolling window in time-varying predictive regression
Speaker: Y. Hong  Co-authors: Y. Sun, S. Wang Chair: Alan Wan
Keynote talk 3 Thursday 21.6.2018 17:25 - 18:15 Room: LT-1
On choosing mixture components via non-local priors
Speaker: M. Steel  Co-authors: D. Rossell, J. Fuquene Chair: Mike So


PARALLEL SESSIONS


Parallel session B: EcoSta2018 Tuesday 19.6.2018 10:25 - 12:30

Session EI002 Room: LT-17
Recent advances in nonparametric statistics Tuesday 19.6.2018   10:25 - 12:30
Chair: Alan Wan Organizer: Alan Wan
  E0157:  D. Henderson, J.M. Rodriguez-Poo, A. Soberon
  Nonparametric multi-dimensional fixed effect panel data models
  E0526:  J. Lv, Y. Fan, J. Wang
  DNN: A two-scale distributional tale of causal inference
  E0796:  X. Wang, J. Berger
  Estimating shape constrained functions using Gaussian processes
Session EO224 Room: LT-11
Nonlinearity in regression models Tuesday 19.6.2018   10:25 - 12:30
Chair: Feng Yao Organizer: Feng Yao
  E0166:  K. Sun, S. Kumbhakar
  A four-component semiparametric stochastic frontier model with endogenous regressors and determinants of inefficiency
  E0176:  Z. Wu, K. Shi, J. Xu
  Intermediate goods price shock, vertical trade and exchange rate regime
  E0200:  T. Wang, F. Yao
  A consistent gradient-based nonparametric test for regression structures
  E0286:  F. Yao, Q. Lu, J. Zhang
  Efficient estimation in varying coefficient panel data model with different smoothing variables and fixed effects
  E0687:  A. Basistha, R. Startz
  Monetary shock measurement and stock markets
Session EO149 Room: LT-12
Statistical machine learning Tuesday 19.6.2018   10:25 - 12:30
Chair: Yiming Ying Organizer: Yiming Ying
  E0175:  L. Keele, D. Small
  A comparison of matching and machine learning-based covariate adjustment
  E0197:  T. Hu
  Convergence of gradient descent method for minimum error entropy principle
  E0205:  Q. Wu, N. Zhang
  Online learning for supervised dimension reduction
  E0260:  J. Fan
  Spectral algorithms for functional linear regression
  E0340:  X. Guo, T. Hu, Q. Wu
  Reproducing kernels for pairwise learning
Session EO328 Room: LT-13
Financial econometrics Tuesday 19.6.2018   10:25 - 12:30
Chair: Erricos John Kontoghiorghes Organizer: Erricos John Kontoghiorghes
  E0786:  S. Bryzgalova, C. Julliard
  Consumption-based risk of bonds and stocks
  E0750:  C. Kleiber
  Some moment problems arising in financial econometrics
  E0469:  L. Chen
  Trending heterogeneous and time-varying coefficient panel data models with endogeneity and fixed effects
  E0183:  S. Kwok
  Nonparametric inference on the self-excitation of jumps in jump diffusion models
Session EO034 Room: LT-14
Efficient learning for large-scale data Tuesday 19.6.2018   10:25 - 12:30
Chair: Wei Zheng Organizer: Junhui Wang
  E0653:  J. Zhu
  High-dimensional Gaussian graphical model for network-linked data
  E0303:  P. Ma
  Asympirical method: A new paradigm for the statistical analysis of large samples
  E0209:  S. Yu, T. Cai
  Enabling phenotypic big data with PheNorm
  E0453:  Q. Lin
  Global testing under sparse alternative for single index model
  E0797:  X. Zhang
  An asymptotically efficient test for functional coefficient models
Session EO192 Room: LT-16
Recent advances in Bayesian nonparametric theory Tuesday 19.6.2018   10:25 - 12:30
Chair: Botond Szabo Organizer: Botond Szabo
  E0186:  J. Schmidt-Hieber, M. Reiss
  Nonparametric Bayesian analysis for support boundary recovery
  E0206:  C. Gao
  Convergence rates of variational posterior distributions
  E0356:  S. van der Pas, V. Rockova
  Posterior concentration for Bayesian regression trees and their ensembles
  E0491:  D. Pati, A. Bhattacharya, Y. Yang
  Coverage aspects of Gaussian processes with an application to particle Physics
  E0573:  A.J. Coca
  Nonparametric Bayesian contraction rates for compound Poisson processes observed discretely at arbitrary frequencies
Session EO032 Room: LT-18
Recent development for modern change-point analysis Tuesday 19.6.2018   10:25 - 12:30
Chair: Hao Chen Organizer: Hao Chen
  E0441:  X. Fang
  Segmentation and estimation of change-point models
  E0576:  C. Zheng, I. Eckley, P. Fearnhead
  A general theory for detecting changes-in-mean and changes-in-slope
  E0652:  Y. Niu, N. Hao, H. Zhang, F. Xiao
  A super scalable algorithm for short segment detection
  E0795:  G. Wang
  Consistent selection of the number of change-points via sample-splitting
  E0520:  J. Li
  Change point detection in high-dimensional time series with both spatial and temporal dependence
Session EO044 Room: P4701
Statistical methods for systems monitoring Tuesday 19.6.2018   10:25 - 12:30
Chair: Inez Zwetsloot Organizer: Inez Zwetsloot
  E0343:  K. Zhang, Z. Song, F. Tsung
  A transfer learning approach for modeling and monitoring in landslide sensor systems
  E0399:  S. Wu
  Variable sampling interval np chart with estimated parameter
  E0405:  M. Zhou
  A distribution-free multivariate change-point model for statistical process control
  E0642:  W. Chattinnawat
  Generalized design of control chart for weighted-count data under measurement error
  E0460:  I. Zwetsloot
  Monitoring data quality in a personalized health tracking system
Session EO018 Room: P4703
Estimation, modeling checking, and dimension reduction Tuesday 19.6.2018   10:25 - 12:30
Chair: Sung Nok Chiu Organizer: Sung Nok Chiu
  E0401:  S.J. Shin
  A weighted learning approach for sufficient dimension reduction in binary classification
  E0678:  L. Jin, S.N. Chiu, L. Zhu
  A constrained maximum likelihood estimation for skew normal mixtures
  E0679:  J.K. Yoo
  A method selection guidance in dr-package
  E0681:  Q. Jiang, F. Chen, Z. Feng
  Adaptive model checking for functional single-index models
  E0683:  K. Hirose, Y. Terada
  Simple structure estimation via prenet penalization in factor analysis model
Session EO022 Room: P4704
Recent advances in survival analysis Tuesday 19.6.2018   10:25 - 12:30
Chair: Xingqiu Zhao Organizer: Xingqiu Zhao
  E0597:  X. Zhu
  Exact inference of point and interval estimation for Laplace distribution based on various censoring
  E0635:  N. Li
  Inverse probability weighting methods for the analysis of panel count data with informative observation times
  E0664:  H. Yin, G. Li
  A new approach to variable selection in linear mixed effect models via broken adaptive ridge regression
  E0776:  K.Y. Liu, X. Zhao, M. Hao
  Functional Cox model
  E0802:  C. Xie
  A novel method to generate correlated multivariate survival data with a given correlation matrix
Session EO182 Room: G4701
Incomplete data and statistics in health studies Tuesday 19.6.2018   10:25 - 12:30
Chair: Christian Heumann Organizer: Christian Heumann, Jianhui Zhou
  E0278:  X. Tong
  Robust semiparametric Bayesian methods in growth curve modeling with nonnormal missing data
  E0593:  J. Bai, C. Crainiceanu
  Statistical methods for micro- and macro-level accelerometry data
  E0297:  Y. Lu
  Medical image analysis and its applications
  E0485:  S. Faisal, C. Heumann
  Nearest neighbor imputation in longitudinal studies
  E0487:  F.M. Zahid, C. Heumann
  Time efficient multiple imputation with penalization for high-dimensional data
Session EO308 Room: B4302
Alternative risk premia Tuesday 19.6.2018   10:25 - 12:30
Chair: Serge Darolles Organizer: Serge Darolles
  E0565:  G. Monarcha
  Alternative risk premia: Benchmarking and performance evaluation
  E0493:  G. Feng, N. Polson, J. Xu
  Deep learning alpha
  E0319:  J. Cao
  Volatility uncertainty and the cross-section of option returns
  E0358:  Z. Gao, W. Jiang, D. Choi
  Attention to global warming
  E0621:  S. Darolles, M. Lambert
  Dynamic analysis of the ARP investment universe
Parallel session C: EcoSta2018 Tuesday 19.6.2018 14:00 - 15:40

Session EO012 Room: LT-11
Large-scale modeling and prediction of financial asset returns Tuesday 19.6.2018   14:00 - 15:40
Chair: Marc Paolella Organizer: Marc Paolella
  E0502:  P. Walker, M. Paolella
  Risk parity portfolio allocation under non-Gaussian returns
  E0624:  M. Gambacciani
  A robust knock-out strategy for an high-dimensional portfolio choice problem
  E0734:  C. Morana
  Regularized semiparametric estimation of vast dynamic conditional covariance matrices
  E0800:  M. Paolella
  COMFORT-Able finance: Extensions of a paradigm for large-scale modeling of asset returns and portfolio construction
Session EO202 Room: LT-12
Recent advances in large-scale inference Tuesday 19.6.2018   14:00 - 15:40
Chair: Miles Lopes Organizer: Gourab Mukherjee, Peter Radchenko
  E0534:  P. Radchenko, G. Mukherjee, T. Banerjee
  Clustering and feature screening via L1 fusion penalization
  E0532:  M. Lopes, A. Blandino, A. Aue
  Bootstrapping spectral statistics in high dimensions
  E0715:  Q. Zhao, Y. Song
  Confounder adjustment in large-scale linear structural models
Session EO081 Room: LT-13
Advances in financial time series analysis Tuesday 19.6.2018   14:00 - 15:40
Chair: Mike So Organizer: Toshiaki Watanabe
  E0422:  M. Ubukata, T. Andersen, V. Todorov
  Risk premia dynamics of the Japanese financial markets
  E0509:  C.W.-S. Chen, T. Watanabe
  Bayesian modelling and forecasting of value-at-risk via threshold realized volatility
  E0542:  S. Mukunoki, K. Oya
  Estimation for affine term structure with smooth transition
  E0587:  M. So
  High-dimensional dynamic covariance modeling via risk factors mapping
Session EO016 Room: LT-14
Recent advances in functional data analysis Tuesday 19.6.2018   14:00 - 15:40
Chair: Ci-Ren Jiang Organizer: Ci-Ren Jiang
  E0189:  M. Imaizumi, K. Kato
  A simple method to construct confidence bands in functional linear regression
  E0237:  Z. Lin, H.-G. Mueller, F. Yao
  Mixture inner product spaces and their application to functional data analysis
  E0530:  Y. Fan
  Correcting selection bias via functional empirical Bayes
  E0785:  Y. Li
  Covariance estimation and principal component analysis for spatially dependent functional data
Session EO257 Room: LT-16
Bayesian methods: Novel applications Tuesday 19.6.2018   14:00 - 15:40
Chair: Michele Guindani Organizer: Michele Guindani
  E0547:  R. Argiento
  A hierarchical nonparametric approach for robust graphical modelling
  E0445:  D. Telesca
  Probabilistic analysis of multi-way random functions
  E0650:  W. Johnson
  Clustering longitudinal biomarker data using Dirichlet process mixtures
  E0717:  R. Graziani, S. Venturini
  Network meta-analysis for adverse events: A discrete multivariate Bayesian approach with Gaussian copulas
Session EO006 Room: LT-17
Non-causal time series models Tuesday 19.6.2018   14:00 - 15:40
Chair: Alain Hecq Organizer: Alain Hecq
  E0190:  S. Fries
  Predictive distribution of anticipative alpha-stable Markov processes
  E0235:  S. Telg, A. Hecq, L. Lieb, S. Telg
  Simulation, estimation and selection of mixed causal-noncausal autoregressive models: The MARX package
  E0243:  L. Sun, A. Hecq
  Detecting time reversibility using quantile autoregressions
  E0250:  G. Cavaliere, I. Georgiev
  Bootstrap inference under random distributional limits
Session EO079 Room: LT-18
Statistical modeling and inference for stochastic processes Tuesday 19.6.2018   14:00 - 15:40
Chair: Yuta Koike Organizer: Hiroki Masuda
  E0474:  Y. Koike
  Testing the absence of lead-lag effects in high-frequency data
  E0518:  S. Eguchi
  Data driven time scale for ergodic diffusion processes in YUIMA package
  E0533:  Y. Uehara, H. Masuda
  Estimation of jump diffusion models by Jarque-Bera normality test
Session EO261 Room: P4701
Latent variable models and psychometrics Tuesday 19.6.2018   14:00 - 15:40
Chair: Gongjun Xu Organizer: Gongjun Xu
  E0173:  K.C. Santos, A. de Leon, J. de la Torre, M. Ren
  Conditional dependence among items in DINA model: Application of the multivariate probit model
  E0212:  C. Wang
  Item calibration methods for multi-stage design
  E0299:  J. Liu
  A fused latent and graphical model
  E0426:  C.-Y. Chiu
  A procedure for assessing the completeness of the Q-matrices of cognitively diagnostic tests
Session EO051 Room: P4703
Recent advances in modelling and clustering via mixture models Tuesday 19.6.2018   14:00 - 15:40
Chair: Geoffrey McLachlan Organizer: Geoffrey McLachlan
  E0411:  S.-K. Ng
  A mixture regression model of multivariate generalized Bernoulli distributions
  E0527:  A. Jones, G. McLachlan
  Simultaneous detection of differential gene expression and gene clustering using mixture models
  E0682:  S. Lee
  Mixture modelling with scale mixtures of skew normal distributions
  E0594:  S. Rathnayake
  Assessment of model fit in clustering via mixture models
Session EO304 Room: P4704
Recent advance in (semi)parametric modelling Tuesday 19.6.2018   14:00 - 15:40
Chair: Thomas Fung Organizer: Thomas Fung
  E0457:  H. Doosti
  Nonparametric tilted function estimation: Some recent development
  E0451:  J. Stoklosa, W.-H. Hwang
  A weighted partial likelihood approach for zero-truncated models
  E0589:  B. Puang-Ngern, J. Ma, A. Bilgin, T. Kyng
  Semiparametric modelling in generalized linear models
  E0747:  K. Xu
  Proportional hazard model estimation under dependent censoring using copulas and penalized likelihood
Session EO109 Room: G4302
Recent advances in time series and spatial analysis Tuesday 19.6.2018   14:00 - 15:40
Chair: Lily Wang Organizer: Lily Wang
  E0208:  C. Yu
  Achieving parsimony in Bayesian VARs with the horseshoe prior
  E0225:  P. Wang, J. Zhu
  Composite likelihood inference for replications of spatial ordinal data
  E0277:  P. Du, Z. Gao
  Variance change point detection for data on a surface
  E0638:  X. Song
  Proportional hazards model with time-dependent covariates measured with error at informative observation times
Session EO172 Room: G4701
High-dimensional statistics Tuesday 19.6.2018   14:00 - 15:40
Chair: Emre Barut Organizer: Emre Barut
  E0331:  J. Lederer
  Practical methods for large and complex data
  E0339:  W. Wang, J. Jin, T. Ke
  Influential features PCA for high dimensional clustering
  E0386:  S. Deshpande, V. Rockova, E. George
  Simultaneous variable and covariance selection with the multivariate spike-and-slab lasso
  E0667:  X. Tong
  A Neyman-Pearson approach to feature ranking
Session EO143 Room: B4302
Statistical computation for high-dimensional data and its application Tuesday 19.6.2018   14:00 - 15:40
Chair: Kei Hirose Organizer: Kei Hirose
  E0415:  S. Kawano, H. Fujisawa, T. Takada, T. Shiroishi
  A one-stage estimation of principal component regression for generalized linear models
  E0618:  M. Yamamoto
  A component-based approach for the clustering of multivariate categorical data
  E0698:  X. Wang
  High dimensional covariance matrix estimation by penalizing the matrix-logarithm transformed likelihood
  E0543:  H. Nagao, S.-I. Ito
  Data assimilation for massive autonomous systems based on a second-order adjoint method
Parallel session D: EcoSta2018 Tuesday 19.6.2018 16:10 - 17:25

Session EO113 Room: LT-11
Dynamic econometric modelling Tuesday 19.6.2018   16:10 - 17:25
Chair: Maria Kyriacou Organizer: Maria Kyriacou, Chi Wan Cheang
  E0548:  X. Li, J. Davidson
  Moment and memory properties of exponential-type conditional heteroscedasticity models
  E0555:  M. Kyriacou, Z. Lu, P.C. Phillips
  Spatial heterogeneous autoregression with varying-coefficient covariate effects
  E0586:  C.W. Cheang
  Modelling nonlinear and fractionally cointegrated price discovery in commodity markets
Session EO233 Room: LT-13
Topics in financial econometrics and forecasting Tuesday 19.6.2018   16:10 - 17:25
Chair: Rachida Ouysse Organizer: Rachida Ouysse
  E0529:  R. Ouysse
  Asset pricing with endogenous state-dependent risk aversion
  E0461:  L. Pauwels, M. Asai, M. McAleer
  Volatility spillovers and latent network linkages
Session EO204 Room: LT-14
Computation and inference with large amounts of data Tuesday 19.6.2018   16:10 - 17:25
Chair: HaiYing Wang Organizer: HaiYing Wang
  E0223:  F. Roosta, M. Mahoney
  Efficient second-order optimization methods for machine learning
  E0686:  D. Wiens, R. Nie, Z. Zhai
  Model robust scenarios for active learning
  E0746:  G. Hu
  A Bayesian spatial-temporal model with latent MLG random effects with application to earthquake magnitudes
Session EO117 Room: LT-15
Bayesian hierarchical models and computational methods Tuesday 19.6.2018   16:10 - 17:25
Chair: Siew Li Linda Tan Organizer: Siew Li Linda Tan
  E0321:  C. Li, R. Guhaniyogi, T. Savitsky, S. Srivastava
  A divide-and-conquer Bayesian approach to large-scale kriging
  E0360:  D. Gunawan, C.K. Carter, R. Kohn
  Efficiently combining pseudo marginal and particle Gibbs sampling
  E0424:  X. Wang, D. Nott, C. Drovandi, K. Mengersen, M. Evans
  Using history matching for prior choice
Session EO141 Room: LT-16
Theoretical perspectives for Bayesian nonparametrics Tuesday 19.6.2018   16:10 - 17:25
Chair: Yongdai Kim Organizer: Yongdai Kim
  E0185:  M. Chae, L. Lin, D. Dunson
  Bayesian sparse linear regression with unknown symmetric error
  E0472:  B. Szabo, I. Castillo, T. van Erven
  Uncertainty quantification and computational methods for the spike and slab prior
  E0553:  B. Kleijn
  What is asymptotically testable and what is not
Session EO065 Room: LT-17
New developments in time series econometrics Tuesday 19.6.2018   16:10 - 17:25
Chair: Daniel Preve Organizer: Daniel Preve
  E0192:  T. Yang
  Asymptotic trimming for importance sampling estimators with infinite variance
  E0731:  L. Cui, Y. Hong, Y. li
  Solving asset pricing models Via nonparametric two-stage penalized B-spline regression
  E0591:  D. Preve, M. Meitz, P. Saikkonen
  A mixture autoregressive model based on Student's t-distribution
Session EO030 Room: LT-18
Statistical methods for functional data Tuesday 19.6.2018   16:10 - 17:25
Chair: Jeng-Min Chiou Organizer: Jeng-Min Chiou
  E0619:  Y. Terada, M. Yamamoto
  Subspace clustering for functional data
  E0437:  Y.-T. Chen, J. Aston, J.-M. Chiou
  Spatially constrained functional clustering using nearest neighbors
Session EO231 Room: P4302
Stochastic frontier analysis, heterogeneity and dependence Tuesday 19.6.2018   16:10 - 17:25
Chair: Artem Prokhorov Organizer: Artem Prokhorov
  E0788:  L. Wang
  A new approach to estimate intergenerational mobility elasticities
  E0253:  H.-P. Lai
  Firm heterogeneity and dynamic panel stochastic frontier Models
  E0812:  H.-J. Wang, Y.-F. Huang, S. Luo
  Uncertainty and business cycle asymmetry: An application of a serially-correlated two-tier SF model
  E0467:  A. Prokhorov, P. Schmidt, C. Amsler
  A new family of copulas, with application to the estimation of a production frontier system
Session EO170 Room: P4703
Recent advances in functional and multivariate data analysis Tuesday 19.6.2018   16:10 - 17:25
Chair: Yuko Araki Organizer: Yuko Araki
  E0604:  Y. Araki
  Functional classification for high dimensional data
  E0514:  T. Misumi, H. Matsui, S. Konishi
  Multivariate functional clustering and its application to typhoon data
  E0362:  A. Kawaguchi
  Supervised sparse hierarchical components analysis with application to resting-state functional MRI data
Session EO318 Room: P4704
Advanced computational methods for modelling complex survival data Tuesday 19.6.2018   16:10 - 17:25
Chair: Yi Niu Organizer: Jiajia Zhang
  E0305:  A. Lawson, G. Onicescu
  Bayesian cure-rate survival modeling with spatially structured censoring
  E0458:  L. Guo, X.J. Hu, Y. Liu
  The Cox proportional hazards cure model in application of disease screening
  E0471:  Y. Peng
  Some computational methods for cure models
Session EO121 Room: G4302
Forecasting/forecast combination Tuesday 19.6.2018   16:10 - 17:25
Chair: Andrey Vasnev Organizer: Andrey Vasnev
  E0330:  W. Wang, X. Zhang, R. Paap
  To pool or not to pool: Looking for a good strategy for parameter estimation and forecasting in panel regressions
  E0450:  A. Vasnev, L. Pauwels, P. Radchenko
  Theory and practice of combining forecasts of higher moments in financial data
  E0180:  R. Zhu, A. Wan, X. Zhang, G. Zou
  A Mallows-type model averaging estimator for the varying-coefficient partially linear model
Session EO119 Room: G4701
Inference for large complex data Tuesday 19.6.2018   16:10 - 17:25
Chair: Heng Lian Organizer: Ming-Yen Cheng
  E0199:  T. Tong
  A diagonal likelihood ratio test for equality of mean vectors in high-dimensional data
  E0280:  Y. Zhu
  A regularized model-based clustering method for image classification
Parallel session F: EcoSta2018 Wednesday 20.6.2018 08:30 - 09:50

Session EO275 Room: LT-12
Recent advances in high-dimensional nonparametric inference Wednesday 20.6.2018   08:30 - 09:50
Chair: Miles Lopes Organizer: Debashis Paul
  E0252:  H. Chen, Y. Xia
  Gaussianity test for high-dimensional data
  E0344:  R. Cheung
  Consistent estimation for partition-wise regression and classification models
  E0503:  S. Chaudhuri
  Empirical likelihood based covariance matrix estimation
Session EO322 Room: LT-14
Statistical computing and optimization Wednesday 20.6.2018   08:30 - 09:50
Chair: Yoonkyung Lee Organizer: Yoonkyung Lee
  E0368:  Y. Choi
  Computing conditional density of eigenvalues in high-dimension
  E0389:  Y. Lee, S. Tu, Y. Zhu
  Cross validation for penalized quantile regression with a case-weight adjusted solution path
  E0641:  V. Vu
  A surprising connection between single-linkage, graphical lasso, sparse PCA, and other L1 penalized estimators
  E0366:  J.S. Lee
  Alternating minimization, proximal minimization and optimization transfer are equivalent
Session EO075 Room: P4703
Mixture models for censored and longitudinal data Wednesday 20.6.2018   08:30 - 09:50
Chair: Victor Hugo Lachos Davila Organizer: Victor Hugo Lachos Davila
  E0275:  W.-L. Wang
  Clustering multi-outcome longitudinal data via finite mixtures of multivariate t linear mixed models
  E0579:  C. Galarza, V.H. Lachos Davila
  Analysis of longitudinal interval censored data using finite mixture of multivariate Student-t distributions
  E0361:  V.H. Lachos Davila
  Finite mixture modeling of censored data using the multivariate Student-t distribution
Session EC295 Room: LT-11
Contributions in forecasting Wednesday 20.6.2018   08:30 - 09:50
Chair: Henghsiu Tsai Organizer: EcoSta
  E0778:  L. Tafakori, H. Manner, B. Liu
  Forecasting multivariate realized volatility using time varying coefficient models
  E0766:  A. Naghi
  Identification robust predictive ability testing
  E0790:  B. Zhang
  Forecasting macroeconomic series by unobserved component models with ARMA-SV errors
  E0716:  P. Gamakumara, A. Panagiotelis, G. Athanasopoulos, R. Hyndman
  Probabilistic forecasts in hierarchical time series
Session EC296 Room: LT-18
Contributions in computational and numerical methods Wednesday 20.6.2018   08:30 - 09:50
Chair: Berwin Turlach Organizer: EcoSta
  E0732:  K.K. Osmundsen, T. Selland Kleppe, R. Liesenfeld
  Pseudo-Marginal Hamiltonian Monte Carlo with Efficient Importance Sampling
  E0737:  M. Kuroda, Y. Mori
  Speed-up of bootstrap computation of the covariance matrix of MLEs from incomplete data
  E0780:  F. Komaki
  Numerical computation of the higher order central moments of the multivariate normal distribution
  E0725:  B.A.S. Lunde, T. Selland Kleppe, H. Skaug
  Saddlepoint adjusted inversion of characteristic functions
Session EC303 Room: P4701
Contributions in applied statistics and econometrics Wednesday 20.6.2018   08:30 - 09:50
Chair: Feng Chen Organizer: EcoSta
  E0677:  J. Wang
  Optimal model averaging estimation for correlation structure in generalized estimating equations
  E0761:  S. Wu, Y. Liu, M. Ng, M. Tanaka
  Application of multi-domain clustering to C. elegans neural network analysis
  E0760:  L. Hanus, L. Vacha
  Time-frequency response analysis of monetary policy transmission
  E0168:  P.C. Tsai
  Identifying leverage effect in intra-day volatility pattern: Toward a functional data analysis
Session EC298 Room: P4704
Contributions in statistical modelling Wednesday 20.6.2018   08:30 - 09:50
Chair: Ray-Bing Chen Organizer: EcoSta
  E0764:  S. Sumetkijakan, T. Printechapat
  Full hairpin copulas are not factorizable
  E0743:  T.F. Schaffland, S. Noventa, A. Kelava
  Estimation of factor scores: Comparing parametric and non-parametric approaches.
  E0727:  Y. Jung, S. MacEachern, H. Kim
  Modified check loss for efficient model selection in quantile regression
  E0338:  J. Guan, L. Wang
  Instrumental variable estimation in ordinal probit models with latent predictors
Session EC291 Room: G4302
Contributions in time series Wednesday 20.6.2018   08:30 - 09:50
Chair: Qiying Wang Organizer: EcoSta
  E0357:  R.J. Ocenar, E. Barrios
  Anomaly detection in clustered multiple time series
  E0739:  J. Lee, G. Kapetanios
  A test for serial dependence using neural networks
  E0799:  L. Truquet, K. Fokianos
  Stationary and nonstationary time series models for categorical data
  E0670:  C. Baum, J. Otero
  Response surface models for the Elliott-Rothenberg-Stock and Leybourne unit root tests
Session EC292 Room: G4701
Contributions in multivariate methods Wednesday 20.6.2018   08:30 - 09:50
Chair: Donatello Telesca Organizer: EcoSta
  E0783:  Z.L. Lu, F. Gu
  Structural equation modeling and canonical correlation analysis
  E0729:  T. Cannings, Y. Fan, R. Samworth
  Classification with imperfect training labels
  E0620:  T. Soler, P. De Peretti, C. Chorro, E. Jay
  VAR estimation impacts on frequency causality measures
  E0748:  S. Halder
  Selecting the number of maximum autocorrelation factors
Session EG329 Room: LT-13
Contributions in financial econometrics Wednesday 20.6.2018   08:30 - 09:50
Chair: Yang Shen Organizer: EcoSta
  E0712:  F. Dias, F. Kiraly, G. Peters
  Testing for serial correlation of unknown form using signed path dependence
  E0722:  P. Tuijp, T. van der Zwan, E. Hennink
  Equity risk factors for the long and short run: Pricing and performance at different frequencies
  E0759:  F. Cech, J. Barunik
  A dynamic quantile model for bond pricing
  E0782:  T. Tichy
  Portfolio strategies with optimal investment to derivatives
Session EG033 Room: LT-17
Contributions on structural breaks and change analysis Wednesday 20.6.2018   08:30 - 09:50
Chair: Bonsoo Koo Organizer: EcoSta
  E0302:  M. Pesta, B. Pestova
  Abrupt change in mean using block bootstrap and avoiding variance estimation
  E0689:  Y. Lin, E. Beutner, S. Smeekes
  GLS estimation and confidence sets for the date of a single break in models with trends
  E0733:  Y. Rao
  Structural change and the problem of phantom break locations
  E0336:  Y. Wang
  Optimal window selection for forecasting in the presence of recent structural breaks
Session EG056 Room: P4302
Contributions in modelling finance data and risk assessment Wednesday 20.6.2018   08:30 - 09:50
Chair: Kaijian He Organizer: EcoSta
  E0705:  A. Sleire
  Stochastic modelling of ambient air quality and pricing of air pollution derivatives
  E0700:  C.D. Kim
  Evaluation and analysis of the value of German real estate following the financial crisis of 2007
  E0693:  Z. Wang, M. So
  Dynamic copula factor model and its application to financial risk assessment
  E0481:  H. Wang
  Dependence structure between Chinese Shanghai and Shenzhen stock market based on copulas and cluster analysis
Session EG025 Room: B4302
Contributions on regression and applications Wednesday 20.6.2018   08:30 - 09:50
Chair: Hung-pin Lai Organizer: EcoSta
  E0261:  X. Yao, M. Izzeldin
  Volatility forecasting using the HAR and lasso-based models: An empirical investigation
  E0714:  M. Kim, Y. Ma
  Semiparametric efficient estimators in heteroscedastic error models
  E0801:  P. Ng, Z. Xiao, K. Guler
  Forecast evaluations under asymmetric loss functions
  E0808:  Y. Lin, W. Tang, J. Xie
  Active predictor detection by controlling the false discovery rate
Parallel session G: EcoSta2018 Wednesday 20.6.2018 10:20 - 12:25

Session EI008 Room: LT-18
Bayesian modeling for complex structures Wednesday 20.6.2018   10:20 - 12:25
Chair: Igor Pruenster Organizer: Igor Pruenster
  E0151:  S. Ghosal
  Bayesian method for causal inference in spatially-correlated multivariate time series
  E0554:  A. Lijoi
  Bayesian nonparametric inference with heterogeneous data
  E0456:  S. Tokdar
  A dynamic admixture Poisson process analysis of neuronal spike trains
Session EO042 Room: LT-11
Recent advances in econometric theory and methods Wednesday 20.6.2018   10:20 - 12:25
Chair: Kaiji Motegi Organizer: Kaiji Motegi
  E0606:  T. Kitagawa, Y. Arai, Y.-C. Hsu, I. Mourifie, Y. Wan
  Testing identifying assumptions in a fuzzy regression discontinuity design
  E0627:  K. Zhu
  Model checks for nonlinear cointegrating regression
  E0254:  F. Akashi, S. Bai, M. Taqqu
  Robust statistical inference for time series regression model by self-normalized subsampling method
  E0730:  Z. Zhang, C. Ai, O. Linton
  A simple and efficient estimation method for models with nonignorable missing data
  E0210:  K. Motegi, Z. Zhang, S. Hamori
  Calibration estimation for semiparametric copula models under missing data
Session EO186 Room: LT-13
Financial econometrics with high frequency data Wednesday 20.6.2018   10:20 - 12:25
Chair: Binyan Jiang Organizer: Cheng Liu
  E0270:  Y. Dong, Y.-K. Tse
  Factor correlation matrix modelling of large-dimensional portfolio with high-frequency data
  E0273:  N. Xia, J. Fan, Y. Li, X. Zheng
  Testing equality of principle components in factor models
  E0631:  B. Jiang
  Penalized interaction estimation for ultrahigh dimensional quadratic regression
  E0794:  S. Clinet, Y. Potiron
  Testing if the market microstructure noise is a function of the limit order book
  E0779:  P. Tomanova
  Autoregressive conditional duration model with time-varying parameters for discrete trade durations
Session EO251 Room: LT-14
Machine learning theory Wednesday 20.6.2018   10:20 - 12:25
Chair: Andreas Christmann Organizer: Ding-Xuan Zhou, Andreas Christmann
  E0214:  D.-X. Zhou
  Universality of deep CNNs and distributed learning
  E0211:  D. Xiang, A. Christmann, D.-X. Zhou
  Total stability of support vector machines
  E0218:  Y. Feng, J. Fan, J. Suykens
  Statistical learning for modal regression
  E0248:  N. Muecke
  Lepskii principle in supervised learning
  E0429:  A. Christmann
  Robustness and stability of kernel based learning
Session EO053 Room: LT-17
Modelling complex time series: Estimation and forecasting Wednesday 20.6.2018   10:20 - 12:25
Chair: Hsein Kew Organizer: Degui Li
  E0345:  E. Kong
  An iterative approach for model selection in single-index varying coefficient models
  E0423:  Y. Song, J. Maheu
  On the distribution of US banks size over time
  E0473:  H. Kew, J. Gao, Y. Tu
  Adaptive estimation of semi-parametric partially linear predictive regression under heteroskedasticity
  E0562:  J. Chen
  Semiparametric ultra-high dimensional model averaging of nonlinear dynamic time series
  E0582:  D. Guo, P. Boyle, C. Weng, T. Wirjanto
  Eigen portfolio selection: A robust approach to Sharpe ratio maximization
Session EO040 Room: P4701
Recent semi/nonparametric statistical developments and their applications Wednesday 20.6.2018   10:20 - 12:25
Chair: Heng Lian Organizer: Xiangrong Yin
  E0231:  Y. Niu
  Variable selection via penalized GEE for a marginal survival model
  E0329:  E. Barut
  Stein discrepancy methods for robust estimation
  E0521:  S. Harrar, X. Kong
  Multivariate tests in high dimensions and unstructured dependence
  E0455:  Y. Zhang, C. Chu, W. Tu
  Analysis of longitudinal data anchored by interval censored events
  E0755:  B. Yang
  Sufficient variable selection using independence measures for continuous responses
Session EO162 Room: P4703
Modern statistical methods for quality engineering Wednesday 20.6.2018   10:20 - 12:25
Chair: Mei Han Organizer: Matthias Tan
  E0162:  M. Han
  Optimal robust and tolerance design for computer experiments with mixture proportion inputs
  E0179:  Y. Wang, X. Yue, R. Tuo, J.H. Hunt
  Effective model calibration via sensible variable identification and adjustment
  E0217:  L. Ouyang
  Online Bayesian optimization design-based closed-loop control with model parameter uncertainty and data quality
  E0222:  J. Wang
  Quality design for laser micro-manufacturing processes using Bayesian modeling and optimization methods
  E0327:  Z. Li
  On-line monitoring data quality of high-dimensional data streams
Session EO147 Room: P4704
Semi- and nonparametric inference in survival analysis and reliability Wednesday 20.6.2018   10:20 - 12:25
Chair: Eric Beutner Organizer: Eric Beutner, Laurent Bordes
  E0348:  S. Choi
  Locally weighted regression quantiles with competing risks
  E0367:  J.-H. Shih, T. Emura
  Likelihood-based inference for latent failure time models with competing risks under the generalized FGM copula
  E0484:  D. Dobler, M. Pauly
  Resampling-based inference for the Mann-Whitney effect for right-censored and tied data
  E0647:  E. Beutner, L. Bordes, L. Doyen
  Semiparametric methods for recurrent event times models with application to virtual age models
  E0669:  R. Braekers
  Modelling unbalanced hierarchical survival data using nested Archimedean copula functions
Session EO059 Room: G4302
Recent advances in time series and spatial econometrics and statistics Wednesday 20.6.2018   10:20 - 12:25
Chair: Zudi Lu Organizer: Zudi Lu
  E0198:  H. Shiraishi, Y. Izumisawa, J. Hirukawa, T. Uno
  Time-varying graphs by locally stationary Hawkes processes
  E0163:  G. Li
  Hybrid quantile regression estimation for time series models with conditional heteroscedasticity
  E0370:  Y. Ke
  Robust factor model with partially explained covariates
  E0559:  Z. Lu, D. Alsulami, Z. Jiang
  Semiparametric regularisation and estimation for partially nonlinear spatio-temporal regression models
  E0575:  Q. Wang
  Least squares estimation for nonlinear regression models with heteroscedasticity
Session EO155 Room: G4701
Mixed-effects models and statistical modeling for complex data Wednesday 20.6.2018   10:20 - 12:25
Chair: Dalei Yu Organizer: Dalei Yu
  E0290:  F. Chen, L. Shi, L. Zhu, X. Zhu
  Principal Hessian directions for mixture multivariate skew elliptical distributions
  E0285:  X. Lai, K. Yau, L. LIU
  A competing risk model with bivariate random effects for clustered survival data
  E0751:  S. Ferreira, D. Ferreira, C. Nunes, J. Mexia
  Estimation and confidence regions in models with orthogonal block structure
  E0752:  J. Kim, K. Lee
  Bayesian cumulative logit random effects models for longitudinal ordinal data
  E0293:  D. Yu, X. Zhang, K. Yau
  On the asymptotic properties and information criteria for misspecified generalized linear mixed models
Session EO137 Room: B4302
Optimality for insurance risk models Wednesday 20.6.2018   10:20 - 12:25
Chair: KC Yuen Organizer: KC Yuen
  E0323:  Z. Sun
  Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option
  E0402:  M. Chen, K. Yuen, W. Wang
  Optimal excess-of-loss reinsurance and dividend under thinning dependence
  E0390:  M. Zhou, K. Yuen
  Optimal risk control with both fixed and proprotional transaction costs
  E0723:  X. Liang, V. Young
  Annuitization and asset allocation under exponential utility
  E0374:  K. Yuen
  Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure
Session EP001 Room: 4/F University Concourse
Poster Session Wednesday 20.6.2018   10:20 - 12:25
Chair: Elena Fernandez Iglesias Organizer: EcoSta
  E0310:  J. Jeong
  Control of 2d-fdr by combining two univariate multiple testing results with application to mass spectral data
  E0557:  H. Ohta
  Semi-parametric estimation of single-index models in modal regression
  E0685:  S. Flimmel, J. Prochazka
  A new clipping approach for parameter estimation in AR(p)
  E0745:  A. Livada
  Income inequality through ARDL modeling
  E0757:  J. Kurka, J. Barunik
  On the prediction of the cross-section of returns in the long run from realized skewness and kurtosis
  E0803:  W.-T. Lin, W.-Y. Wu
  Variable selection on the mixture of additive quantile regressions model
  E0804:  P. Paoullis, A. Colubi, E.J. Kontoghiorghes
  Parallel strategies for estimating the vector generalized linear model
  E0805:  E. Fernandez Iglesias, R. Fried, J. Marquinez
  Analysis of daily rainfall series in NW Spain: Searching for evidence of climatic change
  E0806:  Q. Li, G. Tso, Y. Qin, T. Lovejoy, T. Heckman, Y. Li
  Penalized multiple inflated values selection method with application to SAFER data
  E0811:  O.A. LXY, C. Yang, Y. Wei
  Detection of cell-type-specific risk-CpG sites in epigenome-wide association studies
Parallel session H: EcoSta2018 Wednesday 20.6.2018 14:00 - 15:40

Session EO218 Room: LT-11
Seemingly unrelated papers in nonparametric econometrics Wednesday 20.6.2018   14:00 - 15:40
Chair: Daniel Henderson Organizer: Daniel Henderson
  E0318:  A. Soberon, J.M. Rodriguez-Poo, P. Robinson
  Nonparametric panel data models with cross-sectional dependence
  E0177:  C.-Y. Chu
  Nonparametric quantile regression for double censored data with application to stock markets with price limits
  E0420:  J.-E. Chen
  Debiased machine learning for instrumental variable quantile regressions
  E0410:  J. Tian
  Exporting behavior and labor share in Chinese manufacturing industries: A semiparametric approach
Session EO247 Room: LT-12
Nonparametric approaches for functional and high-dimensional data Wednesday 20.6.2018   14:00 - 15:40
Chair: Zhengwu Zhang Organizer: Hongxiao Zhu
  E0510:  H. Lian
  Reduced rank modeling for functional regression with functional responses
  E0523:  X. Wu, H. Zhu
  A nonparametric Bayesian model for clustering inhomogeneous Poisson processes
  E0499:  Z. Zhang
  Nonparametric Bayes models of fiber curves connecting brain regions
Session EO057 Room: LT-14
New development of functional data analysis Wednesday 20.6.2018   14:00 - 15:40
Chair: Lily Wang Organizer: Yuhang Xu
  E0322:  L. Wang, G. Wang
  Spatially varying coefficient model for functional image-on-scalar regression
  E0349:  J. Li
  Multi-threshold accelerated failure time model
  E0347:  H. Liang
  Two-sample functional linear models
  E0470:  Y. Wu, K. Shen, H.-G. Mueller, F. Yao
  Binary classification of functional data via continuously additive modeling
Session EO111 Room: LT-15
Methods for modeling spatio-temporal data Wednesday 20.6.2018   14:00 - 15:40
Chair: Won Chang Organizer: Won Chang
  E0417:  W. Chang, S. Kim, H. Chae
  A Bayesian spatial market segmentation method using Dirichlet process-Gaussian mixture models
  E0387:  X. Wang, L.L. Duan, R. Szczesniak
  Functional Inverted-Wishart for Bayesian multivariate spatial modeling
  E0431:  R. Jandarov, Z. Zhu
  A unified exposure prediction approach for multivariate spatial data
  E0695:  S. Yoon, D. Park
  Hierarchical Bayesian autoregressive models in South Korea ozone
Session EO194 Room: LT-16
Recent advances in Bayesian methods Wednesday 20.6.2018   14:00 - 15:40
Chair: Antonio Lijoi Organizer: Matteo Ruggiero
  E0178:  D. Rossell
  Bayesian variable selection under misspecified errors
  E0408:  M. Guindani
  A Bayesian nonparametric spiked process prior for dynamic model selection
  E0193:  Y. Ni
  Scalable Bayesian nonparametric clustering and classification
  E0428:  Z. Wu, L. Casiola-Rosen, A. Rosen, S. Zeger
  Estimating clusters from multivariate binary data via hierarchical Bayesian Boolean matrix factorization
Session EO061 Room: LT-17
Recent developments in time series analysis and insurance Wednesday 20.6.2018   14:00 - 15:40
Chair: Sangyeol Lee Organizer: Sangyeol Lee
  E0187:  J. Hirukawa, S. Lee
  Asymptotic properties of mildly explosive processes with locally stationary disturbance
  E0219:  S.-F. Huang, H.-L. Hsu
  Prediction intervals for time series and their applications to portfolio selection
  E0378:  J.Y. Ahn, W. Lee, R. Oh
  Modeling the dependence in compound model using copula representation when the size of frequency is informative
  E0463:  B. Ko
  Valuing equity-indexed annuities with icicled barrier options
Session EO320 Room: LT-18
Advances in statistical modelling for complex biomedical and health data Wednesday 20.6.2018   14:00 - 15:40
Chair: Shu-Kay Ng Organizer: Shu-Kay Ng
  E0465:  C.-M. Chen
  Semiparametric transformation models for interval-censored data in the presence of a cure fraction
  E0494:  Y.-J. Kim
  Joint model for bivariate zero inflated recurrent event data with terminal event
  E0479:  G. McLachlan
  Mixture modelling of high-dimensional data
  E0539:  S. Hattori
  Sensitivity analysis for publication bias in meta-analysis of diagnostic studies for a continuous biomarker
Session EO259 Room: P4302
Bayesian methods in network analysis Wednesday 20.6.2018   14:00 - 15:40
Chair: Peter Orbanz Organizer: Peter Orbanz
  E0648:  B. Bloem-Reddy
  Subsampling and inference for beta neutral-to-the-left models of random graphs
  E0661:  C. Heaukulani
  Bayesian extensions of neural network-based graphon approximations
  E0617:  A. Kirichenko, H. Zanten
  Function estimation on a large graph using Bayesian Laplacian regularization
  E0663:  S. Williamson
  Nonparametric models for structured sparse graphs
Session EO014 Room: P4701
New advances in statistical computing and complex data analysis Wednesday 20.6.2018   14:00 - 15:40
Chair: Tsung-I Lin Organizer: Tsung-I Lin
  E0337:  C.Y.-L. Hsiao, R. Fry-McKibbin, V. Martin
  Measuring financial interdependence in asset returns with an application to Euro Zone equities
  E0501:  I. Beaudry, K. Gile
  Correcting for differential recruitment with respondent-driven sampling data
  E0599:  M. Castro, V.H. Lachos Davila, W.-L. Wang, V. Inacio
  Bayesian semiparametric modeling for HIV longitudinal data with censoring and skewness
  E0531:  T.-I. Lin, W.-L. Wang, L.M. Castro Cepero
  Mixtures of common restricted skew-t factor analyzers
Session EO200 Room: P4703
Recent advances in incomplete data analysis Wednesday 20.6.2018   14:00 - 15:40
Chair: Alex Kin Yau Wong Organizer: Alex Kin Yau Wong
  E0230:  Q. Zhou
  Outcome-dependent sampling with interval-censored failure time data
  E0244:  K. Morikawa, J.K. Kim
  Semiparametric optimal estimation with nonignorable nonresponse data
  E0355:  B. Chen
  Generalization of Heckman selection model to nonignorable nonresponse using call-back information
  E0580:  Y. Li
  Partition-based screening with ultrahigh-dimensional data
Session EO028 Room: P4704
Survival and count data analysis Wednesday 20.6.2018   14:00 - 15:40
Chair: Geoffrey Tso Organizer: Geoffrey Tso
  E0464:  J. Wu
  JobEnomics: Firm growth prediction by online job posting data
  E0306:  Y. Li
  Integrative gene-gene interaction analysis for high dimensional data
  E0259:  K. He, G. Tso, Y. Zou
  Multiscale risk forecasting: A deep learning based ensemble approach
  E0232:  L. Song, G. Tso
  A new survival model based on extended diffusion theory
Session EO105 Room: G4701
New algorithms in complex data analysis Wednesday 20.6.2018   14:00 - 15:40
Chair: Samuel Mueller Organizer: Samuel Mueller
  E0181:  A. Zammit Mangion, B. Cseke, G. Sanguinetti, T. Heskes
  Sparse approximate inference for spatio-temporal point process models
  E0324:  G. Tarr, I. Wilms
  Multi-class modelling for muscle level prediction of beef eating quality
  E0363:  A. Huang, T. Fung
  Zero-inflated exponential families, with applications to count times-series
  E0612:  B. Turlach
  Fitting models with complex qualitative constraints
Session EO010 Room: B4302
Modelling financial and insurance risks Wednesday 20.6.2018   14:00 - 15:40
Chair: Tak Kuen Siu Organizer: Tak Kuen Siu
  E0702:  Y. Shen
  Stochastic Stackelberg differential reinsurance games
  E0735:  W.-K. Ching
  A higher-order interactive hidden Markov model and its applications
  E0742:  R. Mamon
  A higher-order Markov chain-modulated model for electricity spot-price dynamics
  E0744:  H.Y. Wong, B. Han
  Time-consistent mean-variance reinsurance-investment problems under unbounded random parameters: BSDE and Uniqueness
Parallel session I: EcoSta2018 Wednesday 20.6.2018 16:10 - 17:50

Session EO089 Room: LT-11
Big data in finance Wednesday 20.6.2018   16:10 - 17:50
Chair: Ningning Xia Organizer: Xinghua Zheng
  E0427:  M. Ao, Y. Li, X. Zheng
  Solving the Markowitz optimization problem for large portfolios
  E0512:  L. Du, C. Zou
  Dynamic change-detection with application to mutual fund selection
  E0645:  Y. Luo, M. Spindler, V. Chernozhukov, X. Chen
  The bet for similarity: Adaptive discrete smoothing with application in finance
  E0440:  X. Yang, X. Zheng, J. Chen, H. Li
  Testing high-dimensional covariance matrices under the elliptical distribution and beyond
Session EO214 Room: LT-12
Random projection approaches to high-dimensional statistical problems Wednesday 20.6.2018   16:10 - 17:50
Chair: Timothy Cannings Organizer: Timothy Cannings
  E0191:  M. Slawski
  On the use of random projections for dimension reduction in linear regression
  E0584:  H. Reeve, A. Kaban
  Classification in the presence of label noise: Structure-aware error bounds via random projections
  E0651:  Z. Wang, Q. Xiao
  Classification algorithm based on random iterated projections
  E0694:  R. Srivastava
  Supervised random projection T test for two sample test in high dimension
Session EO324 Room: LT-13
Nonlinear financial econometrics Wednesday 20.6.2018   16:10 - 17:50
Chair: Jeroen Rombouts Organizer: Jeroen Rombouts, Francesco Violante
  E0709:  J. Rombouts
  Index and individual stock term structure of variance risk premia
  E0713:  F. Violante, J. Rombouts, L. Bauwens
  Dynamic properties and correlation structure of a large panel of cryptocurrencies
  E0741:  A. Heinen, M.L. Kim
  Geographic dependence and diversification in house price returns: The role of leverage
  E0770:  L. Stentoft, J. Rombouts, F. Violante
  Pricing individual stock options using both stock and market index information: New results
Session EO083 Room: LT-14
Data, models, learning and beyond Wednesday 20.6.2018   16:10 - 17:50
Chair: Catherine Liu Organizer: Catherine Liu
  E0708:  Z. Zhang
  Subgroup selection in adaptive signature designs of confirmatory clinical trials
  E0724:  C. Liu, J. Shen, J. Yang
  Semiparametric Bayesian analysis for longitudinal mixed effects models with non-normal AR(1) errors
  E0726:  H. Ma
  Quantile regression for functional partially linear models in ultra-high dimensions
  E0728:  H. Wang, Y. Tang, Z. Gao
  Automatic shape-constrained nonparametric regression
Session EO063 Room: LT-15
Contemporary Bayesian inference for high-dimensional models Wednesday 20.6.2018   16:10 - 17:50
Chair: Richard Gerlach Organizer: Richard Gerlach
  E0433:  R. Gerlach, M. Smith, W.O. Maneesoonthorn
  Inversion copulas for GARCH models and tail risk forecasting
  E0435:  R. Loaiza-Maya, M. Smith
  Variational Bayes estimation of time series copulas for multivariate ordinal and mixed data
  E0447:  M. Smith, N. Klein
  Implicit copulas from Bayesian regularized regression smoothers
  E0718:  Y. Fan
  High-dimensional ABC
Session EO145 Room: LT-17
Predictive analytics and time series analysis Wednesday 20.6.2018   16:10 - 17:50
Chair: Cathy W-S Chen Organizer: Cathy W-S Chen
  E0307:  M. Asai
  Realized stochastic volatility models with generalized Gegenbauer long memory
  E0226:  W.-K. Li, D. Wang
  Unit root testing for the Buffered autoregressive model
  E0398:  M. Li
  Random weighting the Portmanteau tests for multivariate white noise with unknown dependent structure
  E0556:  H. Tsai
  Doubly constrained factor models with applications to multivariate time series analysis
Session EO314 Room: LT-18
Computation challenges in statistical methods Wednesday 20.6.2018   16:10 - 17:50
Chair: Teng Zhang Organizer: Yi Yang, Teng Zhang
  E0204:  K.M. Tan, Z. Wang, H. Liu, T. Zhang
  Sparse generalized eigenvalue problem: Optimal statistical rates via truncated Rayleigh flow
  E0388:  N. Zhang
  Adaptive basis sampling for smoothing splines
  E0507:  E. Chi, B. Gaines, W.W. Sun, H. Zhou
  Provable convex co-clustering of tensors
  E0578:  J. Xu
  Constrained regression via majorization-minimization
Session EO235 Room: P4302
Recent advances in social network analysis Wednesday 20.6.2018   16:10 - 17:50
Chair: Rui Pan Organizer: Rui Pan
  E0171:  J. Zhou, D. Huang, H. Wang
  A note on estimating network dependence in a discrete choice model
  E0245:  D. Huang, X. Chang, H. Wang
  A popularity scaled latent space model for large-scale directed social network
  E0477:  Y. Ma, S. Guo, Q. Yao
  Spatio-temporal autoregressions with network information
  E0558:  R. Pan
  Grouped network vector autoregression
Session EO212 Room: P4701
Recent advances in FDR control methodologies Wednesday 20.6.2018   16:10 - 17:50
Chair: Asaf Weinstein Organizer: Asaf Weinstein
  E0227:  L. Lei, W. Fithian
  AdaPT: An interactive procedure for multiple testing with side information
  E0282:  J. Wang, W. Su, C. Sabatti, A. Owen
  Adaptive filtering procedures for replicability analysis of high-throughput experiments
  E0341:  M. Bogdan, W. Su, E. Candes, A. Weinstein
  Weeding out early false discoveries along the Lasso Path with knockoffs
  E0551:  A. Weinstein, R. Foygel Barber, E. Candes
  A power analysis for knockoffs
Session EO129 Room: P4703
New developments on sufficient dimension reduction Wednesday 20.6.2018   16:10 - 17:50
Chair: Yichao Wu Organizer: Yichao Wu
  E0468:  F. Chen, S. Meintanis, L. Zhu
  On some characterizations of, and multidimensional criteria for testing, homogeneity, symmetry and independence
  E0513:  Y. Dong
  Transformed variable selection in sufficient dimension reduction
  E0439:  Z. Su, S. Ding, Y. Yang, T. Chen
  Efficient estimation in expectile regression using envelope models
  E0657:  Z. Yu
  On weighted inverse regression ensemble for sufficient dimension reduction and sufficient variable screening
Session EO178 Room: P4704
Computing in design of experiments Wednesday 20.6.2018   16:10 - 17:50
Chair: John Stufken Organizer: John Stufken
  E0274:  A. Overstall
  Bayesian design for intractable models
  E0289:  D. Lin
  Sequential experiment design for inverse problem from complex dynamic computer codes
  E0601:  F.K.H. Phoa
  A construction of cost-efficient designs with guaranteed repeated measurements on interaction effects
  E0258:  R.-B. Chen
  Greedy active learning algorithm for logistic regression models
Session EO115 Room: G4302
Developments in macroeconomic forecasting Wednesday 20.6.2018   16:10 - 17:50
Chair: Tatsuma Wada Organizer: Danilo Leiva-Leon
  E0312:  D. Amengual, E. Sentana, T. Almuzara
  Normality tests for latent variables
  E0335:  A. Romeu, M. Camacho, M. Ruiz-Marin
  A transfer entropy test for causality in longitudinal data
  E0506:  K. McAlinn, K.A. Aastveit, J. Nakajima, M. West
  Multivariate Bayesian predictive synthesis in macroeconomic forecasting
  E0438:  T. Wada, M. Ito, A. Noda
  An alternative estimation method for time-varying parameter models
Session EO279 Room: G4701
Some modern topics related to spatial statistics Wednesday 20.6.2018   16:10 - 17:50
Chair: Yumou Qiu Organizer: Yumou Qiu
  E0561:  Y. Zhou, H. Wang, Y. Li
  Replicated spatial temporal data models
  E0633:  Y. Li, T. Maiti
  High dimensional discriminant analysis for spatially dependent data
  E0626:  S. Zhang, S. Chen, B. Guo, W. Lin, H. Wang
  Regional Air Quality Assessment that Adjusts for Meteorological Confounding
  E0688:  Y. Qiu
  Inference on multi-level brain connectivities based on fMRI data
Session EO055 Room: B4302
Recent advances in modelling finance data and risk assessment Wednesday 20.6.2018   16:10 - 17:50
Chair: Charles Au Organizer: Boris Choy
  E0369:  C. Au, B. Choy
  Statistical properties of the modified multivariate skew-t distribution
  E0395:  C. Wang, R. Gerlach
  A semi-parametric realized joint quantile regression framework for financial tail risk forecasting
  E0492:  Q. Chen, C. Chen
  Stock/bond volatility/correlation on macro factors in China: Based on GARCH-MIDAS
  E0791:  J. Chan
  Advanced statistical models for cryptocurrency research
Parallel session J: EcoSta2018 Thursday 21.6.2018 08:30 - 10:10

Session EO085 Room: LT-12
High dimensional inference Thursday 21.6.2018   08:30 - 10:10
Chair: Huixia Wang Organizer: Huixia Wang
  E0160:  X. Zhang, J. Chen
  Structure adaptive multiple testing
  E0195:  G. Xu
  An adaptive test on high-dimensional parameters in generalized linear models
  E0515:  S. Zheng
  Testing high dimensional correlation matrix
  E0519:  P.-S. Zhong, J. Li, P. Kokoszka
  MANOVA and change points estimation for high-dimensional longitudinal data
Session EO091 Room: LT-13
Frontiers in financial statistics Thursday 21.6.2018   08:30 - 10:10
Chair: Yichao Wu Organizer: Yingying Li
  E0753:  T. Liang
  On the statistical and computational theory for GAN
  E0480:  Z. Zhang, Y. Li, G. Liu
  Volatility of volatility: Estimation and tests based on noisy high frequency data
  E0660:  Y. Ding, Y. Li, R. Song
  Statistical learning for optimal personalized wealth management
  E0666:  Y. Potiron, S. Clinet
  Estimation for high-frequency data under parametric market microstructure noise
Session EO125 Room: LT-14
Recent development on high dimensional data analysis Thursday 21.6.2018   08:30 - 10:10
Chair: Xiaohui Chang Organizer: Wenbo Wu
  E0213:  X. Chang
  Flexible and efficient estimating equations for variogram estimation
  E0570:  W. Sheng
  Sufficient dimension folding for regressions with matrix- or array-valued predictors
  E0789:  C.E. Lee, X. Shao
  Dimension reduction for a stationary multivariate time series
  E0517:  A. Ishii, K. Yata, M. Aoshima
  Equality tests of high-dimensional covariance matrices with strongly spiked eigenstructures
Session EO036 Room: LT-15
Advances in Bayesian computation Thursday 21.6.2018   08:30 - 10:10
Chair: Minh-Ngoc Tran Organizer: Minh-Ngoc Tran
  E0350:  D. Nott, V. Ong, M. Smith
  Gaussian variational approximation with a factor covariance structure
  E0379:  R. Kohn, D. Gunawan, T.M. Pham Ngoc, S. Brown
  On Bayesian estimation for the linear ballistic accumulator model
  E0538:  M. Quiroz, D. Nott, R. Kohn
  Gaussian variational approximation for high-dimensional state space models
  E0432:  D. Zhu, L. Jacobi
  Automated sensitivity analysis for Bayesian inference via Markov Chain Monte Carlo
Session EO184 Room: LT-16
Bayesian and shrinkage estimation Thursday 21.6.2018   08:30 - 10:10
Chair: Antonio Lijoi Organizer: Anoop Chaturvedi, EcoSta
  E0615:  C. Heumann
  Shrinkage estimation in the presence of missing data
  E0703:  B. Huang, T.-H. Lee, A. Ullah
  Combined estimation of semiparametric panel data models
  E0758:  W. Zhao, A. Wan, P. Gilbert, Y. Zhou
  Partially linear transformation model for HIV data
  E0756:  H. Zarate
  Bayesian estimation of mean and variance models with penalized splines
Session EO131 Room: LT-18
Modern statistical methods for the complex data Thursday 21.6.2018   08:30 - 10:10
Chair: Xingqiu Zhao Organizer: Yichuan Zhao
  E0159:  L. Liu, X. Su, D. Han, L. Sun
  Variable selection for the random effects two-part model
  E0288:  H.G. Hong
  Weak signals in high-dimension regression: Detection, estimation and prediction
  E0430:  A. Liu
  A pooling strategy to effectively use genotype data in quantitative traits genome-wide association studies
  E0659:  H.-W. Chang, I. McKeague
  Nonparametric comparisons of activity level data from wearable devices
Session EO265 Room: P4302
Cybersecurity risk modeling and prediction Thursday 21.6.2018   08:30 - 10:10
Chair: Maochao Xu Organizer: Maochao Xu
  E0505:  P. Geng
  Functional coefficient additive autoregressive models with measurement error
  E0483:  M. Xu
  Predicting cyber attacks by deep learning
  E0476:  P. Zhao
  Simultaneous cyber attacks over networks
  E0563:  G. Da, M. Xu, P.S.B. Chan
  An efficient algorithm for computing the signatures of networks
Session EO277 Room: P4701
Order related statistical inference Thursday 21.6.2018   08:30 - 10:10
Chair: Jong Soo Lee Organizer: Johan Lim
  E0229:  T. Li
  Mean estimate in ranked set sampling using a length-biased concomitant variable
  E0239:  X. Wang
  Using ranked set sampling with binary outcomes in cluster randomized designs
  E0525:  S. Ahn
  Unbalancedly sized groups in BRSS-structured cluster randomized designs
  E0535:  P.S.B. Chan
  Bayesian inference for the system lifetimes under Gumbel copulas
Session EO273 Room: P4703
Non- and semi-parametric mixtures Thursday 21.6.2018   08:30 - 10:10
Chair: Byungtae Seo Organizer: Byungtae Seo
  E0332:  B. Seo
  Doubly smoothed maximum likelihood estimation with application to semiparametric structural measurement error models
  E0482:  Y. Chung
  Clustering categorical data using word embedding methods
  E0511:  S. Kang, B. Seo
  Accelerated failure time modeling via continuous Gaussian scale mixtures
  E0568:  W. Yao
  Semiparametric mixture regression with unspecified error distributions
Session EO077 Room: P4704
Design of experiments and complex structures Thursday 21.6.2018   08:30 - 10:10
Chair: Chang-Yun Lin Organizer: Chang-Yun Lin, Lan Wang, Wen Zhou
  E0446:  C.-Y. Lin
  Generalized Bayesian D criterion for single-stratum and multistratum designs
  E0792:  D. Li
  Testing covariance matrices in high dimensions
  E0749:  F. Wang, J. Liu, H. Wang
  Sequential text-term selection in vector space models
  E0571:  X. Wang
  Adaptive design of clinical trials
Session EO196 Room: G4302
Econometrics of spatial models, panels, and model uncertainty Thursday 21.6.2018   08:30 - 10:10
Chair: Hon Ho Kwok Organizer: Hon Ho Kwok
  E0158:  H.H. Kwok
  Network identification methods based on change of basis
  E0326:  C.-A. Liu, B.-S. Kuo, W.-J. Tsay
  Autoregressive spectral averaging estimator
  E0613:  A. Gupta, X. Qu
  Consistent specification testing under network dependence
  E0781:  C. Jiang, D. La Vecchia, E. Ronchetti, O. Scaillet
  Saddlepoint techniques for spatial panel data models
Session EO097 Room: G4701
Estimating and selecting models for complex data Thursday 21.6.2018   08:30 - 10:10
Chair: Garth Tarr Organizer: Garth Tarr
  E0161:  S. Mueller
  Visualising model stability information for better prognosis based network-type feature extraction
  E0266:  M. Stewart, T. Porter
  More sensitive mixture detection using the empirical moment-generating function
  E0409:  W. Aeberhard
  Efficient semi-parametric generalized linear models based on exponentially tilted splines
  E0541:  J. Wishart
  Local polynomial M-estimation for long memory random design regression models
Session EO306 Room: B4302
Functional data and complex structures Thursday 21.6.2018   08:30 - 10:10
Chair: Hua Liang Organizer: Zhen Pang, Hua Liang
  E0616:  R. Zhang, J. Zhang, Y. Liu, H. Ding
  Quantile estimation for a hybrid model of functional and varying coefficient regressions
  E0671:  L. Zhou, P. Song
  Scalable and efficient statistical inference for big longitudinal data
  E0403:  F. Chen, D. Wee, W. Dunsmuir
  Likelihood inference for a continuous time GARCH model
  E0466:  Q. Cai
  A double application of the Benjamini-Hochberg procedure and its refinement
Parallel session K: EcoSta2018 Thursday 21.6.2018 10:40 - 12:20

Session EI004 Room: LT-18
Recent developments in high dimensional data analysis Thursday 21.6.2018   10:40 - 12:20
Chair: Ping-Shou Zhong Organizer: Ping-Shou Zhong
  E0170:  M. Aoshima
  High-dimensional statistical analysis: Spiked models and data transformation
  E0172:  B.-Y. Jing
  Community detection of sparse network
  E0308:  L. Zhu
  Order determination for large dimensional matrices
Session EO151 Room: LT-11
Financial time series analysis Thursday 21.6.2018   10:40 - 12:20
Chair: Yaxing Yang Organizer: Shiqing Ling
  E0611:  Q. Xiong
  Statistic inference for a single-index ARCH-M model
  E0614:  Y. Yang
  Self-weighted LAD-based inference for heavy-tailed continuous threshold autoregressive models
  E0625:  F. Guo
  Quasi-likelihood estimation of structure-changed threshold double autoregressive models
  E0736:  A. Pourkhanali, J. Keith, X. Zhang
  Conditional heteroscedasticity models with time-varying parameters: Estimation and forecasting
Session EO216 Room: LT-12
Semiparametric methods for complex data models Thursday 21.6.2018   10:40 - 12:20
Chair: Liqun Wang Organizer: Liqun Wang
  E0516:  D. Li, X.J. Hu, J. Spinelli
  Observations on bivariate event-times subject to informative censoring
  E0314:  C. Xie
  A goodness-of-fit test for variable-adjusted models
  E0373:  W. Xu
  A combined p-value test for the mean difference of high-dimensional data
  E0658:  N. Wang
  Estimation and inference of time-varying coefficients in non-linear ordinary differential equation models
Session EO157 Room: LT-14
Advances in high-dimensional and functional data Thursday 21.6.2018   10:40 - 12:20
Chair: Heng Lian Organizer: Heng Lian
  E0268:  K. Lee, A. Agarwal, L. Xue
  Exponential-family random graph models with functional network parameters
  E0592:  X. Gao
  Weighted adaptive hard threshold signal approximation
  E0640:  Y. Yang, Y. Yang, C. Ye
  Sparsity oriented importance learning
  E0629:  J. Zhou, Z. Zheng
  Uniform knockoff filter for high-dimensional controlled graph recovery
Session EO139 Room: LT-15
Advances in high dimensional Bayesian computation Thursday 21.6.2018   10:40 - 12:20
Chair: Robert Kohn Organizer: Robert Kohn
  E0164:  D.K.D. Dang, M. Quiroz, R. Kohn, M.-N. Tran, M. Villani
  Hamiltonian Monte Carlo with energy conserving subsampling
  E0234:  S.L.L. Tan
  Efficient data augmentation techniques for Gaussian state space models
  E0380:  M.-N. Tran, R. Kohn, D. Nott, N. Nguyen
  Natural gradient factor variational approximations with applications to deep neural network models
  E0706:  M. Villani, M. Quiroz, R. Kohn, M.-N. Tran, D.K.D. Dang
  The Block-Poisson estimator for efficient Bayesian inference in intractable models
Session EO326 Room: LT-16
Economics/statistics methods in biomedical research Thursday 21.6.2018   10:40 - 12:20
Chair: Shouhao Zhou Organizer: Shouhao Zhou
  E0684:  Y. Shen
  Understand cancer natural history from cancer screening trials
  E0674:  N. Tayob, F. Stingo, K.-A. Do, Z. Feng, A. Lok
  A Bayesian screening approach for hepatocellular carcinoma using two longitudinal biomarkers
  E0603:  Y. Li, X. Su, P. Mueller, K.-A. Do
  A Bayesian dose-finding design in oncology using pharmacokinetic/pharmacodynamic modeling
  E0649:  C. Shen
  A semiparametric approach to model Medicare insurance choice and expenditures
Session EO190 Room: P4302
Advances in regression and network data analysis Thursday 21.6.2018   10:40 - 12:20
Chair: Binyan Jiang Organizer: Binyan Jiang
  E0396:  C. Wang
  On cumulative slicing estimation for high dimensional data
  E0393:  T. Yan
  Undirected network models with degree heterogeneity and homophily
  E0414:  V. Karwa
  Finite sample goodness-of-fit tests for the stochastic block model
  E0676:  F. Wei
  Multi-connection selection and estimation
Session EO046 Room: P4701
New computational methods for statistical inference Thursday 21.6.2018   10:40 - 12:20
Chair: Dungang Liu Organizer: Min-ge Xie, Regina Liu
  E0662:  Z. Guo
  Semi-supervised inference for explained variance in high-dimensional linear regression and its applications
  E0704:  H. Zhang, D. Liu, J. Zhao, X. Bi
  Modeling hybrid traits for comorbidity
  E0564:  E. Mun
  Data linking approaches for meta-analysis of individual participant data
  E0707:  Z. Wu
  Optimal and adaptive P-value combination methods
Session EO107 Room: P4703
Modelling and clustering methods for analyzing complex processes Thursday 21.6.2018   10:40 - 12:20
Chair: Xiaoling Dou Organizer: Xiaoling Dou
  E0298:  M. Hirose, Y. Park, T. Tsuchiya
  Analysis of a disaster prevention consciousness survey using a small area model based approach
  E0540:  Y. Tanokura, S. Seisho, G. Kitagawa
  On trend change mechanisms of financial markets
  E0610:  J. Zhuang
  Clustering models for earthquake occurrences and extensions
  E0169:  X. Dou
  A nonparametric functional clustering of mouse ultrasonic vocalization data
Session EO153 Room: P4704
Statistical modelling and inference in directional statistics Thursday 21.6.2018   10:40 - 12:20
Chair: Toshihiro Abe Organizer: Toshihiro Abe
  E0413:  H. Ogata, T. Shiohama
  The mixture transition distribution modeling for higher order circular Markov processes
  E0490:  T. Abe
  Models for cylindrical data and their applications
  E0497:  T. Imoto, K. Shimizu, T. Abe
  A cylindrical distribution whose linear part is heavy-tailed
  E0602:  T. Shiohama, T. Kotsubo, H. Ogata
  Circular time series analysis based on the projected normal distribution
Session EO093 Room: G4701
New developments in analyzing complex data Thursday 21.6.2018   10:40 - 12:20
Chair: Taewook Lee Organizer: Young Kyung Lee
  E0392:  T. Lee, C. Baek
  Block wild bootstrap-based CUSUM tests for simultaneous changes of mean and variance robust to high persistence
  E0291:  N. Lee
  Robust multilinear rank estimation for tensor regression
  E0489:  E.R. Lee
  Sparse smooth backfitting for high-dimensional additive regression
  E0596:  D. Lee, Y. Lee
  Extended likelihood approach to brain connectivity analysis
Parallel session L: EcoSta2018 Thursday 21.6.2018 13:50 - 15:30

Session EO245 Room: LT-11
Copulas and dependence in econometrics and statistics Thursday 21.6.2018   13:50 - 15:30
Chair: Hao Wang Organizer: Hao Wang, Fabrizio Durante
  E0165:  D. Castro-Camilo
  Time-varying extreme value dependence with application to leading European stock markets
  E0264:  X. Wang
  A recursive estimation of a mixing distribution via a Dirichlet process copula
  E0524:  H. Ji
  Portfolio diversification strategy via ARMA-GARCH vine copula approach
  E0646:  J. Su, L. Hua
  Full-range tail dependence copulas with insurance applications
Session EO283 Room: LT-12
Analysis of big data: An integration perspective Thursday 21.6.2018   13:50 - 15:30
Chair: Kin Yat Liu Organizer: Steven Ma
  E0283:  M. Liu
  Identifying the subpopulation-specific covariates in FMR model
  E0383:  Y. Huang
  A joint learning of multiple precision matrices with sign consistency
  E0384:  Y. Wei
  Meta-clustering with multi-level omics data for cancer subtype discovery
Session EO103 Room: LT-13
Financial statistics Thursday 21.6.2018   13:50 - 15:30
Chair: Sheng-Feng Luo Organizer: Cheng-Der Fuh
  E0272:  L.-H. Sun
  Systemic risk and interbank lending
  E0382:  S.-F. Luo, C.-D. Fuh, S. Kou, H. Wong
  Marketability and discrete options with jump risk
  E0605:  L.-J. Chen, T.-J. Lee
  The impact of fund characteristics and news sentiments on attention-flow relation
  E0590:  C.-L. Kao, C. Chang, C.-D. Fuh
  Long-term and short-term impacts of common factors on correlated defaults
Session EO174 Room: LT-14
Robust learning in high dimensional data Thursday 21.6.2018   13:50 - 15:30
Chair: Guodong Li Organizer: Linglong Kong
  E0284:  M. Maciak
  Quantile LASSO with changepoints in panel data models
  E0333:  J. Wu, W. Yao, S. Xiang, X. Zhou
  Estimation of a two-component semiparametric location-shifted mixture model
  E0365:  S. Ma
  A robust and efficient approach to causal inference based on sparse sufficient dimension reduction
  E0434:  A. Kashlak, L. Kong
  Support recovery for sparse high dimensional matrices
Session EO210 Room: LT-15
Bayesian inference for stochastic frontier models Thursday 21.6.2018   13:50 - 15:30
Chair: Xibin Zhang Organizer: Xibin Zhang
  E0372:  G. Feng
  Shadow prices of CO2 emissions: A random-coefficient, random-directional-vector directional distance function approach
  E0452:  R. Hajargasht
  Bayesian stochastic frontiers using transformation to normal
  E0546:  C. Wang
  Bayesian estimation of dynamic stochastic frontier model: A simulation study
  E0654:  X. Zhang, Y. Meng, X. Zhao, J. Gao
  Panel data analysis of hospital variations in length of stay for hip replacements: Private versus public
Session EO020 Room: LT-16
Recent advances in complex data analysis Thursday 21.6.2018   13:50 - 15:30
Chair: Xingqiu Zhao Organizer: Xinyuan Song
  E0236:  Y. Xia
  Two modeling strategies for two-part latent variable model
  E0269:  Y. Li
  Bayesian semiparametric quantile regression modeling for estimating earthquake fatality risk
  E0287:  Z. Lu, S.-M. Chow, N. Ram, P. Cole
  Zero-inflated regime-switching stochastic differential equation models for multivariate multi-subject time-series data
Session EO095 Room: LT-17
Advances in nonlinear and financial time series Thursday 21.6.2018   13:50 - 15:30
Chair: Wai-Keung Li Organizer: Wai-Keung Li
  E0281:  P. Yu, R. Lu
  Buffered vector error-correction models
  E0207:  H. Jiang, Y. Xia, L. Huang
  Nonparametric Regression with a Randomly Censored Independent Variable
  E0475:  D. Li
  On Brownian motion approximation of compound Poisson processes with applications to threshold models
  E0448:  Y. Zhang
  Random weighting the Portmanteau tests for multivariate white noise with unknown dependent structure
Session EO127 Room: LT-18
Recent advances in time series analysis Thursday 21.6.2018   13:50 - 15:30
Chair: Chi Tim Ng Organizer: Chi Tim Ng
  E0292:  Y. Shi, Z. Feng, C.T. Ng, C. Yiu
  New active zero set descent algorithm for LAD problems with generalized lasso penalty
  E0419:  W. Liu
  Modeling and forecasting online auction price
  E0416:  C.T. Ng
  Exterior point algorithm for change point analysis of general time series models
  E0418:  M. Wang
  MOSUM based test for variance change in panel data
Session EO133 Room: P4302
Network analysis Thursday 21.6.2018   13:50 - 15:30
Chair: Frederick Kin Hing Phoa Organizer: Frederick Kin Hing Phoa
  E0265:  Y.-L. Lin, F.K.H. Phoa
  Efficient spread of networks
  E0381:  M.-C. Chang, F.K.H. Phoa, J.-W. Huang
  Designing experiments for general network structures
  E0488:  T.-J. Yen
  Estimating links of a network from time to event data
  E0583:  Y. Mizukami, T. Nagai, S. Chin, F.K.H. Phoa, K. Honda, J. Nakano
  A comparative study of academic papers on the PM2.5 environmental issues in China and Japan
Session EO188 Room: P4703
Discrete data analysis: Problems, challenges, and solutions Thursday 21.6.2018   13:50 - 15:30
Chair: Zijian Guo Organizer: Dungang Liu
  E0459:  R. Soyer
  Bayesian modeling of multivariate non Gaussian time series
  E0342:  D. Liu, H. Zhang
  Residuals and diagnostics for ordinal regression models: A surrogate approach
  E0300:  S. Li, D. Liu, Y. Yu
  Partial association between ordinal variables: Quantification, visualization and estimation
  E0454:  A. de Leon
  Flexible joint models for correlated jittered discrete data via Gaussian copulas
Session EO123 Room: P4704
Design and analysis of complex experiments: Theory and applications Thursday 21.6.2018   13:50 - 15:30
Chair: MingHung Kao Organizer: MingHung Kao
  E0216:  J. Stufken
  Optimal design for mixed effects models
  E0255:  W. Yu, J. Stufken
  Robust dose-level designs for binary responses in environmental risk assessment
  E0295:  W. Zheng, X. Wang
  Optimal design of sampling survey for efficient parameter estimation
  E0504:  M. Kao
  Optimal experimental designs for ultra-fast brain imaging studies
Session EO164 Room: G4701
Recent advances and challenges in high dimensional data Thursday 21.6.2018   13:50 - 15:30
Chair: Yuan Ke Organizer: Zhao Ren
  E0775:  T. Zhang, Y. Yang, H. Zou
  Flexible Expectile Regression in Reproducing Kernel Hilbert Space
  E0696:  Q. Sun
  Multiple change point detection for manifold-valued data with applications to dynamic functional connectivity
  E0721:  Y. Sun
  Fast convergence of Newton-type methods on high-dimensional problems
  E0294:  Z. Li
  On testing for high dimensional white noise
Parallel session M: EcoSta2018 Thursday 21.6.2018 16:00 - 17:15

Session EO269 Room: LT-11
Corporate bond liquidity and credit risks Thursday 21.6.2018   16:00 - 17:15
Chair: Yuan Wang Organizer: Yuan Wang
  E0257:  Y. Wang, J. Huang, R. Zhong
  Liquidity risk and corporate risk-taking
  E0774:  J. Wang, K.-H. Bae, K. Song
  Bank activism and value creation
Session EO160 Room: LT-12
Statistical inference in high dimensional quantile regression Thursday 21.6.2018   16:00 - 17:15
Chair: Yanlin Tang Organizer: Yanlin Tang
  E0184:  Y. Tang, Y. Wang, H. Wang, Q. Pan
  A conditional marginal test in high-dimensional quantile regression
  E0215:  Y. Zhang, H.J. Wang, Z. Zhu
  Quantile-regression-based clustering for panel data
  E0353:  J. Liu
  Direction estimation in single-index quantile regressions via martingale difference divergence
Session EO026 Room: LT-13
Statistical learning in finance Thursday 21.6.2018   16:00 - 17:15
Chair: Guanhao Feng Organizer: Guanhao Feng
  E0391:  M. Cheng, N. Swanson, X. Yang
  Latent common return volatility factors: Capturing elusive predictive accuracy gains when forecasting volatility
  E0665:  T. Zhou
  Term structure of recession probabilities and the cross section of asset returns
  E0406:  L. Yan
  Estimating cost of volatility risk in selected agricultural commodity markets
Session EO069 Room: LT-14
Statistical machine learning methods and causal inference Thursday 21.6.2018   16:00 - 17:15
Chair: Yingying Fan Organizer: Yingying Fan
  E0359:  Z. Jiang
  Using missing types to improve partial identification with application to a study of HIV prevalence in Malawi
  E0608:  S. Pimentel, R. Kelz
  Optimal tradeoffs in matched designs for observational studies
  E0673:  P. Ding
  Combining multiple observational data sources to estimate causal effects
Session EO220 Room: LT-16
Scalable Bayesian methods Thursday 21.6.2018   16:00 - 17:15
Chair: Cheng Li Organizer: Cheng Li
  E0316:  M. Li, S. Ghosal
  Gaussian processes on the circle
  E0375:  M.J. Ha
  Bayesian multi-layered Gaussian graphical models
  E0577:  Q. Song
  Bayesian sharp minimaxity via FDR penalization
Session EO166 Room: LT-17
Model uncertainty and model average Thursday 21.6.2018   16:00 - 17:15
Chair: Hua Liang Organizer: Hua Liang
  E0371:  H. Wang
  A scalable frequentist model averaging method
  E0486:  Y. Gao
  Model averaging for two non-nested models
  E0572:  G. Zou
  Corrected Mallows model averaging approach
Session EO222 Room: LT-18
Recent developments in functional data analysis Thursday 21.6.2018   16:00 - 17:15
Chair: Lilun Du Organizer: Xinghao Qiao
  E0407:  C. Chen, S. Guo, X. Qiao
  Regression with dependent functional errors-in-predictors
  E0385:  H. Maeng, P. Fryzlewicz
  Regularised forecasting via smooth-rough partitioning of the regression coefficients
  E0478:  C. Qian, X. Qiao
  Covariance and graphical modelling for high-dimensional longitudinal and functional data
Session EO285 Room: P4302
Network modeling for time series Thursday 21.6.2018   16:00 - 17:15
Chair: Yin Liao Organizer: Yin Liao
  E0304:  A. Gibberd, S. Roy
  Multiple changepoint estimation in high-dimensional Gaussian graphical models
  E0632:  M. Nunes, K. Leeming, M. Knight, G. Nason
  A model for dynamic processes on networks
  E0634:  M. Grith, M. Eckardt
  Graphical models for multivariate time series using wavelets
Session EO253 Room: P4704
Recent advances for semiparametric models in econometrics and statistics Thursday 21.6.2018   16:00 - 17:15
Chair: Jingjing Wu Organizer: Jingjing Wu
  E0364:  W. Zhuang
  Semiparametric inferences for dominance index under density ratio model
  E0443:  Y. Ru
  Daily box office prediction model based on LSTM
  E0784:  G. Liu-Evans, S. Pfaffenzeller, Y. Zhu
  Back to basics: Robust tests and their implications for the Prebisch singer hypothesis and economic growth
Session EO176 Room: G4302
Model averaging Thursday 21.6.2018   16:00 - 17:15
Chair: Tian Xie Organizer: Xinyu Zhang
  E0296:  Q. Liu, Q. Yao, G. Zhao
  Model averaging estimation for conditional heteroscedasticity model family
  E0167:  T. Xie, S. Lehrer, X. Zhang
  Twits versus tweets: Does adding social media wisdom Trump admitting ignorance when forecasting the CBOE VIX?
  E0311:  Y. Sun, X. Zhang, T.-H. Lee, Y. Hong, S. Wang
  Time-varying model averaging
Session EO267 Room: G4701
New development in functional data analysis Thursday 21.6.2018   16:00 - 17:15
Chair: Tiejun Tong Organizer: Jiguo Cao
  E0276:  E.J. Zhang, M. Wang, G. Xu, H. Huang, Y. Guan
  Semi-parametric modeling of structured point processes using multi-level log-Gaussian Cox processes
  E0813:  N. Zhao, J. Xu
  Penalized jackknife empirical likelihood in high dimensions
  E0639:  T. Huang
  Estimation and classification for varying-coefficient panel data model with latent structures
Session EO263 Room: B4302
High-dimensional estimation in econometrics Thursday 21.6.2018   16:00 - 17:15
Chair: Zhentao Shi Organizer: Zhentao Shi
  E0224:  Y. Zhu, V. Chernozhukov, K. Wuthrich
  An exact and robust conformal inference method for counterfactual and synthetic controls
  E0246:  Z. Shi
  Boosted panel data approach for program evaluation
  E0301:  B. Koo, H. Wang
  Forecast combinations for predictive regressions via the Lasso