Keynote talk 1 Tuesday 25.6.2019 09:00 - 09:50 Room: S1A03
Statistical learning of big dependent data
Speaker: R. Tsay   Chair: Chun-houh Chen
Keynote talk 2 Tuesday 25.6.2019 17:40 - 18:30 Room: S1A03
Order determination for large-dimensional matrices
Speaker: L. Zhu   Chair: Erricos John Kontoghiorghes
Keynote talk 3 Thursday 27.6.2019 09:00 - 09:50 Room: S1A03
Semi-parametric financial tail risk forecasting
Speaker: R. Gerlach  Co-authors: C. Wang Chair: Francesco Violante
Keynote talk 4 Thursday 27.6.2019 17:40 - 18:30 Room: S1A03
Recent advances on mixtures of skew distributions for modelling heterogeneous and asymmetric data
Speaker: G. McLachlan  Co-authors: S. Lee Chair: Tsung-I Lin
Opening Tuesday 25.6.2019 08:45 - 09:00 Room: S1A03
Opening speech
Speaker: F.-S. Shieu   Chair: Wen-Han Hwang


Parallel session B: EcoSta2019 Tuesday 25.6.2019 10:20 - 12:25

Session EI005 Room: UB99(B1)
Recent advances in high-dimensional data analysis Tuesday 25.6.2019   10:20 - 12:25
Chair: Wen-Han Hwang Organizer: Wen-Han Hwang
  E0157:  C. Sin
  On searching for valid instruments in high-dimensional time-series models
  E0158:  S. Imori
  Asymptotic efficiency of Cp-type criterion in high-dimensional multivariate linear regression models
  E0156:  C.-K. Ing
  Model selection for high-dimensional sparse nonlinear models using Chebyshev greedy algorithms
Session EO111 Room: S101
Recent advances in machine learning Tuesday 25.6.2019   10:20 - 12:25
Chair: Andreas Christmann Organizer: Yiming Ying, Andreas Christmann
  E0224:  A. Kaban
  Dimension-free error bounds from random projections
  E0225:  T. Yang
  Solving weakly-convex-weakly-concave saddle-point problems as successive strongly monotone variational inequalities
  E0334:  Y. Ying
  Stochastic optimization for AUC maximization in machine learning
  E0489:  F. Orabona
  Parameter-free machine learning through coin betting
  E0423:  A. Christmann
  Robustness of localized learning
Session EO213 Room: S102
Biostatistics: Theory and methods Tuesday 25.6.2019   10:20 - 12:25
Chair: Chien-Ju Lin Organizer: Chien-Ju Lin
  E0580:  O. Kalaycioglu
  Evaluating the validity and reliability of multi item scales after multiple imputation
  E0233:  C.-S. Li
  Efficient estimation of a semiparametric zero-inflated Bernoulli regression model
  E0364:  Y. Zhong, R. Cook
  Second-order estimating equations for clustered current status data from family studies using biased sampling
  E0630:  B. Tom, A. Rouanet
  Nonparametric clustering approach for longitudinal cognitive measurements, baseline imaging and genetic data
  E0318:  B. Hejblum, M. Gauthier, R. Thiebaut, D. Agniel
  A variance component score test applied to RNA-Seq differential analysis
Session EO015 Room: S104
Recent advances in statistical methods for high-dimensional data Tuesday 25.6.2019   10:20 - 12:25
Chair: Jingjing Wu Organizer: Jingjing Wu
  E0398:  H. Wang
  Genetic association between amyotrophic lateral sclerosis and cancer
  E0401:  Y.-H. Huang
  Model checking for the single-index model: A residual decomposition approach
  E0552:  Z. Feng
  Clustering microbiome data using finite mixture of Dirichlet-multinomial regression models
  E0590:  G.-H. Huang
  Machine learning classification of functional brain imaging for Parkinsons disease stage prediction
  E0710:  J. Wu, W. Zhong, X. Lu
  Group and individual variable selection in semiparametric transformation models
Session EO125 Room: S106
New advances in statistical computing and complex data analysis Tuesday 25.6.2019   10:20 - 12:25
Chair: Weixin Yao Organizer: Weixin Yao
  E0240:  C. Biernacki, M. Marbac-Lourdelle, V. Vandewalle
  Gaussian-based visualization of Gaussian and non-Gaussian model-based clustering
  E0360:  S. Wang, L. Cai, L. Jin
  Simultaneous confidence bands for partially linear single-index models for longitudinal data
  E0550:  J. Chen
  Permutation test based on clustered data from a rotating sample plan
  E0616:  L. Wang, M. Salamh
  Identifiability and estimation in dynamic ARCH models with measurement error
  E0687:  L. Xu, W. Yao
  Maximum Lq-likelihood estimation for the mixture of dynamic covariance models
Session EO025 Room: S1A01
Recent advances in functional data analysis Tuesday 25.6.2019   10:20 - 12:25
Chair: Jeng-Min Chiou Organizer: Jeng-Min Chiou
  E0213:  H.-G. Mueller, A. Petersen
  Wasserstein covariance for vectors of random densities
  E0579:  Y. Terada, M. Yamamoto
  Regularized subspace clustering for functional data
  E0675:  J.-L. Wang, S.-C. Lin
  Domain selection for functional linear models: A dynamic RKHS approach
  E0803:  N. Wang
  Prediction with robust mixtures of Gaussian local mapping
  E0181:  J.-T. Zhang
  New tests for equality of several covariance functions for functional data
Session EO155 Room: AT241
Recent advances in computation for statistical learning Tuesday 25.6.2019   10:20 - 12:25
Chair: Eric Chi Organizer: Eric Chi
  E0216:  H. Zhou, J. Kim, J. Zhou
  A penalty method for variance component selection
  E0284:  Y. Yang, W. Qian, H. Zou
  Computational techniques for modeling non-life insurance claims
  E0331:  T. Li
  Hierarchical community detection by recursive bi-partitioning
  E0485:  T. Zhang
  A novel ADMM algorithm for graph-fused lasso
  E0346:  J. Zhu
  Network augmented classification
Session EO055 Room: AT242
Statistical methodologies and applications in business and industry Tuesday 25.6.2019   10:20 - 12:25
Chair: Wendy Lou Organizer: Liqun Wang
  E0208:  S.-F. Yang
  Process variation monitoring using a loss-function control chart
  E0246:  K. Poetzelberger
  The empirical estimator of the boundary in an inverse firstexit problem
  E0611:  H.-M. Chang
  A Markov chain approach for control charts in a double-sampling scheme
  E0638:  W. Lou
  A hierarchical process for composite indices
  E0839:  Z. Jin, L. Wang
  First passage time distribution of jump-diffusion processes and nonlinear boundaries
Session EO151 Room: U301
Financial mathematics and statistics Tuesday 25.6.2019   10:20 - 12:25
Chair: Hoi Ying Wong Organizer: Hoi Ying Wong
  E0378:  T. Yan, H.Y. Wong
  Open-loop equilibrium strategy for mean-variance portfolio problem under stochastic volatility
  E0379:  K. Chen, H.Y. Wong, M.C. Chiu, Y.H. Shin
  Stochastic volatility asymptotics for optimal subsistence consumption and Investment with bankruptcy
  E0468:  J. Jeon, K.J. Choi, H.K. Koo
  Consumption ratcheting and loss aversion
  E0477:  C.C. Siu, I. Guo, S.-P. Zhu, R. Elliott
  Optimal execution with regime-switching market resilience
  E0606:  M.C. Chiu
  Mean-variance equilibrium asset-liability management strategy with cointegrated assets
Session EO241 Room: U414
Advances in financial time series analysis Tuesday 25.6.2019   10:20 - 12:25
Chair: Toshiaki Watanabe Organizer: Toshiaki Watanabe
  E0276:  T. Chan, M. So
  Bayesian network analysis of systemic risk in financial markets
  E0430:  M. Ubukata
  Realized jump beta: Evidence from high-frequency data on Tokyo stock exchange
  E0434:  M. Takahashi
  Investigating the interaction between returns and order flows: Endogeneity, intraday variations, and macro announcements
  E0465:  K. Oya
  Estimation of smoothly time varying coefficient partial adjustment model
  E0507:  M. Shintani, K. Goshima, H. Ishijima
  News implied volatility and aggregate economic activity: Japanese evidence
Session EO071 Room: U517
Recent developments in time series analysis Tuesday 25.6.2019   10:20 - 12:25
Chair: Chiu-Hsing Weng Organizer: Henghsiu Tsai
  E0214:  H.-L. Hsu, S.-F. Huang
  Prediction intervals for time series and their applications to portfolio selection
  E0232:  C.-S. Chen, Y.-H. Chiou
  Estimation of regression coefficients when fixed effects and random effects are correlated
  E0264:  C.-H. Weng, C.-Y. Hsu
  Kalman filter for innovations state space models
  E0348:  S.-H. Yu
  The asymptotic excess risk of possibly non-stationary time-series
  E0491:  H.-W. Teng
  Large portfolio management with clustering techniques
Session EC344 Room: AT335
Contributions in computational and Bayesian methods Tuesday 25.6.2019   10:20 - 12:25
Chair: Tzy-Chy Lin Organizer: EcoSta
  E0791:  K. Hunter, M. Glickman, L. Campos
  Inferring medication adherence using health outcomes with Bayesian state-space models
  E0828:  S. Ye
  Sequential methods for learning under cognitive diagnosis modeling
  E0746:  K. Lee
  Bayesian joint models for longitudinal binary and survival data using general random effects covariance matrix
  E0801:  K.K. Osmundsen, T. Selland Kleppe, A. Oglend, R. Liesenfeld
  Estimating the competitive storage model with stochastic trend: A particle MCMC approach
  E0800:  L. Maestrini, R.G. Aykroyd, M.P. Wand
  Compartmentalisation of variational approximate inference for inverse problems models
Session EC347 Room: AT337
Contributions in applied statistics Tuesday 25.6.2019   10:20 - 12:25
Chair: Jong Soo Lee Organizer: EcoSta
  E0793:  K.H. Tang, E. Dodd, J. Forster
  Joint graduation of male and female mortality rates using penalised splines
  E0290:  D. Liang, H. Huang
  Modeling and Regionalization of China's PM2.5 Using Spatial-Functional Mixture Model
  E0760:  W.-T. Hwang, A. Marks-Anglin, F. Barg
  Comparison of statistical methods for analyzing missing survival times in studies of census and death registry data
  E0723:  K.H. Pho
  Estimation parameter for two-stage randomized response technique in logistic regression model
Session EC342 Room: U302
Contributions in financial econometrics Tuesday 25.6.2019   10:20 - 12:25
Chair: Jiri Witzany Organizer: EcoSta
  E0740:  Y.-A. Wang, C.-L. Chang, M. McAleer
  Latent volatility Granger causality and spillovers in renewable energy and crude oil ETFs
  E0745:  P. Brakatsoulas
  Stock Returns around Credit Migration Probabilities
  E0789:  F. Cech, J. Barunik
  Dynamic quantile model for bond pricing
  E0795:  Y. Zhang
  Stylised facts for high frequency cryptocurrency data
  E0813:  M. Ficura, J. Witzany
  Modelling foreign exchange time series with SVJD models with stochastic drift
Session EG008 Room: U502
Contributions in applied econometrics I Tuesday 25.6.2019   10:20 - 12:25
Chair: Massimiliano Caporin Organizer: EcoSta
  E0753:  J. Hagemejer, A. Halka, J. Kotlowski
  To what extent globalization affects exchange rate pass-through: The role of global value chains
  E0336:  C.-Y. Chu, M. Jiang
  A financial Kuznets curve in the transitional economy: The tale of China
  E0273:  A. Soberon, W. Stute, J.M. Rodriguez-Poo
  Testing for distributional features in varying coefficient panel data models
  E0697:  K.-H. Ng
  Volatility modelling using range-based measures and weighted exogenous threshold CARR model
  E0779:  M. Ilbasmis, M. Gronwald, Y. Zhao
  Diversification power of Turkish real estate market securities: The role of data frequency and dividend policies
Parallel session C: EcoSta2019 Tuesday 25.6.2019 14:00 - 15:40

Session EI011 Room: UB99(B1)
Recent advances in econometric time series Tuesday 25.6.2019   14:00 - 15:40
Chair: Sangyeol Lee Organizer: Sangyeol Lee
  E0153:  J. Kim, J. Ahn
  Bayesian analysis for heterogeneity
  E0154:  T. Watanabe, J. Nakajima
  Intraday range-based stochastic volatility models with application to the Japanese stock index
  E0155:  S. Ahn
  Estimation of error correction model with measurement errors
Session EO047 Room: S101
Machine learning theory Tuesday 25.6.2019   14:00 - 15:40
Chair: Ding-Xuan Zhou Organizer: Ding-Xuan Zhou
  E0366:  S. Pereverzyev, S. Pereverzyev-Jr, V. Semenov
  A strategy for identifying informative variables: Prediction of developmental outcomes of preterm neonates
  E0377:  M. Ha Quang
  A geometrical framework for covariance matrices and covariance operators in machine learning and applications
  E0394:  B. Sriperumbudur, N. Sterge
  Approximate kernel PCA: Computational vs. statistical tradeoff
  E0365:  D.-X. Zhou
  Theory of deep convolutional neural networks for deep learning
Session EO139 Room: S102
Recent advances in adaptive clinical trial design Tuesday 25.6.2019   14:00 - 15:40
Chair: Yisheng Li Organizer: Yisheng Li
  E0388:  Y. Li, X. Su, P. Mueller, K.-A. Do
  A semi-mechanistic dose-finding design in oncology using pharmacokinetic/pharmacodynamic modeling
  E0440:  S. Morita
  Biomarker-based Bayesian randomized phase II clinical trial design to identify a sensitive patient subpopulation
Session EO113 Room: S104
Recent advances on high-dimensional statistical inference Tuesday 25.6.2019   14:00 - 15:40
Chair: Xiaohui Chen Organizer: Xiaohui Chen
  E0370:  J. Li, Y. Qiu
  A neighborhood-assisted Hotelling's T2 test for high-dimensional means
  E0527:  L. Chen, W. Wang, W.B. Wu
  Inference of break-points in high-dimensional time series
  E0632:  M. Yu, X. Chen
  A robust and high-dimensional bootstrap change point test for location parameter
Session EO299 Room: S106
Recent advances in meta-analysis for medical research Tuesday 25.6.2019   14:00 - 15:40
Chair: Satoshi Hattori Organizer: Satoshi Hattori
  E0432:  A. Huang, S. Komukai, S. Hattori
  Efficient implementation of Copas selection model for publication bias in meta-analysis using clinical trial registry
  E0557:  S. Hattori
  Bayesian selection model for publication bias correction in meta-analysis of prognostic studies
  E0573:  T. Friede
  Evidence synthesis in rare diseases
  E0719:  M. Henmi, S. Hattori, T. Friede
  An improved Henmi-Copas confidence interval for random effects meta-analysis with small number of studies
Session EO037 Room: S1A01
Inferences and prediction for spatial or dynamic data Tuesday 25.6.2019   14:00 - 15:40
Chair: Naisyin Wang Organizer: Naisyin Wang
  E0239:  T. Garcia, L. Parast
  Dynamic landmark prediction for mixture data
  E0707:  Y. Li
  Spatially dependent functional data: Covariance estimation, principal component analysis, and kriging
  E0706:  Y. Liu, Y. Li, N. Wang, R. Carroll, R. Zhang
  Optimal prediction in generalized functional linear model with semiparametric single-index interactions
  E0345:  A. Qu
  Tensor factorization for temporal recommender systems
Session EO137 Room: AT241
Recent topics in design of experiment Tuesday 25.6.2019   14:00 - 15:40
Chair: Wei Zheng Organizer: Wei Zheng
  E0215:  W. Zheng, X. kong
  ICUDO: Incomplete U-statistic based on division and orthogonal arrays
  E0672:  Q. Liu
  Efficient design and analysis for a selective choice process
  E0670:  Y. Li
  A discrepancy-based design for A/B testing experiments
  E0776:  M.J. San Pedro, M.S. Talento, E. Barrios
  A nonparametric test of 2-factor factorial designs with unequal replicates for multivariate data
Session EO067 Room: AT242
Current developments in industrial and ecological statistics Tuesday 25.6.2019   14:00 - 15:40
Chair: Tsung-Jen Shen Organizer: Tsung-Jen Shen, Chang-Yun Lin
  E0649:  C.-Y. Lin
  Data-driven multistratum designs with the generalized Bayesian D-D criterion for highly uncertain models
  E0393:  O. Davidov
  On the design of experiments with ordered treatments
  E0355:  Y. Chen
  Using a generalized area-based truncated model to resolve Fishers paradox when extrapolating biodiversity
  E0694:  R.-B. Chen, H.-L. Siao, I. Hu, S.-H. Lo, M.-N. Lo Huang
  Interaction-based variable selection approach for supersaturated design analysis
Session EO013 Room: AT335
Bayesian approximate inference algorithms Tuesday 25.6.2019   14:00 - 15:40
Chair: David Nott Organizer: David Nott
  E0496:  D. Nott, M. Smith, R. Loaiza-Maya
  High-dimensional copula variational approximation through transformation
  E0543:  S. Chaudhuri, S. Ghosh, D. Nott, K.C. Pham
  An easy-to-use empirical likelihood ABC method
  E0545:  Y. Fan
  Approximate Bayesian inference for Potts models
  E0629:  M. Smith, R. Loaiza-Maya
  Variational Bayes estimation of discrete-margined copula models with application to time series
Session EO261 Room: U302
Circular statistics and its related topics Tuesday 25.6.2019   14:00 - 15:40
Chair: Hiroaki Ogata Organizer: Hiroaki Ogata
  E0304:  H. Ogata
  Frechet-Hoeffding copula bounds for circular data
  E0386:  T. Abe
  Recent cylindrical models and their applications
  E0387:  T. Shiohama, T. Abe, Y. Miyata
  Testing symmetry of a mode and anti-mode preserving distributions on the circle
  E0400:  T. Imoto, K. Shimizu
  Discretized circular distribution
Session EO029 Room: U414
Advances in productivity and efficiency modelling Tuesday 25.6.2019   14:00 - 15:40
Chair: Artem Prokhorov Organizer: Artem Prokhorov
  E0231:  W.-J. Tsay
  Evaluating the CDF of the distribution of the stochastic frontier composed error
  E0277:  K.C. Tran, L. Kutlu, M. Tsionas
  Spatial autoregressive panel stochastic frontier models with fixed effects
  E0404:  H.-P. Lai, S. Kumbhakar
  The panel stochastic frontier model with endogenous inputs and correlated random components
  E0809:  J. Zhai, A. Prokhorov
  A vine copula approach to estimation of a production system with technical and allocative inefficiency
Session EO225 Room: U502
Advances in causal inference I Tuesday 25.6.2019   14:00 - 15:40
Chair: Luke Keele Organizer: Luke Keele
  E0184:  J. Roy
  Flexible models for time-dependent causal mediation
  E0186:  N. Mitra, E. Kennedy
  Causal estimation of scaled treatment effects with multiple outcomes
  E0236:  L. Keele
  Instrumental variables estimation in cluster randomized trials with noncompliance
  E0621:  Z. Branson
  Evaluating instrumental variable assumptions using randomization tests
Session EO065 Room: U517
Recent developments in statistics for complex dependent data Tuesday 25.6.2019   14:00 - 15:40
Chair: Shih-Feng Huang Organizer: Shih-Feng Huang, Liang-Ching Lin
  E0341:  L.-C. Lin
  Symbolic interval-valued data analysis for time series based on auto-interval-regressive models
  E0371:  L.-B. Chang
  Option hedging and parameter estimation of pricing models
  E0390:  C. Chang
  Asymptotic theory of maximum likelihood estimators in mixed-effects models with a fixed number of clusters
  E0436:  T. Ogihara
  Parameter estimation for misspecified diffusion with market microstructure noise
Session EG006 Room: U301
Contributions in portfolio strategies Tuesday 25.6.2019   14:00 - 15:40
Chair: Tomas Tichy Organizer: EcoSta
  E0235:  A. Stephan, M. Sahamkhadam
  Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for the financial crisis
  E0519:  J.B.-I. Aboy
  Nonparametric performance hypothesis testing with the information ratio
  E0808:  T. Tichy
  Portfolio strategies involving options and systemic risk alarm
Parallel session D: EcoSta2019 Tuesday 25.6.2019 16:10 - 17:25

Session EO093 Room: UB99(B1)
Large-scale multivariate modeling of financial asset returns Tuesday 25.6.2019   16:10 - 17:25
Chair: Marc Paolella Organizer: Marc Paolella
  E0288:  U. Ulrych, W. Farkas, P. Polak
  Dynamic currency hedging strategy with a common market factor non-Gaussian returns model
  E0422:  S. Hediger, J. Naef
  On the use of random forest for two sample testing, with applications in empirical finance
  E0730:  M. Paolella
  Smooth FREE COMFORT and LASSO for GARCH groups
Session EO211 Room: S101
Statistical machine learning methods for data science Tuesday 25.6.2019   16:10 - 17:25
Chair: Yen-Chi Chen Organizer: Qiang Sun
  E0435:  Y.-C. Chen
  Statistical inference with local optima
  E0610:  W. Lin, J. Zhang
  Principal subspace analysis for high-dimensional compositional data
  E0696:  L. Wang, S. Yang, P. Ding
  Causal inference with confounders missing not at random
Session EO119 Room: S102
Advanced methods in spatio-temporal data analysis in biostatistics Tuesday 25.6.2019   16:10 - 17:25
Chair: Yuko Araki Organizer: Yuko Araki
  E0717:  Y. Araki
  Functional survival data analysis with direct and indirect effects for high dimensional data
  E0585:  O. Komori
  Extension of Poisson point process based on quasi-linear modeling
  E0324:  K. Takahashi, H. Shimadzu
  Detection and evaluation of multiple clusters in spatial epidemiology
Session EO267 Room: S104
High dimensional statistics and applications Tuesday 25.6.2019   16:10 - 17:25
Chair: Lilun Du Organizer: Xinghua Zheng
  E0342:  K. Wang, Z. Bao, X. Ding
  Random perturbation of low-rank matrices
  E0347:  Y. Ding, R. Engle, Y. Li, X. Zheng
  Factor modeling for volatility
  E0493:  I. Hu
  High dimensional analysis of chi-squared data
Session EO251 Room: S106
Recent advances in statistical models and their applications Tuesday 25.6.2019   16:10 - 17:25
Chair: Berwin Turlach Organizer: Berwin Turlach
  E0510:  K. Murray, B. Turlach, M. Dymock
  Group based trajectory modelling with monotonicity constraints
  E0453:  G. Tarr, A. Welsh, S. Mueller
  Bootstrap model selection for linear mixed models
  E0729:  M. Hiabu
  Smooth backfitting of proportional hazards with multiplicative components
Session EO081 Room: S1A01
Challenges for functional and large data Tuesday 25.6.2019   16:10 - 17:25
Chair: Jane-Ling Wang Organizer: Jane-Ling Wang
  E0194:  Z. Lin, J.-L. Wang
  Mean and covariance estimation for functional snippets
  E0295:  Y.-T. Chen, J.-M. Chiou
  Detecting change points for a multivariate functional data sequence
  E0163:  S.-H. Lo
  Selecting influential /predictive variables for a large data set
Session EO023 Room: AT241
Recent advances in design and analysis of experiments Tuesday 25.6.2019   16:10 - 17:25
Chair: Frederick Kin Hing Phoa Organizer: Frederick Kin Hing Phoa
  E0299:  M. Tan
  Opening up the black box: Gaussian process modeling using information from partial differential equation models
  E0274:  F.K.H. Phoa, Y. Akhtar
  A construction of cost-efficient designs with guaranteed repeated measurements on interaction effects
  E0785:  Y. Hung
  Computer experiments with binary time series and applications to cell biology: Modeling, estimation and calibration
Session EO033 Room: AT242
Recent advances on survival analysis Tuesday 25.6.2019   16:10 - 17:25
Chair: Xingqiu Zhao Organizer: Xingqiu Zhao
  E0362:  M. Hao, Y. Lin, X. Zhao
  Nonparametric inference for right-censored data using smoothing splines
  E0520:  W. Tang, Z. Wang, Y. Lin, X. Liu
  Incorporating graphical structure of predictors in sparse quantile regression
  E0523:  X. Zhu
  Exact one- and two-sample likelihood ratio tests based on type-I and joint type-II censored exponential data
Session EO259 Room: AT335
EAC-ISBA session: Bayesian analysis with large complex data Tuesday 25.6.2019   16:10 - 17:25
Chair: Guanyu Hu Organizer: HaiYing Wang, Guanyu Hu
  E0659:  J. Wu, M.-H. Chen, E. Schifano, J. ibrahim, J. fisher
  A new Bayesian joint model for longitudinal count data with many zeros, intermittent missingness, and dropout
  E0267:  Y.-B. Wang
  Inflated density ratio and its variation and generalization for computing marginal likelihoods
  E0351:  G. Hu
  Bayesian nonparametric nonhomogeneous Poisson process with applications
Session EO229 Room: AT337
Recent developments in measurement error and missing data Tuesday 25.6.2019   16:10 - 17:25
Chair: Jae Kwang Kim Organizer: Yuhang Xu
  E0210:  G. Yi
  Causal inference with measurement error in outcomes
  E0383:  J. Liu, Y. Ma
  Locally efficient semiparametric estimators for a class of Poisson models with error-prone covariates
  E0663:  J.K. Kim, M. Uehara
  Semiparametric response model with nonignorable nonresponse
Session EO207 Room: U301
Nonparametric regression and statistical inference Tuesday 25.6.2019   16:10 - 17:25
Chair: Kuang-Yao Lee Organizer: Xiangrong Yin
  E0459:  B. Li
  On post dimension reduction statistical inference
  E0471:  P. Qiu
  A three-step nonparametric regression approach for analyzing spatio-temporal data
  E0596:  X. Deng
  The CCP selector: Best subset selection for sparse regression from chance-constrained programming
Session EO308 Room: U302
Recent advances in high dimensional time series analysis Tuesday 25.6.2019   16:10 - 17:25
Chair: Yue Niu Organizer: Han Xiao
  E0724:  Y. Niu
  Variance estimation for change-point model
  E0734:  M. Xu, S. Karmakar, J. Kapat
  Simultaneous prediction intervals for high-dimensional vector autoregressive model
  E0751:  X. Liu
  Threshold factor models for high-dimensional time series
Session EO291 Room: U414
New development in time series and spatial econometrics Tuesday 25.6.2019   16:10 - 17:25
Chair: Yongdeng Xu Organizer: Yongdeng Xu
  E0624:  P. Wongsa-art
  A varying coefficient panel data model with random individual effect and spatial errors
  E0625:  N. Kim
  A self-exciting threshold autoregressive count data model
  E0321:  Y. Xu
  DCC-HEAVY: A multivariate GARCH model with realized measures of variance and correlation
Session EO177 Room: U501
Statistical methods for network data Tuesday 25.6.2019   16:10 - 17:25
Chair: Yuan Zhang Organizer: Ting Yan
  E0207:  G. Guan
  Logistic regression with network structure
  E0733:  Y. Zhang
  Transform-based unsupervised point registration and unseeded low-rank graph matching
  E0819:  C.M. Le
  Edge sampling using network local information
Session EO035 Room: U502
Advances in causal inference II Tuesday 25.6.2019   16:10 - 17:25
Chair: Luke Keele Organizer: Luke Keele
  E0221:  A. Spieker, J. Roy, N. Mitra
  Population-level cost-effectiveness analysis: The individual net benefit from a causal perspective
  E0308:  J. Mauro, B. Joshua, K. Yen, A. Linxie
  Measuring causal impacts on multifaceted outcomes with missingness: Learning welfare impacts of mobile credit
  E0827:  H. Chu, J. Zhou, J. Hodges, F. Suri
  A Bayesian hierarchical model estimating CACE in meta-analysis of randomized clinical trials with noncompliance
Session EO095 Room: U517
Nonlinearity in panel data analysis Tuesday 25.6.2019   16:10 - 17:25
Chair: Feng Yao Organizer: Feng Yao
  E0259:  T. Wang, F. Yao
  A fixed effect additive stochastic frontier model: A semiparametric estimation of inefficiency determinants
  E0296:  J. Tian, T. Wang, F. Yao
  On the influence of high leverage ratio on Chinese firms' performance: A semiparametric approach
  E0541:  F. Yao
  Efficient estimation in varying coefficient panel data model with different smoothing variables and fixed effects
Session EG010 Room: U602
Contributions in econometrics and statistics Tuesday 25.6.2019   16:10 - 17:25
Chair: Alexandra Soberon Organizer: EcoSta
  E0834:  B. Puza
  The method of tail functions for confidence estimation
  E0836:  Y.-W. Yeh
  A comparative analysis of forecast models with online search volume: An application of price forecast on vegetables
  E0838:  G. Fitrianto, K. Maekawa
  Statistical inference of non-Gaussian structural vector autoregressive (VAR) models
Parallel session F: EcoSta2019 Wednesday 26.6.2019 08:35 - 10:15

Session EO185 Room: S101
Recent advances in penalized learning methods for complex data Wednesday 26.6.2019   08:35 - 10:15
Chair: Jun Song Organizer: Seung Jun Shin
  E0641:  S. Shin, Y. Liu, S. Cole, J. Fine
  Ensemble estimation and variable selection with semiparametric regression models
  E0705:  S.J. Shin
  A note on ROC-optimizing support vector machines
  E0708:  M. Ahn
  A computationally efficient algorithm for random effects selection in linear mixed models
  E0787:  Y. Choi, V. Tan, Z. Liu
  Adaptive community detection via fused L1 penalty
Session EO215 Room: S102
Novel methods and applications in biostatistics Wednesday 26.6.2019   08:35 - 10:15
Chair: Haitao Chu Organizer: Zhiwei Zhang
  E0242:  Z. Hu
  Assessment of genetic impacts from twin study: A mixture distribution approach
  E0253:  C. Wang, G. Rosner, R. Roden
  A Bayesian design for phase I cancer therapeutic vaccine trials
  E0480:  L. Tang
  Statistical modeling with imperfect data
  E0490:  S. Chen
  Estimating organized large covariance matrix with $l_0$ penalty
Session EO203 Room: S106
Statistical methods in complex data analysis Wednesday 26.6.2019   08:35 - 10:15
Chair: ChienTong Lin Organizer: Yichuan Zhao
  E0335:  L.-S. Huang
  On local Pearson correlation
  E0497:  Y. Cui
  Nonlinear moderated mediation analysis with genetical genomics data
  E0571:  H.-W. Chang, I. McKeague
  Nonparametric confidence band for activity profiles based on wearable device data
  E0726:  H. Zheng
  Regularized variable selection for high dimensional survival data with unknown link function
Session EO233 Room: S1A01
Functional and high dimensional data with complex structure Wednesday 26.6.2019   08:35 - 10:15
Chair: Yehua Li Organizer: Xinghao Qiao, Yehua Li
  E0692:  R.K.W. Wong, X. Zhang, J. Wang
  Covariance function estimation for multidimensional functional data
  E0815:  L. Xiao
  A functional mixed model for scalar on function regression with application to a functional MRI study
  E0652:  C. Chen, X. Qiao
  An autocovariance-based framework for curve time series
  E0657:  X. Dai
  Statistical analysis of longitudinal data on Riemannian manifolds
Session EO269 Room: AT242
Recent advances in interval censored failure time data Wednesday 26.6.2019   08:35 - 10:15
Chair: Yang-Jin Kim Organizer: Yang-Jin Kim
  E0312:  J. Kim
  Regression analysis of a semi-competing risks model when all transition times are interval-censored
  E0363:  X. Zhao
  Efficient estimation of varying coefficient linear transformation model for interval censored data
  E0547:  A. Adekpedjou, R. Stocker
  A general class of additive semiparametric models for recurrent event data
  E0279:  Y.-J. Kim
  Time dependent association for bivariate interval censored data
Session EO358 Room: AT335
EAC-ISBA session: Bayesian theories and algorithms Wednesday 26.6.2019   08:35 - 10:15
Chair: Xin Wang Organizer: Xin Wang
  E0349:  J. Flegal
  Weighted batch means estimators in Markov chain Monte Carlo
  E0526:  J.J. Song, J. Hobbs, C. Lewis-Beck, A. Mondal, X. Wang, Z. Zhu
  Hierarchical Bayesian model for unmixing remote sensing data
  E0454:  X. Wang
  Geometric ergodicity of Polya-Gamma Gibbs sampler for Bayesian logistic regression with a flat prior
  E0418:  Z. Zhu, C. Lewis-Beck, A. Mondal, J.J. Song, J. Hobbs
  A parametric approach to unmixing remote sensing crop growth signatures
Session EO043 Room: AT337
Dimension reduction and clustering Wednesday 26.6.2019   08:35 - 10:15
Chair: Kei Hirose Organizer: Kei Hirose
  E0381:  E. Tanaka, F. Hui
  Model selection and estimation for latent variable models
  E0500:  H. Hino
  A higher order local intrinsic dimension estimator by regression analysis
  E0549:  M. Takagishi, M. van de Velden
  Visualization of heterogeneous class specific tendencies in categorical data
  E0576:  K. Hirose, K. Miura, A. Koie
  Cluster-based multiclass linear discriminant analysis
Session EO253 Room: U301
Order related statistical inference Wednesday 26.6.2019   08:35 - 10:15
Chair: Johan Lim Organizer: Johan Lim
  E0311:  S. Ahn, X. Wang, J. Lim
  Continuity correction for RSS-structured cluster randomized designs with binary outcomes
  E0350:  O. Ozturk
  Post-stratified probability-proportional-to-size sampling from stratified populations
  E0474:  X. Wang, E. Zamanzade, X. Wang
  Proportion estimation in ranked set sampling in the presence of tie information
  E0602:  H.-C. Kuo
  On constrained nonparametric maximum likelihood estimation of the survival functions for truncated survival data
Session EO147 Room: U302
Seemingly unrelated econometric papers in quantile models Wednesday 26.6.2019   08:35 - 10:15
Chair: Jau-er Chen Organizer: Jau-er Chen
  E0317:  Y. Katafuchi
  Unconditional quantile regression with endogenous regressors: A simulation study
  E0574:  Y.-C. Chen
  Robust estimation of quantile treatment effects under unconfoundedness
  E0581:  T.-C. Lai, Y.-C. Hsu, R. Lieli
  Estimation and inference for distribution functions and quantile functions in endogenous treatment effect models
  E0598:  J.-C. Yang, H.-C. Chuang, C.-M. Kuan
  Double/Debiased machine learning with gradient boosting for treatment effect
Session EO133 Room: U414
Recent advances in meta-analysis and data integration Wednesday 26.6.2019   08:35 - 10:15
Chair: Tiejun Tong Organizer: Tiejun Tong
  E0193:  Y. Chen
  Multiple-outcome network meta-analysis and personalized treatment ranking
  E0188:  T. Tong
  Estimating the sample mean and standard deviation from the sample size, median, mid-range, and/or mid-quartile range
  E0199:  Y. Wang
  Divide and recombine approaches for fitting smoothing spline models with large datasets
  E0219:  L. Lin
  On the efficiency of network meta-analysis
Session EO287 Room: U517
Contemporary inference issues in big data problems Wednesday 26.6.2019   08:35 - 10:15
Chair: Gourab Mukherjee Organizer: Gourab Mukherjee
  E0220:  L. Du
  Dynamic tracking and screening in massive datastreams
  E0254:  D. Paul
  Testing general linear hypotheses under a high-dimensional spiked model
  E0509:  K. Yano, R. Kaneko, F. Komaki
  On the construction of adaptive predictive densities for sparse count data
  E0542:  J. Loftus, W. Yao
  Model selection bias invalidates goodness of fit tests
Session EC351 Room: S104
Contributions in high dimensional and complex data analysis Wednesday 26.6.2019   08:35 - 10:15
Chair: Xialu Liu Organizer: EcoSta
  E0265:  K.C. Ng, M. So, K.Y. Tam
  Interfirm relationship analysis for dynamic and dual-view company networks: A latent space modeling approach
  E0752:  Y. Nakayama, K. Yata, M. Aoshima
  Bias corrected SVM with the Gaussian kernel in the HDLSS context
  E0806:  R. Yuasa, T. Kubokawa
  Shrinkage estimation of the mean of high-dimensional normal distribution
  E0825:  C.-H. Chua
  Network analysis of Kaohsiung city mass transit
Session EC343 Room: U501
Contributions in computational econometrics and statistics Wednesday 26.6.2019   08:35 - 10:15
Chair: Eric Chi Organizer: EcoSta
  E0756:  Y.-S. Lee, T.-C. Cheng
  Classification strategies for time-constrained cost-sensitive decision tree induction with missing values
  E0821:  D. Rosadi
  Automatic algorithms for univariate time series forecasting using SARIMA and hybrid Wavelet-ARIMA-neural networks models
  E0812:  B.A.S. Lunde, T. Selland Kleppe, H. Skaug
  Information criteria for gradient boosted trees: Adaptive tree size and early stopping
  E0811:  L. Hanus, J. Barunik
  Dynamic density forecasting using machine learning
Session EC353 Room: U502
Contributions in methodological statistics Wednesday 26.6.2019   08:35 - 10:15
Chair: Ori Davidov Organizer: EcoSta
  E0172:  C.-L. Su, R. Steele, I. Shrier
  Doubly robust estimation and causal inference for recurrent event data
  E0257:  H.-H. Huang
  Discrete wavelet packet transform based whole genome sequences classification
  E0218:  E. Chung
  Non-parametric hypothesis testing with a nuisance parameter: A permutation test approach
  E0830:  Y.-T. Fan
  Multi-resolution geographically weighted regression
Parallel session G: EcoSta2019 Wednesday 26.6.2019 10:45 - 12:25

Session EO091 Room: UB99(B1)
Flexible modeling of latent variables and censored data Wednesday 26.6.2019   10:45 - 12:25
Chair: Victor Hugo Lachos Davila Organizer: Victor Hugo Lachos Davila
  E0297:  L. Matos, M. Lemus, V.H. Lachos Davila, C. Galarza
  Estimation for partially linear censored regression models based on heavy tailed distributions
  E0822:  X. Wang, E. Schneider Bueno de Oliveira, J. Luis Bazan
  Bayesian analysis of cognitive diagnostic models for continuous response data
  E0305:  F. Vilca
  Birnbaum-Saunders linear mixed-effects models with censored data: Bayesian MCMC implementation
  E0651:  V.H. Lachos Davila
  Finite mixture modeling of censored data using the multivariate skew-normal distribution
Session EO117 Room: S101
Recent advances in statistical learning Wednesday 26.6.2019   10:45 - 12:25
Chair: Lo-Bin Chang Organizer: Lo-Bin Chang, Yoonkyung Lee
  E0410:  S.-Y. Huang, H. Hung, Z.-Y. Jou
  Robust mislabel logistic regression without modeling mislabel probabilities
  E0416:  T.-L. Chen
  Robust linear discriminant analysis based on gamma-divergence
  E0824:  Y. Jeon
  Penalized orthogonal iteration for sparse estimation of generalized eigenvalue problems
  E0414:  Y. Jung, S. Lee
  Variable selection consistency in quantile regression by cross-validation
Session EO157 Room: S102
Spatio-temporal modeling of infectious disease and one health Wednesday 26.6.2019   10:45 - 12:25
Chair: Andrew Lawson Organizer: Andrew Lawson
  E0179:  E. Giorgi, B. Amoah, P. Diggle
  A geostatistical framework for combining spatially referenced disease prevalence data from multiple diagnostics
  E0187:  A. Lawson
  Computational approaches to spatio-temporal surveillance of small area health data
  E0307:  R. Deardon
  Parameterization via emulation: Spatial models of infectious disease transmission
  E0438:  M. Tildesley
  Real time decision making for infectious disease outbreaks
Session EO245 Room: S104
Recent developments in high dimensional data Wednesday 26.6.2019   10:45 - 12:25
Chair: Debashis Paul Organizer: Debashis Paul, Wenbo Wu
  E0375:  X. Li, L. Wang, H.J. Wang
  Sparse learning and structure identification for ultra-high-dimensional image-on-scalar regression
  E0376:  K. Ye
  Similarity scores for mixed types of data
  E0244:  X. Li
  Parameterized matrix factorization with missing data via nonconvex optimization
  E0613:  G. Mukherjee
  Minimax optimality of sparse predictive density estimates
Session EO169 Room: S106
Statistics for unconventional, complex and challenging datasets Wednesday 26.6.2019   10:45 - 12:25
Chair: Tsung-I Lin Organizer: Anuradha Roy
  E0278:  S. Tsukada
  Asymptotic distribution of correlation matrix under blocked compound symmetric covariance structure
  E0429:  C. Hao, Y. Liang
  Two-sample correlation parameter testings in models with a Kronecker product covariance structure
  E0452:  J. Shults
  Likelihood based analysis of longitudinal discrete data with overdispersion
  E0728:  T.-C. Lin
  Mixture of multivariate t linear mixed models with missing information
Session EO283 Room: S1A01
New development in functional data analysis Wednesday 26.6.2019   10:45 - 12:25
Chair: Adam Kashlak Organizer: EcoSta, Jiguo Cao
  E0176:  X. Xun, J. Cao
  Sparse estimation of historical functional linear models with a nested group bridge approach
  E0502:  A. Kashlak
  Symmetrisation for nonparametric functional ANOVA
  E0775:  T.-M. Huang, Y.-H. Cheng, S.-F. Yang
  An approach for curve alignment and clustering
  E0742:  W.-H. Huang, L.-S. Huang
  Hierarchical ANOVA and F-tests for functional data with an application to highway traffic data in Taiwan
Session EO143 Room: AT241
Risk assessment on network and complex systems Wednesday 26.6.2019   10:45 - 12:25
Chair: Gaofeng Da Organizer: Gaofeng Da
  E0540:  M. Xu
  Malicious data breach: Modeling and ratemaking
  E0407:  R. Fang
  A stochastic model of cyber attacks with imperfect detection
  E0356:  Y. Zhang, W. Ding, P. Zhao
  On total capacity of k-out-of-n systems with random weights
  E0655:  G. Da
  On the assessment of systematic risk in networked systems with multiple types of nodes
Session EO271 Room: AT242
Recent developments in non-parametric methods Wednesday 26.6.2019   10:45 - 12:25
Chair: Lan Xue Organizer: Lan Xue
  E0180:  C. Martins-Filho, K. Mynbayev
  Nonparametric kernel estimation of unrestricted distributions
  E0262:  J. Li, J. Wang, L. Yang
  Kolmogorov-Smirnov simultaneous confidence bands for time series distribution function
  E0269:  J. Wang
  Spline confidence bands for generalized regression models
  E0272:  Y. Zhang, R. Liu, Q. Shao, L. Yang
  Two-step estimation for time varying ARCH models
Session EO295 Room: AT335
EAC-ISBA session: High dimensional Bayesian methods in data science Wednesday 26.6.2019   10:45 - 12:25
Chair: Wanjie Wang Organizer: Wanjie Wang
  E0323:  K. Kamatani
  High-dimensional scaling limit of Monte Carlo methods
  E0505:  B. Sun
  Robust estimation of causal effects under data combination using instrumental variables
  E0524:  X. Tong
  Ensemble Kalman inversion
Session EO135 Room: AT337
New developments in dimension reduction with complex data Wednesday 26.6.2019   10:45 - 12:25
Chair: Teng Zhang Organizer: Zhihua Su
  E0544:  J. Song
  Nonlinear and additive principal component analysis for functional data
  E0426:  K.-Y. Lee, L. Li, H. Zhao, D. Ji, T. Constable
  Functional graphical modeling via Karhunen-Lo\`{e}ve expansions
  E0446:  G. Zhu, Z. Su
  Envelope-based sparse partial least squares
  E0292:  Z. Su, S. Chakraborty
  A comprehensive Bayesian framework for envelope models
Session EO193 Room: U301
Statistical analysis of stochastic processes Wednesday 26.6.2019   10:45 - 12:25
Chair: Keisuke Yano Organizer: Yuta Koike
  E0417:  D. Kurisu, K. Kato
  Bootstrap confidence bands for spectral estimation of L\'{e}vy densities under high-frequency observations
  E0558:  Y. Uehara, H. Masuda
  Noise estimation for ergodic Levy driven stochastic differential equation model
  E0518:  Y. Kinoshita, N. Yoshida
  Penalized methods for quasi likelihood analysis with locally asymptotic quadratic properties
  E0570:  T. Takabatake, M. Fukasawa, R. Westphal
  Is volatility rough
Session EO205 Room: U302
Actuarial and financial risk management Wednesday 26.6.2019   10:45 - 12:25
Chair: Boris Choy Organizer: Boris Choy
  E0425:  Z. Landsman, U. Makov, T. Shushi
  Analytic solution of a portfolio optimization problem in a mean-variance-skewness model
  E0484:  J. Chan
  Multivariate long memory cohort mortality models
  E0486:  C. Wang, R. Gerlach, C. Wang
  Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures
  E0521:  B. Choy
  Actuarial applications of a new Weibull-type distribution
Session EO191 Room: U414
Econometric modelling: Methodology and application Wednesday 26.6.2019   10:45 - 12:25
Chair: Hung-pin Lai Organizer: Hung-pin Lai
  E0258:  C.-A. Liu, X. Zhang
  A generalized focused information criterion for extremum estimators
  E0367:  Y.-C. Hsu
  Monotonicity test for local average treatment effects under regression discontinuity
  E0487:  J.-L. Shiu
  Estimating nonparametric Berkson measurement error models
  E0637:  C.-C. Lin, S.-Y. Yin
  Averaging estimators for heterogeneous dynamic panel regressions with weakly exogenous regressors and multifactor error
Session EO161 Room: U502
Modern developments in change-point detection analysis Wednesday 26.6.2019   10:45 - 12:25
Chair: Jun Li Organizer: Jun Li
  E0209:  X. Shao
  Inference for change points in high dimensional data
  E0211:  W.L. Ng, C.Y. Yau, N. Chan
  A self-normalized approach to sequential change-point detection for time series
  E0261:  X. Chen, M. Yu
  Finite sample change point inference and identification for high-dimensional mean vectors
  E0678:  Y. Xie, G. Moustakides, L. Xie
  Sequential subspace change-point detection
Session EO123 Room: U517
Inference for nonstationary and nonstandard time series models Wednesday 26.6.2019   10:45 - 12:25
Chair: Fumiya Akashi Organizer: Fumiya Akashi
  E0200:  K. Tsukuda, Y. Nishiyama
  Goodness-of-fit tests for Markovian processes based on marked empirical processes
  E0316:  F. Akashi, M. Taniguchi, A.C. Monti
  Robust causality test of infinite variance processes
  E0515:  J. Hirukawa, K. Fujimori
  Weak convergence of the partial sum of $I(d)$ process to a fractional Brownian motion in finite interval representation
  E0569:  Y. Imai, T. Arai
  A numerically efficient closed-form representation of mean-variance hedging for exponential additive processes
Parallel session H: EcoSta2019 Wednesday 26.6.2019 14:00 - 15:40

Session EI009 Room: UB99(B1)
EcoSta journal invited session Wednesday 26.6.2019   14:00 - 15:40
Chair: Erricos Kontoghiorghes Organizer: Erricos John Kontoghiorghes
  E0704:  M. Hirukawa, B. Funke
  Bias correction for local linear regression estimation using asymmetric kernels via the skewing method
  E0245:  X. Song
  Joint analysis of mixed types of outcomes with latent variables
  E0686:  A. Prokhorov
  Copula-based models of productivity and efficiency
Session EO306 Room: S101
Statistical learning for data with distinct characteristics Wednesday 26.6.2019   14:00 - 15:40
Chair: Peng Wang Organizer: Peng Wang
  E0592:  J. Wang
  Smooth collaborative recommender system
  E0607:  Y. Zhang, A. Qu, Z. Zhu, P. Shi
  Weak signal identification and inference in penalized likelihood models
  E0631:  Y. Yu
  Determinants of corporate bankruptcy: Identification and uncertainty
  E0645:  P. Wang, B. Li
  Machine learning for spatially aggregated data
Session EO163 Room: S102
Challenges of statistics and health economics research in oncology Wednesday 26.6.2019   14:00 - 15:40
Chair: Yu Shen Organizer: Yu Shen
  E0251:  R. Gulati, R. Etzioni
  Conditions for valid estimation of cancer overdiagnosis using excess incidence from screening trials
  E0252:  J.J. Lee
  Model-assisted adaptive designs in oncology
  E0306:  Y.-C.T. Shih
  Impact of new technology diffusion on the costs of renal cell cancer
  E0538:  Y. Shen
  Recent development of statistical methods in cancer screening studies
Session EO027 Room: S104
Recent develoments in high-dimensional statistical analysis Wednesday 26.6.2019   14:00 - 15:40
Chair: Makoto Aoshima Organizer: Makoto Aoshima
  E0354:  H.-T. Chiou, M. Guo, C.-K. Ing
  Variable selection for high-dimensional regression models with time series and heteroscedastic errors
  E0475:  A. Ishii, K. Yata, M. Aoshima
  Inference on mean vectors for high-dimensional data with the strongly spiked eigenstructure
  E0444:  K. Yata, A. Ishii, M. Aoshima
  A high-dimensional quadratic classifier by data transformation for strongly spiked eigenvalue models
  E0511:  J.-H. Won
  Towards a sparse, scalable, and stably positive definite (inverse) covariance estimator
Session EO355 Room: S106
Statistical analysis of complex structured data Wednesday 26.6.2019   14:00 - 15:40
Chair: Wenqing He Organizer: Wenqing He
  E0329:  Y. Chen
  Solar flare predictions with statistical learning
  E0332:  W. He
  Data adaptive support vector machine with imbalanced observations
  E0514:  Y. Peng
  A support vector machine based semiparametric mixture cure model
  E0531:  G. Yan
  Complexities in the analysis of electronic health records: An illustrative case of a chronic kidney disease study
Session EO077 Room: S1A01
Methods for functional data analysis Wednesday 26.6.2019   14:00 - 15:40
Chair: Ci-Ren Jiang Organizer: Ci-Ren Jiang
  E0344:  P.-L. Li
  Functional clustering and missing value imputation of longitudinal data
  E0382:  A. Petersen, S.-Y. Oh, J. Zapata
  Partial separability and graphical models for multivariate functional data
  E0529:  M. Imaizumi
  Inference on level sets in functional linear regression
  E0551:  S.-W. Cheng
  Identifying essence codings and effects in functional linear models
Session EO127 Room: AT241
New development in design of experiments Wednesday 26.6.2019   14:00 - 15:40
Chair: Ming-Chung Chang Organizer: Ming-Chung Chang
  E0374:  C.-L. Sung
  Exploiting variance reduction potential in local Gaussian process search
  E0285:  S.-F. Tsai, C.-T. Liao
  Detection of location and dispersion effects from partially replicated two-level factorial designs
  E0319:  J.-W. Huang, F.K.H. Phoa, Y.-L. Lin
  A systematic construction of cost-efficient designs for order-of-addition experiments
  E0773:  C.-W. Lai, H.-C. Huang, S. Tzeng
  Spatial modeling of ground-level PM2.5 in Taiwan based on two types of data
Session EO061 Room: AT242
Recent developments in statistical analysis for survival data Wednesday 26.6.2019   14:00 - 15:40
Chair: Chyong-Mei Chen Organizer: Chyong-Mei Chen
  E0280:  W. Wang
  Statistical analysis of hierarchical clustered data
  E0286:  J.-H. Shih, Y. Konno, G.-Y.T. Watanabe-Chang, T. Emura
  A class of general pretest estimators for the normal means
  E0406:  Y.-T. Huang
  Causal mediation of semi-competing risks
  E0466:  Y.-M. Chang
  Confidence interval for the difference between two median survival times with semiparametric transformation models
Session EO330 Room: AT335
Bayesian analysis and its applications Wednesday 26.6.2019   14:00 - 15:40
Chair: Charlotte Wang Organizer: Charlotte Wang
  E0506:  S.-J. Lin, T.-P. Lu, C.K. Hsiao
  A Bayesian method to prioritizing candidate pathways association and gene ranking
  E0567:  C. Wang
  Use Bayesian conditional logistic regression to build up a localized medical-meteorological index
  E0593:  M.-H. Lee, Y.-C. Wei
  Evaluation of outlier detection algorithms in linear regression for temperature validation
  E0832:  D. Chung, Z. Sun, B. Neelon
  A Bayesian sparse latent factor model for identification of cancer subgroups with data integration
Session EO179 Room: AT337
Statistical innovations in psychometrics Wednesday 26.6.2019   14:00 - 15:40
Chair: Chia-Yi Chiu Organizer: Chia-Yi Chiu
  E0270:  G. Xu
  Sufficient and necessary conditions for the identifiability of the Q-matrix
  E0405:  H.-T. Yu
  Estimation accuracy in analyzing multilevel data with extremely unbalanced design and highly correlated structure
  E0564:  C.-L. Hsu, M.M. Chiu
  Multidimensional computerized adaptive testing for non-compensatory test structure
  E0612:  H.F. Koehn
  Attribute hierarchy models in cognitive diagnosis: Identifiability of the latent attribute space and the Q-matrix
Session EO334 Room: U301
Structural instabilities in high-dimensional data I Wednesday 26.6.2019   14:00 - 15:40
Chair: Matus Maciak Organizer: Matus Maciak, Michal Pesta
  E0439:  S. Hudecova, N. Neumeyer, M. Omelka
  Goodness-of-fit test for innovation copula in multivariate nonparametric time series
  E0451:  C. Pretorius, M. Huskova
  Detection of changes in panel data models with stationary regressors
  E0479:  I. Mizera, L. Zhang
  Sparse regression and structure hunting in the periodogram analysis of unequally spaced time series
  E0266:  M. Pesta, M. Wendler
  Nuisance parameters free changepoint detection in non-stationary series
Session EO069 Room: U302
Recent advances in econometrics and financial statistics Wednesday 26.6.2019   14:00 - 15:40
Chair: Li-Hsien Sun Organizer: Li-Hsien Sun
  E0338:  X. Luo, Q. Wu
  A nonparametric Bayesian approach to simultaneous subject and cell heterogeneity discovery for single cell RNA-seq data
  E0397:  Z. Zhang, C. Ai, L. Huang
  A simple and efficient estimation of the average treatment effect in the presence of unmeasured confounders
  E0476:  S.-J. Wu
  Some results on a portfolio optimization problem with delays
  E0640:  C.-H. Han
  Systemic risk measures: SRISK and CoVaR under dynamic volatility matrix models
Session EO053 Room: U414
Nonparametric and variable selection methods for modern complex data Wednesday 26.6.2019   14:00 - 15:40
Chair: Guanyu Hu Organizer: Shujie Ma
  E0456:  M. Chen
  Kernel density matching and its application for accurate alignment of single-cell RNA-seq samples
  E0617:  H.G. Hong
  Feature selection with survival outcome data
  E0738:  J. Zhou
  Variance component testing and selection for a longitudinal microbiome study
Session EO302 Room: U501
Statistical modeling: New methodologies and applications Wednesday 26.6.2019   14:00 - 15:40
Chair: Wan-Lun Wang Organizer: Wan-Lun Wang
  E0170:  D.-C. Jhwueng
  Statistical modeling for adaptive trait evolution in randomly evolving environment
  E0389:  Y.-W. Chang
  A new approach for analyzing response style data
  E0431:  M. Castro
  Bregman divergence to generalize Bayesian influence measures for data analysis
  E0358:  W.-L. Hung
  Parametrizing the Kepler exoplanet period-radius distribution with the bivariate normal inverse Gaussian distribution
Session EO281 Room: U502
Statistical learning in genomic applications Wednesday 26.6.2019   14:00 - 15:40
Chair: Xinlei Wang Organizer: Xinlei Wang, Yichen Cheng
  E0281:  D. Yu
  Efficient coordinate descent algorithm for sparse precision matrix estimation via scaled Lasso
  E0322:  F. Stingo
  Bayesian data integration in Cancer genomics
  E0499:  M. Chen, C. Jia, H. Qian, M. Zhang
  Relaxation rate of gene expression kinetics reveals the feedback sign of auto-regulatory gene network
  E0628:  Y. Cheng
  Bayesian jackknife empirical likelihood
Session EO310 Room: U517
Advances in analysis of complex time series data Wednesday 26.6.2019   14:00 - 15:40
Chair: Raymond Ka Wai Wong Organizer: Thomas Lee
  E0167:  C.Y. Yau, K.W. Chan
  Asymptotically constant risk estimator of the time-average variance constant
  E0175:  H. Cho, M. Barigozzi
  Consistent estimation of high-dimensional factor models when the factor number is over-estimated
  E0457:  R. Cheung, R. Hamada
  Segmentation of Japanese rescue dog behavior data: A Markov-switching model approach
  E0495:  H.-S. Oh, G. Choi
  Elastic-band transform: A new way for multiscale method
Parallel session I: EcoSta2019 Wednesday 26.6.2019 16:10 - 17:50

Session EI007 Room: UB99(B1)
Advances in finite mixture models Wednesday 26.6.2019   16:10 - 17:50
Chair: Geoffrey McLachlan Organizer: Geoffrey McLachlan
  E0160:  W. Yao
  A unified tool for the root selection and the hypothesis testing for mixture models
  E0161:  S.-K. Ng, R. Tawiah
  A mixture cure model with multilevel frailties for analysing recurrent event data
  E0162:  S. Lee
  Skew distributions in model-based clustering
Session EO073 Room: S101
Recent advances in learning theory and applications Wednesday 26.6.2019   16:10 - 17:50
Chair: Qiang Wu Organizer: Qiang Wu, Yunlong Feng
  E0282:  H. Xiao, S. Wang
  Exploring the power of source reliability in information integration
  E0289:  H. Sun
  Distributed regression learning with coefficient and partial coefficients regularization
  E0291:  X. Guo, H. Qin
  Privacy friendly learning with empirical feature-based summary statistics
  E0561:  Q. Wu, Y. Feng
  Mathematical foundations of learning with information theoretic criteria
Session EO332 Room: S102
Statistical innovations in the analysis of microbiome data Wednesday 26.6.2019   16:10 - 17:50
Chair: Jin Zhou Organizer: Yuan Jiang
  E0634:  X. Cui
  Strain-GeMS: Optimization subspecies identification from microbiome data based on accurate variant modeling
  E0455:  H. Jiang
  A novel normalization and differential abundance test framework for microbiome data
  E0608:  L. An
  A novel statistical approach on trace evidence using human microbiome
  E0353:  M. Wu
  Development of microbiome-based prediction models using co-informative information
Session EO239 Room: S104
High-dimensional statistical methods with applications Wednesday 26.6.2019   16:10 - 17:50
Chair: Tongtong Wu Organizer: Tongtong Wu
  E0226:  Q. Pan
  Constrained maximum entropy models to select genotype interactions associated with censored failure times
  E0227:  S. Bruce, C.Y. Tang, M. Hall, R. Krafty
  Empirical frequency band analysis of nonstationary time series
  E0228:  T. Wu, C.Y. Tang, J. Chang
  Empirical likelihood in high dimensionality with application to TAAG
  E0230:  Z. Li, O. Rosen, R. Krafty
  Adaptive Bayesian factor spectral analysis of high--dimensional nonstationary time series
  E0837:  Y. Li
  Matching methods for obtaining survival functions to estimate the effect of a time-dependent treatment
Session EO105 Room: S106
Modeling and classification of large-scaled, complex data Wednesday 26.6.2019   16:10 - 17:50
Chair: Hyokyoung Grace Hong Organizer: Catherine Liu, Hyokyoung Grace Hong
  E0303:  E. Kurum, J. Hughes, R. Li, S. Shiffman
  Time-varying copula models for longitudinal data
  E0488:  J. Lim, S. Ahn, H. Choi, K.E. Lee
  Self-semi-supervised clustering for large scaled-data with a massive null cluster
  E0620:  T. Maiti
  High dimensional classification with artificial neural network
  E0633:  Y. Li
  Drawing inferences for high-dimensional linear models: A selection-assisted partial regression and smoothing approach
Session EO115 Room: S1A01
Recent advances in model selection Wednesday 26.6.2019   16:10 - 17:50
Chair: Garth Tarr Organizer: Garth Tarr
  E0250:  F. Hui, S. Mueller, A. Welsh
  GEE-assisted variable selection for latent variable models: Making the most of zero consistency
  E0260:  K. Wang, G. Tarr, J. Yang, S. Mueller
  Fast and approximate exhaustive variable selection for GLMs with APES
  E0421:  C. Smith, S. Mueller, B. Guennewig
  Visualising model stability information for better prognosis based network-type feature extraction
  E0447:  B. Turlach
  On bivariate extreme value copulas with polynomial dependence functions
Session EO304 Room: AT241
Statistical quality technologies Wednesday 26.6.2019   16:10 - 17:50
Chair: Yuhlong Lio Organizer: Yuhlong Lio, Din Chen
  E0164:  R. Pan
  Planning accelerated life tests via GLMs
  E0327:  I.-C. Lee
  Planning of accelerated degradation tests
  E0196:  C. Potgieter
  Sequential process monitoring using empirical likelihood methods
  E0268:  D. Kundu
  Decision theoretic sampling plan for competing risks model
Session EO059 Room: AT242
Recent developments on latent variable models Wednesday 26.6.2019   16:10 - 17:50
Chair: Xinyuan Song Organizer: Xinyuan Song
  E0255:  K. Kang, X. Song
  A Bayesian flexible joint model of multivariate longitudinal and survival data
  E0203:  H. Liu
  Bayesian analysis of hidden Markov structural equation models with an unknown number of hidden states
  E0369:  Q. Yang, X. Song
  Bayesian quantile scalar on image regression with non-ignorable non-response
  E0703:  X. Zhou
  Bayesian two-part hidden Markov models for semicontinuous longitudinal data with nonignorable missing covariates
Session EO285 Room: AT335
Advances in hidden Markov models: Theory and applications Wednesday 26.6.2019   16:10 - 17:50
Chair: Yang Chen Organizer: Yang Chen
  E0171:  C.-L. Kao, C.-D. Fuh, Y. Chen
  A merging algorithm for hidden Markov models with unknown number of states
  E0343:  J. Ding
  Predicting time series with abrupt changes and smooth evolutions
  E0368:  L. Jula vanegas
  Modeling dependence on the superposition of Markov chains: An application to ion channels
  E0461:  K. Shedden, Y. Chen
  A joint HMM for RFID-based object tracking in a complex environment
Session EO328 Room: AT337
Multivariate methods for analyzing complex and high noisy data Wednesday 26.6.2019   16:10 - 17:50
Chair: Yoshikazu Terada Organizer: Hiroshi Yadohisa
  E0412:  J. Tsuchida, H. Yadohisa
  Canonical dependency analysis by using chi-square matrix
  E0553:  H. Matsui
  Regularized interaction models for function-on-function regression
  E0584:  M. Yamamoto, Y. Terada
  Functional canonical correlation analysis for multivariate stochastic processes
  E0644:  K. Adachi
  Revisiting factor analysis: Three types of its formulation
Session EO338 Room: U301
Structural instabilities in high-dimensional data II Wednesday 26.6.2019   16:10 - 17:50
Chair: Michal Pesta Organizer: Michal Pesta, Matus Maciak
  E0441:  O. Okhrin, J. Gorecki, M. Hofert
  Hierarchical outer power Archimedean copulas
  E0198:  F. Stark, D. Wied, H. Manner
  A monitoring procedure for detecting structural breaks in factor copula models
  E0320:  M. Maciak
  L1 regularized smoothing with changepoints applied to implied volatility surfaces
  E0823:  D. Wang, G. Li
  High-dimensional matrix autoregressive model
Session EO045 Room: U302
Advances in nonlinear financial econometrics Wednesday 26.6.2019   16:10 - 17:50
Chair: Jeroen Rombouts Organizer: Jeroen Rombouts, Francesco Violante
  E0419:  T. Ando, L. Lu
  Quantile co-movement in stock markets with production linkages of firms
  E0443:  F. Violante, L. Bauwens, J. Rombouts
  Dynamic properties and correlation structure of a large panel of cryptocurrencies
Session EO031 Room: U414
Econometric and statistical modelling of time series and spatial processes Wednesday 26.6.2019   16:10 - 17:50
Chair: Guodong Li Organizer: Zudi Lu
  E0310:  H. Shiraishi, T. Uno, Y. Izumisawa, J. Hirukawa
  Time-varying graphs by locally stationary Hawkes processes
  E0473:  R. peng, Z. Lu
  Model averaging marginal nonlinear logistic regressions for time series data
  E0665:  G. Li
  Multilinear low-rank vector autoregressive modeling via tensor decomposition
  E0424:  Y. Ke
  Measure the generality of convolutional layers with projection correlation
Session EO293 Room: U502
Probability techniques in statistics, economics or finance Wednesday 26.6.2019   16:10 - 17:50
Chair: Aklilu Zeleke Organizer: Aklilu Zeleke
  E0202:  N.S. Upadhye, A. Sengar, A. Maheshwari
  Time-changed Poisson processes of order $k$
  E0212:  C. Lee
  A generalized normal distribution with applications to fit financial and economic data
  E0408:  A. Zeleke, P. Vellaisamy
  Exponential order statistics and some combinatorial identities
  E0512:  I. Abdalla Alfaki
  Copula-based structure of co-movement between oil and manufacturing outputs
Parallel session K: EcoSta2019 Thursday 27.6.2019 10:20 - 12:25

Session EO275 Room: S101
New advance in learning theory and related application Thursday 27.6.2019   10:20 - 12:25
Chair: Zhigang Yao Organizer: Zhigang Yao
  E0772:  Z. Yao, Z. Zhang
  Principal boundary on Riemannian manifolds
  E0681:  Y. Xia, Z. Zhang
  Minimal sample subspace learning
  E0688:  Z. Fan, Z. Yao, M. Hayashi, W. Eddy
  Quantifying time-varying sources in magnetoencephalography: A discrete approach
  E0736:  W.C. Tan
  Manifold learning in ambient space
  E0826:  Q. Cheng
  Two-sample Mendelian randomization for summary statistics accounting linkage disequilibrium
Session EO221 Room: S102
Recent advances in complex biometric data analysis Thursday 27.6.2019   10:20 - 12:25
Chair: Sangbum Choi Organizer: Sangbum Choi
  E0700:  S. Choi
  Double-robust inference for differences in restricted mean lifetimes using pseudo-observations
  E0737:  Y.M. Kim
  Cost-effective extreme case-control design using resampling method
  E0770:  S. Park
  Multiple response logistic regression with structure constraints and its applications to Cancer Cell Line Encyclopedia
  E0783:  S.H. Chiou, J. Qian, E. Mormino, R. Betensky
  Permutation tests for general dependent truncation
  E0829:  S. Kang, D. Son, S. Choi
  Induced-smoothed quantile regression analysis for competing risks data under case-cohort study
Session EO099 Room: S104
Recent advances in high dimensional statistics Thursday 27.6.2019   10:20 - 12:25
Chair: Peter Radchenko Organizer: Peter Radchenko
  E0271:  E. Chi, G. Mishne, R. Coifman
  Co-manifold learning on data matrices
  E0556:  P. Radchenko, R. Mazumder, H. Hazimeh
  Grouped variable selection with discrete optimization
  E0646:  W. Sun
  GAP: A general framework for information pooling in two-sample high-dimensional regression models
  E0534:  S. Karmakar
  Long-term prediction for high-dimensional regression
  E0654:  S. He, K. He
  Principal component reduction of a nonparametric additive model with variable selection
Session EO324 Room: S106
EcoSta journal: Econometrics and Statistics Thursday 27.6.2019   10:20 - 12:25
Chair: Stella Hadjiantoni Organizer: Erricos Kontoghiorghes
  E0698:  C. Liu, T. Zhang, Z. Li, J. Yang
  Partial derivative functional response model with application to temperature dynamic
  E0693:  S. Hadjiantoni, A. Colubi, E.J. Kontoghiorghes
  Numerical strategies for the estimation of functional regression models
  E0788:  J. Yao, W. Li
  On structure testing for component covariance matrices of a high-dimensional mixture
  E0201:  P.H. Franses
  Intertemporal similarity of economic time series: An application of dynamic time warping
  E0722:  M. Caporin, F. Poli
  News and intraday jumps: A big data approach
Session EO223 Room: S1A01
New methods in the modeling of functional and high-dimensional data Thursday 27.6.2019   10:20 - 12:25
Chair: Shu-Chuan Chen Organizer: Hongxiao Zhu
  E0330:  I. Kim
  Bayesian Ising sparse nonparametric model
  E0337:  C.-R. Jiang, L.-H. Chen
  Predicting one-day-ahead wind power capacity factor via functional inverse regression
  E0472:  J.S. Lee, J. Lim
  Nonparametric logistic regression in high dimension
  E0599:  S. Ranganathan
  A hierarchical model to handle missing data in high-dimensional spatio-temporal models
  E0618:  D. Cox
  Feature selection for functional predictors
Session EO057 Room: AT241
Statistical analysis of complex data Thursday 27.6.2019   10:20 - 12:25
Chair: Xinyuan Song Organizer: Baojiang Chen, Xinyuan Song
  E0238:  W. Li, S. Thornton, M.-G. Xie
  An effective likelihood-free approximate computing method with statistical inferential guarantees
  E0241:  H. Lin
  Direct local linear estimation for Sharpe ratio function in heteroscedastic regression models
  E0237:  F. Song, Y. Wei
  Batch effects correction for single-cell RNA sequencing data
  E0589:  A.K.Y. Wong
  Variable selection for high-dimensional features with missing data
  E0600:  R. Wang, T. Chen
  Linear mixed effects models with flexible random effects and error distributions
Session EO171 Room: AT242
Survival analysis with copulas and random effects Thursday 27.6.2019   10:20 - 12:25
Chair: Weijing Wang Organizer: Takeshi Emura
  E0287:  C.-M. Chen
  Semiparametric transformation models for left-truncated and interval-censored data without or with a cure fraction
  E0683:  N. Veraverbeke
  Nonparametric estimation of the cross ratio function
  E0769:  R. Wilke, E. Mammen, S. Lo
  A nested copula duration model for competing risks with multiple spells
  E0835:  T.-J. Yen, T. Emura
  Precision matrix estimation in random effect models
Session EO049 Room: AT335
Advances in variational inference and Bayesian computation Thursday 27.6.2019   10:20 - 12:25
Chair: Robert Kohn Organizer: Debdeep Pati, Robert Kohn
  E0546:  M.-N. Tran
  Doubly geometry-informed variational Bayes
  E0667:  M. Quiroz, M.-N. Tran, M. Villani, R. Kohn, D.K.D. Dang
  The block-Poisson estimator for optimally tuned signed pseudo-marginal MCMC
  E0679:  A. Zammit Mangion
  Deep compositional spatial models
  E0428:  P. Alquier
  Consistency of variational approximations in misspecified models
  E0603:  S. Mukherjee, A. Basak, N. Deb, P. Ghosal
  Mean field Ising models
Session EO257 Room: AT337
Recent advances in statistical methodology for social science researches Thursday 27.6.2019   10:20 - 12:25
Chair: Yuejun Zheng Organizer: Tsung-Chi Cheng
  E0560:  Y. Zheng
  Quantitative analysis on causal relation between pro-environmental behavior and consciousness based on survey data
  E0586:  H.-W. Lee
  Using perceptual tomography for balance clustering in network construction and validation
  E0562:  H.-W. Ho
  Explaining court judgments on plaintiff's comparative negligence in vehicle related personal injury cases
  E0469:  H.-Y. Chang, J. Yu
  Impact analysis and spatial R$^2$ for spatial autoregressive models: Application to air pollution in China
  E0831:  C.-Y. Lin
  Factors associated with employment status among people with disabilities: Results of a disability survey
Session EO063 Room: U302
Complex financial and econometric data analysis Thursday 27.6.2019   10:20 - 12:25
Chair: Ray-Bing Chen Organizer: Ray-Bing Chen
  E0309:  S.-F. Huang
  A semiparametric estimation of value-at-risk and its applications
  E0396:  L.-H. Sun, T. Emura
  Estimation under copula-based Markov mixture normal models for serially correlated data
  E0402:  J. Lin, X. Wu
  Two-stage nonparametric estimation of multivariate densities
  E0575:  S. Trimborn
  An interpretable sparse estimator for large-scale network autoregressive models
  E0577:  L. Niu, Z. Cai, J. Chen
  Demographic distribution and bond pricing: A semi-parametric affine arbitrage-free yield curve model
Session EC350 Room: U301
Contributions in financial modelling and quantitative finance Thursday 27.6.2019   10:20 - 12:25
Chair: Malika Hamadi Organizer: EcoSta
  E0750:  A. Hansen
  Yield curve volatility and macroeconomic risks
  E0802:  J. Witzany
  Probit or logit model for the regulatory capital and IFRS9 calculations
  E0764:  M. Hronec, O. Tobek
  Does it pay to follow anomalies research: A machine learning approach with international evidence
  E0522:  B.S. Aparna, N.S. Upadhye
  Modified compound binomial risk model with by-claims and randomized dividends
  E0817:  J. Sila, M. Mark
  Price endogeneity of the cryptocurrency market
Session EC348 Room: U501
Contributions in applied econometrics II Thursday 27.6.2019   10:20 - 12:25
Chair: Zinoviy Landsman Organizer: EcoSta
  E0748:  D. Silva Junior, F. Sanches, S. Srisuma, M. Mysliwski
  Identification and estimation of a search model: A procurement auction approach
  E0794:  S. Chan
  The generalised hyperbolic distribution and its subclass in the analysis of a new era of cryptocurrencies: Ethereum
  E0754:  I. Berkova, T. Mrkvicka
  Local scaling in marked point process: Does the health of company influence another company?
  E0249:  K. Phuong Huu, Y.-C. Kuo
  The impact of health insurance reforms on childrens educational attainment: An evidence from Vietnam
Session EC340 Room: U502
Contributions in statistical modelling Thursday 27.6.2019   10:20 - 12:25
Chair: Hong-Dar Wu Organizer: EcoSta
  E0709:  T. Fung, J. Wishart, A. Huang, A. Alwan
  mpcmp: Mean-parametrized Conway-Maxwell-Poisson regression
  E0739:  X.-W. Huang, T. Emura
  A control chart using a copula-based Markov chain for attribute data
  E0183:  J. Espinosa, C. Hennig
  Ordinal response and ordinal predictors: A regression model and monotonicity direction classification of effects
  E0784:  H. Ohta, K. Kato, S. Hara
  Quantile regression approach to conditional mode estimation
  E0732:  P.C. Tsai
  Modelling over-dispersion in price jumps arrivals: A comparison between Poisson mixtures and linear Hawkes model
Session EC341 Room: U517
Contributions in time series Thursday 27.6.2019   10:20 - 12:25
Chair: Roderick McCrorie Organizer: EcoSta
  E0743:  J. Lee
  Refined RBFN test for martingale difference hypothesis: Application to predictability of exchange rate returns
  E0814:  H. Nishino
  Estimation for ARMA models with $t$-distributed innovations
  E0786:  B. Funovits
  Semi-parametric estimation of multivariate possibly non-causal and possibly non-invertible time series models
  E0797:  R. McCrorie
  Generalized hypergeometric series allied to moments in the four-step uniform random walk problem
  E0790:  H. Yamada
  Some properties of the quantile regression version of Hodrick-Prescott filtering
Session EP001 Room: Hall
Poster Session Thursday 27.6.2019   10:20 - 12:25
Chair: Elena Fernandez Iglesias Organizer: EcoSta
  E0217:  C.-I. Cheng
  A Bayesian smoothing spline ANOVA model to re-examine the effects of an intervention on infant massage
  E0714:  K. Lee, S. Cho, Y. Hwang, S. Park
  A new test statistic to assess the goodness of fit of exponential distribution under multiply progressive censoring
  E0716:  M. Han, K. Lee
  Maximum product of spacings estimation based on inverse Weibull distribution under progressive censoring
  E0727:  W.-C. Hsiao, C.-K. Ing, W.-Y. Wu
  On high-dimensional cross-validation and accumulated prediction error
  E0735:  L. Wei-Ting
  Variational Bayesian approaches for Structure Selection
  E0744:  Y. Koketsu
  Multi-level mixed-effects model analysis for reproductive performance of high prolific but low longevity sows
  E0747:  Y. Ohtsuka
  Efficient Bayesian estimation for the space-time stationary condition with blocked sampling approach
  E0755:  T.-L. Yuan, M.-N. Lo Huang, Y.-J. Huang
  On efficient designing of nonlinear experiments for 3D Stacked Dies Packages
  E0757:  D. Kang, K. Lee, G. Lee
  Approximate maximum product spacing estimation of the half logistic distribution based on multiply progressive censoring
  E0761:  S. Yoon, H. Park, H. Lee
  Copula for spatial dependence of rice production in Korean peninsula
  E0762:  J. Gwag, K. Lee, N. Yun
  Control charts for monitoring the Weibull parameters under progressive hybrid censored data
  E0778:  J. Hwang, C. Kang, D.H. Kim, S.R. Ryu
  Fay-Herriot model with functional measurement error of outcome variable and covariate
  E0781:  Y.-C. Yang, T.-I. Lin, L.M. Castro, W.-L. Wang
  Extending mixtures of t linear mixed-effects models with logistic function of covariates
  E0804:  J. Kim, W. Lee
  On goodness-of-fit test for beta-binomial regression models
  E0805:  S.J. Lee, W. Lee
  On the relationship among different statistical methods for dynamic treatment regimes
  E0816:  C.M. Celoso
  Topic analysis of statistical journals: A vector space model approach
  E0780:  D. Kim, J. Hwang, H. Han
  The socioeconomics status factors of framingham risk scores based on national survey data in Korea
  E0840:  T.H. Cheng, K.L. Li, C.L. Wong, S.Y. Lau, C.L. Ng, C. Chu
  Identification of pairs trading opportunities using copula-based conditional probabilities and machine learning models
  E0843:  E. Fernandez Iglesias, A.B. Ramos-Guajardo, G. Gonzalez-Rodriguez, J. Marquinez
  The role of littoral processes on the sand movement in the Northern Spanish coast by fitting regression models
Parallel session L: EcoSta2019 Thursday 27.6.2019 14:00 - 15:40

Session EO316 Room: UB99(B1)
Challenges and advances for statistical modelling in data science Thursday 27.6.2019   14:00 - 15:40
Chair: Shu-Kay Ng Organizer: Shu-Kay Ng
  E0566:  S. Leemaqz, G. Dekker, C. Roberts
  Predicting pregnancy complications: Models and challenges
  E0653:  H. Wang
  A survival ensemble of extreme learning machine
  E0674:  H. Nguyen
  Mixtures of local logistic regressions for nonlinear classification when data are heterogeneous
Session EO219 Room: S101
Computational challenges in statistical learning Thursday 27.6.2019   14:00 - 15:40
Chair: Teng Zhang Organizer: Yi Yang, Teng Zhang
  E0294:  W. Zhou, L. Zhang, H. Zou, L. Wang
  CESME: Cluster analysis with latent semiparametric mixture models
  E0357:  J. Xu
  Power k-means clustering
  E0565:  W. Luo, Y. Guo
  On sufficient dimension reduction with mixture normally distributed predictors
  E0601:  Y. Qiu
  Optimal threshold selection for covariance estimation
Session EO360 Room: S102
Statistical methods in bioinformatics and biostatistics Thursday 27.6.2019   14:00 - 15:40
Chair: Shu-Chuan Chen Organizer: Shu-Chuan Chen
  E0302:  M. Simak, C.-H. Yeang, J.-M. Yang, H.H.-S. Lu
  Boolean function networks
  E0449:  S. Young
  Reliability of meta-analysis studies
  E0718:  J.-H. Chen, S.-C. Chen, Y.-C. Lin, T.-M. Lin
  Developing the association between air pollution and incident of asthma
  E0530:  S.-C. Chen
  Ancestral mixture models for phylogeny reconstruction
Session EO089 Room: S106
Recent advances in complex data modeling Thursday 27.6.2019   14:00 - 15:40
Chair: Mauricio Castro Organizer: Mauricio Castro
  E0169:  W.-L. Wang, L.M. Castro
  Bayesian inference on multivariate-t nonlinear mixed-effects models for multiple longitudinal data
  E0301:  C.-J. Lin, J. Wason
  A method for improving the efficiency of phase II trials
Session EO173 Room: S1A01
Advancements in complex spatial data analysis Thursday 27.6.2019   14:00 - 15:40
Chair: Huiyan Sang Organizer: Huiyan Sang
  E0313:  W. Dai
  Multivariate functional data visualization and outlier detection
  E0333:  H. Sang
  A Bayesian spatially clustered coefficient regression model
  E0372:  B. Zhang
  Bayesian spatio-temporal modeling of Arctic sea ice extent
  E0658:  L. Wang, S. Yu, L. Yang, C. Liu, G. Wang
  Estimation and inference for generalized geoadditive models
Session EO041 Room: AT241
Design and analysis of complex experiments: Theory and applications Thursday 27.6.2019   14:00 - 15:40
Chair: MingHung Kao Organizer: MingHung Kao
  E0392:  W.K. Wong
  Maximin optimal designs for cluster randomized trials with binary outcomes and related applications
  E0391:  M. Kao
  Optimal designs for mixed responses with qualitative and quantitative explanatory variables
  E0399:  M.-C. Chang
  De-aliasing in two-level factorial designs: A Bayesian approach
  E0572:  S.-H. Huang, M.-N. Lo Huang, K. Shedden
  Cost considerations for group testing studies with an imperfect assay and a gold standard
Session EO087 Room: AT242
Recent applications of latent variable models Thursday 27.6.2019   14:00 - 15:40
Chair: Gongjun Xu Organizer: Gongjun Xu
  E0234:  C. Wang
  Modeling non-ignorable missing for not-reached and omitted items using item response times
  E0555:  Y.-H. Su
  A modified continuous a-stratification index for item exposure control in computerized adaptive testing
  E0643:  Z. Wu
  Regression analysis of dependent binary data for estimating disease etiology from case-control studies
  E0782:  X. Meng, G. Xu
  Marginalized maximum a posteriori estimation for the 4-parameter logistic model under a mixture modeling framework
Session EO326 Room: AT335
Statistics for environmental risk assessment and management Thursday 27.6.2019   14:00 - 15:40
Chair: Kunihiko Takahashi Organizer: Kunihiko Takahashi
  E0464:  T. Otani, K. Takahashi
  Development of chemical risk assessment and management system in environmental accidents
  E0548:  S. Hashimoto
  Preliminary application of multidimensional non-target analysis data by GCxGC/HRToFMS for environmental monitoring
  E0594:  M. Ichikawa, M. Asami, T. Arai, Y. Nakai, K. Tanaka
  Anomaly detection by analysis of water quality data of Osaka City waterworks bureau in Japan
  E0563:  A. Takeuchi
  Cohort study and environmental exposure, recent progress in Japan
Session EO318 Room: AT337
Recent advances in high dimensional genomic data analysis Thursday 27.6.2019   14:00 - 15:40
Chair: Yuehua Cui Organizer: Yuehua Cui
  E0433:  H. Yang
  Data-adaptive omnibus tests by combining high-dimensional statistical inference for testing SNP-set effects
  E0533:  Z. Wang, N. Shan, L. Hou
  Identification of trans-eQTLs using mediation analysis with multiple mediators
  E0554:  Z. Liu
  Large-scale mediation effect signal detection in genome-wide epigenetic studies
  E0588:  J. Gagnon-Bartsch, Y. Pan
  Improved classification accuracy through inclusion of latent variables
Session EO243 Room: U301
Recent developments in quantile estimation and inference Thursday 27.6.2019   14:00 - 15:40
Chair: Johan Lim Organizer: Degui Li, Xiaorong Yang
  E0247:  Q. Zheng, L. Peng
  Globally adaptive longitudinal quantile regression with high-dimensional compositional covariates
  E0293:  L. He, Y. Yang
  Blessing and curse of cross-sectional length on robust estimation for panel data
Session EO197 Room: U302
Advances in financial econometrics Thursday 27.6.2019   14:00 - 15:40
Chair: Andreas Heinen Organizer: Andreas Heinen
  E0587:  A. Valdesogo, A. Heinen
  On investing in hedge funds: Optimal portfolios with regime-switching
  E0597:  A. Cosma, F. Galli
  Indirect inference estimation of nonlinear dynamic panel data models
  E0623:  A. Heinen, M.L. Kim
  Geographic dependence and diversification in house price returns: The role of leverage
  E0615:  M. Hamadi, A. Heinen
  Competition, fast growth and commercialization: Systemic credit risk in microcredit markets
Session EO263 Room: U414
Advances in state space models and Bayesian computation Thursday 27.6.2019   14:00 - 15:40
Chair: Minh-Ngoc Tran Organizer: Minh-Ngoc Tran
  E0380:  D. Gunawan, R. Kohn, C.K. Carter, M.-N. Tran
  Flexible density tempering approaches for state space models with an application to factor stochastic volatility models
  E0508:  D.K.D. Dang, D. Gunawan, R. Kohn, M. Quiroz, M.-N. Tran
  Subsampling sequential Monte Carlo for static Bayesian models
  E0513:  N. Nguyen Trong, M.-N. Tran, R. Kohn, D. Gunawan
  A long short-term memory stochastic volatility model
  E0677:  R. Kohn
  Efficiently combining pseudo marginal and particle Gibbs sampling
Session EO085 Room: U501
Dependent data analysis Thursday 27.6.2019   14:00 - 15:40
Chair: Tao Zou Organizer: Yumou Qiu
  E0712:  X. Liang
  Time-varying coefficient spatial autoregressive panel data model with fixed effects
  E0713:  T. Zou
  Some extensions to covariance regression
  E0721:  Z. Lyu
  Asymptotic properties of ML and REML for nested error regression models
  E0841:  D. Bi, Y. Yang
  Sieve bootstrap for high-dimensional time series
Session EO129 Room: U502
Computational statistical inference for stochastic processes Thursday 27.6.2019   14:00 - 15:40
Chair: Kengo Kamatani Organizer: Kengo Kamatani
  E0501:  Y. Liu
  A bootstrap test for sphericity of time series
  E0458:  Y. Shimizu
  Maximum composite likelihood estimation for determinantal point processes
  E0460:  B. Poignard, J.-D. Fermanian
  The finite sample properties of sparse M-estimators with pseudo-observations
  E0467:  S. Eguchi, H. Masuda
  Consistent model selection for ergodic diffusions in data driven time scale
Session EO075 Room: U517
Advances in Hawkes processes and their applications Thursday 27.6.2019   14:00 - 15:40
Chair: Feng Chen Organizer: Feng Chen
  E0166:  Y. Potiron, S. Clinet
  Statistical inference for the doubly stochastic self-exciting process
  E0185:  S. Clinet, W. Dunsmuir, G. Peters, K.-A. Richards
  Asymptotic distribution of the score test for detecting marks in Hawkes processes
  E0483:  T. Stindl
  Modeling extreme negative returns using marked renewal Hawkes processes
  E0516:  F. Chen, W.H. Tan
  Predicting the popularity of tweets using internal and external knowledge: An empirical Bayes approach
Session EO217 Room: U602
Inference on networks Thursday 27.6.2019   14:00 - 15:40
Chair: Bhaswar Bhattacharya Organizer: Bhaswar Bhattacharya
  E0626:  S. Chatterjee
  Adaptive estimation of multivariate piecewise constant functions
  E0636:  R. Mukherjee, S. Mukherjee, M. Yuan, G. Ray
  Global testing against sparse alternatives under Ising models
  E0639:  M.A. Erdogdu
  Inference in graphical models via semidefinite programming hierarchies
  E0792:  M. Xu
  Community estimation on non-binary networks
Parallel session M: EcoSta2019 Thursday 27.6.2019 16:10 - 17:25

Session EO297 Room: UB99(B1)
Statistical analysis for big data Thursday 27.6.2019   16:10 - 17:25
Chair: Jinfeng Xu Organizer: Chenlei Leng
  E0537:  S. Guo
  Large dynamic covariance matrix modeling via adaptive local/global thresholdings
  E0664:  B. Jiang
  Linear discriminant analysis with high dimensional mixed variables
  E0691:  J. Xu
  Joint variable screening in accelerated failure time models
Session EO131 Room: S101
New advances in statistical learning and their applications Thursday 27.6.2019   16:10 - 17:25
Chair: Yuan Ke Organizer: Yuan Ke
  E0229:  S. Chen
  Online experiment design for mapping large-scale neural circuits
  E0685:  Z. Jiang
  Measurement errors in the instrumental variable model with binary variables
  E0690:  H. Xu, Y. Ke
  Long-run covariance matrix estimator for high-dimensional time series
Session EO175 Room: S102
Biostatistics Thursday 27.6.2019   16:10 - 17:25
Chair: Jin-Jian Hsieh Organizer: Jin-Jian Hsieh
  E0248:  M.-Y. Huang
  Efficient estimation of a hazard-based partial sufficient dimension reduction model for right-censored data
  E0298:  Y.-C. Wei
  A Bayesian algorithm for case-control association study with copy number variation
  E0504:  S. Tzeng
  On summary models for meta-analysis of diagnostic studies
Session EO273 Room: S104
High dimensionality and time series Thursday 27.6.2019   16:10 - 17:25
Chair: Chi Seng Pun Organizer: Clifford Lam
  E0165:  C. Qian, C. Lam
  Integrated volatility matrix estimation with nonparametric eigenvalue regularization
  E0204:  C.S. Pun
  A sparse learning approach to relative-volatility-managed portfolio selection
  E0528:  N. Zakiyeva, Y. Chen, T. Koch, B. Zhu
  Gas networks analytics with constraints
Session EO101 Room: S106
Statistical analysis for complex high dimensional data Thursday 27.6.2019   16:10 - 17:25
Chair: Heng Lian Organizer: Heng Lian
  E0315:  D. Xia
  Confidence region of singular subspaces
  E0525:  W. Wang
  Community detection for network with high dimensional attributes
  E0619:  T. Suzuki
  Generalization error bound of deep learning via spectral analysis and its application to model compression
Session EO183 Room: S1A01
Emerging methods in data science Thursday 27.6.2019   16:10 - 17:25
Chair: Yuan Ke Organizer: Ping Ma
  E0482:  G. Datta, H.C. Chung, J. Maples
  Random regression coefficients model for small area estimation
  E0669:  T. Sriram
  Robust estimation of conditional variance of time series using density power divergences
  E0798:  W. Zhong
  A minimax hypothesis test in smoothing spline ANOVA models
Session EO312 Room: AT241
Recurrent event analysis under informative censoring Thursday 27.6.2019   16:10 - 17:25
Chair: Chiung-Yu Huang Organizer: Jun Yan
  E0178:  L. Peng
  Flexible accelerated time modeling of recurrent events data in the presence of a dependent terminal event
  E0223:  T. Sit
  Rank-based inference for censored quantile regression
  E0818:  Y. Lin, Z. Wang, W. Liu, Q.-M. Shao
  U-processes of diverging dimensional parameters
Session EO227 Room: AT335
New approaches in Bayesian econometric modeling Thursday 27.6.2019   16:10 - 17:25
Chair: Thomas Zoerner Organizer: Thomas Zoerner
  E0535:  M. Boeck
  Credit market sentiments as driving force of economic fluctuations
  E0536:  A. Stelzer
  Approximate Bayesian inference in a semiparametric copula model of income and wealth
  E0648:  G. Zens
  Sparse finite mixture-of-experts modeling
Session EO103 Room: AT337
Mixed effects model and model selection Thursday 27.6.2019   16:10 - 17:25
Chair: Dalei Yu Organizer: Dalei Yu
  E0494:  Y. Kawakubo, S. Sugasawa, T. Kubokawa
  Conditional Akaike information under covariate shift with application to small area estimation
  E0680:  Y. Huang, G. Kelly, J. Pan
  Modelling spatially correlated binary data
  E0583:  D. Yu, C. Ding, N. He, R. Wang, X.-H. Zhou, L. Shi
  Robust estimation and confidence interval in meta-regression models
Session EO247 Room: U302
Model averaging and related topics Thursday 27.6.2019   16:10 - 17:25
Chair: Fang Fang Organizer: Xinyu Zhang
  E0442:  F. Fang, J. Li, X. Xia
  Semiparametric model averaging prediction for dichotomous response
  E0591:  T. Zeng, Y. Li, J. Yu
  Deviance information criterion for model selection: Justification and variation
  E0205:  N. Sirotko-Sibirskaya
  Frequency-domain cross-validation for determining the number of the common factors in factor models
Session EO097 Room: U414
Recent advances in econometrics Thursday 27.6.2019   16:10 - 17:25
Chair: Hon Ho Kwok Organizer: Hon Ho Kwok
  E0470:  H.H. Kwok
  Identification and estimation of linear social interaction models
  E0715:  P. Wang
  Two stage lasso-based least square estimation of spatial autoregressive model with many instrument variables
  E0720:  G. Tchuente
  On Obamacare: A fuzzy difference-in-discontinuities approach
Session EO019 Room: U517
New developments in time series analysis Thursday 27.6.2019   16:10 - 17:25
Chair: Ke Zhu Organizer: Wai-Keung Li
  E0300:  C. Wang, A. Onatski
  Spectral distribution of the sample covariance of high-dimensional time series with unit roots
  E0314:  L. Huang
  A novel partial-linear single-index model for time series data
  E0339:  K. Zhu
  Non-standard inference for augmented double autoregressive models with null volatility coefficients
Session EO181 Room: U602
Recent developments in images, networks, and high-dimensional data analysis Thursday 27.6.2019   16:10 - 17:25
Chair: Qiang Liu Organizer: Meng Li
  E0275:  Q. Liu, X. Tong
  Accelerating Metroplis-within-Gibbs sampler with localized computations of differential equations
  E0340:  L. Wang
  Signal subgraph learning for longitudinal structural brain networks
  E0385:  W. Li, S. Ghosal
  Posterior contraction and credible sets for filaments of regression functions
Session EC354 Room: U501
Contributions in resampling Thursday 27.6.2019   16:10 - 17:25
Chair: Hong-Dar Wu Organizer: EcoSta
  E0197:  A. Ghalayini, R. Chehab, R. Harris
  Frequency-based bootstrap methods for modeling risk and return of DC pension plan strategies (virtual presentation)
  E0190:  R. Chehab
  A frequency domain wild bootstrap for dependent data (virtual presentation)
  E0749:  H. Tsukahara, J. Segers, A. Kiriliouk
  On some resampling procedures with the empirical Beta copula