Keynote talk 1 Saturday 14.12.2019 08:40 - 09:30 Room: Beveridge Hall
Modeling networks and network populations via graph distances
Speaker: S. Olhede  Co-authors: S. Lunagomez, P. Wolfe Chair: Chenlei Leng
Keynote talk 2 Saturday 14.12.2019 10:05 - 10:55 Room: Beveridge Hall
The role of factor strength and pricing errors for estimation and inference in asset pricing models
Speaker: M.H. Pesaran  Co-authors: R. Smith Chair: Michael Pitt
Keynote talk 3 Sunday 15.12.2019 18:25 - 19:15 Room: Beveridge Hall
Data-driven and science-driven Bayesian methods in astronomy and solar physics
Speaker: D. van Dyk   Chair: Christopher Hans
Keynote talk 4 Sunday 15.12.2019 18:25 - 19:15 Room: CLO B01
Robust tests for white noise and cross-correlation
Speaker: L. Giraitis   Chair: Tommaso Proietti
Keynote talk 5 Monday 16.12.2019 18:05 - 18:55 Room: Beveridge Hall
Text as a new source of data: First experience with conference abstracts
Speaker: P. Winker   Chair: Manfred Gilli


Parallel session B: CMStatistics Saturday 14.12.2019 09:40 - 10:55

Session EO172 Room: CLO B01
Functional data analysis Saturday 14.12.2019   09:40 - 10:55
Chair: Germain Van Bever Organizer: Germain Van Bever
  B0624:  L. Viitasaari, P. Ilmonen, G. Van Bever, T. Sottinen, N. Shafik
  Prediction of missing functional data with memory
  B0715:  P. Mozharovskyi, K. Mosler
  Choosing among notions of statistical depth function
  B1099:  M. Chaouch
  Continuous time scalar-on-function class of regression models with missing at random response
Session EO645 Room: MAL B02
Statistical methods in biomedical studies Saturday 14.12.2019   09:40 - 10:55
Chair: Florin Vaida Organizer: Florin Vaida
  B2009:  F. Vaida
  Efficient design of longitudinal, randomized clinical trials with repeated measures
  B2011:  K. Messer
  Imputation and post-selection inference in models with missing data
  B1659:  T. Ishihara, K. Yamamoto
  A method for testing multiple binary endpoints having a latent continuous distribution in clinical trials
Session EO673 Room: MAL B04
Recent developments in privacy-preserving data analysis Saturday 14.12.2019   09:40 - 10:55
Chair: Lukas Steinberger Organizer: Weijie Su, Adrien Saumard
  B0242:  A. Dubois, C. Butucea, M. Kroll, A. Saumard
  Local differential privacy: Elbow effect in optimal density estimation and adaptation
  B0979:  L. Zhang
  The cost of privacy: Optimal rates of convergence for parameter estimation with differential privacy
  B1510:  L. Steinberger
  Estimating functionals under local differential privacy
Session EO152 Room: MAL B18
Recent development in biostatistics Saturday 14.12.2019   09:40 - 10:55
Chair: Dongchu Sun Organizer: Dongchu Sun
  B1910:  S. Zhang
  Bayesian adaptive stepped wedge cluster randomized trials based on posterior predictive probability
  B1961:  Z. He
  Bayesian CUSP catastrophe model for sudden changes
  B1905:  J. Cao, M. Byrd, L. Nghiem
  Lagged exact Bayesian online change point detection with parameter estimation
Session EO434 Room: MAL B20
Statistics in psychiatry Saturday 14.12.2019   09:40 - 10:55
Chair: Satish Iyengar Organizer: Satish Iyengar
  B0271:  X. Luo, Y. Zhao, B. Caffo, S. Mostofsky
  Covariate assisted principal regression for covariance matrix outcomes
  B0298:  T. Nichols
  Mining the UK Biobank for indicators of brain health
  B1217:  M. Wallace
  Searching for clusters that are replicable and clinically meaningful with applications to sleep health
Session EO671 Room: MAL B35
Spatiotemporal modelling in the presence of big data Saturday 14.12.2019   09:40 - 10:55
Chair: Philipp Otto Organizer: Philipp Otto
  B0836:  M. Merk
  Adaptive LASSO estimation of the spatial weights matrix
  B0948:  M. Werner
  Spatio-temporal big data: Managing social media and trajectories
  B1164:  F. Finazzi, A. Fasso, P. Otto
  Modelling coastal profiles with a functional space-time model
Session EO144 Room: MAL B36
Regularization in artificial neural networks Saturday 14.12.2019   09:40 - 10:55
Chair: Sylvain Sardy Organizer: Sylvain Sardy
  B1700:  A. Mollaysa
  Conditional generation of molecules with disentangling
  B1956:  S. Sardy
  Sparsity in artificial neural networks (ANN)
  B2005:  A. Jacot, F. Gabriel, C. Hongler
  Neural tangent kernel: Dynamics of infinitely wide DNNs
Session EO346 Room: Bloomsbury
New methodologies and advances in survival and reliability Saturday 14.12.2019   09:40 - 10:55
Chair: Juan Eloy Ruiz-Castro Organizer: Mariangela Zenga, Juan Eloy Ruiz-Castro
  B0310:  L. Machado
  Methods for checking the Markov condition in multi-state survival data
  B0589:  M. Restaino, H. Dai
  A comparison of nonparametric bivariate survival functions under censored and truncated data
  B0677:  J.E. Ruiz-Castro, M. Dawabsha
  A complex multi-state redundant system with vacations in the repair
Session EO857 Room: G11
Advances in regression discontinuity models Saturday 14.12.2019   09:40 - 10:55
Chair: Sebastian Calonico Organizer: Sebastian Calonico
  B0415:  C. Caetano, G. Caetano, J.C. Escanciano
  Over-identified regression discontinuity design
  B0483:  J. Zubizarreta, J. Diaz
  Complex discontinuity designs using covariates
  B1213:  L. Forastiere, A. Mattei, F. Mealli
  Selecting subpopulations for causal inference in regression-discontinuity studies
Session EO160 Room: G21A
Statistical and data science methods for blockchain data analytics Saturday 14.12.2019   09:40 - 10:55
Chair: Soohyun Choi Organizer: Yulia Gel
  B1644:  R. Bush, S. Choi
  Forecasting Ethereum STORJ token prices: Comparative analyses of applied bitcoin models
  B1745:  M.T. Kurbucz
  Predicting the price of Bitcoin by its transaction network
Session EO498 Room: G3
Modeling complex data structure with applications Saturday 14.12.2019   09:40 - 10:55
Chair: Yunpeng Zhao Organizer: Yunpeng Zhao
  B0304:  J. Gastwirth
  On the progress to reduce economic inequality: Insights from recently proposed measures of inequality
  B0491:  W. Zhou, H. Zou, L. Zhang, L. Wang
  CESME: Cluster analysis with latent semiparametric mixture models
  B1815:  S. Chen
  Graph theory and combinatorics for group-level network inference
Session EO596 Room: G4
Permutation tests Saturday 14.12.2019   09:40 - 10:55
Chair: Olivier Renaud Organizer: Olivier Renaud
  B0932:  L. Finos
  Robust testing in generalized linear models by sign-flipping score contributions
  B0971:  S. Vantini, M. Fontana, A. Gammerman, V. Vovk
  Permutation-based prediction bands for functional data: A conformal prediction approach
  B1194:  J. Frossard, O. Renaud
  Testing time by time differences of EEG signals using the slopes within multiple comparisons procedures
Session EO446 Room: Gordon
ODE inference and applications Saturday 14.12.2019   09:40 - 10:55
Chair: Nicolas Brunel Organizer: Nicolas Brunel
  B0495:  E. Celledoni
  Deep learning as optimal control: Models and numerical methods
  B0524:  Q. Clairon, C. Pasin, M. Prague, I. Balelli, R. Thiebaut
  Parameter estimation in mixed effect models based on ordinary differential equations: An optimal control approach
  B1004:  N. Brunel, J. Park
  The Frenet-Serret equation for the estimation of the mean shape of multidimensional functional data
Session EO552 Room: MAL G14
Advances in mixed models Saturday 14.12.2019   09:40 - 10:55
Chair: Garth Tarr Organizer: Garth Tarr
  B0555:  D.A. Flores Agreda, E. Cantoni, S. Heritier, R. Wolfe
  Bootstrapping clustered data via a weighted Laplace approximation
  B0648:  S. Greven, B. Saefken, D. Ruegamer, T. Kneib
  Conditional model selection in mixed-effects models with cAIC4
  B0896:  S. Bhatnagar, K. Oualkacha, Y. Yang, T. Lu, E. Schurr, J. Loredo-Osti, M. Forest, C. Greenwood
  Simultaneous SNP selection and adjustment for population structure in high dimensional prediction models
Session EO558 Room: MAL G15
Bayesian machine learning Saturday 14.12.2019   09:40 - 10:55
Chair: Julyan Arbel Organizer: Julyan Arbel
  B1592:  G.O. Storvik, A. Hubin
  Combining model and parameter uncertainty in Bayesian neural networks
  B1984:  P.-A. Mattei, S. Wiqvist, U. Picchini, J. Frellsen
  Partially exchangeable networks and architectures for learning summary statistics in approximate Bayesian computation
  B1989:  J. Ish-Horowicz, S. Flaxman, S. Filippi
  Interpreting deep neural networks through variable importance
Session EO779 Room: MAL G16
The time issue for complex data from humanities and social sciences Saturday 14.12.2019   09:40 - 10:55
Chair: Madalina Olteanu Organizer: Madalina Olteanu
  B1506:  F. Rossi, P. Latouche, M. Corneli
  Change detection and clustering in temporal graphs
  B1536:  M. Olteanu, J. Alerini
  Markov and the Dukes of Savoy: A temporal analysis of the Piedmontese-Savoyard legislation
  B1537:  S. Lamasse, M. Olteanu
  Detecting the evolution phases of a text production
Session EO781 Room: Woburn
Inference for imprecise and indirect data Saturday 14.12.2019   09:40 - 10:55
Chair: Taoufik Bouezmarni Organizer: Aurore Delaigle
  B1607:  F. Camirand Lemyre, R. Carroll, A. Delaigle
  Semiparametric estimation of the distribution of episodically consumed foods measured with error
  B1626:  C. McMahan, J. Tebbs, C. Bilder, C. Joyner
  From mixed effects modeling to spike and slab variable selection: A Bayesian regression model for group testing data
  B1673:  M. Birke, M. Dorn, C. Jentsch
  A test of exogeneity in the functional linear regression model
Session EO566 Room: Chancellor's Hall
Spatial statistics Saturday 14.12.2019   09:40 - 10:55
Chair: Mattias Villani Organizer: Mattias Villani
  B0672:  J. Moeller
  Determinantal point processes and their usefulness in spatial statistics
  B0945:  M. Quiroz, D. Nott, R. Kohn
  Gaussian variational approximations for high-dimensional state space models
  B1185:  D. Bolin, K. Kirchner
  The rational SPDE approach for Gaussian random fields with general smoothness
Session EO102 Room: CLO 101
High dimensional problems with biological applications Saturday 14.12.2019   09:40 - 10:55
Chair: Juhyun Park Organizer: Juhyun Park
  B0573:  A. Gegout-Petit, A. Muller-Guedin
  A methodology to select and rank covariates in high-dimensional data under dependence
  B1201:  S. Ray, S. Alghamdi
  Spatially correlated functional data analysis: Application to brain imaging
  B1038:  I. Kim
  Multilevel multiclass Gaussian graphical model
Session EO194 Room: CLO 102
Scalable statistical methods Saturday 14.12.2019   09:40 - 10:55
Chair: Cristiano Varin Organizer: Cristiano Varin
  B1274:  H. Ogden
  Statistical scalability of approximate inference for spatial models
  B1787:  A. Tsokos, I. Kosmidis
  Scalable and adaptive smooth modelling
  B1996:  M. Cattelan
  Pairwise likelihood methods for paired comparison models
Session EO841 Room: Court
Modelling and clustering complex data I Saturday 14.12.2019   09:40 - 10:55
Chair: Geoffrey McLachlan Organizer: Geoffrey McLachlan
  B1342:  H. Nguyen
  Mixture of autoregressive moving average models
  B1379:  S. Lee
  Modelling and clustering of private distributed data
Session EO190 Room: Jessel
New methods for dependent data modeling Saturday 14.12.2019   09:40 - 10:55
Chair: Cheng Yong Tang Organizer: Cheng Yong Tang
  B0221:  L. Yang, T. Wu
  Model-based clustering of high-dimensional longitudinal data
  B0813:  X. Guo, C.Y. Tang
  Information criteria for latent factor models: A study with general factor pervasiveness and adaptivity
  B1399:  C.Y. Tang
  A predictive time-to-event modeling approach with longitudinal measurements and missing data
Session EO100 Room: Senate
Extremes of random graphs and Gaussian fields Saturday 14.12.2019   09:40 - 10:55
Chair: Juan Juan Cai Organizer: Juan Juan Cai
  B1417:  A. Cipriani
  Extremes of Gaussian random interfaces
  B1444:  A. Bhattacharya
  Asymptotic study of extremes in branching random walk
  B1337:  C. Ling
  Extremes of stationary random fields on a lattice
Session EO178 Room: CLO 204
New statistical approaches for imaging and digital data Saturday 14.12.2019   09:40 - 10:55
Chair: Taps Maiti Organizer: Taps Maiti
  B0383:  G. Mukherjee
  Large-scale constrained joint modeling with applications to freemium mobile games
  B0931:  K. Bharath
  Geometric and invariant aspects of complex functional data
  B1466:  E. Lock
  Tensor-on-tensor regression
Session EO440 Room: SH349
Recent advances for complex data analysis Saturday 14.12.2019   09:40 - 10:55
Chair: Juan Romo Organizer: Juan Romo
  B1828:  H.A. Hernandez, R. Lillo, M.C. Aguilera-Morillo
  Stringing via manifold learning: Improving the functional representation of high-dimensional data
  B1912:  A. Baillo, J.E. Chacon
  A new selection criterion for statistical home range estimation
  B1688:  D. Paindaveine, A. Daouia
  From halfspace M-depth to multiple-output expectile regression
Session EC805 Room: MAL 152
Contributions in non- and semi-parametric statistics Saturday 14.12.2019   09:40 - 10:55
Chair: Wenceslao Gonzalez-Manteiga Organizer: CMStatistics
  B0533:  I. Barbeito, S. Sperlich, R. Cao
  Bootstrap bandwidth selection for matching estimators in nonparametric regression
  B1587:  J.M. Jeon, B. Park, I. Van Keilegom
  Additive regression with metric-spaced-valued predictors and Hilbertian responses
  B1608:  F. Camerlenghi, F. Ayed, M. Battiston, S. Favaro
  Missing mass estimation in feature sampling
Session EG111 Room: MAL 153
Contributions in change-points Saturday 14.12.2019   09:40 - 10:55
Chair: Davide Giraudo Organizer: CMStatistics
  B1612:  K. Kasugai, T. Kamakura
  The estimation of the traffic density and vehicle speed for detecting anomalies
  B1619:  F. Pein, R.D. Shah, P. Fearnhead
  Change-point regression robustified to smooth artifacts
  B1704:  T. Matsukawa, T. Misumi, Y. Maesono, S. Konishi
  Structural change detection via common principal component analysis
Parallel session D: CMStatistics Saturday 14.12.2019 11:25 - 13:05

Session EI012 Room: Beveridge Hall
Statistical analysis of networks Saturday 14.12.2019   11:25 - 13:05
Chair: Chenlei Leng Organizer: Chenlei Leng
  B0170:  E. Kolaczyk
  'Statistics 101' for network data objects
  B0172:  J. Zhu
  Generative link prediction for incomplete networks with node features
  B0171:  K. Rohe
  Something old, something new, something borrowed, something not BLUE
Session EO296 Room: CLO B01
Advances in functional data analysis Saturday 14.12.2019   11:25 - 13:05
Chair: Naisyin Wang Organizer: Jeng-Min Chiou
  B1747:  N. Wang
  Predictive functional linear models with semiparametric single-index interactions
  B1105:  Y. Araki
  Functional structural equation modeling with high dimensional data in medical research
  B0861:  C. Tang, H.L. Shang, Y. Yang
  Clustering and forecasting multiple functional time series
  B0864:  Y.-T. Chen, J.-M. Chiou
  Multiple changepoints detection for a functional data sequence
Session EO837 Room: MAL B02
Early stopping rules Saturday 14.12.2019   11:25 - 13:05
Chair: Alain Celisse Organizer: Alain Celisse
  B1430:  B. Stankewitz
  Smoothed-residual stopping for statistical inverse problems via truncated SVD estimation
  B1440:  N. Muecke
  Early stopping vs late stopping: Different flavors of SGD
  B1842:  Y. Averyanov
  Smoothed discrepancy principle as an early stopping rule in RKHS
  B1955:  A. Celisse, M. Wahl
  Improving on discrepancy-based early stopping with Tikhonov smoothing
Session EO665 Room: MAL B04
Advances in network and matrix data analysis Saturday 14.12.2019   11:25 - 13:05
Chair: David Choi Organizer: David Choi
  B1360:  A. Athreya
  An omnibus embedding for multiple random graphs, and applications to multiscale joint network inference
  B1403:  M. Tang, J. Cape, C. Priebe
  Asymptotically efficient estimators for stochastic blockmodels
  B1516:  S. Chatterjee
  Adaptive estimation of multivariate piecewise constant functions
  B1772:  S. Lunagomez, C. Nemeth, E. Airoldi, K. Turnbull
  Latent space representations of hypergraphs
Session EO731 Room: MAL B18
Big bias in big data: Can we correct? Saturday 14.12.2019   11:25 - 13:05
Chair: Patrice Bertail Organizer: Patrice Bertail
  B1736:  P. Waelbroeck
  Economic biases and algorithms
  B0631:  L. Borrajo, R. Cao
  Nonparametric estimation for big-but-biased data
  B0437:  C. Tillier, S. Clemencon, R. Vogel, M. Achab
  Weighted empirical risk minimization: Transfer learning based on importance sampling
  B0465:  G. Ausset, S. Clemencon, F. Portier
  Empirical risk minimization under random censorship
Session EO302 Room: MAL B20
Inference on causal parameters using machine learning Saturday 14.12.2019   11:25 - 13:05
Chair: Xavier de Luna Organizer: Xavier de Luna
  B1768:  N. Moosavi, X. de Luna, J. Haggstrom
  The costs and benefits of valid inference on causal parameters in the presence of high dimensional nuisance parameters
  B1008:  S. Vansteelandt, O. Dukes
  Robust double machine learning inference for conditional exposure effects
  B0371:  D. Benkeser
  Collaborative inference for causal effect estimation and general missing data problems
  B1396:  M. Bonvini, E. Kennedy
  Sensitivity analysis via the proportion of unmeasured confounding
Session EO747 Room: MAL B35
Marked recurrent event processes with incomplete observations Saturday 14.12.2019   11:25 - 13:05
Chair: Sy Han Chiou Organizer: Mei-Cheng Wang
  B1663:  K.C.G. Chan, R. Wong
  Covariate balancing with recurrent marker data
  B1789:  Y. Yang, M.-C. Wang
  Analyzing wearable device data using marked point processes
  B1994:  E. Colantuoni
  Evaluating the effect of interventions on recurrent event outcomes with multiple competing risks
  B2017:  V. Rondeau, D. rustand, A. Krol
  The use of joint modelling to analyze recurrent events: Appearance of new lesions in cancer.
Session EO050 Room: MAL B36
Robust machine learning Saturday 14.12.2019   11:25 - 13:05
Chair: Stephane Chretien Organizer: Adrien Saumard
  B0296:  O. Collier
  Polynomial-time estimation of the mean
  B1154:  E. Genetay, A. Saumard, C. Saumard
  Robust clustering algorithm based on Median-of-Means statistics
  B1413:  W.S. Stephane Chretien, S. Chretien
  Langevin sampling for median of means based estimation
  B1891:  I.M. Helgoy, Y. Li
  A noise-robust fast sparse Bayesian learning model
Session EO264 Room: G3
Measures of systemic risk in actuarial science and finance Saturday 14.12.2019   11:25 - 13:05
Chair: Zinoviy Landsman Organizer: Zinoviy Landsman
  B0212:  U. Makov, Z. Landsman, L. Langbord
  Risk management application of intrinsic discrepancy loss functions
  B0651:  Z. Landsman, T. Shushi
  A novel multi-elliptical family of distributions: Definitions, properties and risk capital decomposition
  B0666:  T. Shushi, Z. Landsman, U. Makov
  A novel approach to measure systemic risks using multivariate tail moments: From theory to practice
  B1023:  J. Yao
  Downside risk optimization with random targets and portfolio amplitude
Session EO166 Room: G5
CSDA journal Saturday 14.12.2019   11:25 - 13:05
Chair: Ana Colubi Organizer: Ana Colubi, Erricos Kontoghiorghes
  B1397:  Y. Berger
  Testing parameters of models with conditional moment restrictions using empirical likelihood
  B1435:  E. Cantoni, S. Ranjbar, V. Chavez-Demoulin, G. Marra, R. Radice
  Modelling the extremes of flu cases
  B0831:  M.D. Jimenez-Gamero, N. Henze
  On the BHEP test for functional data
  B1676:  Y. Goegebeur, A. Guillou, J. Qin
  Robust estimation of the Pickands dependence function under random right censoring
Session EO258 Room: MAL G13
Signal processing Saturday 14.12.2019   11:25 - 13:05
Chair: Rosa Maria Fernandez-Alcala Organizer: Rosa Maria Fernandez-Alcala
  B0750:  A. Oya
  Change detection with quaternion random signals
  B1137:  S. Weller, C. Cheong Took
  Signal processing for statistical arbitrage
  B1148:  J.D. Jimenez-Lopez, J. Navarro-Moreno
  Estimation recursive algorithms of hypercomplex signals from delayed observations
  B1086:  R.M. Fernandez-Alcala, R. Yadav
  A SWL fixed-lag smoothing algorithm with intermittent observations in the presence of correlated noises
Session EO106 Room: MAL G14
Recent advances in Bayesian modeling and computation Saturday 14.12.2019   11:25 - 13:05
Chair: Marco Ferreira Organizer: Marco Ferreira
  B0658:  M. Ferreira
  Fast and scalable posterior simulation for Gaussian hierarchical models with ICAR spatial random effects
  B0726:  T. Fonseca, A. Schmidt, V. Lobo
  Dynamical mixture modelling of spatial processes
  B0793:  R. Paulo, G. Garcia-Donato
  Variable selection in the presence of factors: A model selection perspective
  B1178:  H. Lopes, H. Bolfarine, C. Carvalho, J. Murray
  Decoupling shrinkage and selection in Gaussian linear factor analysis
Session EO572 Room: MAL G15
Advances in Bayesian modeling and model selection Saturday 14.12.2019   11:25 - 13:05
Chair: Raffaele Argiento Organizer: Francesco Stingo
  B0240:  A. Cassese, Q. Li, M. Guindani, M. Vannucci
  Bayesian negative binomial mixture regression models for the analysis of sequence count and methylation data
  B0270:  Y. Ni, F. Stingo, V. Baladandayuthapani
  Covariate-dependent graphical models
  B0362:  A. Avalos Pacheco, D. Rossell, R.S. Savage
  Heterogeneous large datasets integration using Bayesian factor regression
  B1345:  B. Nipoti, B. Hernandez
  Bayesian nonparametric functional mixture modelling to uncover neurocardiovascular profiles in older Irish adults
Session EO663 Room: CLO 101
High dimensional time series Saturday 14.12.2019   11:25 - 13:05
Chair: George Michailidis Organizer: George Michailidis
  B0246:  S. Mankad, K. Paynabar, M.R. Gahrooei, S. Ebrahimi
  Monitoring financial networks with online Hurdle models
  B1102:  S. Karmakar
  Change point estimation for high-dimensional time series
  B1253:  S. Basu
  Estimation of high-dimensional spectral density matrices
  B2002:  M. Bhattacharjee
  Asymptotics of large autocovariance matrices
Session EO476 Room: CLO 102
Categorical data: Advances and challenges Saturday 14.12.2019   11:25 - 13:05
Chair: Sabrina Giordano Organizer: Sabrina Giordano
  B0617:  A. Klimova, T. Rudas
  Non-homogeneous interaction effects in the joint action of binary features
  B0684:  J. Peyhardi
  Robustness of Student link function in multinomial choice models
  B1150:  M. Cazzaro, F. Nicolussi, A.M. Di Brisco
  Learning procedure for chain (stratified) graphical models
  B1311:  C. Varin, D. Firth
  Rating with the pairwise empirical Bayes method
Session EO334 Room: Court
Modelling and clustering complex data II Saturday 14.12.2019   11:25 - 13:05
Chair: Geoffrey McLachlan Organizer: Geoffrey McLachlan
  B1303:  F. Greselin, A. Cerioli, L.A. Garcia-Escudero, A. Mayo-Iscar, M. Riani
  Robust estimation and efficient estimates of partition and model parameters: A step beyond the normality assumption
  B0887:  L. Anderlucci, M. Farne, G. Galimberti, A. Montanari
  Variable screening for high dimensional regression problems via random projections
  B0904:  G. Galimberti, M. Berrettini, S. Ranciati, T.B. Murphy
  Flexible Bayesian modelling of concomitant covariate effects in mixture models
  B0889:  R. Falcone, L. Anderlucci, A. Montanari
  Matrix sketching in linear discriminant analysis: An efficient strategy for different problems
Session EO454 Room: Jessel
Robust tests for change-points in time series Saturday 14.12.2019   11:25 - 13:05
Chair: Herold Dehling Organizer: Herold Dehling
  B0890:  K. Vuk, H. Dehling, M. Wendler
  Change-point detection based on weighted two-sample U-statistics
  B1173:  A. Schnurr, H. Dehling, J. Woerner, I. Muenker, J. Buchsteiner, A. Betken
  Detecting change-points in time series via ordinal pattern probabilities
  B1822:  T. Kutta, H. Dette
  Relevant changes in eigensystems of functional time series
  B0888:  D. Giraudo, A. Betken, R. Kulik
  Testing for a change in the tail parameter of regularly varying time series with long memory
Session EO516 Room: MAL 152
Semi-parametric models and applications Saturday 14.12.2019   11:25 - 13:05
Chair: Michael Wiper Organizer: Michael Wiper
  B0224:  M.R. Sillero-Denamiel, J.M. Marin, P. Ramirez Cobo, F. Ruggeri, M. Wiper
  A Bayesian semi-parametric approach to estimate elliptical distributions
  B0391:  M. Wiper, Y. Deng, H. Veiga
  A semi-parametric approach for stochastic frontier models with exogenous variables
  B0431:  D.-J. Lee
  Semiparametric nonlinear mixed-effects PK/PD modelling under misspecification
  B0902:  J.M. Marin, M. Wiper, F. Ruggeri
  A semi-parametric approach to bacteria growth modeling
Session EO318 Room: MAL 153
Recent developments in quantile regression Saturday 14.12.2019   11:25 - 13:05
Chair: Keith Knight Organizer: Keith Knight, Stanislav Volgushev
  B0791:  R. Koenker
  Monotone single index models for conditional quantiles
  B1044:  A. Giessing
  Inference for heterogeneous quantile treatment effects in high dimensions: Rank and score balancing
  B1287:  M. Fasiolo
  Additive quantile regression for electricity demand forecasting
  B1377:  H.G. Hong
  Simultaneous estimation and inference for high dimensional censored quantile regression
Session EO272 Room: CLO 203
Advances in directional statistics Saturday 14.12.2019   11:25 - 13:05
Chair: Agnese Panzera Organizer: Agnese Panzera
  B1264:  J. Ameijeiras-Alonso, I. Gijbels, A. Verhasselt
  Flexible two-piece families of circular distributions
  B1999:  G.C. Porzio, D. Buttarazzi, G. Pandolfo, C. Ley
  Boxplots for directional data
  B1522:  C.C. Taylor, M. Di Marzio, A. Panzera, S. Fensore
  Tracking the magnetic north pole
  B1351:  T. Verdebout
  Some new results on tests for uniformity on the sphere
Session EO150 Room: CLO 204
Recent advances in neuroimaging statistics Saturday 14.12.2019   11:25 - 13:05
Chair: Damian Brzyski Organizer: Timothy Johnson
  B0318:  F. Nathoo, T. Johnson, M. Teng
  Bayesian analysis of fMRI data with spatially-varying autoregressive orders
  B0569:  J. Kornak, K. Young
  Bayesian image analysis in transformed spaces
  B0987:  B. Risk, S. Kundu
  Scalable Bayesian Matrix Normal Graphical Models for Brain Functional Networks
  B1468:  J. Kang
  Bayesian spatial blind source separation via thresholded Gaussian processes
Session EO592 Room: MAL 252
Statistics for large dimensional data Saturday 14.12.2019   11:25 - 13:05
Chair: Yi He Organizer: Yi He
  B0856:  L. Jacobi, D. Zhu, J. Chan
  Bayesian model comparison and optimisation
  B1015:  H. Kew, W. Zhou, J. Gao, D. Harris
  Single-index predictive regression
  B1027:  Y. He, J. Gao, S. Jaidee
  Most powerful test against high dimensional alternatives
  B1267:  B. Zhou, T. Andersen, Y. Li, V. Todorov
  Robust volatility estimation to semimartingale violations in high-frequency financial data
Session EO723 Room: MAL 253
Astrostatistics Saturday 14.12.2019   11:25 - 13:05
Chair: Mauro Bernardi Organizer: Alessandra Rosalba Brazzale
  B0300:  D. Jones, D. Stenning, E. Ford, R. Wolpert, T. Loredo, X. Dumusque
  Improving exoplanet detection power: Multivariate Gaussian process models for stellar activity
  B0703:  R. Trotta
  Astrostatistical challenges in the next decade of cosmology
  B1144:  A. Sottosanti, M. Bernardi, A.R. Brazzale, L. Campos, A. Siemiginowska, D. van Dyk
  Continuous time hidden Markov models for astronomical gamma-ray light curves
  B1241:  S. Algeri
  Detecting new signals under background mismodelling
Session EG127 Room: MAL G16
Contributions in copulas and dependence modelling Saturday 14.12.2019   11:25 - 13:05
Chair: Takeshi Emura Organizer: CMStatistics
  B1643:  K. Herrmann, M. Coblenz, O. Grothe, M. Hofert
  Smooth bootstrapping of copula functionals
  B1827:  M.N. Hasan, R. Braekers
  Modelling the association in bivariate survival data by using a Bernstein copula
  B1839:  X. Dou, S. Kuriki
  EM algorithms for estimating the B-spline copula
  B1675:  G. Rivieccio, G. De Luca, F. Capitanio, B. Goodwin
  Copulas for multiple time series: Evidence of asymmetric price transmission along the Italian pork supply chain
Session EG113 Room: Senate
Contributions in extreme values Saturday 14.12.2019   11:25 - 13:05
Chair: Armelle Guillou Organizer: CMStatistics
  B1734:  E.L. Sanjuan, M.I. Parra Arevalo, J. Martin Jimenez, M. Martinez Pizarro
  Parameter estimation of the generalized Pareto distribution for normal baseline distribution
  B1737:  M.I. Parra Arevalo, E.L. Sanjuan, M. Martinez Pizarro, F.J. Acero Diaz
  An improved prior choice for Gumbel distribution parameters to model extreme values
  B1775:  I. Gomes, I. Cabral, F. Caeiro
  Asymptotic comparison of second-order parameters estimators
  B1622:  A. Albdulathem
  Functional covariate-adjusted extremal dependence
Session EG579 Room: MAL 251
Contributions in environmental applications Saturday 14.12.2019   11:25 - 13:05
Chair: Serge Guillas Organizer: CMStatistics
  B1719:  T. Besbeas
  Estimating multispecies biodiversity indicators using hidden Markov models
  B1881:  A.B. Ramos-Guajardo, J. Diaz Cusi, J. Alvarez Pulgar, G. Gonzalez-Rodriguez, E. Fernandez Iglesias, D. Vazquez Tarrio, J. Marquinez
  Analyzing the relationship between seismic spectrum, water discharge and bedload transport in dynamic gravel-bed rivers
  B0351:  M. Szabo, S. Baran
  Parametric post-processing of dual resolution precipitation forecasts
  B1594:  A. Moeller, J. Gross
  Heteroscedastic autoregressive postprocessing of temperature forecasts
Parallel session D: CFE Saturday 14.12.2019 11:25 - 13:05

Session CO212 Room: Bloomsbury
Predictive modelling and time series Saturday 14.12.2019   11:25 - 13:05
Chair: Jonas Andersson Organizer: Jonas Andersson
  A1616:  J. Andersson, A. Olden, A. Rusina
  Fraud detection by a multinomial model: Separating honesty from unobserved fraud
  A1573:  C. Lam
  Online high dimensional covariance change point detection
  A1654:  I. Mattsson, J. Lyhagen
  Spatial models with smooth transitions
  A1708:  P. Joneus, J. Lyhagen
  A smooth transition duration model with an application to the deregulation of the Queensland electricity market
Session CO406 Room: G11
Network econometrics and financial networks Saturday 14.12.2019   11:25 - 13:05
Chair: Monica Billio Organizer: Monica Billio
  A0253:  P. Caraiani
  Oil shocks and production network structure: Evidence from the OECD
  A0850:  M. Billio, A. Berardi, R. Casarin
  A Bayesian graphical VAR model for yield curve fluctuations
  A1247:  S. Tonellato
  Looking at Bayesian nonparametric clustering from a community detection point of view
  A1813:  S.M. Zema
  A network centrality approach to stock returns: Sectoral interdependences, communities, and volatility transmission
Session CO586 Room: G21A
Advances in realized volatility estimation Saturday 14.12.2019   11:25 - 13:05
Chair: Ekaterina Kazak Organizer: Yifan Li, Ekaterina Kazak
  A0435:  A. Kolokolov, R. Reno, P. Zoi
  BUMVU estimators
  A0704:  Y. Li, I. Nolte, S. Nolte
  Renewal based volatility estimation
  A0863:  C. Muecher
  Predicting financial risk with artificial neural networks: Whether there is information in high frequency returns
  A0692:  E. Kazak, I. Nolte, S. Nolte, Y. Li
  Portfolio choice: Balancing forecasting risk
Session CO240 Room: G4
Forecasting in financial markets Saturday 14.12.2019   11:25 - 13:05
Chair: Robinson Kruse-Becher Organizer: Robinson Kruse-Becher
  A0525:  C. Hanck, M. Demetrescu
  IVX-based panel predictive regressions for stock returns
  A0526:  R.A. Schuessler
  Robust dynamic portfolio choice based on out-of-sample performance
  A0550:  S. Otto
  A dynamic functional factor model for yield curves: Identification, estimation, and prediction
  A0520:  R. Kruse-Becher
  A robust evaluation of macro-financial predictive content for realized volatility
Session CO562 Room: Gordon
Recent advances in quantile regression Saturday 14.12.2019   11:25 - 13:05
Chair: Carlos Lamarche Organizer: Carlos Lamarche
  A1035:  Y. Bilias
  Exact computation of censored least absolute deviations estimator
  A1045:  T. Parker
  Inference for shape constrained quantile regression splines
  A1082:  R. Fan, J.H. Lee
  High-dimensional predictive quantile regression with mixed roots
  A1208:  C. Lamarche, T. Parker
  Inference for penalized quantile regression for panel data
Session CO408 Room: Montague
Advances in credit risk modelling I Saturday 14.12.2019   11:25 - 13:05
Chair: Raffaella Calabrese Organizer: Raffaella Calabrese
  A0702:  M. Nagl, D. Roesch, J. Betz
  Modeling exposure at default under varying systematic conditions
  A1177:  V. Medina-Olivares, R. Calabrese, J. Crook
  Joint models for longitudinal and survival data with INLA: Applications in credit scoring
  A1206:  M. Spada, R. Calabrese
  Modelling spatial contagion effects for mortgage defaults using a Bayesian hierarchical approach
  A1683:  M.R. Nieto Delfin, J. Morfin Tarasco
  Default probability models applied to a Mexican peasant institution
Session CO432 Room: Woburn
Applied macroeconomic and macro-financial topics I Saturday 14.12.2019   11:25 - 13:05
Chair: Christoph Gortz Organizer: Konstantinos Theodoridis
  A0291:  C. Gortz, C. Gunn, T. Lubik
  Is there news in inventories?
  A1252:  H. Mumtaz, M.S. Miescu
  Identification, informational sufficiency and the role of monetary policy
  A1316:  A. Theophilopoulou, H. Mumtaz
  Monetary policy and wealth inequality over the great recession in the UK: An empirical analysis
  A1478:  S. Lhuissier
  Macroeconomic effects from expectations of ECB's asset purchases
Session CO576 Room: Chancellor's Hall
Theory and application of predictive regressions Saturday 14.12.2019   11:25 - 13:05
Chair: Robert Taylor Organizer: Robert Taylor
  A0421:  M. Demetrescu, R. Taylor, P. Rodrigues
  Testing in predictive quantile regressions with time-varying volatility
  A0400:  R. Taylor, P. Rodrigues, M. Demetrescu, I. Georgiev
  Testing for episodic predictability in stock returns
  A0601:  B. Hillmann
  Performance of predictive regressions when models are uncertain
  A1081:  P. Rodrigues, M. Demetrescu, R. Taylor
  Long-run predictability revisited
Parallel session E: CMStatistics Saturday 14.12.2019 14:35 - 16:15

Session EI008 Room: Beveridge Hall
Directions in statistical modelling Saturday 14.12.2019   14:35 - 16:15
Chair: Jochen Einbeck Organizer: Jochen Einbeck
  B0165:  M. Marbac, C. Biernacki, M. Sedki, V. Vandewalle
  On the use of clustering in a predictive model
  B0606:  C. Hennig, I. Shamsudheen
  On whether to check the model before doing model-based inference
Session EO574 Room: CLO B01
Functional shape data analysis Saturday 14.12.2019   14:35 - 16:15
Chair: Sonja Greven Organizer: Sonja Greven
  B0613:  A. Srivastava
  Shape-motivated functional data analysis
  B0652:  S. Kurtek, W. Xie, O. Chkrebtii
  Visualization and outlier detection for multivariate elastic curve data
  B1233:  L. Steyer, A. Stoecker, S. Greven
  Elastic analysis of irregularly and sparsely sampled curves
  B1237:  A. Stoecker, S. Greven
  Component-wise gradient boosting for functional shape regression
Session EO598 Room: G11
Recent advancements in causal inference Saturday 14.12.2019   14:35 - 16:15
Chair: Joseph Antonelli Organizer: Joseph Antonelli
  B0211:  L. Keele
  Patterns of effects and sensitivity analysis for differences-in-differences
  B1119:  C. Miles, B. Coull, L. Valeri
  Measurement error-robust causal inference via synthetic instrumental variables
  B1239:  M. Schnitzer, G. Wang, A.A. Siddique, A. Bahamyirou, D. Menzies, A. Benedetti
  The analysis of relative treatment effects in multi-drug-resistant tuberculosis from fused observational studies
  B1309:  D. Stephens
  Propensity score regression and G-estimation
Session EO360 Room: G3
Risk measures, inference, and applications Saturday 14.12.2019   14:35 - 16:15
Chair: Ricardas Zitikis Organizer: Daniela Escobar, Ricardas Zitikis
  B0374:  T. Schmidt
  Estimation of risk measures
  B0364:  S. Vitali, M. Kopa, V. Moriggia
  Pension fund ALM with multivariate second order stochastic dominance constraints
  B0644:  D. Escobar, F. Paraschiv, M. Schuerle
  Explaining the risk behind futures prices with distortion functions
  B0367:  R. Zitikis, R. Wang
  An axiomatic foundation for the expected shortfall
Session EO072 Room: G4
Robust modelling Saturday 14.12.2019   14:35 - 16:15
Chair: Eva Cantoni Organizer: Eva Cantoni
  B1323:  W. Aeberhard, E. Cantoni, R. Radice, G. Marra
  Tuning and smoothing parameter selection for robust estimation of non-parametric effects
  B0778:  R. Radice, W. Aeberhard, E. Cantoni, G. Marra
  A robust version of GAMLSS
  B0688:  L. Ventura, E. Ruli, M. Musio
  Robustness and confidence distributions
  B1375:  M. Avella-Medina
  Privacy-preserving parametric inference: A case for robust statistics
Session EO775 Room: G5
New methods and models for time series analysis Saturday 14.12.2019   14:35 - 16:15
Chair: Carmela Cappelli Organizer: Carmela Cappelli, Marcella Niglio
  B1186:  G. De Luca, M. Nai Ruscone, G. Rivieccio
  Studying the influence of economic sectors on stocks through a partial dependence analysis
  B1515:  C. Cappelli, F. Di Iorio, A. Maddaloni, P. Durso
  A theoretical regression tree for classifying risky financial institutions
  B1697:  M. Niglio, F. Giordano
  Bootstrap prediction intervals for weighted SETAR forecasts
  B1929:  D. Cucina, F. Battaglia, R. Baragona
  Unit roots in periodic time series
Session EO426 Room: Gordon
Statistical methods for time-varying multivariate data Saturday 14.12.2019   14:35 - 16:15
Chair: Irina Gaynanova Organizer: Irina Gaynanova
  B0749:  R. Monti
  A unified probabilistic model for learning latent factors and their connectivities from high-dimensional data
  B1281:  G. Michailidis
  Change point estimation in a dynamic stochastic block model
  B1321:  J. Breidt, W. Zhou, M. Cao, G. Peers
  Large scale maximum average power multiple inference on time-course count data with application to RNA-Seq analysis
  B1334:  G. Yoon, I. Gaynanova
  Time-varying canonical correlation analysis
Session EO276 Room: MAL G13
Advances in Bayesian methods Saturday 14.12.2019   14:35 - 16:15
Chair: David Rossell Organizer: David Rossell
  B0373:  D. Durante, A. Fasano
  Partially factorized and tighter variational Bayes for probit models
  B0498:  V. Pena
  Criteria for Bayesian hypothesis testing in two-sample problems
  B0603:  J. Jewson
  Generalized variational inference
  B1329:  C. Hans
  Computational aspects of L1-regularized $g$ priors
Session EO833 Room: MAL G14
Advances in distributional regression models Saturday 14.12.2019   14:35 - 16:15
Chair: Helga Wagner Organizer: Nadja Klein, Helga Wagner
  B0521:  A. Mayr, A. Stroemer, L. Weinhold, C. Staerk
  Enhanced variable selection for boosting distributional regression
  B0579:  M.N. Lang, L. Schlosser, T. Hothorn, G.J. Mayr, R. Stauffer, A. Zeileis
  Distributional trees and forests for circular data
  B0249:  T. Kneib, N. Klein, T. Hothorn
  Multivariate conditional transformation models
  B0769:  P. Munezero, M. Villani
  Dynamic mixture of experts models for online predictions
Session EO060 Room: MAL G15
Track: Bayesian semi- and non-parametric methods I Saturday 14.12.2019   14:35 - 16:15
Chair: Raffaele Argiento Organizer: Antonio Canale, Raffaele Argiento, Bernardo Nipoti
  B0622:  P. Jacob, C. Holmes, C. Robert, L. Murray, G. Nicholson
  Bayesian inference in models made of modules
  B1236:  R. Corradin, B. Nipoti, A. Canale
  Importance conditional sampler for Bayesian nonparametric mixtures
  B1098:  I. Manolopoulou, Y. Pokern, T.Y. Hoh
  Nonparametric Bayesian inference and goodness of fit testing for stochastic differential equations
  B0587:  E. Matechou, R. Argiento
  Bayesian capture-recapture models with temporary emigration and heterogeneity using mixtures of changepoint processes
Session EO438 Room: MAL G16
EAS session: Emerging applications with copulas Saturday 14.12.2019   14:35 - 16:15
Chair: Richard Everitt Organizer: Clara Grazian
  B0330:  E. Kurum
  Time-varying copula models for longitudinal data
  B0395:  R. Barone, L. Dalla Valle
  Bayesian nonparametric approach for vine copula modelling: An application to preterm birth data in repeated pregnancies
  B0424:  S. Koumoutsaris
  A catastrophe model for insurance losses due to freeze events using vine copulas
  B0502:  D. Battagliese, C. Grazian, B. Liseo, C. Villa
  Objective interpretation of the penalised complexity prior in copula models
Session EO436 Room: CLO 101
Funtional data analysis and dependent sequences Saturday 14.12.2019   14:35 - 16:15
Chair: Anne Francoise Yao Organizer: Anne Francoise Yao
  B1036:  J. Ah-Pine, A.F. Yao
  A study of the manifold hypothesis for functional data by using spectral clustering
  B1050:  C. Samir, A. Fradi
  Bayesian inference for shape and high-dimensional inputs with a Gaussian process prior
  B1060:  L. Reboul, D. Pommeret, A.F. Yao
  A data-driven smooth test of comparison for dependent sequences
  B1276:  A.F. Yao, C. Samir, P. Mbaye
  Kernel regression estimation for functional predictor with values in a Riemannian submanifold
Session EO536 Room: CLO 102
Advances in complex data modeling Saturday 14.12.2019   14:35 - 16:15
Chair: Maria Francesca Marino Organizer: Maria Francesca Marino
  B0434:  P. Frumento, M. Bottai
  Parametric modelling of quantile functions
  B1058:  G. Vink, S. van Buuren
  Recent advances in iterative imputation models
  B1273:  C. Mollica, L. Tardella
  Algorithms and diagnostics for the analysis of ranking data with the extended Plackett-Luce model
  B1297:  C. Rampichini, B. Arpino, S. Bacci, L. Grilli, R. Guetto
  Adjusting for a pre-test in school value-added models: A comparison between gain score and conditional approaches
Session EO304 Room: Jessel
Outliers and structural breaks Saturday 14.12.2019   14:35 - 16:15
Chair: Alexander Duerre Organizer: Roland Fried, Alexander Duerre
  B1436:  H. Dehling, R. Fried, S.K. Schmidt, M. Wornowizki
  Nonparametric test for heteroscedasticity in time series
  B0924:  K. Fokianos
  Change point detection by distance covariance function
  B1480:  A. Duerre
  On the finite sample behaviour of the cusum test
  B1885:  S. Goerz, A. Duerre
  Estimation of the long run variance in case of multiple level shifts
Session EO248 Room: MAL 152
Recent developments in statistical multiscale methods Saturday 14.12.2019   14:35 - 16:15
Chair: Michael Vogt Organizer: Michael Vogt
  B1051:  G. Nason, M. Knight, M. Nunes, K. Leeming
  Quadratic forms of lifting transforms: Spectral analysis and stationarity tests for time series with missing values
  B0857:  F. Dunker, K. Eckle, K. Proksch, J. Schmidt-Hieber
  Tests for qualitative features in the random coefficients model
  B0799:  K. Proksch, F. Werner, J. Keller
  Statistical multiscale analysis for molecules
  B0882:  M. Vogt, M. Khismatullina
  Multiscale inference for nonparametric time trends
Session EO058 Room: MAL 153
Recent advances in quantile regression Saturday 14.12.2019   14:35 - 16:15
Chair: Yudhie Andriyana Organizer: Anneleen Verhasselt
  B0426:  K. Yu
  A new quantile regression with application to the analysis of bounded variables
  B0509:  Y. Andriyana
  Non-crossing p-splines quantile regression on time varying coefficient model of crude palm oil production in Indonesia
  B0537:  M. Bernardi
  Expectation propagation for generalised quantile regression models
Session EO550 Room: MAL 254
Spatial inference Saturday 14.12.2019   14:35 - 16:15
Chair: Marco Meyer Organizer: Marco Meyer, Carsten Jentsch
  B0898:  C. Jentsch, M. Meyer
  Finite predictor coefficients and the inverse Yule-Walker matrix: On the extension of Akaike's identity to random fields
  B0329:  S. Bandyopadhyay, S. Lahiri, D. Nordman
  A general frequency domain method for assessing spatial covariance structures
  B0566:  C. Biscio
  A general central limit theorem and subsampling variance estimator for alpha-mixing multivariate point processes
  B0794:  P. Otto, W. Schmid
  Spatial GARCH-type models: A unified approach
Session EO112 Room: Senate
Bayesian inference for extreme values Saturday 14.12.2019   14:35 - 16:15
Chair: Miguel de Carvalho Organizer: Miguel de Carvalho
  B0248:  D. Gamerman
  Modeling exceedances in extreme value theory: Foundations, regression, time series and multivariate settings
  B0307:  Y. Tian, B. Reich
  Flexible modeling for spatial extremes with application to environmental studies
  B0404:  I. Antoniano-Villalobos, S. Padoan
  Data imputation of large observations via Bayesian inference for multivariate extremes
  B0482:  T. Hanson, M. de Carvalho
  Modeling time-changing joint extremes via Bernstein polynomials
Session EO588 Room: CLO 203
Two phase designs for correlated data Saturday 14.12.2019   14:35 - 16:15
Chair: Babette Brumback Organizer: Jonathan Schildcrout
  B1346:  G. McGee, J. Schildcrout, S.-L. Normand, S. Haneuse
  Outcome-dependent sampling in cluster-correlated settings with application to hospital profiling
  B0654:  C. Rivera-Rodriguez, S. Haneuse
  Optimal sample allocation for two-phase designs in cluster correlated data settings
  B0650:  S. Haneuse, S. Sauer, B. Hedt-Gauthier, C. Rivera-Rodriguez
  Cluster-based outcome-dependent sampling in resource-limited settings: Inference in small-samples
  B0720:  P. Rathouz
  Semiparametric generalized linear models: Application to biased samples
Session EO368 Room: CLO 204
Advance in statistical methods for large and complex data Saturday 14.12.2019   14:35 - 16:15
Chair: Dehan Kong Organizer: Dehan Kong
  B0908:  F. Telschow, A. Schwartzman, D. Cheng, P. Pranav
  Estimation of expected Euler characteristic curves of nonstationary Gaussian random fields
  B1339:  Y. Chen
  DeepTune: Visualization and interpretation of deep-network-based models in neuroscience
  B1970:  T. Ogden, H. Park, E. Petkova, T. Tarpey
  Constrained functional additive models for estimating interactions between a treatment and functional covariates
Session EO132 Room: MAL 253
Advanced statistical modelling and applications Saturday 14.12.2019   14:35 - 16:15
Chair: Rosaria Simone Organizer: Rosaria Simone
  B0804:  S.A. Osmetti, A. Bonanomi, M. Nai Ruscone
  Dissimilarity measure for ranking data via copula
  B0832:  B. Francis, E. Davies
  Bilinear models for score building: When they should be used
  B0917:  A. Barbiero
  Relationship between Kendall's tau and Goodman and Kruskal's gamma after ordinalizing a bivariate normal random variable
  B0978:  S. Salini, G. Manzi
  Statistical solutions to improving bike-sharing systems
Session EG770 Room: MAL 251
Contributions in longitudinal data analysis Saturday 14.12.2019   14:35 - 16:15
Chair: Mahmoud Torabi Organizer: CMStatistics
  B1757:  R. Drikvandi
  Joint modelling of longitudinal data involving time-varying covariates
  B1936:  C. Marques, M.F. Salgueiro, P. Vicente
  Deviations from normality: Effects on growth curve models
  B1920:  I. Sousa, A. Vieira
  Joint longitudinal models with informative time measurements
  B1705:  N. Arai, T. Misumi, H. Matsui, Y. Maesono, S. Konishi
  Automatic multivariate functional clustering for spatial longitudinal data
Parallel session E: CFE Saturday 14.12.2019 14:35 - 16:15

Session CO628 Room: MAL B02
Predictability of asset returns Saturday 14.12.2019   14:35 - 16:15
Chair: Alexandros Kostakis Organizer: Alexandros Kostakis
  A0295:  E. Hjalmarsson, T. Kiss
  Testing return predictability with the dividend-growth equation: An anatomy of the dog
  A1324:  G. Skoulakis, J. Xue, H. Jiang
  Oil and equity return predictability: The importance of dissecting oil price changes
  A1453:  M. Stamatogiannis, T. Magdalinos, A. Kostakis
  Taking stock of long-horizon predictability tests: Are factor returns predictable?
  A1484:  A. Tamoni, D. Bianchi, M. Buechner
  What matters when: Time-varying sparsity in expected returns
Session CO452 Room: MAL B04
Advances in credit risk modelling II Saturday 14.12.2019   14:35 - 16:15
Chair: Raffaella Calabrese Organizer: Raffaella Calabrese
  A0827:  A. Agosto, P. Giudici, D.F. Ahelegbey
  Network models to assess credit risk contagion
  A1151:  J. Crook, V. Djeundje
  On stress testing of credit default
  A1242:  L.T. Goldmann, R. Calabrese, J. Crook
  Use of social media big data for predicting credit rating changes of companies
  A1678:  P. Chodnicka - Jaworska
  Alternative methods of default risk estimation
Session CO735 Room: MAL B18
Identification in SVARs Saturday 14.12.2019   14:35 - 16:15
Chair: Robin Braun Organizer: Robin Braun
  A0938:  D. Kaenzig
  The macroeconomic effects of oil supply news: Evidence from OPEC announcements
  A0935:  C. Martinez Hernandez
  The role of inflation expectations in the transmission of monetary policy
  A0280:  M. Bruns
  Identifying smooth transition vector autoregressivemodels
  A0866:  R. Braun
  The importance of supply and demand for oil prices: Evidence from identification by non-Gaussianity
Session CO713 Room: MAL B35
Panel data methods for integrated series Saturday 14.12.2019   14:35 - 16:15
Chair: Anindya Banerjee Organizer: CFE, Anindya Banerjee
  A1149:  Y. Karavias, A. Juodis
  Partially heterogeneous tests for Granger non-causality in panel data
  A1292:  J.L. Carrion-i-Silvestre, A. Banerjee
  Bounds testing for panel unit roots using common correlated effects estimators
  A0235:  D. Kontana, S. Fountas
  Consumption, income, wealth and 10-year treasury rate in the 51 States of US: A panel cointegration approach
  A1637:  I. Kheifets, P.C. Phillips
  Fully modified least square for multicointegrated systems
Session CO707 Room: MAL B36
Sentometrics Saturday 14.12.2019   14:35 - 16:15
Chair: Kris Boudt Organizer: Kris Boudt, David Ardia
  A0377:  S. Borms, D. Ardia, K. Boudt, A. Algaba
  Conservative and timely ESG-compliant investment universe screening using textual sentiment analysis
  A0663:  K. Bluteau
  The GWP R package: Generalized word power approach of calibrating lexicons
  A0842:  A. Algaba, K. Boudt, S. Borms
  Consumer confidence media indexation
  A2001:  J. Van Pelt, A. Algaba, S. Borms, K. Boudt
  Media bias detection using sentometrics
Session CO422 Room: Montague
Modelling, forecasting and accuracy Saturday 14.12.2019   14:35 - 16:15
Chair: Mauro Costantini Organizer: Mauro Costantini
  A0552:  M. Pedio, M. Guidolin
  Forecasting commodity futures returns with stepwise regressions: The contribution of commodity-specific factors
  A0716:  E. Bersimi
  Volatility forecasting and performance evaluation
  A0834:  C. Lupi, G. Bruno, M. Centoni
  A forecast-based consumer sentiment index
  A0667:  M. Costantini, G. Angelini
  DGSE models with expectations correction: Misspecification, forecasting errors and directional accuracy
Session CO218 Room: Woburn
Applied macroeconomic and macro-financial topics II Saturday 14.12.2019   14:35 - 16:15
Chair: Wojtek Paczos Organizer: Konstantinos Theodoridis
  A0294:  W. Paczos, M. Froemel
  Imperfect financial markets and the cyclicality of social spending
  A0297:  D. Massacci, M. Rubin, D. Ruzzi
  Comovement changes between stocks and bonds: Evidence from a class of large dimensional threshold group-factor models
  A0305:  D. Meenagh
  State-dependent pricing and its implications for monetary policy
  A0446:  A. Fuertes
  External adjustment with a common currency: The case of the euro area
Session CO416 Room: Chancellor's Hall
Bayesian econometrics Saturday 14.12.2019   14:35 - 16:15
Chair: Silvia Montagna Organizer: Yasuhiro Omori
  A1491:  Y. Yamauchi, Y. Omori
  Factor multivariate realized stochastic volatility model
  A1505:  K. Irie
  Bayesian dynamic fused lasso
  A1580:  K. McAlinn, K. Takanashi
  Predictive properties of forecast combination, ensemble methods, and Bayesian synthesis
  A1596:  M. Lindon
  The state of industry statistics in online AB experiments
Session CO458 Room: Court
Mixture models in econometrics Saturday 14.12.2019   14:35 - 16:15
Chair: Ralf Wilke Organizer: Ralf Wilke
  A0492:  B. Christoffersen, R. Matin
  Modeling frailty correlated defaults with multivariate latent factors
  A0565:  D. Borowczyk-Martins
  Addressing measurement error in the estimation of labor market transitions
  A1769:  M. Cavicchioli
  Statistical inference for mixture GARCH models
Session CO424 Room: SH349
Econometric methods for sport data modelling and forecasting Saturday 14.12.2019   14:35 - 16:15
Chair: Luca De Angelis Organizer: Luca De Angelis
  A1172:  L. De Angelis, G. Angelini
  Informational efficiency and price reactions in exchange betting markets
  A0214:  C. Singleton, G. Elaad, J. Reade
  Information, prices and efficiency in an online betting market
  A0501:  R. Gauriot, L. Page
  Market prices reaction to information: A quasi-experiment
  A1300:  J. Reade, S. Wang, L. De Angelis, C. Singleton
  Forecasting football match outcomes with big data and bigger methods
Parallel session F: CMStatistics Saturday 14.12.2019 16:45 - 18:50

Session EO080 Room: CLO B01
Statistics for Hilbert spaces Saturday 14.12.2019   16:45 - 18:50
Chair: Gil Gonzalez-Rodriguez Organizer: Gil Gonzalez-Rodriguez
  B0901:  J. Gertheiss, A. Moeller
  A classification tree for functional data
  B0950:  H. Matsui
  Varying-coefficient functional additive models
  B1064:  Y. Liu, X. Qiao
  Spectral analysis of high-dimensional functional time series
  B1294:  S. Lopez Pintado
  Depth analysis for sparse functional data
  B1824:  E. Bongiorno, J.-B. Aubin
  Local dimension reduction using small ball probability factorization
Session EO460 Room: MAL B02
Novel approaches for high-dimensional medical data Saturday 14.12.2019   16:45 - 18:50
Chair: Damian Brzyski Organizer: Jaroslaw Harezlak, Damian Brzyski
  B1577:  J. Fukuyama
  Sensitivity biplots
  B1627:  D. Brzyski
  The adaptive incorporation of multiple sources of information in brain imaging via penalized optimization
  B1628:  M. Bogdan, W. Jiang, J. Josse, B. Miasojedow, V. Rockova
  Adaptive Bayesian SLOPE: High-dimensional model selection with missing values
  B1630:  P. Tardivel, D. Brzyski, U. Schneider
  Uniqueness and model selection for SLOPE estimator
  B2015:  C.M. Ting, H. Ombao
  Identifying aberrant EEG functional connectivity in schizophrenia using an ensemble of convolutional neural networks
Session EO104 Room: MAL B04
Recent developments in multivariate data analysis Saturday 14.12.2019   16:45 - 18:50
Chair: Anne Ruiz-Gazen Organizer: Anne Ruiz-Gazen, Klaus Nordhausen
  B0508:  V. Gares
  Regularized optimal transport of covariates and outcomes in data recoding
  B0561:  J. Virta, N. Lietzen, P. Ilmonen, K. Nordhausen
  Asymptotically and computationally efficient tensorial JADE
  B0933:  V. Roizman, F. Pascal, M. Jonckheere
  A flexible EM-like clustering algorithm for noisy data
  B1189:  F. Boulfani, A. Ruiz-Gazen, X. Gendre, M. Salvignol
  Comparing prediction procedures for functional data in aeronautic
  B1418:  C. Croux, I. Wilms, L. Bottmer
  Cellwise robust and sparse regression with the shooting S
Session EO643 Room: MAL B18
The state-of-the-art developments for non-ignorable missing data Saturday 14.12.2019   16:45 - 18:50
Chair: Shaun Seaman Organizer: Jiwei Zhao
  B0776:  J. Zhao, Y. Ma
  How not to estimate the nonignorable missingness mechanism
  B0934:  L. Wen, S. Seaman
  Methods of handling cohort data with death and non-ignorable dropout
  B1224:  W. Miao
  Identification, estimation, and semiparametric efficiency of nonignorable missing data
  B1054:  C. Breunig, P. Haan
  Nonparametric regression with selectively missing covariates
  B0983:  J. Shao
  Instrument, variable and model selection with nonignorable nonresponse
Session EO162 Room: MAL B20
Recent advances in network data analysis Saturday 14.12.2019   16:45 - 18:50
Chair: Yuan Zhang Organizer: Yuguo Chen
  B1500:  J. Jin
  Coauthorship and citation networks for statisticians
  B0591:  M. Pensky, M. Noroozi, R. Rimal
  Estimation and clustering in popularity adjusted stochastic block model
  B1378:  T. Ke
  Optimal adaptivity of signed-polygon statistics for network testing
  B0500:  Y. Zhao
  Network structure inference from grouped data
  B1355:  R. Braun, P. Nguyen
  From graph structure to network function: Using spectral graph theory to predict and control dynamics
Session EO146 Room: MAL B35
Multivariate survival models Saturday 14.12.2019   16:45 - 18:50
Chair: Takeshi Emura Organizer: Takeshi Emura
  B0975:  K. Suresh, J. Taylor, A. Tsodikov
  A Gaussian copula approach for dynamic prediction of survival with a longitudinal biomarker
  B1366:  T. Bouezmarni, Y. Rabhi
  Nonparametric inference for copulas of dependence under length-biased sampling and informative censoring
  B1155:  A. Doerre
  Estimating dementia incidence in an illness-death model using health-claims data
  B0636:  R. Wilke, M.S.S. Lo
  The identifiability of the copula competing risks model under exclusion restrictions
  B0954:  T. Emura, V. Rondeau, S. Casimir
  Kendalls tau for survival endpoints in meta-analysis: A general definition and a conditional copula approach
Session EO158 Room: MAL B36
Recent developments on complex data analysis Saturday 14.12.2019   16:45 - 18:50
Chair: Man Wang Organizer: Xinyuan Song
  B0734:  M. Wang
  MOSUM-based test and estimation method for multiple changes in panel data
  B0746:  R. Sun, J. Pan, J. Cai
  Sample size determination guidelines for latent mediation models: A Monte Carlo study
  B1029:  Y. Lin
  Order selection in mixed hidden Markov model
  B1796:  S. Lian
  Bayesian single-cell transcriptome analysis and related MCMC convergence diagnostics
  B1805:  J. Han
  Second-order numerical Fourier methods for option pricing
Session EO070 Room: MAL G13
Empirical processes and nonparametric methods Saturday 14.12.2019   16:45 - 18:50
Chair: Eric Beutner Organizer: Eric Beutner, Henryk Zaehle
  B1174:  J. Carcamo, A. Cuevas, L.-A. Rodriguez
  Differentiability of supremum-type functionals with applications
  B1620:  D. Dobler
  Randomization empirical processes and deduced hypothesis tests
  B1424:  C. Doss, J.A. Wellner
  Likelihood ratio tests and confidence intervals based on the shape constraint of concavity
  B1462:  T. Saegusa
  Empirical process for merged data from multiple overlapping sources
  B1290:  H. Zaehle, E. Beutner
  Donsker results for the smoothed empirical process
Session EO681 Room: MAL G14
Risk, variability and heavy tails Saturday 14.12.2019   16:45 - 18:50
Chair: Anna Panorska Organizer: Anna Panorska
  B0748:  C. Constantinescu
  Weibull distribution in insurance risk models
  B0770:  A. Wylomanska
  Heavy-tailed stochastic models with time-dependent coefficients: Applications to financial time series
  B1373:  A. Baxevani, K. Podgorski
  Non-Gaussian harmonizable processes as sum of harmonics with random frequencies
  B1532:  T. Kozubowski, C. Amponsah
  A computational approach for the estimation of discrete Pareto parameters
  B1572:  M. Teuerle
  Spatio-temporal dependence measures for two-dimensional VAR(1) models with alpha-stable innovations
  B1503:  G. Sikora
  Probabilistic properties of detrended fluctuation analysis for Gaussian processes
Session EO328 Room: MAL G15
Bayesian methods in medical statistics Saturday 14.12.2019   16:45 - 18:50
Chair: Paulo Canas Rodrigues Organizer: Vanda Lourenco
  B1100:  V. Inacio, N. Klein
  Distributional ROC surface regression
  B0339:  B. Barney, M. de Carvalho, G. Page
  Biomarker accuracy determination via an affinity-based measure
  B0767:  A. Posekany, S. Fruhwirth-Schnatter
  Parallelising Bayesian biostatistical analyses using Yin-Yang sampling
  B0358:  M. Castro
  Bayesian analysis of survival data with missing censoring indicators
  B1658:  Y. Luo, D. Stephens, D. Buckeridge
  Bayesian nonparametric clustering of continuous-time hidden Markov models for health trajectories
Session EO126 Room: MAL G16
Copulas and dependence modelling Saturday 14.12.2019   16:45 - 18:50
Chair: Piotr Jaworski Organizer: Piotr Jaworski
  B0423:  M. Manstavicius, G. Bagdonas
  Some transformations of bivariate independence copula
  B0682:  P. Jaworski
  On Archimax copulas and dependence measures
  B0695:  C. Strothmann
  A Markov product for tail dependence functions
  B2040:  V. Kika, I. Gijbels, M. Omelka
  Multivariate association measures
Session EO769 Room: CLO 101
Longitudinal data analysis Saturday 14.12.2019   16:45 - 18:50
Chair: Sanjoy Sinha Organizer: Sanjoy Sinha
  B0207:  O. Goloubeva
  Analysis of survival and acquired over time treatment toxicities in elderly HNSCC patients: The SEER-Medicare database
  B0219:  M. Torabi, M.E. Hoque
  Modeling longitudinal data with measurement error in covariates
  B0372:  A. Sattar, S. Sinha
  Inference with joint models under misspecified random effects distributions
  B0387:  S. Sinha
  Semiparametric methods for incomplete binary longitudinal data with dropouts
  B0805:  K. Davis
  Statistical challenges in integrating survey and administrative data in the Canadian census
Session EO853 Room: CLO 102
Data Science: Regularization and variable selection Saturday 14.12.2019   16:45 - 18:50
Chair: Jia Liu Organizer: Bertrand Clarke, Jan Pablo Burgard
  B0639:  J.P. Burgard, D. Kreber, J. Krause
  Regularized area-level models for robust small area estimation under measurement errors
  B0642:  J. Krause, J.P. Burgard, R. Muennich
  Regularized multi-level models for small area estimation using both unit- and area-level data
  B0796:  U. Friedrich, J.P. Burgard
  Integer programming and machine learning for computational statistics
  B0817:  D. Kreber
  Cross-validation subset selection for regression
  B0885:  S. Schmaus, J.P. Burgard, J. Krause
  Small area estimation of transition probabilities for spatial dynamic microsimulation models in socio-economic research
Session EO170 Room: Court
Clustering and classification Saturday 14.12.2019   16:45 - 18:50
Chair: Maria Brigida Ferraro Organizer: Maria Brigida Ferraro
  B0747:  D. Vicari, L. Bocci
  Clustering objects in three-way proximity data
  B1166:  M. Sato-Ilic
  Fuzzy clustering-based non-linear dimensionality reduction
  B1382:  M. Fop, P.-A. Mattei, T.B. Murphy, C. Bouveyron
  Variable role screening for high-dimensional model-based discriminant analysis
  B1640:  M. Ito, K. Adachi
  An extended k-means clustering procedure with unique factors
  B1803:  C. Gatu, A.M. Puiu
  Enhanced algorithms for hierarchical clustering
Session EO260 Room: Jessel
Recent advances in time series analysis Saturday 14.12.2019   16:45 - 18:50
Chair: Masayuki Hirukawa Organizer: Masayuki Hirukawa
  B0557:  A. Banerjee
  Estimating average derivative with multiple integrated regressors
  B1447:  M. Wagner, O. Stypka
  Testing linear cointegration against smooth transition cointegration
  B1501:  F. Marotta
  Inference on time series with systematically missing data
  B1521:  H. Solvang
  Investigation of statistical property in residual series after detrending
  B0266:  R. James, A. Prokhorov, H. Leung
  Identifying market manipulation \& abusive trading using anomaly detection techniques
Session EO332 Room: MAL 152
Bandwidth selection for kernel estimation Saturday 14.12.2019   16:45 - 18:50
Chair: Maria-Dolores Martinez-Miranda Organizer: Maria-Dolores Martinez-Miranda
  B0285:  Q. Wang, A. Zambom
  Subsampling-extrapolation bandwidth selection in bivariate kernel density estimation
  B1052:  M.I. Borrajo, W. Gonzalez-Manteiga, M.-D. Martinez-Miranda
  A new framework for kernel intensity estimation in point processes using covariates
  B0316:  Y. Slaoui
  Data-driven bandwidth selection for recursive kernel density estimators under double truncation
  B0808:  B. Schaefer
  Bandwidth selection under random fields with short memory
  B0956:  M.-D. Martinez-Miranda, V. Asimit, M.L. Gamiz, J.P. Nielsen
  Creating a safe space for bias correction in kernel hazard estimation
Session EO350 Room: Senate
Statistical advances in extremes and risk management Saturday 14.12.2019   16:45 - 18:50
Chair: Gilles Stupfler Organizer: Gilles Stupfler
  B0685:  A. Usseglio-Carleve, S. Girard, G. Stupfler
  Nonparametric extreme conditional expectile estimation
  B0992:  H. Kaibuchi, G. Stupfler, Y. Kawasaki
  A novel GARCH-EVT approach dealing with bias and heteroscedasticity for extreme risk estimations
  B1205:  S. Rizzelli, M. Falk, S. Padoan
  On the strong convergence of sample maxima, with applications to asymptotic statistical theory for extremes
  B1256:  S. Padoan, G. Stupfler
  Extreme expectile estimation for heavy-tailed time series
Session EO793 Room: CLO 203
Human microbiome research: New designs and statistical methods Saturday 14.12.2019   16:45 - 18:50
Chair: Ekaterina Smirnova Organizer: Ni Zhao, Ekaterina Smirnova
  B1939:  E. Smirnova
  Microbiome data: Current challenges and opportunities
  B1517:  M. Sohn
  Compositional mediation model for binary outcome: Application to microbiome samples
  B1817:  G. Gloor
  Accounting for asymmetry and batch effects in meta-transcriptomics
  B1921:  L. Waldron
  Adapting methods of gene set enrichment analysis to study of the human microbiome
  B1945:  H. Corrada Bravo
  Experimental and computational frameworks for microbiome data analysis assessment
Session EO354 Room: CLO 204
Recent development in scientific and clinical studies of the brain Saturday 14.12.2019   16:45 - 18:50
Chair: Guofen Yan Organizer: Tingting Zhang
  B0200:  T. Zhang
  A Bayesian approach for mapping epileptic brain networks
  B0306:  R. Krafty, J. Zhang, G. Siegle
  Interpretable principal components analysis for multilevel multivariate functional data
  B0994:  J. Peng
  Learning structural connectivity of the brain from imaging data
  B1108:  S. Iyengar
  Identification of spreading depolarization based on potassium and glucose levels
  B1901:  G. Papadogeorgou, Z. Zhang, D. Dunson
  Soft tensor regression
Session EO835 Room: MAL 252
Restricted parameters inference and shrinkage estimators Saturday 14.12.2019   16:45 - 18:50
Chair: Genso-Y.-T. Watanabe-Chang Organizer: Genso-Y. T. Watanabe-Chang
  B0429:  H. Oda, F. Komaki
  Shrinkage priors on complex statistical manifolds
  B0436:  G.-Y.-T. Watanabe-Chang, N. Shinozaki, W. Strawderman
  Pitman closeness domination in predictive density estimation for two ordered normal means under alpha-divergence loss
  B0458:  K. Yano
  On estimation and prediction for high-dimensional Poisson models with quasi zero inflation
  B0479:  E. Marchand, W. Strawderman
  On prediction and shrinkage estimation for balanced loss functions
  B0583:  R. Yuasa, T. Kubokawa
  Shrinkage estimation of the mean of high-dimensional normal distribution
Session EO428 Room: MAL 253
Oceans of data: High-dimensional statistics for marine data analysis Saturday 14.12.2019   16:45 - 18:50
Chair: Christian L. Mueller Organizer: Christian L. Mueller
  B1249:  A. Mishra, C.L. Mueller, J. Bien, S. Hyun
  Marine data mining with CMAP using R
  B0997:  J. Bien, C.L. Mueller, X. Yan
  Structured feature aggregation in regression with microbiome data
  B1317:  S. Hyun, J. Bien, F. Ribalet, M. Cape
  Joint modeling of continuous flow cytometry data with environmental covariates
  B0928:  C. Mutshinda, A. Irwin, Z. Finkel
  A trait-based taxonomy for phytoplankton biomass modeling and prediction
  B1167:  J. Siddons, A. Irwin, Z. Finkel
  Inference of ecological networks from a sparse ocean dataset
Session EO464 Room: SH349
Statistics in sport Saturday 14.12.2019   16:45 - 18:50
Chair: Marialuisa Restaino Organizer: Giuseppe Giordano, Marialuisa Restaino
  B0489:  F. Addesa
  Cultural diversity and team performance in the Italian Serie A
  B1139:  L. Pappalardo, A. Rossi, P. Cintia
  Injury forecasting in sports using artificial intelligence
  B1199:  F. Porro, M. Zenga
  Two decompositions of the Pietra index with applications to Italian professional football teams
  B1257:  V. Candila, L. De Angelis, G. Angelini
  Weighted ELO rating predictions in tennis
  B1900:  A. Gyimesi
  League ranking mobility affects attendance: A dynamic panel model of European football leagues
Session EC800 Room: MAL 153
Contributions in computational statistics Saturday 14.12.2019   16:45 - 18:50
Chair: Stefan Sperlich Organizer: CMStatistics
  B0273:  H.-W. Teng
  On a projection estimator for Monte Carlo integration
  B1624:  H. Park
  Sample-specific stability selection with effective error control
  B1645:  N. Kahale
  Efficient simulation of high dimensional Gaussian vectors
  B1777:  J. Smith, J. Ferreira, A. Bekker
  Lower quantile estimation for artificially censored Weibull samples
  B1610:  R. Schefzik
  Identifying differential distributions using the 2-Wasserstein distance, with application to single-cell RNA-sequencing
Session EG179 Room: MAL 254
Contributions in statistical modelling I Saturday 14.12.2019   16:45 - 18:50
Chair: David Haziza Organizer: CMStatistics
  B1712:  M. Wagener, A. Bekker, M. Arashi
  Mastering the body and tail shape of a distribution
  B1818:  M. Meulders, L. Maaya, M. Vandebroek
  E-consumers' attribute non-attendance switching behavior: Effect of providing information on attributes
  B1923:  K. Van Deun
  Finding the hidden link: Sparse common component analysis
  B1880:  I. Barranco-Chamorro, G. Martinez-Florez, H. Bolfarine, H.W. Gomez
  A new flexible Birnbaum Saunders model
  B1411:  S. Makgai, A. Bekker, M. Arashi, J. Visagie
  Constructing distributions via the beta-generating technique
Session EG083 Room: MAL 251
Contributions in big and high-dimensional data analysis Saturday 14.12.2019   16:45 - 18:50
Chair: Rosa Lillo Organizer: CMStatistics
  B0361:  I. Batmaz, N. Adams
  StreamMARS: A streaming multivariate adaptive regression splines algorithm
  B1692:  O. Oyebamiji
  Bayesian hierarchical models for uncertainty quantification in high-dimensional landscape problems
  B1800:  R. Guerra-Urzola, K. Van Deun, J. Vera Lizcano, K. Sijtsma
  Implementation guidance of sparse principal component analysis on different methods and when to use them
  B0880:  E. Jorge-Gonzalez
  Estimating the unemployment rate using big data
  B1807:  A. Mendez Civieta, R. Lillo, M.C. Aguilera-Morillo
  A new approach to penalized quantile regression
Parallel session F: CFE Saturday 14.12.2019 16:45 - 18:50

Session CI022 Room: Beveridge Hall
Advances in financial econometrics Saturday 14.12.2019   16:45 - 18:50
Chair: Roxana Halbleib Organizer: Roxana Halbleib
  A0158:  E. Renault
  The leverage effect puzzle revisited: Identification in discrete time
  A0159:  R. Liesenfeld, T. Selland Kleppe, G. Moura, A. Oglend
  Analyzing commodity futures using factor state-space models with Wishart stochastic volatility
  A0237:  J. Grammig, C. Hanenberg, C. Schlag, J. Soenksen
  Looking forward, looking back: How machine learning predictions compare to expectations from option markets
Session CO204 Room: Bloomsbury
Recent trends in commodity markets Saturday 14.12.2019   16:45 - 18:50
Chair: Christoph Sulewski Organizer: Claudia Wellenreuther
  A0927:  C. Pirrong
  Sheep in wolves clothing: Using false signals of demand to execute a market power manipulation
  A1438:  J. Miffre, J. Fan, A. Fernandez-Perez, A.-M. Fuertes
  Speculative pressure
  A1523:  K. Kuck
  Gold volatility and the safe haven effect
  A1529:  C. Gilbert
  Cocoa market control 2020
  A1140:  M. Stefan, C. Wellenreuther, M.T. Bohl
  An introduction to ESMA's commitments of traders reports: Do hedgers really hedge?
Session CO420 Room: G11
Empirical applications in economics and finance Saturday 14.12.2019   16:45 - 18:50
Chair: Jesus Otero Organizer: Jesus Otero
  A1385:  A.M. Iregui Bohorquez, J. Otero, H. Nunez
  Forecast revisions in a changing economic environment
  A1019:  A. Banerjee, V. Bystrov, P. Mizen
  Structural factor analysis of interest rate pass through in four large Euro area economies
  A0203:  J. Otero, M. Giulietti, M. Waterson
  Rigidities and adjustments of daily prices to costs: Evidence from supermarket data
Session CO382 Room: G21A
Asset pricing and risk exposures in cryptocurrency markets Saturday 14.12.2019   16:45 - 18:50
Chair: Massimo Guidolin Organizer: Massimo Guidolin
  A1392:  M. Guidolin, D. Bianchi, M. Pedio
  Time-varying risk exposures of cryptocurrencies: Are they a new asset class?
  A1395:  K. Shakhnov, N. Borri
  The cross-section of cryptocurrency returns
  A1400:  A. Dickerson, D. Bianchi
  Trading volume in cryptocurrency markets
  A1401:  E. Iyidogan, K. Yilmaz
  Return spillovers and connectedness in the cryptocurrency market
  A1657:  J. Sila, M. Mark
  Price endogeneity and volatility in the cryptocurrency market
Session CO196 Room: G5
Econometrics methods and models for high dimensional data analysis Saturday 14.12.2019   16:45 - 18:50
Chair: Camilla Mastromarco Organizer: Walter Distaso, Alessandra Amendola
  A0826:  A. Amendola, G. Gallo, V. Candila, M. Boccia
  Whether commodity price volatility spills over onto African stock markets
  A0822:  A. Insana
  Daily, intraday and overnight betas
  A1353:  C. Mastromarco
  Endogenous spatial technological clubs across Europe: A 3D panel data model with cross sectional dependence
  A1682:  L. Leonida, A. Iona
  Sample separation and the sensitivity of investment to cash flow: On the monotonicity condition
  A1684:  A. Iona, L. Leonida
  Economic freedom, corporate investment and financing constraints.
Session CO442 Room: Gordon
Robustness to shocks and dependence in networks and financial data Saturday 14.12.2019   16:45 - 18:50
Chair: Artem Prokhorov Organizer: Artem Prokhorov
  A1118:  A. Semenov
  Identifying important nodes in input-output networks
  A1291:  M. Gladkova, E. Gilenko
  Machine learning algorithms for profiling of Russian digital entrepreneurs: Social network data analysis
  A1527:  A. Prokhorov
  Lasso and Dantzig selector for Bernstein copula
  A1265:  E. Gilenko, M. Gladkova, A. Prokhorov, R. Ibragimov, G. Kukhareva
  Robust estimation of stochastic frontier models
  A1318:  R. Ibragimov, D. Brown
  Sign tests for dependent observations
Session CO198 Room: Montague
Term structure of interest rates Saturday 14.12.2019   16:45 - 18:50
Chair: Andrea Berardi Organizer: Andrea Berardi
  A0790:  M. Taboga, F. Corsello
  Yield curve forecasting in the euro area
  A1550:  R. Barros De Rezende, A. Ristiniemi
  A shadow rate without a lower bound constraint
  A1576:  G. Goy, C. Brand, W. Lemke
  Natural rate chimera and bond pricing reality
  A1689:  J. Shi
  Macro-yields modelling in the presence of asymmetrically distributed interest rates
  A0874:  A. Berardi, S. Schaefer
  Convexity dominates risk premia in long-term forward rates
Session CO394 Room: Woburn
Macroeconomic policies and macroeconometrics Saturday 14.12.2019   16:45 - 18:50
Chair: Etsuro Shioji Organizer: Etsuro Shioji
  A0860:  T. Kano
  On posterior inferences of misspecified DSGE models: The minimal econometric interpretation
  A0921:  E. Shioji
  Pass-through of oil supply shocks to domestic gasoline prices: Evidence from daily data
  A1021:  H. Morita
  Forecasting public investment using daily stock returns
  A1423:  G. Amisano
  Measuring cross country linkages with a panel unobserved component model
  A1474:  K.I. Inaba
  A global look into corporate cash after the global financial crisis
Session CO675 Room: Chancellor's Hall
Dynamic factor models and large-scale applications Saturday 14.12.2019   16:45 - 18:50
Chair: Matthias Fengler Organizer: Loriano Mancini
  A0958:  D. Bianchi, K. McAlinn
  Large-scale dynamic predictive regressions
  A0577:  F. Carlini, P. Gagliardini
  Contagion and latent factors in large systems
  A0368:  G. Bormetti, D. Di Gangi, F. Lillo
  Score-driven exponential random graphs: A new class of time-varying parameter models for dynamical networks
  A0346:  H. Ma, P. Gagliardini
  Extracting statistical factors when betas are time-varying
  A0578:  M. Fengler, W. Dare
  Global estimation of realized spot volatility inthe presence of price jumps
Session CC819 Room: G3
Contributions in forecasting Saturday 14.12.2019   16:45 - 18:50
Chair: Uwe Hassler Organizer: CFE
  A1454:  S. Arvanitis, T. Post, V. Poti, S. Karabati
  Nonparametric tests for superior predictive ability
  A1732:  D. Pedregal, J.R. Trapero
  Fast solution to the automatic identification of unobserved components models
  A1738:  S.-Y. Yin, C.-C. Lin, W.-J. Tsay
  Reversed order monitoring CUSUM test with factor structure
  A1561:  A. Allayioti
  Point and density exchange rate forecasts using yield curve factors in a time-varying framework
  A1727:  D. Atance, E. Navarro, A. Balbas
  Constructing dynamic life tables with a single factor model
Parallel session G: CMStatistics Sunday 15.12.2019 08:40 - 10:20

Session EO546 Room: CLO B01
Analysis of functional and other object data Sunday 15.12.2019   08:40 - 10:20
Chair: Alexander Petersen Organizer: Alexander Petersen
  B0514:  D. Gervini
  Spatial kriging for replicated anisotropic point processes
  B0852:  H.-G. Mueller, A. Petersen
  Wasserstein covariance for vectors of random densities
  B1066:  S. Huckemann
  Statistical challenges for analysis of data in some non-standard spaces
  B1251:  S. Preston, K. Bharath, R. Carrington
  Non-identifiability of word embeddings, and connections to shape analysis
Session EO538 Room: MAL B02
Methodological developments in medical statistics and its applications Sunday 15.12.2019   08:40 - 10:20
Chair: Chao Huang Organizer: Chao Huang
  B0687:  J. Huling, M. Yu, M. Smith
  Comparative intervention scoring for assessing heterogeneity of long-term health system intervention effects
  B0907:  Q. Li
  Jointly model longitudinal and semicompeting risks data to accommodate informative dropout and death
  B0941:  C. Ma, J. Pan
  Multi-state models for multi-type recurrent events and terminal events with feedback in longitudinal covariates
  B0301:  I. Osuntoki, A. Harrison, H. Dai, Y. Bao, N.R. Zabet
  Bayesian analysis of chromosomal interactions in hi-c data using the hidden Markov random field model
Session EO448 Room: MAL B04
Recent advances in blind source separation Sunday 15.12.2019   08:40 - 10:20
Chair: Sara Taskinen Organizer: Sara Taskinen
  B0635:  N. Lietzen, L. Viitasaari, P. Ilmonen
  Statistical properties of a blind source separation estimator for complex-valued weakly stationary stochastic processes
  B0545:  J. Miettinen, S. Vorobyov, E. Ollila
  Blind source separation of graph signals
  B0220:  F. Bachoc, M. Genton, K. Nordhausen, A. Ruiz-Gazen, J. Virta
  Spatial blind source separation
  B1088:  G. Van Bever, R. Sabolova, F. Critchley, B. Li, H. Oja
  Functional independent component analysis
Session EO590 Room: MAL B18
Statistical methods for missing data in EHR-based research Sunday 15.12.2019   08:40 - 10:20
Chair: Sebastien Haneuse Organizer: Sebastien Haneuse
  B0655:  M. Daniels
  Bayesian nonparametrics for comparative effectiveness research in EHRs
  B1220:  T. Thaweethai, S. Haneuse
  Robust variance estimation when combining MI and IPW for missing data in EHR-based studies
  B1899:  J. Chen, L. Zhang, X. Ding, Y. Ma, N. Muthu, I. Ajmal, J.H. Moore, D. Herman
  Electronic health record phenotyping using anchor-positive and unlabeled patients
  B1957:  E. Williamson
  Handling missing data in propensity score analyses of electronic health record data
Session EO761 Room: MAL B20
Causal inference in factorial experiments Sunday 15.12.2019   08:40 - 10:20
Chair: Peng Ding Organizer: Peng Ding
  B0727:  X. Li
  Rerandomization in $2^K$ factorial experiments
  B1407:  N. Egami, K. Imai
  Causal interaction in factorial experiments: Application to conjoint analysis
  B1472:  H. Liu
  Regression-adjusted average treatment effect estimates in stratified and sequentially randomized experiments
Session EO540 Room: MAL B35
Inference methods in survival analysis Sunday 15.12.2019   08:40 - 10:20
Chair: Dennis Dobler Organizer: Dennis Dobler
  B0302:  S. Friedrich
  Studying the influence of time-varying treatment regimes on a time-to-event outcome using Danish registry data
  B0320:  M. Ditzhaus, M. Pauly, A. Janssen
  Inference for factorial designs in survival models
  B0442:  M. Overgaard
  State occupation probabilities in non-Markov models
  B1286:  S.O. Samuelsen
  Collapsible Cox-regression and non-collapsible Aalen additive hazards regression
Session EO066 Room: MAL B36
Random forests and applications Sunday 15.12.2019   08:40 - 10:20
Chair: Efoevi Angelo Koudou Organizer: Efoevi Angelo Koudou
Session EO564 Room: MAL G13
Local empirical measures and nonparametric statistics Sunday 15.12.2019   08:40 - 10:20
Chair: Davit Varron Organizer: Davit Varron
Session EO188 Room: MAL G14
Present-day data analysis challenges meet Bayes Sunday 15.12.2019   08:40 - 10:20
Chair: Mario Peruggia Organizer: Mario Peruggia
  B0323:  A. Frigessi
  Diversity and precision of Bayesian Mallows to learn preferences from clicking data
  B0345:  P. Craigmile
  Locally stationary processes and their application to climate modeling
  B0428:  D. Kunkel
  Hierarchical Hidden Markov models for response time data
  B0986:  C. Forbes, W.O. Maneesoonthorn
  Assessing forecasts from data of different dimension
Session EO634 Room: MAL G15
Recent developments in Bayesian computation Sunday 15.12.2019   08:40 - 10:20
Chair: Matti Vihola Organizer: Matti Vihola
  B0283:  R. Craiu, E. Levi
  Finding our way in the dark: Approximate MCMC for approximate Bayesian methods
  B0559:  R. Everitt
  Ensemble MCMC: Accelerating pseudo-marginal MCMC for state space models using the ensemble Kalman filter
  B1077:  K. Heine, N. Whiteley, A.T. Cemgil
  Parallelising particle filters with butterfly interactions
  B1141:  A. Beskos, A. Stuart, M. Girolami, P. Farell, S. Lan
  Geometric MCMC for infinite-dimensional inverse problems
Session EO286 Room: MAL G16
Dependence measures Sunday 15.12.2019   08:40 - 10:20
Chair: Sebastian Fuchs Organizer: Sebastian Fuchs
  B0507:  B. Stoeve
  The local Gaussian correlation with applications to finance
  B0223:  T. Koike, M. Hofert
  Compatibility and attainability of matrices of correlation-based measures of concordance
  B0595:  C.G. Borroni, L. De Capitani
  A unified approach for tail-dependence and concordance measures, with some new indices
  B0597:  S. Fuchs
  On a class of measures of concordance for bivariate copulas
Session EO148 Room: CLO 101
Learning for high-dimensional data with complex dependence Sunday 15.12.2019   08:40 - 10:20
Chair: Tetyana Pavlenko Organizer: Tetyana Pavlenko
  B0582:  A. Tillander, T. Pavlenko
  Feature selection for sparse mixtures with dependence structure
  B0810:  T. Yamada, T. Sakurai, Y. Fujikoshi
  Asymptotic robustness for error rate of 2 group discriminant analysis for large dimensional case
  B1298:  L. Arnroth, M.R. Ahmad
  A robustness evaluation of some Bayesian testing problems
  B1293:  T. Pavlenko
  Optimal detection of sparse mixtures with applications to high-dimensional classification
Session EO340 Room: CLO 102
Novel time series models and applications Sunday 15.12.2019   08:40 - 10:20
Chair: Hernando Ombao Organizer: Hernando Ombao
  B1713:  W. Barreto-Souza, R. Silva
  Flexible and robust mixed Poisson INGARCH models
  B1927:  D. Degras
  Dynamic functional connectivity: A sparse group fused lasso approach
  B1941:  A. Sykulski, A. Guillaumin, S. Olhede
  Fast and efficient parameter estimation in time series and random fields
  B1948:  I. Cribben
  Change points methods for high dimensional time series networks
Session EO180 Room: Court
Semiparametric and mixture models and their use for fractional imputation Sunday 15.12.2019   08:40 - 10:20
Chair: Changbao Wu Organizer: Changbao Wu
  B0416:  P. Li
  Maximum pairwise-rank-likelihood-based inference for the semiparametric transformation model
  B0440:  J. Chen
  Learning finite mixture models by minimum Wasserstein distance estimator
  B1371:  D. Haziza, S. Chen
  General purpose multiply robust data integration procedure for combining probability and non-probability samples
  B1368:  J.K. Kim
  Semiparametric fractional imputation using conditional Gaussian mixture models
Session EO358 Room: Jessel
Instabilities in multivariate data Sunday 15.12.2019   08:40 - 10:20
Chair: Zuzana Praskova Organizer: Zuzana Praskova
  B0891:  Z. Hlavka, M. Huskova, S. Meintanis
  Tests of independence of functional observations
  B0278:  M. Maciak
  Automatic detection of successive variable groups in a multivariate regression model
  B0531:  J. Ditzen
  Bootstrapping in large panels with cross sectional dependence
  B1028:  Z. Praskova
  Testing structural breaks in large dynamic models based on extremal distribution
Session EO344 Room: MAL 152
Algebraic statistics Sunday 15.12.2019   08:40 - 10:20
Chair: Elisa Perrone Organizer: Kaie Kubjas, Elisa Perrone
  B1258:  C. Amendola, D. Agostini, K. Ranestad
  Moment identifiability of homoscedastic Gaussian mixtures
  B1372:  P. Zwiernik, C. Uhler, S. Lauritzen
  Total positivity in structured binary distributions
  B1080:  A. Seigal, G. Montufar
  Supermodular inequalities in hidden variable models
  B1530:  K. Kubjas, A. Grosdos, O. Kuznetsova, G. Scholten, M.-S. Sorea, B. Sturmfels
  Exact solutions in log-concave maximum likelihood estimation
Session EO078 Room: MAL 254
Topics in spatial and space-time statistics Sunday 15.12.2019   08:40 - 10:20
Chair: Federico Crudu Organizer: Federico Crudu
  B0477:  R. Vallejos, W. Creixell, J. Acosta, J. Perez
  Modeling the reduction of sample size for spatial datasets
  B0504:  V. Morales-Onate, F. Crudu, M. Bevilacqua
  Blockwise Euclidean likelihood for estimation of space-time covariance model using OpenCL in GPGPUs
  B0840:  F. Osorio, R. Vallejos, W. Barraza, S. Ojeda, M. Landi
  Estimation of the structural similarity index for remote sensing data
  B1136:  F. Santi, M.M. Dickson, D. Giuliani, G. Espa
  Spatial models in the space of covariates: Methodological and computational issues
Session EO130 Room: Senate
Statistics of spatiotemporal extremes Sunday 15.12.2019   08:40 - 10:20
Chair: Raphael Huser Organizer: Raphael Huser
  B0812:  B. Hrafnkelsson, R. Huser, A. Johannesson, H. Bakka, S. Siegert
  Approximate Bayesian inference for spatial flood frequency analysis
  B0881:  C. Rohrbeck
  Spatio-temporal clustering of extremal behaviour for environmental variables
  B0610:  J. Wadsworth, E. Simpson
  Spatio-temporal extremes based on single-location conditioning
  B1026:  A. Hazra, R. Huser
  A semiparametric Bayesian model for large spatiotemporal Red sea surface temperature data and related hotspot estimation
Session EO098 Room: CLO 203
Modern methods in the analysis of directional data Sunday 15.12.2019   08:40 - 10:20
Chair: Jose Ameijeiras-Alonso Organizer: Jose Ameijeiras-Alonso
  B0607:  F. Lagona
  Copula-based segmentation of cylindrical time series
  B0798:  A. Meilan-Vila, M. Francisco-Fernandez, R. Crujeiras, A. Panzera
  Nonparametric circular regression estimation with spatially correlated errors
  B1223:  A. Gottard, A. Panzera
  Wrapped normal graphical models
Session EO500 Room: CLO 204
Bayesian approaches to the analysis of neuroimaging Sunday 15.12.2019   08:40 - 10:20
Chair: John Kornak Organizer: John Kornak
  B0333:  R. Guhaniyogi
  Bayesian generalized sparse symmetric tensor-on-vector regression
  B0534:  P. Siden, F. Lindgren, D. Bolin, A. Eklund, M. Villani
  Spatial 3D Matern priors for fast whole-brain fMRI analysis
  B1562:  M. Guindani
  Bayesian approaches for dynamic brain connectivity
  B1977:  A. Scheffler, A. Dickinson, C. DiStefano, S. Jeste, D. Senturk
  Covariate-adjusted hybrid principal components analysis for EEG data
Session EO534 Room: MAL 251
Statistics of random processes for analysing high frequency data Sunday 15.12.2019   08:40 - 10:20
Chair: Masayuki Uchida Organizer: Masayuki Uchida
  B0585:  M. Bibinger, M. Trabs
  Statistics for stochastic PDEs based on high-frequency observations
  B0673:  H. Masuda, Y. Uehara, L. Mercuri
  Noise estimation for ergodic Levy driven SDE in YUIMA package
  B1499:  A. De Gregorio, F. Iafrate
  Reguralized estimation with multiple penalties and its application to stochastic differential equations
  B1431:  N. Yoshida, A. Gloter
  Estimation for degenerate diffusion processes
Session EO494 Room: MAL 252
Advances in classification and high dimensional statistics Sunday 15.12.2019   08:40 - 10:20
Chair: Daoji Li Organizer: Daoji Li
  B0204:  P. Liu, N. Zhang, B. Jiang, L. Kong, J. Huang
  Functional partial linear quantile regression based on reproducing kernel Hilbert space
  B0229:  T. Cannings, Y. Fan, R. Samworth
  Classification with imperfect training labels
  B1314:  J. Shen, J. Pan
  Bayesian variable selection for joint mean and covariance models
Session EO336 Room: MAL 253
New methods for modelling ordinal and mixed-type data Sunday 15.12.2019   08:40 - 10:20
Chair: Cristina Mollica Organizer: Cristina Mollica
  B0580:  S. Johnson
  Bayesian rank aggregation for (mixtures of) Plackett-Luce models
  B0723:  R. Simone
  Residuals diagnostics for the choice of model-based trees for ordinal responses
  B0788:  S. Cagnone, S. Bianconcini
  Comparison between likelihood-based methods of factor models for ordinal data
Session EO568 Room: SH349
Modern approaches to the spectral analysis of time series Sunday 15.12.2019   08:40 - 10:20
Chair: Tobias Kley Organizer: Tobias Kley
  B0335:  L.A. Jordanger, D. Tjoestheim
  Nonlinear spectral analysis: A local Gaussian approach
  B0379:  M. Meyer, E. Paparoditis, J.-P. Kreiss
  Extending the validity of frequency domain bootstrap methods to general stationary processes
  B0737:  S. Subbarao
  An exact expression for the Whittle approximation of the Gaussian likelihood and its application to parameter estimation
  B1238:  D. Rademacher, J.-P. Kreiss, E. Paparoditis
  Asymptotic normality of integrated periodogram operators
Session EC809 Room: MAL 354
Contributions in robust statistics Sunday 15.12.2019   08:40 - 10:20
Chair: Agustin Mayo-Iscar Organizer: CMStatistics
  B1613:  T. Nakagawa
  Robust Bayesian estimation by using the quasi-posterior with divergence
  B1890:  F. Laurini
  Robustness and shrinkage for GLM with the forward search
  B1857:  B. Poilane, J. Miron, E. Cantoni
  Robust non-ordinal polytomous regression
  B2006:  A. Cappozzo, F. Greselin, T.B. Murphy
  Robust variable selection for model-based learning in presence of adulteration
Session EC813 Room: MAL 355
Contributions in survival analysis Sunday 15.12.2019   08:40 - 10:20
Chair: Taoufik Bouezmarni Organizer: CMStatistics
  B0357:  K.M. Beyene, A. El Ghouch
  Smoothed time-dependent ROC curve for right censored survival data
  B1710:  A. Andrasikova, E. Fiserova
  Higher order approximations in the Cox proportional hazards model
  B1966:  A. Mahnashi, F. Coolen, T. Coolen-Maturi
  Nonparametric predictive inference for discrete time survival data related to the actuarial estimator
  B1597:  F. Shokoohi
  New insight into the role of intangible heterogeneity of covariate effects in hidden subpopulation subject to censoring
Session EG171 Room: MAL 153
Contributions in clustering Sunday 15.12.2019   08:40 - 10:20
Chair: Pietro Coretto Organizer: CMStatistics
  B1874:  P.-L. Bithorel, E. Morand, G. De Santis
  Multichannel qualitative harmonic analysis for two-step patient pathway
  B1877:  V. Potashnikov, A. Zubarev, O. Lugovoy
  Exploratory data analysis of sustainable development goals
  B0336:  E. Vignotto, S. Engelke
  Extreme value theory for open set classification: The GPD and GEV classifiers
  B1702:  K. Shimamura, S. Kawano
  Bayesian sparse convex clustering via NEG distribution
Parallel session G: CFE Sunday 15.12.2019 08:40 - 10:20

Session CI024 Room: Beveridge Hall
Econometrics of volatility Sunday 15.12.2019   08:40 - 10:20
Chair: Mathieu Rosenbaum Organizer: Mathieu Rosenbaum
  A0376:  N. Meddahi, J. Kim
  Volatility regressions with fat tails
  A0163:  M. Podolskij
  Estimation of the quadratic variation and its eigenvalues for multivariate jump processes
  A0261:  M. Rosenbaum
  From quadratic Hawkes processes to super-Heston rough volatility models with Zumbach effect
Session CO741 Room: Bloomsbury
Inflation expectations and inflation dynamics Sunday 15.12.2019   08:40 - 10:20
Chair: Francesco Grigoli Organizer: Francesco Grigoli
  A0225:  C. Raggi
  The impact of guidance, short-term dynamics and individual characteristics on firms long-term inflation expectations
  A0226:  M. Weber
  IQ, expectations, and choice
  A0243:  D. Pfajfar, J. Roberts
  The role of expectations in changed inflation dynamics
  A0343:  F. Grigoli
  Monetary policy surprises and inflation expectation dispersion
Session CO528 Room: G11
Recent advances in Bayesian multivariate modelling and estimation Sunday 15.12.2019   08:40 - 10:20
Chair: Michael Smith Organizer: Michael Smith
  A0201:  M. Smith, N. Klein
  Bayesian inference for regression copulas
  A0205:  N. Klein, M. Smith
  Bayesian variable selection for non-Gaussian responses: A marginally calibrated copula approach
  A0218:  R. Loaiza-Maya, M. Smith, D. Nott
  High-dimensional copula variational approximation through transformation
  A0222:  T. Shively
  Bayesian estimation and testing for constrained multivariate functions
Session CO414 Room: G4
Modeling regime change I Sunday 15.12.2019   08:40 - 10:20
Chair: Willi Semmler Organizer: Willi Semmler
  A1525:  W. Semmler
  Credit risk and delayed monetary policy effectiveness: A finite horizon multi-phase model
  A1495:  P. Hubert
  State-dependent effects of monetary policy: The central bank information channel
  A1459:  M. Minenna
  The new Eurozone risk morphology
  A1549:  R. Kovacevic, W. Semmler
  Economic dynamics in the presence of catastrophic risk: The danger of poverty traps
Session CO847 Room: G5
Business cycle analysis Sunday 15.12.2019   08:40 - 10:20
Chair: Michael Owyang Organizer: Michael Owyang
  A0410:  C. Otrok, M. Owyang, L. Jackson Young
  Tax progressivity, economic booms, and trickle up economics
  A0628:  J. Schaumburg, T. Dahlhaus, T. Sekhposyan
  Networking the yield curve
  A0382:  A. De Polis, D. Delle Monache, I. Petrella
  A score-driven model for GDP-at-risk
  A1489:  B. Kolb, E. Prieto, S. Eickmeier
  The macroeconomic effects of bank capital regulation
Session CO200 Room: Gordon
Time series econometrics Sunday 15.12.2019   08:40 - 10:20
Chair: Antonio Montanes Organizer: Antonio Montanes
  A0438:  A. Gomez-Loscos, L. Gadea, E. Bandres
  On what drives regional business cycles in Europe
  A0691:  J. Sapena, M. Camarero, C. Tamarit
  Time-varying behavior of the equilibrium velocity of money in the Euro area
  A0951:  L. Gadea, J. Gonzalo Munoz
  Long-term climate forecasts
  A1093:  A. Montanes
  Testing for trends in the presence of seasonal component
Session CO220 Room: Montague
Topics in financial econometrics I Sunday 15.12.2019   08:40 - 10:20
Chair: Leopold Soegner Organizer: Leopold Soegner, Joern Sass
  A0801:  C. Erlwein-Sayer, S. Grimm, P. Ruckdeschel, J. Sass, T. Sayer
  Varying correlation parametrizations in an HMM setting for filter-based portfolio strategies
  A0883:  A.-K. Thoes, J. Sass
  Performance of equal weight strategies using fewer assets
  A1402:  J. Reynolds, L. Soegner, M. Wagner
  Analyzing and testing the forward bias puzzle
  A1083:  C. Zwatz
  Size and power properties of autocorrelation and heteroskedasticity robust tests in spatial error models
Session CO224 Room: Woburn
Topics in dynamic macroeconomics and macroeconometrics Sunday 15.12.2019   08:40 - 10:20
Chair: Marco Maria Sorge Organizer: Marco Maria Sorge
  A0299:  A. Cantelmo, G. Melina, C. Papageorgiou
  Macroeconomic outcomes in disaster-prone countries
  A0311:  M. Fragetta, S. Destefanis, E. Gasteiger
  One size to fit all in the Euro area: Some counterfactual evidence
  A0584:  A. Tryphonides
  Synthesizing structural evidence on the monetary and fiscal stance in the US: A Bayesian approach
  A0759:  M.M. Sorge
  Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models
Session CO202 Room: Chancellor's Hall
High-frequency econometrics Sunday 15.12.2019   08:40 - 10:20
Chair: Bezirgen Veliyev Organizer: Bezirgen Veliyev
  A1153:  K. Christensen
  A nonparametric test for commonality in intraday high-frequency data
  A1020:  D. Borup, K.P. Bertelsen, J. Jakobsen
  Information flows and volatility: Level or persistence shifts
  A0600:  M.M. Kjaer, B. Veliyev, B.J. Christensen
  Forecasting the volatility of the yield curve
  A0638:  P. Exterkate, O. Knapik
  A regime-switching stochastic volatility model for forecasting electricity prices
Session CC816 Room: MAL 351
Contributions in financial time series Sunday 15.12.2019   08:40 - 10:20
Chair: Robert Jung Organizer: CFE
  A0865:  A.M. Sathe, N.S. Upadhye
  Estimation of the parameters of symmetric stable ARMA and ARMA-GARCH time series process
  A1716:  S. Azmat, M. Gronwald, X. Jin
  Public attention and financial markets: An analysis using google trends
  A1618:  T. Kiss, E. Hjalmarsson
  Long-run predictability tests are even worse than you thought
  A0192:  B. Gribisch, T. Eckernkemper
  Intraday conditional value at risk: A periodic mixed-frequency GAS approach
Session CC820 Room: MAL 352
Contributions in value-at-risk Sunday 15.12.2019   08:40 - 10:20
Chair: Alexandra Dias Organizer: CFE
  A1648:  A. Stephan, H. Loof, M. Sahamkhadam, A. Stephan
  The impact of ESG on stocks downside risk and risk adjusted return
  A1614:  A. Titova
  Asymmetric-loss-based evaluation of daily value-at-risk models
  A1804:  E. Lazar, N. Zhang, R. Tunaru
  Scoring function-based model risk of risk models
Session CC824 Room: MAL 353
Contributions in computational econometrics Sunday 15.12.2019   08:40 - 10:20
Chair: Peter Winker Organizer: CFE
  A1882:  Q. Meertens, C. Diks, J. van den Herik, F. Takes
  Correcting the bias of economic aggregates that is caused by classification errors
  A1924:  R. Seri, M. Martinoli, S. Centorrino, D. Secchi
  Model calibration and validation via confidence sets
  A1696:  S. Liu, M. Caporin, S. Paterlini
  Estimating dynamic networks with a state-space model
  A0187:  N. Moiseev, N. Tikhomirov
  Computation of interval forecast for ARIMA models accounting for the uncertainty of parameters' estimates
Parallel session H: CMStatistics Sunday 15.12.2019 10:50 - 12:55

Session EO300 Room: CLO B01
Applied functional data analysis Sunday 15.12.2019   10:50 - 12:55
Chair: Marzia Cremona Organizer: Marzia Cremona
  B0258:  Y. Okhrin
  Revealing technical trading rules with the empirical similarity concept
  B0867:  F. Scheipl, J. Minkwitz
  Functional additive regression for ordinal responses: Modeling EEG- based brain arousal state dynamics
  B0923:  J. Park, E. Koukouli, F. Dondelinger
  A functional regression model for determining drug-response relationship in cancer genomics
  B1320:  H.B. Kang, Q. Liu, L. Price, K. Lee
  Mixture of functional graphical models with an application to ADHD data
  B1001:  A. Kenney, M. Reimherr, F. Chiaromonte, S. Craig, K. Makova
  Polygenic risk score based on weight gain trajectories is predictive of childhood obesity
Session EO316 Room: Bloomsbury
Duration time regression beyond the Cox model Sunday 15.12.2019   10:50 - 12:55
Chair: Riccardo De Bin Organizer: Giampiero Marra, Riccardo De Bin, Rosalba Radice
  B0929:  G. Marra, R. Radice, D. Lazzaro
  Link-based survival additive models with mixed types of censoring
  B0966:  K. Burke
  A flexible parametric modelling framework for survival analysis
  B1053:  R. Dettoni, G. Marra, R. Radice
  Copula link-based additive models for dependent right-censored event time data
  B1078:  J.M. Gran
  Estimating treatment effects in non-Markov multi-state models
  B1087:  R. De Bin, V. Stikbakke
  First-hitting-time models for high-dimensional data: A statistical boosting approach
Session EO492 Room: G11
Methodological and computational aspects of graphical and network models Sunday 15.12.2019   10:50 - 12:55
Chair: Jing Zhang Organizer: Qi Zhang, Yunzhang Zhu
  B0574:  F. Liu
  Noise injection regularization in large models with applications to neural networks and graphical models
  B0942:  J. Ma
  Efficient estimation of change points in regime switching dynamic Markov random fields
  B0967:  B. Price, A. Molstad, B. Sherwood
  Using cluster fusion regularization to estimate multiple precision matrices
  B0999:  H. Chun
  Sparse additive graphical models
  B0895:  R. Mohammadi
  Bayesian inference of high-dimensional graphical models: Application to brain connectivity
Session EO084 Room: G3
Statistical methods for risk management in finance and insurance Sunday 15.12.2019   10:50 - 12:55
Chair: Hideatsu Tsukahara Organizer: Hideatsu Tsukahara
  B0528:  A. Alexander John McNeil
  Spectral backtests of forecast distributions with application to risk management
  B0758:  D. Kurisu
  Detecting factors of quadratic variation in the presence of microstructure noise
  B1328:  S. Mittnik, D. Mao
  Tail-risk aggregation
  B1132:  H. Tsukahara
  A copula approach to spatial econometrics with applications to finance
  B1450:  P. Walker, M. Paolella
  Financial systemic risk prediction with non-Gaussian orthogonal-GARCH models
Session EO508 Room: G5
Retrospective synthetic clinical trials to find new lives for old drugs Sunday 15.12.2019   10:50 - 12:55
Chair: Roy Welsch Organizer: Roy Welsch
  B1973:  M. Albers
  Harnessing machine learning, chemoproteomics, and in silico drug trials to repurpose drugs for Alzheimer's disease
  B1752:  B. Zheng, B. Su
  Metformin and risk of dementia incidence among 0.2 million diabetes patients: an EHR-based cohort study
  B1950:  S. Xu, S. Finkelstein, R. Welsch, B. Su, B. Zheng, M.-L. Charpignon, I. Tzoulaki
  Repurpose anti-diabetic drugs for cancer based on causal evidence
  B1868:  B. Vakulenko-Lagun, R. Betensky, S. Das, M.-L. Charpignon, C. Magdamo, Y.-H. Sheu, D. Blacker, M. Albers
  Competing risks framework for repurposing of drugs
  B1917:  A. AlShehhi
  Identifying dementia prognostic factors among diabetes individuals
  B1992:  S. Finkelstein
  Discussion for Session EO508
Session EO462 Room: MAL G13
The Stein method and statistics Sunday 15.12.2019   10:50 - 12:55
Chair: Robert Gaunt Organizer: Robert Gaunt
  B1469:  A. Anastasiou, G. Reinert
  Bounds for the asymptotic distribution of the likelihood ratio
  B1475:  F. Ghaderinezhad
  To choose or not to choose a prior? That's the question!
  B0964:  B. Berckmoes, A. Ivanova, G. Molenberghs
  On asymptotic normality in estimation after a group sequential trial
  B0745:  A. Kumar, N.S. Upadhye
  Pseudo-binomial Approximation to $(k1, k2)$-runs
  B0786:  N.S. Upadhye, A. Kumar, P. Vellaisamy
  Approximations related to sum of $m$-dependent random variables
Session EO290 Room: MAL G14
Computational Statistics in distribution theory Sunday 15.12.2019   10:50 - 12:55
Chair: Andriette Bekker Organizer: Andriette Bekker
  B0397:  P. Nagar, A. Bekker, M. Arashi
  Circular mean variance mixture models
  B0837:  L. Minkova
  Geometric Polya-Aeppli process
  B1152:  C. Geldenhuys, R. Ehlers
  Inference of the weighted type I and type II bivariate Polya-Aeppli distributions
  B1162:  R. Ehlers, C. Geldenhuys
  Weighted type I and type II bivariate Polya-Aeppli distributions
  B1269:  J. Ferreira, A. Bekker
  Bayesian estimation of a generalised entropy functional using alternative Dirichlet priors
Session EO655 Room: MAL G15
Recent developments in Bayesian causal inference Sunday 15.12.2019   10:50 - 12:55
Chair: Genevieve Lefebvre Organizer: Genevieve Lefebvre
  B0690:  S. Geneletti, G. Baio, J. Pina-Sanchez, A. OKeeffe, S. Richardson, F. Ricciardi, J.P. Gosling
  Prior constraints in estimation of causal effects in natural experiments
  B0980:  A. Beliveau, S. Pocol
  Modeling baseline treatment effects in Bayesian network meta-analysis of disconnected networks
  B1121:  L. McCandless
  Bayesian analysis of correlated exposure biomarkers subject to a limit of detection
  B1204:  A. Mattei, M. Bia, A. Mercatanti
  Assessing causal effects in a longitudinal observational study with truncated outcomes and nonignorable missing data
Session EO076 Room: MAL G16
Dependence models and copulas Sunday 15.12.2019   10:50 - 12:55
Chair: Fabrizio Durante Organizer: Wolfgang Trutschnig, Fabrizio Durante
  B1715:  M. Crispino, S. Girard, J. Arbel
  Dependence properties and Bayesian inference for asymmetric multivariate copulas
  B0430:  C. Garcia Gomez, A. Perez Espartero, M. Prieto-Alaiz
  Copula-based analysis of multivariate dependence patterns between dimensions of poverty in Europe
  B0821:  F. Griessenberger, W. Trutschnig
  Quantifying and estimating asymmetric dependence
  B1030:  E. Perrone
  Geometric structure in dependence models and applications
Session EO612 Room: CLO 101
Advances in high-dimensional statistics Sunday 15.12.2019   10:50 - 12:55
Chair: Rajen D Shah Organizer: Rajen D Shah
  B0281:  J. Lederer
  Tuning parameter calibration for large and high-dimensional data
  B0848:  C. Leng, M. Chen, K. Kato
  Analysis of networks via the sparse beta-model
  B0909:  B.G. Stokell, R.J. Tibshirani, R.D. Shah
  Regression with high-dimensional categorical data using nonconvex penalties
  B1043:  H. Battey
  Covariance structure induced by sparsity in non-standard domains
  B1106:  D. Cevid, P. Buehlmann, N. Meinshausen
  Spectral deconfounding
Session EO090 Room: CLO 102
Shrinkage methods for large time series models Sunday 15.12.2019   10:50 - 12:55
Chair: Ines Wilms Organizer: Ines Wilms
  B0549:  A. Dufays, J. Rombouts, Y. Song, Z. Li
  Sparse change-point VAR models
  B0570:  E. Wijler, S. Smeekes
  Sparse single-equation error correction models in high dimensions
  B0632:  S. Ryan, R. Killick
  Detecting changes in the covariance structure of high dimensional time series using random matrix theory
  B0830:  R. Adamek, I. Wilms, S. Smeekes
  Desparsified lasso in time series
  B1182:  C.L. Mueller, Z. Kurtz
  Penalized graphical models for cross-sectional and longitudinal microbiome data
Session EO298 Room: Court
Issues in contemporary clustering Sunday 15.12.2019   10:50 - 12:55
Chair: Taps Maiti Organizer: Bertrand Clarke
  B0515:  C. Tortora
  On model-based learning and directional outlier detection
  B0839:  A. Murua, F. Quintana
  A semiparametric Bayesian model for biclustering
  B1092:  N.-H. Kim, R. Browne
  Effect of penalisation on a mixture of factor analysers
  B1381:  B. Seo, J. Li, L. Lin
  Optimal transport, mean partition, and uncertainty assessment in cluster analysis
  B1471:  B. Franczak
  Model-based learning via mixtures of contaminated shifted asymmetric Laplace distributions
Session EO468 Room: Jessel
Structural changes in multivariate and high-dimensional data Sunday 15.12.2019   10:50 - 12:55
Chair: Piotr Fryzlewicz Organizer: Piotr Fryzlewicz
  B0626:  L. Chu, H. Chen
  Asymptotically distribution-free change-point detection for multivariate and non-Euclidean data
  B0824:  A. Kostic, P. Fryzlewicz
  Identifying coordinates with change in high-dimensional panel data using tail-summed scores
  B0974:  A. Safikhani, G. Michailidis
  A block segmentation scheme for structural break detection in large scale high-dimensional non-stationary VAR models
  B1114:  L. Chen, W. Wang, W.B. Wu
  Inference of break-points in high-dimensional time series
  B1470:  P.-S. Zhong, S. Santo
  Covariance change point detection and identification with high-dimensional functional data
Session EO372 Room: MAL 152
Estimation and hypothesis testing for dependent stochastic processes Sunday 15.12.2019   10:50 - 12:55
Chair: Salim Bouzebda Organizer: Salim Bouzebda, Mohamed Chaouch
  B0279:  T. El Hadjali, S. Bouzebda, B. Nemouchi
  Uniform in bandwidth convergence rate of the kernel regression estimator adaptive to intrinsic dimension
  B0331:  M.D. Fall
  A dependent stochastic process in Bayesian nonparametrics
  B0406:  A. Amiri
  Nonparametric regression for locally stationary functional data
  B0443:  G. Toulemonde, J.-N. Bacro, C. Gaetan, T. Opitz
  A space-time process for extremes: Application to precipitation data
  B0490:  Y. Boubacar Mainassara
  Modified portmanteau tests for ARMA models with dependent errors
Session EO474 Room: MAL 153
Computation and likelihood in biostatistical and environmental models Sunday 15.12.2019   10:50 - 12:55
Chair: Anuradha Roy Organizer: Anuradha Roy
  B0272:  C. Drago
  Log concave densities in symbolic data analysis
  B0647:  T.-I. Lin
  Mixtures of factor analyzers with covariates for clustering multiply censored dependent variables
  B0730:  R. Khattree
  A new all-purpose generic transformation with applications in multivariate modelling and missing value imputation
  B0903:  I. Zezula, D. Klein
  Testing multiple means in two-level compound symmetry multivariate data
  B1354:  J. Shults
  Overcoming challenges in the analysis of longitudinal discrete data
Session EO667 Room: Senate
Communicating statistics and data science to the masses Sunday 15.12.2019   10:50 - 12:55
Chair: Jennifer Green Organizer: Jennifer Green
  B1128:  J. Utts
  Communicating controversial statistical results to the public
  B1212:  L. Vittert
  Clickbait, fake news, and accidental misleads
  B1272:  R. Nuzzo
  Writing for newspapers, magazines, and comics
  B1319:  T. Butterworth
  If data-driven journalism is the future, what do journalists need to know about statistics
  B1600:  K. Schmid
  You have been asked to talk to the media, now what?
Session EO322 Room: CLO 203
Recent development in experimental designs and industrial statistics Sunday 15.12.2019   10:50 - 12:55
Chair: Chang-Yun Lin Organizer: Chang-Yun Lin
  B1350:  R. Fontana, P. Semeraro
  Representation of multivariate Bernoulli distributions with a given set of specified moments
  B1388:  P.-W. Tsai, S. Gilmour
  Two-level block designs under model uncertainty
  B1391:  S. Gilmour, L. Trinca, H. Oliveira, C. Oliveira
  Prediction properties of optimum response surface designs
  B1404:  R.-B. Chen
  Optimal non-collapsing space-filling designs for irregular experimental regions
  B1437:  R. Lekivetz
  Construction, properties, and analysis of group-orthogonal supersaturated designs
Session EO114 Room: CLO 204
Novel statistical methods and applications for medical data Sunday 15.12.2019   10:50 - 12:55
Chair: Mihye Ahn Organizer: Mihye Ahn, Chae Ryon Kang
  B1861:  M. Ahn
  A dimension reduction method for group analysis of functional neuroimaging data
  B1753:  S. Lee
  Age related network efficiency and the role of multi-modal neural underpinning
  B1944:  A. Schissler, A. Knudson
  On simulating ultra high-dimensional multivariate data
  B1601:  C.R. Kang, H. Janes, P. Tajik, H. Groen, B. Mol
  Evaluation of biomarkers for treatment selection using individual participant data from multiple clinical trials
  B1959:  M.J. Ha, V. Baladandayuthapani, F. Stingo
  Graphical models for data integration and mediation analysis
Session EO556 Room: MAL 253
Uncertainty in weather, climate, and hydrological forecasts Sunday 15.12.2019   10:50 - 12:55
Chair: Annette Moeller Organizer: Annette Moeller
  B0284:  R. Buizza
  Ensemble methods for weather prediction
  B0671:  S. Vannitsem, J. Demaeyer
  Statistical postprocessing under model and climate changes: A challenge
  B0234:  S. Buschow, P. Friederichs
  Using wavelets to verify the correlation structure of meteorological forecast fields
  B0327:  S. Baran, S. Hemri, M. El Ayari
  Statistical post-processing of water level forecasts
  B0393:  S. Hemri, C. Spirig, J. Bhend, J. Rajczak, L. Moret, M. Liniger
  Spatially consistent postprocessing of probabilistic cloud cover forecasts
Session EC812 Room: MAL 254
Contributions in spatial statistics Sunday 15.12.2019   10:50 - 12:55
Chair: Anastassia Baxevani Organizer: CMStatistics
  B1639:  K. Khan, C. Calder
  Restricted spatial regression methods: Implications for inference
  B1642:  C. Muehlmann, K. Nordhausen, H. Oja
  Supervised dimension reduction for spatial data
  B1034:  I. Fabris-Rotelli, R. Kirsten, G. Breetske
  Re-examining the similarity threshold of Andresen's spatial point pattern S-Index
  B1739:  I. Marques, T. Kneib, N. Klein
  Non-stationary wrapped Gaussian processes with sparse precision matrices
  B0208:  A. Garcia-Perez
  Robust cross-variogram estimators and their distributions
Session EC799 Room: MAL 354
Contributions in statistical modelling II Sunday 15.12.2019   10:50 - 12:55
Chair: Inmaculada Barranco-Chamorro Organizer: CMStatistics
  B1567:  R. Ascari, S. Migliorati, E. Buono
  A new regression model for discrete data allowing for overdispersion
  B0185:  M. Prieto-Alaiz, C. Garcia Perez, F.J. Callealta Barroso
  Modelling income distribution using the log Student t distribution: New evidence for EU countries
  B1762:  J.-J. Jeon
  Regularized Babington-Smith ranking model
  B0315:  K. Fujisawa, K. Tahata
  On generalized marginal inhomogeneity model for multidimensional contingency tables
  B1866:  M. Takagishi
  New nonparametric approach to correct response bias on ordinal categorical data using Anchoring vignette
Session EC807 Room: MAL 355
Contributions in multivariate statistics Sunday 15.12.2019   10:50 - 12:55
Chair: Ioulia Papageorgiou Organizer: CMStatistics
  B0194:  J. Nzabanita, D. von Rosen, M. Singull
  The MLE-3D algorithm for the 2-fold growth curve model
  B1852:  I. Takasawa, K. Tanioka, H. Yadohisa
  Structural equation modeling considering cluster structure
  B1652:  A. Nakashima, K. Adachi
  Three-mode PCA for finding a solution intermediate between Tucker3 and Parafac
  B1879:  N. Shutoh
  Asymptotic distribution of the linear discriminant function with two-step monotone sample
  B1858:  Y. Morioka, K. Tanioka, H. Yadohisa
  Mixture of factor analyzers for NMAR missing data
Session EG267 Room: MAL 251
Contributions on statistics for insurance and actuarial sciences Sunday 15.12.2019   10:50 - 12:55
Chair: Udi Makov Organizer: CMStatistics
  B0859:  Y. Shimizu
  Why does the human die: Cohort-wise mortality prediction under the survival energy hypothesis
  B1574:  N. Hong, R. Ho, G. Tzougas
  The Poisson-Lognormal regression model for mean and dispersion with an application to insurance ratemaking
  B1895:  C. Kleiber
  Some moment-indeterminate distributions from actuarial science
  B1931:  G. Tzougas, D. Karlis
  A general family of mixed exponential models applied to heavy-tailed losses
  B1569:  C. Ramsay, V. Oguledo
  Optimal design of long term care insurance for Medicaid seniors using a multi-state Markov model of mortality/morbidity
Parallel session H: CFE Sunday 15.12.2019 10:50 - 12:55

Session CI845 Room: Beveridge Hall
Advances in forecasting Sunday 15.12.2019   10:50 - 12:55
Chair: Michael Owyang Organizer: Michael Owyang
  A0169:  M. Owyang
  Scenario forecasting with the conditional probit
  A0179:  A. Galvao
  Measuring the effects of expectations shocks
  A0182:  M. McCracken
  Tests of conditional predictive ability: Some simulation evidence
Session CO606 Room: MAL B02
Econometric studies of commodity prices and futures Sunday 15.12.2019   10:50 - 12:55
Chair: Martin Stefan Organizer: Pierre Siklos
  A1079:  A. Puetz, C. Sulewski, M.T. Bohl
  Speculation and the informational efficiency of commodity futures markets
  A1588:  T. Vollmer, S. von Cramon-Taubadel
  The influence of Brazilian exports on price transmission processes in the coffee sector: A Markov-switching approach
  A1733:  N. Kellard, S. Astill, I. Korkos
  Testing for bubbles in commodity spot and futures using a co-explosive autoregression
  A1767:  P. Prange, D. Baur, K. Schweikert
  Flight to quality: Gold mining shares versus gold bullion
  A1884:  C. Sulewski, P. Siklos, A. Puetz
  Who pays the piper calls the tune: Networks and transaction costs in commodity markets
Session CO412 Room: MAL B04
Models of dependence, heavy tails and financial networks Sunday 15.12.2019   10:50 - 12:55
Chair: Rustam Ibragimov Organizer: Rustam Ibragimov
  A0342:  R. Bu
  Oil prices and U.S. stock market dependence: A mixed-frequency data sampling copula approach
  A0370:  A. Skrobotov, R.S. Pedersen, R. Ibragimov
  New measures of volatility clustering, nonlinear dependence and market (non-)efficiency
  A0586:  M. Jaser, A. Min
  A simple non-parametric goodness-of-fit test for elliptical copulas
  A0784:  K. Abduraimova
  Contagion in complex financial networks
  A1263:  R.S. Pedersen
  Characterization of the tail behavior of a class of BEKK processes
Session CO478 Room: MAL B18
Commodities finance Sunday 15.12.2019   10:50 - 12:55
Chair: Julien Chevallier Organizer: Julien Chevallier
  A0319:  C. Urom, J. Chevallier
  A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
  A0460:  N. Rubino
  A panel study of the effect of commodity price levels and volatility on the real exchange rates
  A0470:  M. Bonato
  Realized correlations, betas and volatility spillover in the agricultural commodity market: What has changed
  A0548:  C. Wegener, R. Kruse-Becher, T. Nguyen-Huu
  Investigating bubbles in commodity prices by market expectations and determinants of dynamic persistence
  A1935:  Y. Le Pen, B. Sevi
  Behavioral, fundamentals and market determinants of the correlation between asset classes
Session CO206 Room: MAL B20
Large panel models: Estimation and inference Sunday 15.12.2019   10:50 - 12:55
Chair: Kunpeng Li Organizer: Ying Fang, Degui Li
  A0326:  I. Casas, J. Gao, S. Xie, B. Peng
  Time-varying income elasticities of healthcare expenditure for the OECD and the Eurozone
  A0855:  K. Li, K. Miao, L. Su
  Panel threshold models with interactive fixed effects
  A0893:  Q. Xu, C. Zongwu, Y. Fang
  Functional-coefficient panel data models with cross-sectional dependence with an application to asset pricing
  A1751:  M.R. Yeganegi
  Large panel time series forecasting using functional model
  A1997:  C. Huang, W. Wang, V. Chernozhukov, W.K. Haerdle
  LASSO-Driven Inference in Time and Space
Session CO378 Room: MAL B35
Non-standard analysis of non-linear time series Sunday 15.12.2019   10:50 - 12:55
Chair: Anurag Banerjee Organizer: Anurag Banerjee
  A0209:  J.-Y. Pitarakis
  A novel approach to predictive accuracy testing in nested environments
  A0233:  F. Bec, H.B. Nielsen, S. Saidi
  Mixed causal-noncausal autoregressions: Bimodality issues in estimation and unit root testing
  A0568:  X. Wang, A. Banerjee
  Bandwidth choice in functional cointegration
  A0780:  M. Hirukawa
  Time-series GMM estimation with missing observations: A comparison of two alternative models
  A1668:  J. Gonzalo Munoz, J.Y. Peng
  Multiple long-run equilibria through cointegration eyes
Session CO685 Room: MAL B36
Statistical learning in macroeconomics and finance Sunday 15.12.2019   10:50 - 12:55
Chair: Henri Nyberg Organizer: Henri Nyberg
  A0484:  T. Virtanen, H. Kauppi
  Boosting non-linear predictability of macroeconomic time series
  A0511:  J. Becker, C. Leschinski
  Directional predictability of daily stock returns
  A0558:  A. Chudziak
  How stock returns predictability using a simple neural network changes over time
  A0618:  L. Nevasalmi
  Forecasting multinomial stock returns using machine learning methods
  A0897:  H. Nyberg, H. Kauppi
  Semiparametric selection and optimal weighting of leading economic indicators
Session CO236 Room: G4
New empirical approaches to long run growth Sunday 15.12.2019   10:50 - 12:55
Chair: Peter Pedroni Organizer: Peter Pedroni
  A0775:  M. Klemp, O. Galor
  Local population diversity
  A0872:  C. Muller, C. Hannafi
  Poverty, GDP per capita and health in developing countries: Panel cointegration results with selection
  A1063:  P. Pedroni, E.M. Cervellati, G. Meyerheim, U. Sunde
  The long-run dynamics of income and inequality
  A1010:  U. Sunde, G. Meyerheim, P. Pedroni
  The long-run dynamics of capital-skill complementarity
  A1110:  G. Meyerheim, P. Pedroni, U. Sunde
  Is economic growth really over? A contribution to the secular stagnation debate
Session CO472 Room: Gordon
EcoSta journal Part A: Econometrics Sunday 15.12.2019   10:50 - 12:55
Chair: Alessandra Amendola Organizer: Erricos Kontoghiorghes
  A1942:  G. Gallo, A. Amendola, V. Candila, F. Cipollini
  Combining different frequencies in modeling non--negative processes: The MEM-MIDAS
  A0683:  J. Jacobs, B. Abeln
  Seasonal adjustment of high-frequency data
  A1655:  R. Laviste, D. Maringer
  The portfolio regression approach to mean-variance analysis via the elastic net
  A1725:  S. Paterlini, P.J. Kremer, D. Brzyski, M. Bogdan
  Sparse index tracking via the sorted $\ell_{1}$ - norm
  A1556:  R. Gerlach, W. Chen, G. Peters, S. Sisson
  Dynamic quantile function models
Session CO785 Room: Montague
Understanding the cross section of stock returns Sunday 15.12.2019   10:50 - 12:55
Chair: Julien Penasse Organizer: Julien Penasse
  A0260:  A. Neuhierl, A. Chinco, M. Weber
  Estimating the anomaly baserate
  A0255:  J. Penasse
  Understanding alpha decay
  A0264:  T. de Oliveira Souza
  A critique of momentum anomalies
  A0649:  S. Bryzgalova, M. Pelger, J. Zhu
  Forest through the trees: Building cross-sections of stock returns
  A1049:  C. Sarisoy, P. de Goeij, B. Werker
  Linear factor models and the estimation of expected returns
Session CO470 Room: Woburn
Applied international macroeconomics Sunday 15.12.2019   10:50 - 12:55
Chair: Mariarosaria Comunale Organizer: CFE, Mariarosaria Comunale
  A0312:  M. Comunale
  Shock dependence of exchange rate pass-through: A comparative analysis of BVARs and DSGEs
  A0344:  D. Kaufmann
  Shocking interest rate floors
  A0488:  P. Lastauskas, A. Proskute, A. Zaldokas
  On how firms adjust when trade stops: Labor market, industrial linkages, and macroeconomic effects
  A1609:  G. Voucharas, T. Panagiotidis
  Revisiting the manufacturing-led growth hypothesis: A quantile regression approach
  A1590:  B. Sy, S.J. Villejo, R. Lacaza
  Impact of regional trade agreements on trade creation and trade diversion using the structural gravity model
Session CO244 Room: Chancellor's Hall
Environmental econometrics Sunday 15.12.2019   10:50 - 12:55
Chair: Simone Maxand Organizer: Simone Maxand
  A0616:  D. Hendry, J. Castle
  Econometrics for climate modelling
  A1288:  J.K. Kurle
  Modelling emissions by saturation estimation
  A1406:  S. Martins, D. Hendry
  Modelling long-run co-volatilities
  A1159:  F. Dorn, S. Maxand, T. Kneib
  A panel approach for causalities and the distribution between income inequality and carbon emissions
  A1022:  S. Maxand
  Economic growth, energy consumption and carbon emissions: Evidence from statistically identified panel SVARs
Session CC815 Room: MAL 352
Contributions in time series econometrics Sunday 15.12.2019   10:50 - 12:55
Chair: Alessandra Luati Organizer: CFE
  A1193:  H. Kawakatsu
  Jointly modeling autoregressive conditional mean and variance of positive valued time series
  A1709:  T. Gorshkova
  Forecasting regional inflation using spatial correlation models
  A1695:  K. Hayakawa, G. Cui, S. Nagata, T. Yamagata
  A robust approach to heteroskedasticity, serial correlation and slope heterogeneity for large linear panel data models
  A1916:  A. Giovannelli, T. Proietti
  Nowcasting monthly GDP with big data: A model averaging approach
Session CG389 Room: MAL 351
Contributions in monetary policy Sunday 15.12.2019   10:50 - 12:55
Chair: Par Osterholm Organizer: CFE
  A1754:  N. Michail, D. Koursaros
  On the effect of monetary policy on bank behaviour: Evidence from bank credit standards
  A1829:  A. Vaello Sebastia, I. Alonso, P. Serrano
  The impact of heterogeneous unconventional monetary policy on tail risks
  A1864:  P. Wohlfarth
  Preferred habitat, policy, and the CIP puzzle
  A1867:  X. Chen
  Macroeconomic interactions with money in China
  A1819:  H. Rohloff, H. Herwartz
  Less bang for the buck? Assessing the role of inflation uncertainty for U.S. monetary policy transmission
Session CG865 Room: MAL 353
Contributions in credit risk Sunday 15.12.2019   10:50 - 12:55
Chair: Jonathan Crook Organizer: CFE
  A0293:  C. Macchiarelli, P. De Grauwe
  Financial frictions and housing collateral constraints in a macro model with heuristics
  A0751:  R. Latocha
  Multi-factor model for contingent convertible bonds
  A1649:  P. Brakatsoulas
  Credit rating downgrade risk on equity returns
  A1870:  D. Cellai, T. Fitzpatrick
  The network effect in credit concentration risk
Parallel session I: CMStatistics Sunday 15.12.2019 14:25 - 16:05

Session EI014 Room: Beveridge Hall
Depth, ensembles and inference Sunday 15.12.2019   14:25 - 16:05
Chair: Peter Rousseeuw Organizer: Peter Rousseeuw
  B0155:  Y. She
  On a generalization and computation of Tukey's depth
  B0156:  M.-P. Victoria-Feser, S. Guerrier, M. Karemera, S. Orso
  Accurate parametric inference in high dimensional settings: A step beyond the bootstrap
  B0157:  S. Van Aelst, R. Zamar
  Ensemble of regularized linear models
Session EO176 Room: CLO B01
Advanced tools for functional and object data Sunday 15.12.2019   14:25 - 16:05
Chair: Hans-Georg Mueller Organizer: Hans-Georg Mueller
  B1101:  J.-L. Wang
  Functional snippets
  B1520:  B. Park, I. Van Keilegom, J.M. Jeon
  Additive regression for predictors of various natures and Hilbertian responses with application to censored/missing data
  B1261:  A. Petersen, S.-Y. Oh, J. Zapata
  Partial separability and graphical models for multivariate functional data
  B0196:  M. Lopes, Z. Lin, H.-G. Mueller
  Bootstrapping max statistics in high dimensions: Near parametric rates under weak variance decay and applications
Session EO584 Room: Bloomsbury
Instrumental variables methods Sunday 15.12.2019   14:25 - 16:05
Chair: Babette Brumback Organizer: Babette Brumback
  B1234:  F. Windmeijer, X. Liang, F. Hartwig, J. Bowden
  The confidence interval method for selecting valid instrumental variables
  B1295:  J. Bowden
  Bayesian model averaging for two-sample summary data Mendelian randomization in the presence of pleiotropy
  B1365:  E. Goetghebeur, S. le Cessie
  Three causal lessons from a simulation learner: On SUTVA, instrumental variables and causal estimands
  B1415:  B. Brumback
  Structural nested models for cluster-randomized trials with cluster-level non-adherence
Session EO192 Room: G11
Advances in statistical network analysis Sunday 15.12.2019   14:25 - 16:05
Chair: Jonathan Stewart Organizer: Michael Schweinberger
  B0615:  A. Mele, J. Cape, C. Priebe, L. Hao
  Spectral inference for large stochastic blockmodels with nodal covariates
  B1180:  N. Niezink
  Modeling the dynamics of social network perceptions
  B0922:  J. Stewart, M. Schweinberger
  Generalized beta-models with dependent edges and parameter vectors of increasing dimension
  B1838:  S. Chandna, P.-A. Maugis
  Nonparametric estimation for multiple heterogeneous networks
Session EO266 Room: G3
Statistical methods applied to insurance and actuarial sciences Sunday 15.12.2019   14:25 - 16:05
Chair: Olivier Lopez Organizer: Olivier Lopez
  B0183:  M. Thomas, J. El Methni
  A micro-level study of IBNR claims reporting delays using extreme value theory
  B0252:  M. Pesta, M. Maciak, O. Okhrin
  Micro forecasting
  B0576:  L. Yang
  Nonparametric copula estimation for mixed insurance claim data
  B0680:  S. Farkas, O. Lopez, M. Thomas
  Cyber claim analysis through generalized Pareto regression trees with applications to insurance pricing and reserving
Session EO164 Room: G5
Recent advances in functional and multivariate data analysis Sunday 15.12.2019   14:25 - 16:05
Chair: Yuko Araki Organizer: Yuko Araki
  B1025:  A. Kawaguchi
  Time course modeling for brain imaging data
  B1074:  T. Misumi, H. Matsui
  Joint modeling and estimation for multivariate longitudinal data and binary outcome
  B1107:  D. Kong
  Causal inference in imaging genetics
  B1270:  M. Imaizumi
  Statistical inference on M-estimators by high-dimensional Gaussian approximation
Session EO310 Room: MAL G13
Bayesian applications and methods Sunday 15.12.2019   14:25 - 16:05
Chair: Christopher Hans Organizer: Christopher Hans
  B0407:  S. Jensen
  Modeling crime dynamics and associations with the built environment in Philadelphia
  B0450:  L. House, L. Kodali
  Evaluating change in learning from different forms of interactive visualizations with a large case study
  B1306:  M. Haran
  Fast computing for latent Gaussian random field models
  B1313:  C. Calder
  Community detection in co-location networks
Session EO128 Room: MAL G14
Advances in Bayesian computation Sunday 15.12.2019   14:25 - 16:05
Chair: Radu Craiu Organizer: Radu Craiu
  B0448:  D. Vats
  Efficient Bernoulli factory MCMC for intractable likelihoods
  B0544:  M. Vihola, A. Lee, S. Singh
  On the scalability of conditional particle filters
  B1003:  R. Kohn, M.-N. Tran, D. Gunawan, N. Nguyen
  A long short-term memory stochastic volatility model
  B1638:  F. Maire
  Convergence time of some non-reversible MCMC methods
Session EO338 Room: MAL G15
Track: Bayesian semi- and non-parametric methods II Sunday 15.12.2019   14:25 - 16:05
Chair: Bernardo Nipoti Organizer: Antonio Canale, Raffaele Argiento, Bernardo Nipoti
  B0625:  D. Kowal, A. Canale
  A simultaneous transformation and rounding approach for modeling integer-valued data
  B1047:  A. Guglielmi, M. De Iorio, S. Favaro, L. Ye
  Bayesian nonparametric dynamic clustering: An application to gender stereotypes in words
  B1361:  C. Carmona, S. Martinez-Jaramillo
  Weighted dynamic multi-layer networks via latent Gaussian processes
  B0596:  C. Li, R. Guhaniyogi, T. Savitsky, S. Srivastava
  Distributed Bayesian inference for varying coefficient spatiotemporal models
Session EO392 Room: MAL G16
Recent developments in vine copulas Sunday 15.12.2019   14:25 - 16:05
Chair: Thomas Nagler Organizer: Thomas Nagler, Claudia Czado
  B0742:  T. Vatter, N. Tagasovska, D. Ackerer
  Vine copula autoencoders
  B0744:  T. Nagler, A. Min
  Vine models for stationary time series
  B0755:  A. Kreuzer
  Dynamic regular vine copulas with an application to exchange rates dependence
  B1714:  E.A. Kovacs, T. Szantai
  A new algorithm for finding a good fitting truncated R-vine copula in high dimensions
Session EO062 Room: CLO 101
Subsampling methods for massive data Sunday 15.12.2019   14:25 - 16:05
Chair: HaiYing Wang Organizer: HaiYing Wang
  B0454:  H. Peng
  Statistical inference in big data high dimensional generalized estimating equations via optimal subsampling
  B0823:  H. Wang
  Optimal subsampling: Sampling with replacement vs Poisson sampling
  B0991:  W. Zheng, X. Kong
  Design based incomplete U-statistics
  B2000:  L. Pronzato, H. Wang
  Sequential online subsampling for thinning experimental designs
Session EO096 Room: CLO 102
Complex data in theory and practice Sunday 15.12.2019   14:25 - 16:05
Chair: Johannes Lederer Organizer: Johannes Lederer
  B0455:  L.-X. Qin
  Statistical assessment of depth normalization methods for microRNA sequencing
  B0698:  K. Hellton
  Penalized angular regression for personalized predictions
  B0286:  S. Sperlich, E. Mammen
  Backfitting tests in generalised structured models
  B1975:  L. Zhang, P. Germain, C. Biernacki, Y. Kessaci
  Domain adaptation from a pre-trained source model
Session EO659 Room: Court
Preparing for the future: PhD programs in statistics education Sunday 15.12.2019   14:25 - 16:05
Chair: Erin Blankenship Organizer: Erin Blankenship
  B0660:  J. Green
  Ph.D. programs in statistics education: Department of mathematical sciences perspective
  B0925:  R. delMas
  The University of Minnesota doctoral program in statistics education research
  B1089:  T. Jacobbe
  Using funding and collaborations with statistics departments to build interest in statistics education
  B0910:  E. Burnham
  A graduate student's perspective of a PhD program in statistics education
Session EO054 Room: Jessel
Modern advances in change-point detection Sunday 15.12.2019   14:25 - 16:05
Chair: Andreas Anastasiou Organizer: Andreas Anastasiou
  B0546:  P. Fryzlewicz, R. Baranowski
  Multiscale autoregression on adaptively detected timescales
  B0886:  A. Betken, M. Wendler
  Efficiency of rank-based change-point tests for long-range dependent time series
  B1225:  M. Huskova, Z. Hlavka, S. Meintanis
  Monitoring in one and two sample multivariate situations and some modifications
Session EO520 Room: MAL 152
Statistical methods for new-age inference problems Sunday 15.12.2019   14:25 - 16:05
Chair: Gourab Mukherjee Organizer: Gourab Mukherjee, Peter Radchenko
  B0419:  A. Guntuboyina
  Univariate total variation denoising, trend filtering and multivariate Hardy-Krause variation denoising
  B0728:  P. Bellec
  Second order Stein: SURE for SURE and other applications in high-dimensional inference
  B1333:  B. Karmakar, D. Small
  Assessment of the corroboration of an elaborate theory of a causal hypothesis using conjunctions of evidence factors
  B0761:  Q. Zhao
  Statistical considerations in Mendelian randomization
Session EO578 Room: MAL 254
Computational methods applied to the environment Sunday 15.12.2019   14:25 - 16:05
Chair: Peter Craigmile Organizer: Peter Craigmile
  B0739:  E. Jack, D. Lee, N. Dean
  Spatio-temporal modelling of respiratory disease risk with changing spatial boundaries
  B0763:  C. Berrett, W. Christensen, S. Sain, N. Sandholtz, D. Coats, C. Tebaldi, H. Lopes
  Modeling sea level processes on the US Atlantic coast
  B1302:  J. Illian
  Spatial point processes
  B1312:  S. Guillas
  Statistical emulation to quantify uncertainties in tsunami modelling using high performance computing
Session EO510 Room: Senate
Modelling extremes Sunday 15.12.2019   14:25 - 16:05
Chair: Holger Rootzen Organizer: Holger Rootzen
  B1604:  C. Mercadier, O. Roustant
  The tail dependograph
  B1686:  D. Castro-Camilo
  Practical left-tail correction for the GEV model
  B1963:  R. Kulik
  Statistical inference for clusters of extremes: Disjoint vs. sliding blocks estimators
  B1721:  L. Trapin, D. Dupuis, S. Engelke
  Modelling panels of extremes
Session EO342 Room: CLO 203
Nonparametric and semiparametric inference for directional data Sunday 15.12.2019   14:25 - 16:05
Chair: Davy Paindaveine Organizer: Davy Paindaveine
  B0711:  T.M. Pham Ngoc
  Adaptive optimal kernel density estimation for directional data
  B0413:  E. Garcia-Portugues, P. Navarro, J.A. Cuesta-Albertos
  Projection-based uniformity tests for directional data
  B1161:  J.E. Chacon, C. Tenreiro
  Bandwidth-free pilot pre-smoothing for circular data
  B1531:  M. Di Marzio, S. Fensore, A. Panzera, C.C. Taylor
  Circular data with error-in-variables
Session EO092 Room: CLO 204
Statistics in neuroscience I Sunday 15.12.2019   14:25 - 16:05
Chair: Jeff Goldsmith Organizer: Jeff Goldsmith
  B0198:  R. Shinohara
  Statistical approaches for disentangling the nature of brain lesions
  B0657:  M. Fiecas
  A grouped Beta process model for multivariate resting-state EEG microstate analysis on twins
  B0718:  J. Wrobel, J. Goldsmith, R. Shinohara, M. Martin
  Intensity warping for multisite MRI harmonization
  B1222:  E. Sweeney
  Aging multiple sclerosis lesions on structural magnetic resonance images
Session EO282 Room: MAL 251
High dimensional and latent variable regression modeling Sunday 15.12.2019   14:25 - 16:05
Chair: Valentin Todorov Organizer: Valentin Todorov
  B1305:  T. Verdonck, S. Hoppner, B. Baesens
  Instance-dependent cost-sensitive logistic model for detecting transfer fraud
  B1364:  M. Gallo, V. Simonacci
  A PLS method for seeking canonical correlations in case of perfect multicollinearity
  B1449:  K. Hron, N. Stefelova, J. Palarea-Albaladejo
  Weighting of logratios in compositional regression
  B1915:  J. Ashwin, M. Ahrens
  Bayesian topic regression: An econometric model for inference with heterogeneous high dimensional data
Session EO604 Room: MAL 252
Advances in precision and covariance matrix estimation Sunday 15.12.2019   14:25 - 16:05
Chair: Eugen Pircalabelu Organizer: Eugen Pircalabelu
  B0807:  I. Wilms, S. Aerts
  Cellwise robust regularized precision matrices for discriminant analysis
  B0851:  Y. Zhao, C. Genest
  The normal scores estimator for the high-dimensional Gaussian copula model
  B0937:  E. Pircalabelu, G. Claeskens
  Community detection on precision matrices with group-based penalties
  B1040:  R.D. Shah, B. Frot, G.-A. Thanei, N. Meinshausen
  RSVP-graphs: Fast high-dimensional covariance matrix estimation under latent confounding
Session EO348 Room: MAL 253
Societal implications of work in statistics and data science Sunday 15.12.2019   14:25 - 16:05
Chair: Jennifer Hill Organizer: Ravi Shroff, Jennifer Hill
  B1200:  S. Flaxman
  Bayesian survey design: A new paradigm for social science research
  B1514:  S. Chakraborty
  A framework to analyze and dissect dissemination of motivated information through social media
  B1559:  A. Chouldechova
  Evaluating predictive bias in the presence of differential label noise
  B1560:  E. McCoy
  The effect of London cycle superhighways on traffic congestion
Session EO056 Room: SH349
Sport analytics Sunday 15.12.2019   14:25 - 16:05
Chair: Andreas Groll Organizer: Andreas Groll
  B0250:  C. Ekstrom
  Evaluating sports tournament predictions
  B0289:  U. Brefeld
  Analyzing positional data from soccer games with deep reinforcement learning
  B0386:  H. Van Eetvelde, A. Groll, C. Ley, G. Schauberger
  A hybrid random forest to predict soccer matches in international tournaments
  B0833:  M. Oetting, A. Groll
  A regularized hidden Markov model for analysing the ``hot shoe'' in football
Session EC814 Room: G21A
Contributions in biostatistics Sunday 15.12.2019   14:25 - 16:05
Chair: Mireille Schnitzer Organizer: CMStatistics
  B1250:  L. Valeri, C. Proust-Lima, H. Jacqmin-Gadda
  Mediation analysis when outcome and mediator are semi-competing events with application in health disparities research
  B1621:  J. Klaschka, M. Maly, A. Sipek
  Interval estimates of event probability from pairwise correlated data: Application in epidemiology of birth defects
  B1723:  T. Nakatsu, T. Kamakura
  Variable selection method for the logistic regression model using a model-X knockoffs algorithm
  B1909:  A.P. Rocha, C. Amado, A. Martins, M.E. Silva
  Multivariate and multiscale complexity of long-range correlated cardiovascular variability signals
Session EC810 Room: MAL 355
Contributions in statistical learning methods and applications Sunday 15.12.2019   14:25 - 16:05
Chair: Charles C Taylor Organizer: CMStatistics
  B1926:  P. Coretto, L. Coraggio
  Resampling methods for comparing clustering solutions
  B1830:  S. Tonini
  The evaluation of statistical learning models in macroeconomic time series
  B1793:  S. Moon, J.-J. Jeon, J.S.H. Lee, Y. Kim
  Learning multiple quantiles with neural networks
  B1928:  M. Godard, C. Mante, C. Guinet, D. Nerini
  Predicting shape of dives of Southern elephant seals using functional regression tree models
Session EG571 Room: MAL 354
Contributions in clustering and classification Sunday 15.12.2019   14:25 - 16:05
Chair: Christian Hennig Organizer: CMStatistics
  B1595:  A. Alharbi, F. Coolen, T. Coolen-Maturi
  A new split criterion for classification trees with binary data
  B1598:  M. Alrasheedi, T. Coolen-Maturi, F. Coolen
  Classification trees with NPI-based thresholds
  B1766:  M. Nai Ruscone, A. Dambrosio
  Non-metric unfolding on augmented data matrix: A copula-based approach
  B1893:  A. Svetlosak, R. Calabrese, M. de Carvalho
  A customer segmentation method for UK open banking-type data
Session EP002 Room: Macmillan Hall and Crush Hall
Poster session CMStatistics I Sunday 15.12.2019   14:25 - 16:05
Chair: Elena Fernandez Iglesias Organizer: CMStatistics
  B1546:  H. Noma, K. Nagashima
  Improved Monte Carlo inference methods for network meta-analysis
  B1636:  J. Allison, J. Ngatchou-Wandji, S. Liebenberg
  On a new goodness-of-fit test for the Rayleigh distribution based on a conditional expectation characterization
  B1651:  A. Grzesiek, A. Wylomanska
  Asymptotic behaviour of auto- and cross-dependence measures for heavy-tailed time series
  B1694:  J.P. Arias-Nicolas, E.L. Sanjuan, M.I. Parra Arevalo
  Bayesian sensitivity analysis of posterior predictive distribution in extreme value theory
  B1776:  I. Papageorgiou
  Goodness of fit test and model assessment for sparse multinomials
  B1795:  S.C. Hong, E.Y. Ko, H. Choi, J.-J. Jeon
  Grouped portfolio optimization with pessimistic risk measure
  B1860:  T. Okubo
  Some characteristics of measurement invariance models and invariance indices
  B1894:  C. van Heerden, C. Pretorius
  A new characterisation-based test for symmetry
  B2029:  K. Facevicova, K. Hron, P. Filzmoser
  Coordinate representation of three-factorial compositional data
  B2031:  S. Kwon
  kmlShape method to cluster longitudinal data
  B2032:  T. Ding
  bmeta: An R package for Bayesian meta-analysis
  B2039:  S. Kim, I. Ohn, Y. Kim, S.B. Seo, Y.-O. Kim
  Bayesian uncertainty decomposition for hydrological projections
Parallel session I: CFE Sunday 15.12.2019 14:25 - 16:05

Session CI020 Room: Chancellor's Hall
Invited Session 2 Sunday 15.12.2019   14:25 - 16:05
Chair: Marcelo Fernandes Organizer: Walter Distaso
  A0166:  V. Corradi
  Quantile forecast evaluation: An application to growth-at-risk
  A0167:  M. Fernandes, C. Scherrer, G. Dias
  Price discovery and market microstructure noise
  A0168:  M. Caporin, D. Erdemlioglu, S. Nasini
  High dimensional influences and financial contagion
Session CO214 Room: MAL B04
Risk modelling in equity and option markets Sunday 15.12.2019   14:25 - 16:05
Chair: Jose Olmo Organizer: Jose Olmo
  A0641:  J. Arteche, J. Garcia
  Singular spectrum analysis for value at risk evaluation in stochastic volatilty models
  A0985:  R. McGee, R. McGee, J. Olmo
  Optimal quantitative risk factors
  A1096:  M. Kratz
  On market price extremes of underlying shares in the options market
  A1846:  J. Olmo, H. Calvo-Pardo, T. Mancini
  Granger-causality detection in high-dimensional systems using feedforward neural networks
Session CO396 Room: MAL B20
Economics of cryptocurrencies Sunday 15.12.2019   14:25 - 16:05
Chair: Marco Lorusso Organizer: Francesco Ravazzolo, Marco Lorusso
  A0741:  L. Kristoufek
  Will Bitcoin mining lead to global environmental catastrophe?
  A1341:  M. Gronwald
  Another look at cryptocurrency bubbles
  A0503:  P. De Pace, J. Rao
  Comovement and bubbles in cryptocurrency markets
  A0697:  M. Lorusso, F. Ravazzolo, S. Asimakopoulos
  A new economic framework: A DSGE model with cryptocurrency
Session CO649 Room: MAL B35
Inflation dynamics Sunday 15.12.2019   14:25 - 16:05
Chair: Edward Knotek Organizer: Edward Knotek
  A0572:  E. Knotek, S. Zaman
  Real-time density nowcasts of U.S. inflation: A model-combination approach
  A0693:  P. Osterholm, R. Edvinsson, S. Karlsson
  Does money growth predict inflation: Evidence from vector autoregressions using four centuries of data
  A0777:  C. Fulton, K. Hubrich
  Forecasting US inflation in real-time
  A1326:  J. Mitchell, M. Weale
  Forecasting with unknown unknowns: Censoring and fat tails on the Bank of England's monetary policy committee
Session CO246 Room: MAL B36
Uncertainty and text analysis Sunday 15.12.2019   14:25 - 16:05
Chair: Svetlana Makarova Organizer: Svetlana Makarova, Wojciech Charemza
  A0811:  E. Gabor-Toth
  Economic policy uncertainty and stock market participation
  A1558:  M. Holda
  Newspaper-based economic uncertainty indices for Poland
  A0912:  V. Larsen
  Components of uncertainty
  A0915:  S. Makarova, W. Charemza, K. Rybinski
  Country-specific uncertainty indices and machine learning: The case of Russia
Session CO402 Room: Gordon
Semi- and nonparametric regression for time series and panel data I Sunday 15.12.2019   14:25 - 16:05
Chair: Joachim Schnurbus Organizer: Markus Fritsch, Harry Haupt, Joachim Schnurbus
  A1632:  A. Soberon, D. Henderson, J.M. Rodriguez-Poo
  Nonparametric multi-dimensional fixed effects panel data models
  A1625:  D. Henderson, A. Soberon
  Inference for multidimensional nonparametric panel data models
  A1476:  J. Schnurbus, H. Haupt
  Semi- and nonparametric modeling of environmental time series distributions
  A1485:  M. Fritsch, J. Schnurbus, A.A.Y. Pua
  Practical aspects of using nonlinear moment conditions in linear dynamic panel data models
Session CO864 Room: Montague
Topics in financial econometrics II Sunday 15.12.2019   14:25 - 16:05
Chair: Leopold Soegner Organizer: Leopold Soegner, Joern Sass
  A0783:  D. Hosszejni, G. Kastner
  Efficient Bayesian estimation of the stochastic volatility model with leverage
  A1002:  M. Scholz, J.P. Nielsen, I. Kyriakou, P. Mousavi
  Forecasting benchmarks of long-term stock returns via machine learning
  A1439:  P. Gersing, M. Deistler
  A subspace estimator for mixed frequency VAR systems
  A0282:  R. Hizmeri, A.-M. Dumitru, M. Izzeldin
  Forecasting the realized variance in the presence of intraday periodicity
Session CO232 Room: Woburn
Macroeconomic policy Sunday 15.12.2019   14:25 - 16:05
Chair: Michael Owyang Organizer: Michael Owyang
  A0609:  N. Traum
  The Macroeconomic Effects of Carbon Taxes: The Role of Investment and Emission Rate Heterogeneity
  A1055:  A. Guisinger, M. Owyang, M. McCracken
  Revisiting the Fed's forecasting advantage
  A1483:  K. Dilts Stedman
  Unconventional monetary policy, (a)synchronicity and the yield curve
  A1998:  E. Wolcott
  Impact of foreign official purchases of U.S. treasuries on the yield curve
Session CO254 Room: MAL 153
Multivariate quantile models Sunday 15.12.2019   14:25 - 16:05
Chair: Gabriel Montes-Rojas Organizer: Gabriel Montes-Rojas
  A0427:  G. Montes-Rojas
  On the distribution of impulse-response functions in macroeconomic shocks
  A0686:  Y. Zu, D. Harvey, S. Leybourne
  Nonparametric estimation of the variance function in an explosive autoregressive model
  A0849:  A. Galvao
  On the unbiased asymptotic normality of quantile regression with fixed effect
  A0189:  A. Atak, G. Montes-Rojas, Y. Zhang, J. Olmo
  Partially linear quantile regression model with time-varying loadings
Session CC822 Room: MAL B02
Contributions in asset pricing Sunday 15.12.2019   14:25 - 16:05
Chair: Thomas Conlon Organizer: CFE
  A0394:  C. Chorro
  Discriminating between GARCH models for option pricing by their ability to compute accurate VIX measures
  A1693:  J. Kurka, J. Barunik
  Horizon-specific risks, higher moments, and asset prices
  A1808:  F. Cech, J. Barunik
  Dynamic quantile model for bond pricing
  A0334:  T. Kobayashi
  Global bond market interaction: An arbitrage-free dynamic Nelson Siegel modeling approach
Session CC821 Room: MAL 351
Contributions in portfolio optimization I Sunday 15.12.2019   14:25 - 16:05
Chair: Abraham Lioui Organizer: CFE
  A1605:  M. Sahamkhadam, A. Stephan, R. Ostermark
  Dynamic Black Litterman copula based optimal portfolios with tail constraints
  A1486:  S. Anyfantaki, N. Topaloglou, E. Maasoumi, J. Ren
  Stochastic dominance inefficiency tests
  A1606:  J. Soehl, D. Paulsen
  A new information criterion for the Sharpe ratio
  A1660:  E. Thorsen, T. Bodnar, N. Parolya, H. Dette
  Sampling distributions of optimal portfolio weights and characteristics in low and large dimensions
Session CC828 Room: MAL 352
Contributions in empirical macroeconomics Sunday 15.12.2019   14:25 - 16:05
Chair: Damjan Pfajfar Organizer: CFE
  A1896:  M. Scharnagl, M. Mandler
  Estimating the effects of the Eurosystem's asset purchase programme at the country level
  A1347:  E. Atta Arsanious Ghaprial, A. Mabrouk
  Investigating the determinants of exchange rate stability
  A0445:  L.J. Alvarez, A. Gomez-Loscos, L. Gadea
  Low inflation in advanced economies
  A1671:  P. Tzika, S. Fountas
  Economic policy uncertainty spillovers in Europe and Greece
Session CG203 Room: MAL 353
Contributions in high-frequency econometrics Sunday 15.12.2019   14:25 - 16:05
Chair: Markus Bibinger Organizer: CFE
  A0553:  A. Santos
  Likelihood evaluation through particle filter methods for high-frequency stochastic volatility models
  A1897:  M. Stapper, A. Masuhr
  Sources of global trading activity: A dynamic factor model for multivariate stock-market data
  A1983:  Y. Luo, Z. Wei
  The impact of periodicity on volatility-volume relations
  A1443:  X. Xue, E. Lazar
  Forecasting risk measures using intraday data in a generalized autoregressive score framework
Session CP001 Room: Macmillan Hall and Crush Hall
Poster session CFE Sunday 15.12.2019   14:25 - 16:05
Chair: Elena Fernandez Iglesias Organizer: CFE
  A1633:  Y. Onishi, K. Irie, S. Sugasawa
  Efficient Bayesian computation for modeling dynamic counts
  A1726:  R. Hendrych
  State space models for stochastic claims reserving
  A1821:  T. Toyabe, K. Asaba, T. Nakatsuma
  Modeling financial durations with limit order book information
  A1826:  M. Nakakita, T. Nakatsuma
  Bayesian modeling of high frequency stochastic volatility with intraday seasonality and skew heavy-tailed error
  A1913:  L. Vacha, J. Barunik
  Machine learning solution of dynamic models with rational inattention
  A1494:  P. Andreou, N. Lambertides, C. Andreou
  Financial distress risk and stock price crashes
  A2038:  P. Grau, L.M. Doncel
  Analysis of the cryptocurrencies market evolution using networks
  A2042:  L. Bielak, A. Wylomanska
  Long-term prediction of the metals prices using non-Gaussian time-inhomogeneous stochastic process
Parallel session J: CMStatistics Sunday 15.12.2019 16:35 - 18:15

Session EI016 Room: Beveridge Hall
Measurement error models and beyond Sunday 15.12.2019   16:35 - 18:15
Chair: Wenqing He Organizer: Grace Yi
  B0174:  J. Buzas
  Estimation in GEE models for clustered/longitudinal data with covariate measurement error
  B1386:  G. Yi
  Progressive multi-state models with misclassified states
  B0173:  L. Wang
  Variable selection and estimation in generalized linear models with measurement error
Session EO711 Room: CLO B01
Functional and shape data analysis Sunday 15.12.2019   16:35 - 18:15
Chair: Anuj Srivastava Organizer: Anuj Srivastava
  B0447:  I. Dryden, K.-R. Kim, H. Le
  Smoothing splines on Riemannian manifolds, with applications to 3D shape space
  B0452:  P. Harms
  Curvature correction for distance-based learning on shape space
  B1014:  J. Strait
  The use of landmarks within elastic planar shape analysis
  B0480:  B. Ben Amor, N. Hosni, H. Drira, F. Chaieb
  Functional PCA on shape space for gait analysis and assessment
Session EO697 Room: MAL B02
Statistical methods for risk management Sunday 15.12.2019   16:35 - 18:15
Chair: Marie Kratz Organizer: Marie Kratz
  B0571:  J. Hambuckers, L. Mhalla, M. Lambert
  Tail risk and style dependence in the fund industry: A multivariate extreme value approach
  B0627:  J. Neslehova, K. Herrmann, M. Hofert
  Extremes of extendible random vectors
  B0787:  A. Dias
  Risk aggregation and the effect of reinsurance
  B1097:  M. Brautigam, M. Kratz
  (F)CLT for functionals of quantile and dispersion estimators: Applications in risk management
Session EO542 Room: MAL B04
Topics on dimension reduction and kernel methods Sunday 15.12.2019   16:35 - 18:15
Chair: Andreas Artemiou Organizer: Andreas Artemiou
  B0388:  S.J. Shin
  A weighted learning approach for sufficient dimension reduction in binary classification
  B0396:  E. Christou
  Central quantile subspace
  B0640:  J. Song, B. Li
  On sufficient dimension reduction for functional data
  B1995:  B. Jones, A. Artemiou, B. Li
  The predictive power of kernel principal components regression
Session EO600 Room: MAL B18
Methods for missing data Sunday 15.12.2019   16:35 - 18:15
Chair: Anders Lundquist Organizer: Anders Lundquist
  B0766:  J. Kuha
  Latent class response propensity models for non-ignorable item nonresponse in surveys
  B0952:  M. Josefsson
  Estimating the population partly conditional mean using longitudinal cohort data with non-ignorable drop-out
  B1254:  M. Doretti, S. Geneletti, E. Stanghellini
  Missing data: A unified taxonomy guided by conditional independence
  B1279:  A. Linero, M. Daniels
  Bayesian nonparametric methods for longitudinal outcomes missing not at random
Session EO677 Room: MAL B20
Causal inference using observational longitudinal data Sunday 15.12.2019   16:35 - 18:15
Chair: Shaun Seaman Organizer: Shaun Seaman
  B1455:  A. Ertefaie, R. Strawderman
  Robust Q-learning
  B1427:  P. Samartsidis, S. Seaman, S. Montagna, A. Charlett, M. Hickman, D. de Angelis
  A Bayesian factor analysis model for evaluating an intervention using observational panel data on multiple outcomes
  B0990:  R. Keogh, S. Seaman, J.M. Gran, S. Vansteelandt
  Using sequential trials to estimate treatment effects in longitudinal observational data
  B0809:  S. Seaman, S. Seaman, O. Dukes, R. Keogh, S. Vansteelandt
  Handling time-dependent confounding using a structural nested cumulative survival time model
Session EO755 Room: MAL B35
Traditional and modern time series models Sunday 15.12.2019   16:35 - 18:15
Chair: Pauliina Ilmonen Organizer: Pauliina Ilmonen
  B0522:  M. Voutilainen
  On modelling and estimation of stationary processes
  B0547:  S. Taskinen, K. Nordhausen, M. Matilainen, J. Miettinen, J. Virta
  Dimension reduction for time series in a blind source separation context
  B0602:  S. Helander, S. Nagy, G. Van Bever, L. Viitasaari, P. Ilmonen
  On adaptive functional data depths
  B0637:  T. Sottinen
  Pretty predictable models
Session EO703 Room: MAL B36
New directions in statistical learning Sunday 15.12.2019   16:35 - 18:15
Chair: Sunyoung Shin Organizer: Sunyoung Shin
  B0988:  Y. Lee, S. Tu, Y. Zhu
  Assessment of case influence in support vector machine
  B1282:  J. Wilson
  Analyzing group fMRI with multilayer network embedding methods
  B1421:  M. Miranda, J. Morris
  Composite hybrid basis approach incorporating residual connectivity in task fMRI data
  B1422:  H. Yang, V. Baladandayuthapani, A. Rao, J. Morris
  Functional regression analysis of distributional data using quantile functions
Session EO795 Room: MAL G13
Latent variable models for complex data Sunday 15.12.2019   16:35 - 18:15
Chair: Silvia Cagnone Organizer: Silvia Cagnone
  B0760:  G. Spaccapanico Proietti, S. Mignani, M. Matteucci
  Dealing with uncertainty in automated test assembly problems
  B0841:  G. McLachlan
  On the role of latent variables in characterizing some skew distributions
  B0873:  S. Bianconcini, S. Cagnone
  Dimension-wise likelihood estimation of latent vector autoregressive models
  B2003:  G. Soffritti, G. Galimberti
  Mixtures of seemingly unrelated linear regression models
Session EO636 Room: MAL G14
Bayesian inference and computational advances for large data Sunday 15.12.2019   16:35 - 18:15
Chair: Andee Kaplan Organizer: Brenda Betancourt
  B0288:  F. Ferrari, D. Dunson
  Bayesian factor analysis for inference on interactions
  B0914:  A. Kaplan, B. Betancourt, R. Steorts
  Posterior prototyping for Bayesian entity resolution
  B0944:  S. Syed, A. Bouchard, G. Deligiannidis, A. Doucet
  Non-reversible parallel tempering: An embarrassingly parallel MCMC scheme
  B1387:  A. Cadonna, S. Fruehwirth-Schnatter, P. Knaus
  Triple the gamma A unifying shrinkage prior forvariance and variable selection in sparse state space andTVP models
Session EO308 Room: MAL G15
Novel applications in Bayesian nonparametrics Sunday 15.12.2019   16:35 - 18:15
Chair: Michele Guindani Organizer: Michele Guindani
  B0757:  R. Argiento
  Exploiting conjugacy to build time dependent feature allocation models
  B1327:  A. Jara
  Marginal Bayesian semiparametric modelling of mismeasured multivariate interval-censored data
  B1340:  R. Mena
  Beta-binomial stick breaking nonparametric prior
  B1409:  F. Leisen
  Modelling heterogeneous data in Bayesian nonparametrics
Session EO582 Room: MAL G16
Recent advances in sequential Monte Carlo Sunday 15.12.2019   16:35 - 18:15
Chair: Jere Koskela Organizer: Adam Johansen
  B0401:  L. South, R. Salomone, A. Johansen, C. Drovandi, D. Kroese
  Unbiased and consistent nested sampling via sequential Monte Carlo
  B0926:  J. Koskela, P. Jenkins, A. Johansen, D. Spano
  Asymptotic genealogies of SMC methods
  B1111:  A. Finke, A. Johansen, A. Doucet
  Limit theorems for sequential MCMC methods
  B1138:  S. Brown, A. Johansen, J. Koskela, P. Jenkins
  Recent progress in genealogies of sequential Monte Carlo algorithms
Session EO082 Room: CLO 101
Bayesian and frequentist approaches with big data Sunday 15.12.2019   16:35 - 18:15
Chair: HaiYing Wang Organizer: HaiYing Wang
  B0733:  D. Li, Y. Fan, Y. Kong, J. Lv
  High-dimensional interaction detection with false sign rate control
  B0940:  Y. Xue, H. Wang, J. Yan, E. Schifano
  An online updating approach for testing the proportional hazards assumption with streams of survival data
  B1947:  Q. Song
  Bayesian sharp minimax contraction
Session EO364 Room: CLO 102
Recent advances in high-dimensional statistics and random matrix theory Sunday 15.12.2019   16:35 - 18:15
Chair: Miles Lopes Organizer: Alexander Aue
  B1971:  D. Liebl, M. Reimherr
  Fast and fair simultaneous confidence bands for functional parameters
  B0254:  R.R. Nadakuditi, A. Prasadan
  Time series source separation using dynamic mode decomposition
  B1976:  J. Lv
  Asymptotic theory of eigenvectors for large random matrices
  B1978:  H. Li, A. Aue, D. Paul
  High dimensional hypothesis testing via spectral shrinkage
Session EO228 Room: Court
Semi and non-parametric mixture modelling Sunday 15.12.2019   16:35 - 18:15
Chair: Frans Kanfer Organizer: Frans Kanfer
  B1033:  Z. Li
  Joint modeling of survival and longitudinal quality of life data in palliative care studies
  B1243:  S. Millard, F. Kanfer, M. Arashi
  Mixture of generalised linear models with unknown link
  B1246:  F. Kanfer, S. Millard, M. Arashi
  Generalised partially linear models with unknown link
  B1617:  D. Chen
  A statistical distribution for simultaneously modeling skewness, kurtosis and bimodality for mixture modelling
Session EO839 Room: Jessel
Change-points/anomaly detection Sunday 15.12.2019   16:35 - 18:15
Chair: Alain Celisse Organizer: Alain Celisse
  B1412:  L. Sansonnet
  Nonparametric multiple change-point estimation for analyzing large Hi-C data matrices
  B1703:  G. Rigaill, S. Thepaut, N. Verzelen
  A statistical method to detect abrupt changes in trees
  B1806:  G. Romano, G. Rigaill, P. Fearnhead, V. Runge
  Detecting abrupt changes in correlated time-series
  B1853:  V. Runge, N. Deschamps de Boishebert, M. Pascucci, G. Rigaill
  Efficient change-in-slope optimal partitioning algorithm in a finite-size parameter space
Session EO614 Room: MAL 152
Methods for understanding network data structures Sunday 15.12.2019   16:35 - 18:15
Chair: Nynke Niezink Organizer: Kehui Chen
  B0453:  J. Cape
  On spectral embedding performance and elucidating network structure in stochastic blockmodel graphs
  B0972:  D. Choi
  Change point detection for networks with dynamic community structure
  B1017:  Y. Zhang
  Consistent polynomial-time unseeded graph matching for Lipschitz graphons
  B0269:  J.W.Y. Leung, D. Matsypura
  Change point detection in partial correlation networks
Session EO502 Room: MAL 153
New methods for complex data analysis Sunday 15.12.2019   16:35 - 18:15
Chair: Sayar Karmakar Organizer: Zhihua Su
  B0713:  L. Duan
  Latent simplex position model: Multiview clustering of high dimensional data
  B1332:  T. Zhang
  Element-wise estimation error of a total variation regularized estimator for change point detection
  B0847:  G. Zhu, L. Wang, Z. Su, S. Ding
  Envelope quantile regression
  B1394:  Z. Su
  A Bayesian approach to envelope quantile regression
Session EO506 Room: MAL 254
Methods and computation for modeling data in space and time Sunday 15.12.2019   16:35 - 18:15
Chair: Francois Bachoc Organizer: Stefano Castruccio
  B0536:  D. Pigoli, A. Menafoglio, P. Secchi
  Random domain decomposition for spatial prediction of manifold-valued data
  B0792:  C. Miller
  Spatio-temporal modelling in environmental and ecological systems
  B1147:  M. Edwards
  Multivariate Stochastic Climate Generator
  B1496:  F. Lindgren
  Challenges and solutions for multiscale global temperature reconstruction
Session EO256 Room: Senate
Modern topics in statistics of extremes Sunday 15.12.2019   16:35 - 18:15
Chair: Yuri Goegebeur Organizer: Yuri Goegebeur
  B0365:  A. Guillou, Y. Goegebeur, N.K.L. Ho, J. Qin
  Robust nonparametric estimation of the conditionaltail dependence coefficient
  B0485:  M. de Carvalho, J. Lee, A. Rua
  What hides behind an extreme currency demand: Bayesian conditionally heteroscedastic extremes
  B0487:  G. Stupfler
  On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails
  B1582:  N.K.L. Ho, Y. Goegebeur, A. Guillou, J. Qin
  Conditional marginal expected shortfall
Session EO504 Room: CLO 203
Recent developments in optimal experimental designs Sunday 15.12.2019   16:35 - 18:15
Chair: Subir Ghosh Organizer: Saumen Mandal
  B0719:  B. Torsney
  Optimal design, lagrangian and linear models theories: A fusion
  B1210:  Y. Yi
  Response adaptive designs with asymptotic optimality
  B1289:  H. Wynn
  Causation, bias and optimal experimental design
  B0563:  S. Ghosh
  Search for optimality in the estimation of variance components
Session EO134 Room: CLO 204
Statistics in neuroscience II Sunday 15.12.2019   16:35 - 18:15
Chair: Russell Shinohara Organizer: Russell Shinohara
  B0217:  K. Linn, R. Shinohara
  Inter-modal coupling analysis
  B0247:  A. Mejia
  Leveraging spatial dependencies on the cortical surface to improve estimation of subject-level brain organization
  B0656:  J. Goldsmith
  What the proportional recovery rule is (and is not): Methodological and statistical considerations
  B1571:  H. Ombao
  Modeling brain connectivity in real time
Session EO753 Room: MAL 251
Polynomials in statistics Sunday 15.12.2019   16:35 - 18:15
Chair: Denys Pommeret Organizer: Denys Pommeret
  B0623:  C. Lefevre
  Polynomials and risk models
  B0614:  Y.I. Ngounou Bakam, D. Pommeret
  Projection estimation of multivariate copula densities
  B1067:  D. Pommeret, L. Reboul, A.F. Yao
  Testing equality of two processes
  B1195:  P.-O. Goffard
  Orthogonal polynomial expansion with applications to insurance
Session EO512 Room: MAL 252
Recent advances in regression and classification for high dimensional data Sunday 15.12.2019   16:35 - 18:15
Chair: Ziqi Chen Organizer: Binyan Jiang
  B0957:  X. He, J. Wang
  A general framework for sparse learning in reproducing kernel Hilbert space
  B0998:  Z. Chen
  Surface functional models
  B1120:  Z. Yang, B. Jiang, C. Wang, C. Leng
  Linear discriminant analysis with high dimensional mixed variables
  B1674:  T. Fukuda, T. Misumi, Y. Maesono, S. Konishi
  Multivariate functional subspace classification for high-dimensional longitudinal data and its application
Session EO292 Room: MAL 253
Spatial models for inference on epidemiological and social indicators Sunday 15.12.2019   16:35 - 18:15
Chair: Veronica Berrocal Organizer: Veronica Berrocal
  B0659:  L. Waller
  Incorporating population-at-risk uncertainty into disease mapping models
  B0717:  E. Giorgi
  A geostatistical framework for combining spatially referenced disease prevalence data from multiple diagnostics
  B1117:  V. Berrocal
  Bayesian disaggregation of spatio-temporal community indicators estimated via surveys
  B1492:  M.D. Ugarte
  Estimating the risk of dowry death in India: Avoiding confounding to evaluate its association with sex ratio
Session EO618 Room: SH349
Topics in time series analysis Sunday 15.12.2019   16:35 - 18:15
Chair: Konstantinos Fokianos Organizer: Konstantinos Fokianos
  B0523:  J. Gillam, R. Killick, S. Taylor, J.-L. Chapman
  Categorical changepoint detection for activity sequences
  B0646:  M. Knight
  Wavelet spectral analysis of non-stationary circadian rhythms
  B0963:  A. Luati, L. Catania
  Semiparametric modeling of multiple quantiles
  B1259:  G. Berentsen, J. Bulla, A. Maruotti, B. Stove
  Modelling corporate defaults: A Markov-switching Poisson autoregressive model
Session EG009 Room: MAL 354
Contributions in survival and reliability Sunday 15.12.2019   16:35 - 18:15
Chair: Mariangela Zenga Organizer: CMStatistics
  B1718:  A. Gaponik, M. Kateri
  Kullback-Leibler goodness-of-fit tests for exponential simple step-stress accelerated life testing models
  B1863:  J.T. Kvaloy, B.H. Lindqvist
  A class of tests for trend for time censored recurrent event data not following a Possion process
  B1679:  J. Rice, B. Johnson, R. Strawderman
  Regular HIV testing: Why it matters and how to measure it
  B1801:  S. Bischofberger
  In-sample hazard forecasting based on survival models with operational time applied to non-life reserving
Session EP863 Room: Macmillan Hall and Crush Hall
Poster session CMStatistics II Sunday 15.12.2019   16:35 - 18:15
Chair: Panagiotis Paoullis Organizer: CMStatistics
  B1661:  L. Filova, R. Harman
  R package OptimalDesign
  B1706:  S. Ferrigno, M. Maumy-Bertrand
  Estimation of reference curves for fetal weight
  B1744:  J. Elgner, V. Rimalova, E. Fiserova, J. Ambros
  Modelling the driving speed on expressway ramps
  B1933:  M.F. Salgueiro, M. Vieira, P. W F Smith
  Analysing administrative data using logistic regression modelling
  B1937:  M. Polidoro
  A comparison of methods to deal with observations below a limit of detection
  B1902:  A. Garcia de la Garza, J. Goldsmith
  Dimension reduction methods for multilevel neural firing rate data
  B1448:  A.O. Dike
  The cube transformation of the left truncated normal distribution
  B1647:  T. Bal, T. Marchant
  Asymmetric beta-transformed linear opinion pooling for modeling unbalanced binary data
  B1841:  M. Ito, T. Ohnishi
  Multifractal statistics for characterising two-dimensional spatial distribution of population and stores/facilities
  B1883:  Y. Saigusa, O. Komori, S. Eguchi
  Generalized mixed model with non-normal density
  B0918:  Z.-P. Mei, A. Irwin, Z. Finkel
  Phylogenetic structures of the environmental niches of phytoplankton: Diatoms vs. dinoflagellates
  B1991:  E. Fernandez Iglesias, M. Fernandez-Garcia, M. Sanna, G. Gonzalez-Rodriguez, J. Marquinez
  Finding significant and insightful relationships between biotic and abiotic factors in Atlantic river corridors
  B2021:  S. Horii
  A Bayesian approach for estimating the causal effects using sparse invalid instrumental variables
  B2023:  J. Kysely, H. Hanzlikova, A. Urban, J. Kyncl
  Influenza epidemics are associated with temperature variability in Central Europe
  B2028:  S. Ahn
  Model-based clustering for large scale data with a massive null group
  B2036:  R. Xing, Y. Cao
  Variable selection and prediction in logistic regression with incomplete data
  B1888:  A. Mateus, F. Caeiro
  Improving the probability weighted moment to estimate the shape Pareto model
  B2014:  D. Prata Gomes, M. Neves
  Extremal index blocks estimator: Another approach
  B2035:  W. Lee
  Selecting an optimal cutpoint in Cox proportional hazards models with several covariates
  B2041:  S. Ramirez
  Bayesian analysis of cox proportional hazard model alongside competing risk model for breast cancer
  B2043:  S. Jadhav
  Kendall's Tau for functional data analysis
Parallel session J: CFE Sunday 15.12.2019 16:35 - 18:15

Session CI018 Room: Chancellor's Hall
Stationarity and causality of time series Sunday 15.12.2019   16:35 - 18:15
Chair: Josu Arteche Organizer: Josu Arteche
  A0176:  M. Nielsen, S. Johansen
  A cointegrated model allowing for different fractional orders
  A0177:  U. Hassler, M. Hosseinkouchack
  Powerful self-normalizing tests for stationarity
  A0178:  C. Velasco
  Identification of possibly nonfundamental Structural VARMA models using higher order moments
Session CO693 Room: Bloomsbury
Financial Econometrics: High-frequency option data research Sunday 15.12.2019   16:35 - 18:15
Chair: Ingmar Nolte Organizer: Ingmar Nolte
  A0228:  V. Todorov
  Aggregate asymmetry in idiosyncratic jump risk
  A0244:  T.G. Andersen, V. Todorov, N. Fusari, R. Varneskov
  Spatial dependence in option observation errors
  A0381:  M.C. Pham, I. Archakov, L. Grund, N. Hautsch, S. Nasekin, I. Nolte, S. Taylor
  A descriptive study of the high-frequency trade and quote option data from OPRA
  A0819:  I. Archakov, P. Hansen, A. Lunde
  A multivariate realized GARCH model
Session CO238 Room: G11
Advances in exact and approximate Bayesian computation Sunday 15.12.2019   16:35 - 18:15
Chair: Robert Kohn Organizer: Robert Kohn
  A0862:  D. Zhu, L. Jacobi
  Automated sensitivity computations for Bayesian Markov chain Monte Carlo inference: A new approach
  A1169:  M. Villani, M. Quiroz, R. Kohn, M.-N. Tran, D.K.D. Dang
  Recent developments in data subsampling for large-scale Bayesian inference
  A1196:  M.-N. Tran, D. Nguyen, D. Nguyen
  Variational Bayes on manifolds
  A1981:  D. Gunawan, D. Nott, R. Kohn, M. Quiroz
  Fast variational approximation for multivariate factor stochastic volatility models
Session CO797 Room: G3
The theory, applications and computing of indicator saturation Sunday 15.12.2019   16:35 - 18:15
Chair: James Reade Organizer: James Reade
  A0518:  X. Jiao
  A simple robust procedure in instrumental variables regression
  A0529:  S. Wang, J. Reade
  Modelling Australian electricity price using indicator saturation
  A0575:  J. Castle, J. Doornik, D. Hendry
  Modelling non-stationary `big data'
  A1103:  M. Qian, B. Nielsen
  Asymptotic properties of the gauge of step-indicator saturation
Session CO386 Room: G4
Robust models in the time and frequency domains for high dimensional data Sunday 15.12.2019   16:35 - 18:15
Chair: Pascal Bondon Organizer: Valderio Anselmo Reisen, Pascal Bondon
  A0736:  A. Mian, G. Ginolhac, J.-P. Ovarlez, A. Atto
  Iterative robust hypothesis testing for change-points detection and application to SAR change detection
  A0738:  S. Chretien
  Median of means estimation for high dimensional time series
  A1473:  P. Canas Rodrigues
  Robust singular spectrum analysis: Methodology and application
  A1215:  I. Souza, V.A. Reisen, P. Bondon, G. Franco
  A robust estimation and testing of the cointegration order based on the frequency domain
Session CO400 Room: G5
Advances in financial modelling Sunday 15.12.2019   16:35 - 18:15
Chair: Genaro Sucarrat Organizer: Genaro Sucarrat
  A1056:  D. Dupuis, L. Trapin
  Liquidity tail risk in the wake of the financial crisis: Evidence from the U.S. stock market
  A1322:  F. Violante, S. Grassi
  Testing asset pricing models on the cryptocurrency market
  A0838:  R. Sandberg
  M-estimator based unit root tests in nonlinear dynamic models
  A1231:  G. Sucarrat
  The fractionally integrated log-GARCH model when the conditional density is unknown
Session CO208 Room: Gordon
Semi- and nonparametric regression for time series and panel data II Sunday 15.12.2019   16:35 - 18:15
Chair: Harry Haupt Organizer: Markus Fritsch, Harry Haupt, Joachim Schnurbus
  A1512:  C. Rust
  Directed local testing in functional linear regression
  A0789:  K. Wenger, P. Sibbertsen, S. Wingert
  Testing for multiple structural breaks in multivariate long memory time series
  A1509:  I. Bauer, H. Haupt, M. Fritsch
  Prediction intervals in quantile regression
  A1451:  H. Haupt
  Nonlinear quantile regression
Session CO222 Room: Montague
Regime switching, filtering, and portfolio optimization Sunday 15.12.2019   16:35 - 18:15
Chair: Joern Sass Organizer: Leopold Soegner, Joern Sass
  A0444:  L. Veraart
  When does portfolio compression reduce systemic risk?
  A0740:  D. Westphal, J. Sass
  Robust utility maximization in continuous-time financial markets
  A0772:  B. Koval, L. Soegner, S. Fruehwirth-Schnatter
  Estimating a time-varying parameter model with shrinkage for the Standard\&Poor's 500 index
  A0806:  E. Leoff, R. Korn
  A multi-asset worst-case approach for optimal portfolios facing crash scenarios
Session CO242 Room: Woburn
Macro-finance applications Sunday 15.12.2019   16:35 - 18:15
Chair: Scott Brave Organizer: Scott Brave
  A0877:  C. Robotti, N. Gospodinov
  Intermediary asset pricing: Empirical evidence revisited
  A1419:  A. Ajello
  Getting in all the cracks: Monetary policy and indicators of financial stability
  A0466:  A. Butters, S. Brave, D. Kelley
  The network origins of approximate factor models
  A0405:  L. Benzoni, L. Garlappi, R. Goldstein, C. Ying
  Optimal debt dynamics, issuance costs, and commitment
Session CC823 Room: MAL 352
Contributions in financial markets Sunday 15.12.2019   16:35 - 18:15
Chair: Giacomo Bormetti Organizer: CFE
  A0732:  S. Nowak
  The accuracy of trade classification algorithms: Evidence from the Budapest, Prague and Warsaw stock exchanges
  A1664:  T. Dimpfl, D. Baur
  Information dissemination across high-latency cryptocurrency markets
  A0802:  L. Aguiar-Conraria, M.J. Soares, M. Ojo
  A time-frequency analysis of financial market contagion in Europe
  A0947:  T. Mizuno, Y. Yuan
  Financial market switching-points and economic anomalies: Evidence from S\&P100
Session CG479 Room: MAL 351
Contributions in commodities finance Sunday 15.12.2019   16:35 - 18:15
Chair: Neil Kellard Organizer: CFE
  A1408:  X. Jin
  Commodity financialization and the role of speculators
  A1911:  I.C. Figuerola-Ferretti Garrigues, I. Paraskevopoulos, M.T. Corzo, K. Martin-Bujack
  Commodity futures: Does the traded volume influence research interest?
  A1635:  K. Rybak, A. Zubarev, A. Polbin
  Capital mobility in commodity-exporting economies
Session CG692 Room: MAL 353
Contributions in sentiment analysis Sunday 15.12.2019   16:35 - 18:15
Chair: David Ardia Organizer: CFE
  A1729:  S. Consoli, S. Manzan, L. Barbaglia
  Fine-grained, aspect-based semantic sentiment analysis on news for economic forecasting and nowcasting
  A1735:  M. Bessec, J. Fouquau
  Environmental sentiment in financial market: A global warning
  A0970:  S. Behrendt, D. Ballinari
  How to gauge investor behavior: A comparison of online investor sentiment measures
  A1847:  L. Tiozzo Pezzoli, S. Consoli, E. Tosetti
  Emotions in macroeconomic news and their impact on the European bond market
Parallel session M: CMStatistics Monday 16.12.2019 08:40 - 10:20

Session EO136 Room: CLO B01
Recent developments in functional data analysis Monday 16.12.2019   08:40 - 10:20
Chair: Sara Lopez Pintado Organizer: Sara Lopez Pintado
  B1145:  G. Gonzalez-Rodriguez, A. Colubi
  Consistent bootstrap procedures for testing on the coefficients of a Hilbert-valued regression model
  B1275:  M. Karas, C. Crainiceanu, J. Urbanek, A. Bastian, R. Roemmich
  Functional registration of walking strides in high-density accelerometry data for estimation of gait asymmetry
  B1456:  X. Dai, Z. Lin, H.-G. Mueller
  Statistical analysis of longitudinal data on Riemannian manifolds
  B1255:  A. Caponera
  Asymptotics and regularization in spherical functional autoregressive models
Session EO142 Room: Bloomsbury
Recent advances in survival analysis Monday 16.12.2019   08:40 - 10:20
Chair: Chiung-Yu Huang Organizer: Sangwook Kang, Sy Han Chiou
  B0322:  C.H. Lee, J. Ning, Y. Shen
  Analysis of restricted mean survival time for length-biased data
  B1000:  B. Seo, S. Kang
  Accelerated failure time model based on nonparametric Gaussian scale mixtures
  B1763:  S. Choi
  Nonparametric maximum likelihood estimation of acceleratedfailure time models for competing risks
  B1943:  S. Kang, K. Kim
  Induced smoothed methods in analysis of semiparametric quantile residual lifetimes models
Session EO138 Room: G11
Recent developments of statistical methods for causal inference Monday 16.12.2019   08:40 - 10:20
Chair: Zheng Zhang Organizer: Shujie Ma
  B0527:  Z. Tan
  Regularized calibrated estimation and model-assisted inference for treatment effects with high-dimensional data
  B0562:  E. Kennedy
  Optimal causal inference in a high-dimensional discrete model
  B1460:  S. Yang, L. Wang, P. Ding
  Causal inference with confounders missing not at random
  B1544:  Z. Zhang
  A simple and efficient estimation of average treatment effects in the presence of unmeasured confounders
Session EO632 Room: G21A
Modelling dependence through graphical models Monday 16.12.2019   08:40 - 10:20
Chair: Ghislaine Gayraud Organizer: Ghislaine Gayraud, Sophie Dabo
  B0411:  E. Auclair
  Labelled dynamic Bayesian network: Framework and structure learning for application to ecological network
  B0412:  W. Wiecek, F. Bois, G. Gayraud
  Learning structures of Bayesian networks with cyclic structures
  B0417:  W. Gao, G. Gayraud, F. Bois
  Application of dynamic Bayesian network approaches for quantitative adverse outcome pathway modelling
  B0439:  S. Lebre, F. Dondelinger, D. Husmeier
  Non-homogeneous dynamic Bayesian networks with Bayesian regularization for gene regulatory network inference
Session EO616 Room: G3
Multivariate extremes and causality Monday 16.12.2019   08:40 - 10:20
Chair: Johanna Neslehova Organizer: Johanna Neslehova
  B0621:  M. Aigner
  Granger causal analysis of Hawkes processes for extreme events
  B0645:  L. Mhalla, V. Chavez-Demoulin, D. Dupuis
  Causal mechanism of extreme river discharges in the upper Danube basin network
  B0743:  A. Sabourin, H. Jalalzai, S. Clemencon
  Nonasymptotic analysis of the angular measure for extremes, application to classification
Session EO174 Room: G4
Robust statistics Monday 16.12.2019   08:40 - 10:20
Chair: Tim Verdonck Organizer: Tim Verdonck
  B0752:  K. Boudt, E. Heyndels
  Clustering dynamic panels of income data with robust interactive fixed effects
  B1356:  V. Todorov, P. Filzmoser
  Robust discriminant analysis for high dimensions
  B1410:  J. Raymaekers, P. Rousseeuw
  Fast robust correlation for high dimensional data
  B1615:  I. Kalogridis, S. Van Aelst
  M-type penalized splines with auxiliary scale estimation
Session EO705 Room: G5
Recent advances in dimension reduction Monday 16.12.2019   08:40 - 10:20
Chair: Eliana Christou Organizer: Eliana Christou
  B1009:  K. Nordhausen, L. Flumian, M. Matilainen
  Stationary subspace analysis: A statistical perspective
  B0356:  X. Yin, W. Ren, D. Cook
  Moment kernel for estimating central mean subspace and central subspace
  B0385:  A. Artemiou
  Adaptively weighted large margin classifiers for sufficient dimension reduction
  B0389:  E. Solea, H. Dette
  Nonparametric graphical models for high-dimensional functional data
Session EO717 Room: Gordon
Efficient and optimal design of experiments Monday 16.12.2019   08:40 - 10:20
Chair: Heiko Grossmann Organizer: Heiko Grossmann, Rainer Schwabe
  B0722:  S. Biedermann, S. Gilmour, R. Khashab
  New approaches for experiments with mixtures
  B1072:  R. Harman, S. Rosa
  On greedy heuristics for computing D-efficient saturated subsets
  B1207:  T. Waite, D. Woods, Y. Englezou
  Bayesian design of physical experiments for nonlinear and computational models
  B1551:  J. Stufken
  Subdata selection methods
Session EO086 Room: MAL G13
Learning and inference methodologies for stochastic processes Monday 16.12.2019   08:40 - 10:20
Chair: Hiroki Masuda Organizer: Hiroki Masuda
  B0670:  Y. Koike
  De-biased graphical Lasso for high-frequency data
  B0854:  M. Uchida, Y. Kaino
  Parametric inference for a parabolic SPDE from discrete observations
  B1006:  L. Mercuri
  Finite mixture approximation of CARMA model
Session EO737 Room: MAL G14
Bayesian inference Monday 16.12.2019   08:40 - 10:20
Chair: Jeff Hart Organizer: Jeff Hart
  B0325:  D. Rossell, F.J. Rubio
  The role of sparsity and misspecification in Bayesian model selection
  B0920:  J. Hart, N. Merchant, T. Choi
  Cross-validation Bayes factors for the nonparametric two-sample test
  B0953:  G. Hu
  Bayesian spatial homogeneity pursuit methods
  B1452:  C. Vallejos
  Robust differential variability testing for single-cell expression data: Bayes when single cells become big data
Session EO294 Room: MAL G16
Bayesian inference via discrete nonparametric priors Monday 16.12.2019   08:40 - 10:20
Chair: Federico Camerlenghi Organizer: Federico Camerlenghi
  B0538:  S. Favaro
  A Berry-Esseen theorem for Pitman's alpha-diversity
  B0554:  T. Rigon, A. Lijoi, I. Pruenster
  Bayesian inference for finite-dimensional discrete priors
  B0721:  T. Campbell
  Universal boosting variational inference
  B1068:  V. Rao
  Repulsive mixture modeling through Matern processes
Session EO430 Room: CLO 101
Reduction techniques for large or high-dimensional data Monday 16.12.2019   08:40 - 10:20
Chair: Katja Ickstadt Organizer: Alexander Munteanu
  B1197:  A. Munteanu
  Sketches and coresets for large-scale statistical data analysis
  B1221:  T. Broderick
  The kernel interaction trick: Fast Bayesian discovery of pairwise interactions in high dimensions
  B0464:  M. Derezinski
  Unbiased estimators for linear regression and experimental design
  B0360:  B. Erichson
  Randomized methods for dimension reduction
Session EO729 Room: Court
Set-valued classification Monday 16.12.2019   08:40 - 10:20
Chair: Mohamed Hebiri Organizer: Mohamed Hebiri
  B2033:  L. Carlsson
  Conformal prediction, a method that produces valid prediction sets under the assumption of exchangeability
  B1982:  T. Lorieul, A. Joly, D. Shasha
  Study of error rate reduction in mono-label classification using adaptive set-valued prediction
  B0588:  T. Mortier, M. Wydmuch, K. Dembczynski, E. Hullermeier, W. Waegeman
  Efficient algorithms for set-valued prediction in multi-class classification
  B1761:  E. Chzhen
  Minimax semi-supervised confidence sets for multi-class classification
  B1869:  M. Pontil
  A framework for online meta-learning
Session EO110 Room: Jessel
Miscellaneous results on detection of changes Monday 16.12.2019   08:40 - 10:20
Chair: Marie Huskova Organizer: Marie Huskova
  B0380:  W. Pouliot, S. Wang
  Multiple change-point detection in regression models via U-statistic type processes
  B0696:  T. Grundy, R. Killick, G. Mihaylov, J. Bradley
  High-dimensional changepoint detection via a geometrically inspired mapping
  B0884:  A. Rackauskas
  Testing changed segment by maximal ratio statistics
  B0911:  A. Steland
  Testing and estimation of change-points in covariance matrices based on weighted CUSUMs in high-dimensions
Session EO709 Room: MAL 152
Resampling and simulations for inference in complex settings Monday 16.12.2019   08:40 - 10:20
Chair: Maria-Pia Victoria-Feser Organizer: Maria-Pia Victoria-Feser
  B0321:  S. Orso, M.-P. Victoria-Feser, S. Guerrier, M. Karemera
  Simulated switched Z-estimation for accurate finite sample inference
  B0402:  D.-L. Couturier, S. Guerrier, M.-P. Victoria-Feser
  Right-censoring bias correction for growth curve linear mixed models
  B0868:  M. Karemera, S. Guerrier, S. Orso, M.-P. Victoria-Feser
  Finite sample unbiased estimation in high dimensional settings
  B1227:  S. Heritier, M.-P. Victoria-Feser, S. Guerrier
  Exact finite sample inference for studies with a small number of clusters
Session EO324 Room: MAL 153
Non-regular statistical modeling and computational methods Monday 16.12.2019   08:40 - 10:20
Chair: Tsung-I Lin Organizer: Tsung-I Lin
  B0567:  M. Bee, L. Trapin, J. Hambuckers
  An improved approach for estimating large losses using the g-and-h distribution
  B0853:  A. Roy
  Analysis of interval data using patterned covariance structures
  B1465:  V.H. Lachos Davila, L. Avila Matos, T. do Bem Mattos
  Likelihood-based inference for mixed-effects models with censored response using the skew-normal distribution
  B0676:  M. Naderi, A. Bekker
  Family of matrix-variate distributions: A flexible approach based on the mean-mixture of normal model
Session EO284 Room: MAL 254
Highly structured stochastic systems Monday 16.12.2019   08:40 - 10:20
Chair: Marie-Colette Van Lieshout Organizer: Marie-Colette Van Lieshout
  B0245:  M.-C. Van Lieshout
  Markov object processes: From area-interaction to linear networks
  B0513:  R. Waagepetersen
  Semi-parametric multinomial logistic regression for multivariate point processes
  B1042:  J. Heikkinen, A.-K. Ylitalo, I. Kojola
  Modelling central place foraging of wolves
  B1374:  H. Rue
  Conditional independence and the Gaussian distribution
Session EO108 Room: Senate
Weather and climate extremes Monday 16.12.2019   08:40 - 10:20
Chair: Marco Oesting Organizer: Marco Oesting
  B1165:  K. Strokorb, M. Ekstrom, O. Jones, A. Gibbons, H. Fowler
  Sub-daily rainfall extremes in Australia: An analysis of space-time variability and drivers across the continent
  B0943:  R. Huser, B. Shaby, G. Bopp
  A hierarchical max-infinitely divisible process for extreme areal precipitation over watersheds
  B1526:  J. Koh, E. Koch, A. Davison
  Trends in the extremes of environments associated with severe US thunderstorms
  B1248:  K. Hees
  Robust estimation of the extremal index in the context of climate time series
Session EO524 Room: MAL 253
Recent developments in the analysis of neuroimaging and genetic data Monday 16.12.2019   08:40 - 10:20
Chair: Farouk Nathoo Organizer: CMStatistics, Farouk Nathoo
  B1553:  L. Wang, Y. Song, S. Ge, J. Cao, F. Nathoo
  A Bayesian spatial model for imaging genetics
  B1566:  K. Batmanghelich
  Empowering association tests using unpaired data
  B1631:  T. Gorbach, A. Lundquist, X. de Luna, L. Nyberg, A. Salami
  Hierarchical Bayesian mixture modeling of resting-state functional brain connectivity: An alternative to thresholding
  B1908:  F. Nicol, S. Rebbah, S. Puechmorel
  Clustering of generalized gamma distributions by using information geometry: An application to medical imaging
Session EO366 Room: SH349
Statistical methods for sports Monday 16.12.2019   08:40 - 10:20
Chair: Ivor Cribben Organizer: Ivor Cribben
  B0191:  L. Bornn
  From pixels to points: Using tracking data to measure performance in professional sports
  B0274:  K. Pazdernik, J. Kvam
  A deeper understanding of quarterback pressure in football
  B1504:  A. Ingolfsson, I. Cribben, L. Ding
  The hot hand theory in hockey: A multilevel logistic regression analysis
  B1816:  O. Schulte
  Markov decision processes in sports analytics
Session EG836 Room: MAL 251
Contributions in restricted parameters inference and shrinkage Monday 16.12.2019   08:40 - 10:20
Chair: Eric Marchand Organizer: CMStatistics
  B1711:  M. Qasim, K. Mansson, B.G. Kibria
  On some beta ridge regression estimators: Methods, simulation and application
  B1786:  T. Omer, P. Sjolander, K. Mansson, B.G. Kibria
  Improved estimators for zero-inflated count data models in the presence of multicollinearity
  B1741:  P. Wiemann, T. Kneib
  Adapting the horseshoe prior for functional effects in distributional regression models
  B1784:  A. Mahmoudi, R. Arabi Belaghi, S. Mandal
  A comparison of preliminary test, stein-type and penalty estimators in gamma regression models
Parallel session M: CFE Monday 16.12.2019 08:40 - 10:20

Session CO230 Room: MAL B04
Spatial inequalities: Measurements and methods Monday 16.12.2019   08:40 - 10:20
Chair: Marzia Freo Organizer: Marzia Freo
  A0449:  R. Patuelli, S. Halleck-Vega
  Dynamics of spatial autocorrelation: A new space-time state of mind
  A1629:  S. Sugasawa, G. Kobayashi, Y. Kawakubo
  Estimation of area-wise spatial income distributions from grouped data
  A0251:  K. Kopczewska
  Entropy as measure of spatial agglomeration: Interactions of business locations and housing transactions
  A1771:  M. Freo, E. Calegari, A. Reggiani
  Estimating the heterogeneous impact of the EU cohesion policy across regions
Session CO168 Room: MAL B20
Fractional motions and artificial neural networks for time series Monday 16.12.2019   08:40 - 10:20
Chair: Matthieu Garcin Organizer: Matthieu Garcin
  A1730:  S. Bianchi, A. Pianese, M. Frezza
  A distribution-based method to gauge market liquidity through scale invariance between investment horizons
  A1743:  G. Brandi, T. Di Matteo
  Multiscaling in finance
  A1434:  M. Garcin
  Selection and estimation of fractional and multifractional models
  A1534:  S. Stephan, M. Garcin
  Credit scoring: Moving beyond the traditional approach with random forests and artificial neural networks
Session CO721 Room: MAL B35
Advances in financial modelling and forecasting Monday 16.12.2019   08:40 - 10:20
Chair: Ekaterini Panopoulou Organizer: Ekaterini Panopoulou
  A0277:  N. Voukelatos, C. Argyropoulos, E. Panopoulou, T. Zheng
  Hedge fund return predictability in the presence of model risk
  A0701:  J. Oberoi, J. Griffin, S. Oduro
  Dynamic estimation of information asymmetry risk in trading
  A1163:  C.-Y. Huang, E. Panopoulou, S. Hadjiantoni
  Forecasting spot price in the UK natural gas market
  A1198:  C. Argyropoulos, C. Argyropoulos, B. Candelon, J.-B. Hasse, E. Panopoulou
  The effects of macroeconomic variables on the cross-section of mutual funds returns: A threshold approach
Session CO216 Room: MAL B36
Machine learning in finance Monday 16.12.2019   08:40 - 10:20
Chair: Jozef Barunik Organizer: Jozef Barunik, Michael Ellington
  A0633:  L. Rossi
  Structural models for firm bankruptcy prediction
  A0876:  L. Hanus, J. Barunik
  Dynamic density forecasting using machine learning
  A1280:  M. Hronec, J. Barunik
  Asset pricing with quantile machine learning
  A1511:  E. Carnemolla, G. Vinci
  Climate Risks and Stock Returns
Session CO739 Room: Montague
Factor models Monday 16.12.2019   08:40 - 10:20
Chair: Eric Renault Organizer: Eric Renault
  A1458:  P. Zaffaroni
  Factor models for conditional asset pricing
  A1463:  S. Tavakoli, G. Nisol, M. Hallin
  High-dimensional functional factor models
Session CO388 Room: Woburn
Empirical macro and finance Monday 16.12.2019   08:40 - 10:20
Chair: Alessia Paccagnini Organizer: Alessia Paccagnini
  A0916:  G. Magkonis
  Does trilemma speak Chinese?
  A1179:  A. Paccagnini, V. Colombo
  Has the credit supply shock asymmetric effects on macroeconomic variables?
  A1218:  F. Ferroni, F. Canova
  Mind the gap: Stylized dynamic facts and structural models
  A1260:  F. Parla, M. Obrien, S. Velasco, M. Woods, M. Wosser
  Bank capital and credit supply shock in Ireland: A narrative approach
Session CO759 Room: Chancellor's Hall
Nonparametric/semiparametric estimation and testing Monday 16.12.2019   08:40 - 10:20
Chair: Luke Nicholas Taylor Organizer: Luke Nicholas Taylor
  A0290:  B. Veliyev, A. Kock, D. Preinerstorfer
  Functional sequential treatment allocation
  A0467:  C. Qiu
  Minimax learning for average regression functionals with an application to electoral accountability and corruption
  A0894:  L.N. Taylor, S. Kanaya
  Identification of type I and type II error probabilities: Judging the justice system
  A1059:  M. Xu
  Semiparametric estimation with isotonic estimator plugged-in
Session CC818 Room: MAL 352
Contributions in risk analysis Monday 16.12.2019   08:40 - 10:20
Chair: Raimund Kovacevic Organizer: CFE
  A0348:  J.-Y. Lin, H.-W. Teng, Y.-H. Yu, K.-S. Fan, Y.-C. Lin
  Deep time-series feature extraction in credit scoring models
  A0215:  T. Kaji, H. Kang
  Controlling tail risk measures with estimation error
  A1773:  M. Nevrla, J. Barunik
  Tail risks, asset prices, and investment horizons
Session CC826 Room: MAL 353
Contributions in financial econometrics Monday 16.12.2019   08:40 - 10:20
Chair: Yiannis Karavias Organizer: CFE
  A1603:  Y. Liu
  A stochastic volatility model with two macro-financial components
  A1634:  D. Ballinari, F. Audrino, F. Sigrist
  When does attention matter: The effect of investors' attention on stock market volatility during news releases
  A0694:  J. Schnaitmann, T. Dimitriadis
  Encompassing tests for higher-order elicitable functionals
  A0197:  C. Savva, N. Michail, D. Koursaros
  Periodic dynamic conditional correlations in bond markets
Session CC817 Room: MAL 354
Contributions in Bayesian econometrics Monday 16.12.2019   08:40 - 10:20
Chair: Tore Kleppe Organizer: CFE
  A1513:  G. Carallo, R. Casarin, C. Robert
  Generalized Poisson difference autoregressive processes
  A1972:  J. Mokrzycka
  Investigating the contagion effect with using Bayesian Copula-GARCH models
Session CG445 Room: MAL 351
Contributions in portfolio optimization II Monday 16.12.2019   08:40 - 10:20
Chair: Rosella Giacometti Organizer: CFE
  A1953:  R. Giacometti, G. Torri, S. Paterlini
  Tail risks in vast portfolio selection: A comparison of penalized quantile versus expectile models
  A1954:  G. Torri, R. Giacometti
  Penalized expectiles optimal portfolios
  A0564:  L. Reh, F. Krueger, R. Liesenfeld
  Dynamic modeling of the global minimum variance portfolio weights
  A0190:  I. Medovikov, J.-F. Lamarche
  Multi-asset investing: Correlation structure between Canadian real estate and equity markets
Session CG443 Room: MAL 355
Contributions in time series I Monday 16.12.2019   08:40 - 10:20
Chair: Richard Luger Organizer: CMStatistics
  B1823:  P. Galeano, A.M. Alonso, D. Pena
  A robust procedure to build dynamic factor models with cluster structure
  B0359:  Y. Sun, Z. Cai, S. Wang
  A model-averaging approach for functional-coefficient regression
  B1919:  M. Khismatullina, M. Vogt
  Estimation of the long-run error variance in nonparametric regression with time series errors
  B1834:  E. Aarts
  The mHMMbayes R package for fitting mixed hidden Markov models using Bayesian estimation
Parallel session N: CMStatistics Monday 16.12.2019 10:50 - 12:55

Session EI010 Room: Beveridge Hall
Sensitivity analysis for uncheckable assumptions Monday 16.12.2019   10:50 - 12:55
Chair: Michael Daniels Organizer: Michael Daniels
  B0160:  G. Baio, M. Daniels, A. Gabrio
  Bayesian parametric approach to handle missing longitudinal outcome data in trial-based health economic evaluations
  B0161:  X. de Luna
  Inference taking into account sampling variation and uncertainty due to (un)testable model assumptions
  B0162:  F. Mealli, A. Mattei, L. Forastiere
  Simulation-based sensitivity analysis for interference in observational studies with unmeasured links
Session EO356 Room: CLO B01
Recent developments in functional data analysis Monday 16.12.2019   10:50 - 12:55
Chair: Ping-Shou Zhong Organizer: Ping-Shou Zhong
  B0451:  P. Sang, J. Cao
  Functional single index quantile regression models
  B0457:  X. Li, L. Wang, H.J. Wang
  Structure identification and sparse learning for image-on-scalar regression with application to imaging genetics studies
  B0476:  C. Li, D. Pak, D. Todem
  Adaptive lasso for the Cox regression with interval censored and possibly left truncated data
  B1191:  B. Wang, R. Wu
  Coherent mortality forecasting by weighted multilevel functional principal component approach
  B1575:  H. Wang
  Order-restricted inference for means with missing values
  B2012:  Z. Lin, M. Lopes, H.-G. Mueller
  A multiplier bootstrap approach to one-way ANOVA for functional data
Session EO486 Room: MAL B02
Advanced statistical modelling for biomedical data Monday 16.12.2019   10:50 - 12:55
Chair: Andreas Mayr Organizer: Andreas Mayr
  B0328:  J. Einbeck, A. Errington, D. Endesfelder, J. Cumming
  The effect of data aggregation on dispersion estimates in count data models
  B0493:  A. Groll, M. Hohberg
  An adaptive lasso Cox frailty model for time-varying covariates based on the full likelihood
  B1012:  M.X. Rodriguez-Alvarez, V. Inacio, N. Klein
  Flexible nonparametric Bayesian density regression via dependent Dirichlet process mixture models and penalised splines
  B0510:  C. Staerk, A. Mayr
  Boosting with random selection of weak learners for variable selection in high-dimensional biomedical data
  B1348:  M. Berger, L. Weinhold, M. Schmid, R. Mitchell, K. Maloney, M. Wright
  A random forest approach for modeling bounded outcomes
Session EO695 Room: MAL B04
Robust multivariate methods Monday 16.12.2019   10:50 - 12:55
Chair: Thomas Verdebout Organizer: Thomas Verdebout
  B0475:  J.-M. Poggi, A. Bar-Hen, S. Gey
  Spatial CART classification trees
  B1429:  G. Geenens
  An essay on copula modelling for discrete random vectors; or how to pour new wine into old bottles
  B1524:  A. Panzera, M. Di Marzio, S. Fensore, C.C. Taylor
  Estimating local rotations
  B1872:  J. Remy, D. Paindaveine, J. Remy, T. Verdebout
  Sign tests for weak principal directions
  B1958:  Y. Swan, G. Reinert, G. Mijoule
  Characterizing multivariate distributions
Session EO184 Room: MAL B20
Advances in causal inference methods Monday 16.12.2019   10:50 - 12:55
Chair: Yuya Sasaki Organizer: Yuya Sasaki
  B0257:  S. Calonico, M. Cattaneo, M. Farrell
  Optimal bandwidth choice for robust bias corrected inference in regression discontinuity designs
  B0259:  O. Bartalotti, D. Kedagni
  Identifying marginal treatment effects in the presence of sample selection
  B0268:  M. Bertanha, A. McCallum, N. Seegert
  Better bunching, nicer notching
  B0287:  P. SantAnna, X. Song, Q. Xu
  Covariate distribution balance via propensity scores
  B0341:  Y. Sasaki
  Quantile treatment effects in regression kink designs
Session EO488 Room: MAL B35
Recent advances on joint models for longitudinal and survival data Monday 16.12.2019   10:50 - 12:55
Chair: Lang Wu Organizer: Lang Wu
  B0996:  R. Ma, X. Duan
  Joint models for longitudinal and survival data: An orthodox best linear unbiased predictor approach
  B1039:  T. Wang
  A variable selection method for the joint modelling of longitudinal and survival data with its application
  B1519:  L. Wu
  A joint model for truncated and mixed types of longitudinal and survival data
  B1568:  H. Zhang
  Inferring random change point from longitudinal data subject to left-censoring by segmented mechanistic nonlinear models
  B1579:  G. Li
  Scalable joint modeling of longitudinal and competing risks time-to-event data
Session EO268 Room: MAL B36
Statistical learning in practice Monday 16.12.2019   10:50 - 12:55
Chair: Alejandro Murua Organizer: Alejandro Murua
  B0403:  N. Cardin
  Advances in measuring user learning
  B0463:  V. Partovi Nia
  Neural model compression for edge computing
  B0976:  A. Labbe
  Spatiotemporal Regularized Factorization for Traffic Data Imputation
  B1482:  S. Tsalidis
  Car racing strategy
  B1758:  N. Wicker, A. El Dakdouki, Y. Guermeur
  Hyperbolic support vector machines
Session EO186 Room: MAL G13
Topics in mathematical statistics Monday 16.12.2019   10:50 - 12:55
Chair: Natalia A Stepanova Organizer: Natalia A Stepanova
  B0392:  U. Mueller
  Estimating the response density in semiparametric regression
  B0540:  B.R. Nasri, B. Remillard
  Copula-based dynamic models for multivariate time series
  B0705:  N.A. Stepanova, Y. Wang
  On estimation of the amount of sparsity in normal mixture models
  B0779:  L. Dumitrescu, L. Dumitrescu
  Optimal tests for unordered paired observations
  B0899:  M. Denker
  Estimations based on resampling by stable motion
Session EO052 Room: MAL G15
Bayesian models for complex dependence structures Monday 16.12.2019   10:50 - 12:55
Chair: Alessandra Guglielmi Organizer: Alessandra Guglielmi
  B0828:  D. Dahl, R. Warr, T. Jensen
  Random partition distribution concentrated around a focal partition
  B0930:  F. Bassetti, R. Casarin, I. Epifani
  CAR neutral to the right processes
  B1190:  M. De Iorio
  Modelling ethnic differences in metabolic associations via dynamic Bayesian nodewise regression
  B1229:  G. Page, F. Quintana, D. Dahl
  Spatio-temporal random partition models
  B1728:  J.-P. Fox
  Bayesian covariance structure modeling of high-dimensional dependence structures
Session EO522 Room: MAL G16
Statistical inference of copula models Monday 16.12.2019   10:50 - 12:55
Chair: Jean-David Fermanian Organizer: Jean-David Fermanian
  B0700:  O. Lopez
  Multiple change-point for semiparametric copula models
  B0541:  B.N. Remillard, B.R. Nasri, C. Genest, J. Neslehova
  Semiparametric inference for copulas of mixed data
  B0605:  A. Min, J.-D. Fermanian
  Testing constant conditional dependence structure over partition sets
  B0664:  A. Derumigny, J.-D. Fermanian
  On the estimation of elliptical copula generators
  B0193:  J.-D. Fermanian, A. Derumigny
  A classification point-of-view about conditional Kendall tau
Session EO250 Room: Chancellor's Hall
Recent developments in time series forecasting Monday 16.12.2019   10:50 - 12:55
Chair: James Taylor Organizer: James Taylor
  B0844:  J. Taylor, J. Jeon, X. Meng
  Probabilistic forecasting of an air quality index
  B0825:  S. Ben Taieb, B. Koo
  Regularized regression for hierarchical forecasting without unbiasedness conditions
  B0905:  S. Arora, J. Taylor
  Probabilistic forecasting of patient waiting times in the emergency department
  B1623:  Z. Li, M.-N. Tran, R. Gerlach, J. Gao
  A Bayesian long short-term memory model for value at risk and expected shortfall joint forecasting
  B0858:  X. Meng, J. Taylor, S. Ben Taieb, S. Li
  Scoring functions for forecasts of multivariate distributions and level sets
Session EO624 Room: CLO 101
Statistical methods for behavorial data Monday 16.12.2019   10:50 - 12:55
Chair: Philip Reiss Organizer: Philip Reiss
  B0408:  T. Loeys
  The actor-partner interdependence model for longitudinal dyadic data in the SEM-framework
  B0712:  P. Reiss, M. Xu, I. Cribben
  Generalized reliability based on distances
  B0977:  L. Bringmann, C. Albers
  Inspecting gradual and abrupt changes in emotion dynamics with the time-varying change point autoregressive model
  B1091:  M. Fokkema
  Recursive partitioning of clustered and longitudinal data with GLMM trees
Session EO074 Room: Court
Clustering of multivariate dependent data Monday 16.12.2019   10:50 - 12:55
Chair: Marta Nai Ruscone Organizer: F Marta L Di Lascio
  B0814:  F. Dondelinger
  Predicting disease progression in neurodegenerative diseases with high phenotypic variability
  B0653:  G. Mazo
  Semiparametric copula-based mixture models
  B0180:  A. Venkatasubramaniam, K. Ampountolas, L. Evers
  Nonparametric clustering for spatio-temporal data
  B1304:  A. White, G. Celeux, J. Wyse
  Comparing EM to a greedy search algorithm to optimize ICL for mixture models
  B1833:  M. Scott, K. Mohan, J.-A. Gauthier
  Model-based clustering of longitudinal data with nominal, multidimensional outcomes
Session EO314 Room: MAL 152
Model specification tests Monday 16.12.2019   10:50 - 12:55
Chair: Maria Dolores Jimenez-Gamero Organizer: Maria Dolores Jimenez-Gamero
  B0598:  M. Cousido Rocha, M.D. Jimenez-Gamero, V. Alba-Fernandez
  Testing the equality of a large number of populations
  B0630:  V. Alba-Fernandez, M.D. Jimenez-Gamero
  Goodness-of-fit tests for the geometric distribution based on conditional moments
  B1041:  D. Gaigall, M. Ditzhaus
  Test for detecting risk equivalent or risk neutral portfolios
  B1244:  B. Ebner, N. Henze
  New tests of multivariate normality by a characterizing property of the Hermite operator
  B1414:  J.-C. Pardo-Fernandez, G. Boente
  Testing for superiority between two variance functions
Session EO580 Room: MAL 153
Statistical methods for precision medicine Monday 16.12.2019   10:50 - 12:55
Chair: Paul Kirk Organizer: Steven Hill, Paul Kirk
  B0764:  Y. Zhu, S. Kiddle
  Relating clusters of patients to distal outcomes: A misclassification-correction approach
  B1352:  B. Taschler, S. Mukherjee
  On high-dimensional prediction for diagnostics
  B0878:  B. Hejblum, P. Kirk
  Scaling up nonparametric Bayesian clustering with MCMC for big data applications
  B1307:  A. Rouanet, S. Richardson, P. Kirk, B. Tom
  A Bayesian clustering approach for the analysis of repeated cognitive tests, imaging, genetic data and time-to-dementia
  B1235:  S. Hill, J. Howlett, S. Kiddle, S. Mukherjee, A. Rouanet, B. Taschler, B. Tom, S. White
  Individual-level prediction of Alzheimer's disease progression: Tackling the TADPOLE challenge
Session EO669 Room: Senate
Extremes, dependencies and applications Monday 16.12.2019   10:50 - 12:55
Chair: Katharina Hees Organizer: Katharina Hees
  B1170:  M. Oesting, A. Schnurr
  Patterns in spatio-temporal extremes
  B1405:  D. Walshaw, L. Fawcett
  Estimating return levels from serially dependent observations
  B0350:  A. Mueller, M. Reuber
  A time series model for global horizontal irradiation based on extreme value theory and copulas
  B1563:  H. Planinic, B. Basrak
  Regularly varying random fields and local sequence alignment
  B1925:  J. Lee, M. de Carvalho
  Bayesian semiparametric regression for heavy-tailed responses
Session EO496 Room: MAL 251
Statistical methods for non-euclidean data Monday 16.12.2019   10:50 - 12:55
Chair: Karthik Bharath Organizer: Sebastian Kurtek, Karthik Bharath
  B0276:  K. Severn, I. Dryden, S. Preston
  Manifold valued data analysis of samples of networks, with applications in corpus linguistics
  B1266:  M. Owen
  Detecting and correcting bias in phylogenetic tree inference
  B1358:  A. Feragen, A. Calissano, S. Vantini
  The geometry of graph space: Towards graph-valued statistics
  B1932:  A. Kume, A. Wood, T. Sei
  On the linear combination of chi-squares with applications to inference in shape and directional statistics
Session EO745 Room: MAL 252
Optimization and new statistical learning tools in data science Monday 16.12.2019   10:50 - 12:55
Chair: Murat A Erdogdu Organizer: Murat A Erdogdu, Annie Qu
  B1964:  Y. Li, A. Qu, R. Zhu
  Semi-orthogonal non-negative matrix factorization with an application in text mining
  B1698:  L. Xue
  Time-varying feature selection for longitudinal analysis
  B0418:  K. Balasubramanian
  Bandit algorithms for nonstationary online nonconvex optimization
  B1357:  M.A. Erdogdu
  Global nonconvex optimization with discretized diffusions
  B1441:  N. Vanli, M.A. Erdogdu, P. Parrilo, A. Ozdaglar
  Convergence rate of block-coordinate maximization Burer-Monteiro method for solving large SDPs
Session EO699 Room: MAL 253
Recent advances on ROC curves estimation Monday 16.12.2019   10:50 - 12:55
Chair: Graciela Boente Organizer: Graciela Boente
  B0216:  P. Martinez-Camblor
  Improving the biomarker diagnostic capacity via functional transformations
  B0800:  M.D.C. Pardo, C.T. Nakas, A. Franco-Pereira
  An approach to evaluate and compare biomarkers to diagnose a disease
  B0303:  A.M. Bianco, G. Boente, W. Gonzalez-Manteiga
  Robust estimation of ROC curves with covariates
  B0590:  V. Lourenco, M. de Carvalho, V. Inacio
  Robust inference for the covariate-specific ROC curve and its associated summary indices
  B1176:  A. Fanjul Hevia, W. Gonzalez-Manteiga, J.-C. Pardo-Fernandez, I. Van Keilegom
  Comparing ROC curves conditioned to a multidimensional covariate
Session EO855 Room: SH349
Recent advances in genomic prediction Monday 16.12.2019   10:50 - 12:55
Chair: Reka Howard Organizer: Reka Howard, Bertrand Clarke
  B0353:  A. Lipka
  The performance of genotype-to-phenotype models accounting for large-effect loci, epistasis, and pleiotropy
  B0459:  H. Iwata
  Predicting environmental response of crop plants via the integration of models from different disciplines
  B0461:  R. Howard
  Response surface analysis of genomic prediction accuracy values using quality control covariates in soybean
  B0414:  J. Crossa, O. Montesinos-Lopez, P. Perez-Rodriguez, R. Howard, J. Cuevas, D. Jarquin, A. Montesins-Lopez
  Genome and phenome statistical models and methods for prediction
  B1122:  P. Munoz Del Valle
  Models for autotetraploid genomics in the context of GWAS and GS
Session EC811 Room: MAL G14
Contributions in stochastic processes Monday 16.12.2019   10:50 - 12:55
Chair: Serguei Dachian Organizer: CMStatistics
  B1602:  Y. Uehara
  Bootstrap method for misspecified ergodic stochastic differential equation models
  B1611:  S. Eguchi
  Data driven time scale for diffusion processes in YUIMA
  B1878:  A. Barrera, P. Roman-Roman, F. Torres-Ruiz
  A stochastic extension of the T growth model
  B1599:  A. Krutto
  Convergence of the logarithm of empirical characteristic function in stable laws
Session EC808 Room: MAL 254
Contributions in functional data analysis Monday 16.12.2019   10:50 - 12:55
Chair: Simone Vantini Organizer: CMStatistics
  B1782:  P. Jasko, D. Kosiorowski, J. Rydlewski
  Exponential smoothing with locality parameter for functional data in robust forecasting of economic phenomena
  B1848:  S. Novo, G. Aneiros, P. Vieu
  Impact point selection in semiparametric multi-functional regression
  B0313:  E. Bernieri, M. de Carvalho
  Dependent random measures indexed by a functional covariate
  B1854:  A. Ciarleglio
  Approaches for extending multiple imputation to handle scalar and functional data
  B2013:  R. Kanai, S. Guillas
  Functional data analysis application in TEC disturbance caused by Tsunami
Session EC801 Room: MAL 355
Contributions in applied statistics Monday 16.12.2019   10:50 - 12:55
Chair: Claudia Neves Organizer: CMStatistics
  B1856:  P. Wacker, P. Knabner
  Statistical inference in hydraulic tomography with wavelet-based priors
  B1889:  P. Drouin, A. Stamm, L. Bellanger, L. Chevreuil, V. Graillot
  Clustering time-varying quaternion data: Application to the detection of gait abnormalities
  B1904:  E. Rocco, C. Bocci, A. Petrucci
  Assessing the representativeness of non-probability surveys: The case of public library users' survey in Florence
  B1691:  A. Halka, A. Leszczynska-Paczesna
  Substitution bias of the consumer price index in Poland
  B0620:  S.J. Villejo
  Linking climate and dengue using the integrated nested Laplace approximation and the SPDE approach
Parallel session N: CFE Monday 16.12.2019 10:50 - 12:55

Session CO743 Room: Bloomsbury
Commodity markets Monday 16.12.2019   10:50 - 12:55
Chair: Ana-Maria Fuertes Organizer: Ana-Maria Fuertes
  A0768:  A.-M. Fuertes, A. Fernandez-Perez, J. Miffre, M. Gonzalez-Fernandez
  Hazard fear in commodity markets
  A0879:  T. Conlon
  Crudeo oil return predictability revisited
  A1367:  A. Zaremba, A. Zaremba, R. Bianchi, M. Mikutowski
  Long-run reversal in commodity returns: Insights from seven centuries of evidence
  A1498:  N. Zhao, A.-M. Fuertes
  Media tone in commodity markets
  A1547:  Z. He, J. Thijssen, F. OConnor
  On the existence of a risk free asset: The first empirical test of zero-beta CAPM using T-bills and gold
Session CO683 Room: G11
Bayesian financial econometrics Monday 16.12.2019   10:50 - 12:55
Chair: Jia Liu Organizer: Jia Liu
  A1310:  M. Kalli
  Bayesian nonparametric methods for analysing macroeconomic time series
  A1277:  J. Maheu, Y. Song
  A dynamic Bayesian nonparametric model
  A0375:  Q. Yang, J. Maheu
  A Bayesian nonparametric approach on model combination for short-term interest rates
  A1037:  C. Li
  Do better return density forecasts lead to economic gains in portfolio allocation?
  A0593:  J. Liu
  Bayesian nonparametric covariance estimation with noisy and nonsynchronous asset prices
Session CO210 Room: G3
Financial modeling and statistics Monday 16.12.2019   10:50 - 12:55
Chair: Jan Vecer Organizer: Jan Vecer
  A1809:  J. Vecer, R. Navratil
  Utility-based model selection and model averaging
  A1835:  R. Navratil, J. Vecer
  Long term portfolio protection
  A1938:  S. Taylor
  Social security benefit valuation, risk, and optimal retirement
  A1672:  E.N.B. Quaye, R. Tunaru
  Optimisation of trading strategies based on implied volatility and implied dividend volatility
  A1442:  R. Ouysse
  Asset pricing with endogenous state-dependent aggregate risk aversion
Session CO450 Room: G4
Financial econometrics Monday 16.12.2019   10:50 - 12:55
Chair: Wenying Yao Organizer: Wenying Yao, CFE
  A0441:  M. Kangogo, V. Volkov
  Detecting signed spillovers in Asia
  A1778:  M. Bevilacqua, J. Barunik, R. Tunaru
  Asymmetric network connectedness of fears
  A0308:  S. Clinet, Y. Potiron
  Cointegration in high frequency data: Estimation and test
  A1369:  Y. Potiron, S. Clinet
  Disentangling sources of high frequency market microstructure noise
  A0230:  W. Yao, L. Winkelmann
  Estimating the rank of cojumps in high-dimensional financial data with market microstructure noise
Session CO749 Room: G5
Forecasting and estimation methods in time series econometrics Monday 16.12.2019   10:50 - 12:55
Chair: Sondre Holleland Organizer: Yushu Li
  A0369:  H. Otneim, D. Tjoestheim
  Measuring conditional dependence using the local Gaussian partial correlation
  A0506:  F.N. Andersson, Y. Li
  Inflation: An MCMC estimator of the long-memory parameter in a state space model
  A0512:  M. Chronopoulos, L. Sendstad
  The value of turning-point detection for optimal investment
  A1011:  S. Holleland, H.A. Karlsen
  Spatio-temporal ARMA-GARCH models
  A1129:  J. Lyhagen
  Model specification testing in seasonal ARMA models
Session CO312 Room: Montague
Pricing kernels and factor models Monday 16.12.2019   10:50 - 12:55
Chair: Benjamin Holcblat Organizer: Benjamin Holcblat
  A0262:  I. Zviadadze, R. Uppal, P. Zaffaroni
  Correcting misspecification in stochastic discount factor models
  A0263:  C. Julliard
  An information-theoretic asset pricing model
  A0425:  E. Sentana, F. Penaranda, E. Manresa
  Empirical evaluation of overspecified asset pricing models
  A0355:  A. Lioui, M. Weber, B. Holcblat
  Anomaly or risk factor? Some simple tests
  A0347:  M. Pelger, J. Zhu, L. Chen
  Deep learning in asset pricing
Session CO234 Room: Woburn
Assessing macroeconomic policies Monday 16.12.2019   10:50 - 12:55
Chair: Nora Traum Organizer: Nora Traum
  A0199:  M. Karamysheva, N. German
  Government spending multiplier and the size of the shock: Evidence from U.S.
  A0206:  V. Lewis, M. Dossche, A.G. Gazzani
  Labor adjustment and productivity in the OECD
  A0543:  B. Kwak, Y. Chang, B. Li, F. Tan
  Origins of macro policy shifts: A new approach to regime switching in DSGE models
  A1886:  E. Vourvachaki, D. Papageorgiou, D. Malliaropulos, H. Dellas
  Fiscal multipliers with an informal sector
  A1887:  D. Papageorgiou, H. Balfoussia, H. Dellas
  Fiscal distress and banking performance: The role of macroprudential regulation
Session CO404 Room: Jessel
Time series econometrics: Nonstationarities and instabilities Monday 16.12.2019   10:50 - 12:55
Chair: Martin Wagner Organizer: Martin Wagner
  A1446:  L. Soegner, M. Wagner
  Monitoring structural breaks of the cointegration rank in error correction models
  A1542:  L. Matuschek, D. Bauer, P. de Matos Ribeiro, M. Wagner
  Pseudo maximum likelihood analysis of I(2) processes in the state space framework
  A1543:  P. de Matos Ribeiro, D. Bauer, L. Matuschek, M. Wagner
  Stochastic trends and economic fluctuations reconsidered
  A1810:  J. Koistinen, B. Funovits
  Right matrix fraction description for stochastically singular models: Structure theory and estimation
  A1843:  H. Reuvers, Y. Lin
  Flexible nonlinear trend specifications and cointegration
Session CC827 Room: MAL 351
Contributions in applied econometrics Monday 16.12.2019   10:50 - 12:55
Chair: Marc Gronwald Organizer: CFE
  A1749:  M. Boccia, A. Amendola, A. Amendola
  Value added in Italian primary school: An econometric approach
  A1670:  R. Lacaza, B. Sy
  Relationship between money supply and other macroeconomic variables in the Philippines: A vector autoregression analysis
  A1844:  H. Jedidi, G. Dionne
  Non-parametric testing of information asymmetry in the U.S. mortgage servicing market
  A0729:  J. Pavlicek, L. Kristoufek
  Modeling the UK mortgage demand using online searches
Session CG225 Room: G21A
Contributions in macroeconomics and macroeconometrics Monday 16.12.2019   10:50 - 12:55
Chair: Luis Aguiar-Conraria Organizer: CFE
  A0481:  D. Leiva-Leon
  Endogenous time-variation in vector autoregressions
  A1589:  J. Kukacka, T.-S. Jang, S. Sacht
  On the estimation of behavioral macroeconomic models via simulated maximum likelihood
  A1855:  N. Fokin, A. Polbin
  A Bayesian ECM for forecasting real ruble exchange rate under structural change in the monetary policy
  A0275:  Z. Ftiti, A. melki, M. Ben Arab
  Study of sovereign credit rating determinants: A Bayesian averaging model
  A1974:  A. Ghalayini, M. Izzeldin
  The role of economic and financial indicators in forecasting stock volatility
Session CG025 Room: MAL 352
Contributions in econometrics of volatility Monday 16.12.2019   10:50 - 12:55
Chair: Roman Liesenfeld Organizer: CFE
  A1717:  G. Alfelt, T. Bodnar, F. Javed, J. Tyrcha
  Singular conditional autoregressive Wishart model
  A1832:  E. Allaj
  Realized volatility estimator under liquidity constraints
  A1875:  Y. Ota
  Parameters identification for inverse option problems using Markov Chain Monte Carlo methods
  A1898:  A. Kostyrka, D. Malakhov
  An asymmetrical opposite-signed-shocks GARCH model
  A1428:  C. Wang, R. Gerlach
  A semi-parametric realized joint value-at-risk and expected shortfall regression framework
Session CG848 Room: MAL 353
Contributions in business cycle analysis Monday 16.12.2019   10:50 - 12:55
Chair: Christopher Otrok Organizer: CFE
  A0753:  D. Koursaros, C. Savva, N. Michail, N. Papadopoulou
  Sales and promotions and the great recession deflation
  A1650:  B. van Os, D. van Dijk
  Score-driven time-varying transition probabilities in a dynamic factor Markov-switching model
  A1814:  T. Christou, V. Vassilatos, A. Apostolis Philippopoulos
  Modeling rent seeking activities: Quality of institutions, macroeconomic performance and the economic crisis
  A0939:  M.J. Soares, L. Aguiar-Conraria, M. Martins
  The Phillips Curve at 60: Time for time and frequency
  A1669:  J. Kotlowski, M. Brzoza-Brzezina, G. Wesolowski
  International information flows, sentiments and cross-country business cycle fluctuations
Session CG217 Room: MAL 354
Contributions in machine learning in finance Monday 16.12.2019   10:50 - 12:55
Chair: Michael Ellington Organizer: CFE
  A1432:  S. Sun, S. Wang, Y. Wei
  Evolutionary relaxed support vector regression for exchange rates trading
  A1507:  Y. Zheng, M. Ellington, M. Stamatogiannis
  Industry return predictability: Evidence from China
  A1764:  L. Barbaglia, S. Manzan, E. Tosetti
  Loan default analysis in Europe: Tracking regional variations using big data
  A1820:  G. Anderson, A. Audzeyeva
  A coherent framework for predicting emerging market credit spreads with support vector regression
  A1765:  A. Pereverzin
  Combining econometrics and machine learning to forecast realized volatility of exchange rates
Parallel session O: CMStatistics Monday 16.12.2019 14:25 - 16:05

Session EO280 Room: CLO B01
Modelling functional data Monday 16.12.2019   14:25 - 16:05
Chair: Fabian Scheipl Organizer: Fabian Scheipl
  B0433:  V. Vitelli
  A unified framework for joint sparse clustering and alignment of functional data
  B1188:  A. Volkmann, A. Stoecker, F. Scheipl, S. Greven
  A functional additive mixed model for multivariate functional data
  B1685:  J. Morris, Y. Liu, M. Li
  Function-on-scalar quantile regression with application to mass spectrometry proteomics data
  B0846:  M. Cremona, F. Chiaromonte, K. Makova
  Functional data analysis applications to omics sciences
Session EO480 Room: MAL B36
The new development in the analysis of complex structured data Monday 16.12.2019   14:25 - 16:05
Chair: Wenqing He Organizer: Wenqing He
  B0317:  L. Qian
  Modeling semi-competing risks with clusters and measurement errors
  B1005:  X. Liu
  Emsembling imbalanced-spatial-structured support vector machine
  B1048:  W. He
  Dynamic tilted current correlation for high dimensional variable screening
  B1759:  Y. Li
  Simultaneous selection and inference for varying coefficients with zero regions: A soft thresholding approach
Session EO226 Room: Bloomsbury
Recent developments in statistical models for survival data Monday 16.12.2019   14:25 - 16:05
Chair: Marialuisa Restaino Organizer: Hongsheng Dai, Marialuisa Restaino
  B0661:  C. Moreira, J. de Una-Alvarez
  Nonparametric estimation of hazard rate function from doubly truncated data under dependence
  B0797:  M. Zenga, J.E. Ruiz-Castro
  A piecewise Weibull survival model for the analysis of breast cancer subject to endogenous and exogenous factors
  B1219:  F. Gasperoni, F. Ieva, A.M. Paganoni, C. Jackson, L. Sharples
  Evaluating the effect of healthcare providers through semi-Markov multi-state model and nonparametric discrete frailty
  B1903:  M. Jonker, M. Rodriguez-Girondo
  Disease risk estimation under clustered and outcome-dependent sampling
Session EO765 Room: G21A
Branching processes: Theory, computation and applications I Monday 16.12.2019   14:25 - 16:05
Chair: Ines M del Puerto Organizer: Miguel Gonzalez Velasco, Ines M del Puerto
  B1539:  A. Vidyashankar
  Asymptotic inference for branching random walks with immigration and applications
  B1528:  E. Yarovaya
  Branching random walks: Theoretical and simulation results
  B1707:  C. Gutierrez Perez, M. Gonzalez Velasco, R. Martinez Quintana
  Modeling Y-linked pedigrees through branching processes
Session EO094 Room: G3
Statistical challenges in policy-relevant problems Monday 16.12.2019   14:25 - 16:05
Chair: Jennifer Hill Organizer: Jennifer Hill
  B0516:  E. Ogburn, Y. Lee
  Social network dependence, the replication crisis, and (in)valid inference
  B1046:  A. Volfovsky
  Nearly exact matching in the presence of networks
  B1065:  J. Murray
  Scaling Bayesian probabilistic record linkage with post-hoc blocking
  B1076:  C. Carvalho, J. Murray
  Model interpretation through lower dimensional posterior summarization
Session EO548 Room: G5
Fronts and frontiers: Recent studies in modeling and estimation Monday 16.12.2019   14:25 - 16:05
Chair: Carlos Martins-Filho Organizer: Vanja Dukic
  B0604:  S. Dance
  On the estimation and treatment of observation uncertainty in data assimilation for numerical weather prediction
  B0989:  D. Bortz
  Model selection for migrating cell fronts
  B0611:  V. Dukic
  Bayesian inference in structured epidemics
  B1262:  C. Martins-Filho, L. Xue, L. Yang, Y. Fang
  Robust estimation of additive boundaries with quantile regression and shape constraints
Session EO843 Room: Gordon
Bayesian design of experiments Monday 16.12.2019   14:25 - 16:05
Chair: Markus Hainy Organizer: Markus Hainy
  B0378:  A. Overstall
  Bayesian optimal design for ordinary differential equation models
  B0530:  X. Huan, W. Shen
  Simulation-based optimal sequential Bayesian design using policy gradient reinforcement learning
  B1069:  D. Price
  Optimal design for infectious diseases
  B1192:  M. Hainy, D. Price, O. Restif, C. Drovandi
  Optimal Bayesian design for models with intractable likelihoods via supervised learning methods
Session EO851 Room: MAL G13
Empirical Bayes in the 21st century Monday 16.12.2019   14:25 - 16:05
Chair: Roger Koenker Organizer: Ivan Mizera
  B1552:  J.J. Cai, L. Zhao
  Nonparametric empirical Bayes methods for sparse, noisy signals
  B1127:  S. Zhao, W. Biscarri
  A regression modeling perspective on compound decision problems
  B1123:  I. Mizera, S. Tao
  Nonparametric maximum likelihood estimation of mixture models: Recent developments
Session EO122 Room: MAL G14
Projection pursuit: Applications Monday 16.12.2019   14:25 - 16:05
Chair: Nicola Loperfido Organizer: Nicola Loperfido
  B0241:  S. Mazur, F. Javed, E. Ngailo
  Higher order moments of the estimated tangency portfolio weights
  B0265:  F. Javed, N. Loperfido, S. Mazur
  Fourth cumulant for the random sum of random vectors
  B0363:  C. Franceschini, N. Loperfido
  Multivariate kurtosis with the R package MultiKurt
  B1788:  M. Giacalone, R. Mattera
  An improved method of combining forecasts based on fourth cumulant
Session EO352 Room: MAL G15
Track: Bayesian semi- and non-parametric methods III Monday 16.12.2019   14:25 - 16:05
Chair: Raffaele Argiento Organizer: Antonio Canale, Raffaele Argiento, Bernardo Nipoti
  B1070:  A. Lanteri, R. Argiento, S. Montagna, J. Hopker
  A Bayesian nonparametric approach for functional regression with application to sport data
  B1296:  P. Kirk, C. Foley
  Bayesian divisive clustering
  B1416:  X. Miscouridou, F. Caron, Y.W. Teh
  Modelling sparsity, heterogeneity, reciprocity and community structure in temporal interaction data
  B1146:  R. Piatek
  A Bayesian nonparametric approach to factor analysis
Session EO262 Room: MAL G16
Markov chain Monte Carlo for complex data Monday 16.12.2019   14:25 - 16:05
Chair: Galin Jones Organizer: Galin Jones
  B0354:  J. Flegal, N. Robertson, G. Jones, D. Vats
  New visualizations for Monte Carlo simulations
  B0519:  K.O. Ekvall, G. Jones
  Convergence analysis of a collapsed Gibbs sampler for Bayesian vector autoregressions
  B0556:  J. Vogrinc, W. Kendall
  Counterexamples for optimal scaling of Metropolis-Hastings chains with rough target densities
  B0781:  Q. Qin, J. Hobert
  Convergence complexity analysis of Albert and Chib's algorithm for Bayesian probit regression
Session EO787 Room: Montague
BFF: Foundations of statistics and their impacts on applications Monday 16.12.2019   14:25 - 16:05
Chair: Jan Hannig Organizer: Jan Hannig
  B0181:  S. Neupert, J. Hannig
  BFF: Bayesian, fiducial, frequentist analysis of age effects in daily diary data
  B0210:  P. Edlefsen, R. Rossenkhan
  Dempster-Shafer adaptive clinical trials and A/B tests
  B1584:  P. Grunwald
  Safe testing \& Probabilities: A unified treatment of optional stopping, untrustworthy priors and misspecification
  B1993:  J. Williams
  The EAS approach for graphical selection consistency in vector autoregression models
Session EO140 Room: CLO 101
Statistical modelling, comparisons, learning and discoveries Monday 16.12.2019   14:25 - 16:05
Chair: Subir Ghosh Organizer: Subir Ghosh
  B0662:  J. Barrett, A. Wood, M. Sweeting, E. Paige, D. Stevens
  Statistical methods for dynamic cardiovascular risk prediction
  B0818:  F. Steele
  Random effects dynamic panel models for unequally-spaced repeated measures
  B0913:  D. Woods
  Bayesian optimal design of experiments motivated by challenges from science and technology
  B1158:  D. Wilson
  The harmonic mean p-value for combining dependent tests
Session EO544 Room: Court
Special problems in classification of distressed companies Monday 16.12.2019   14:25 - 16:05
Chair: Raffaella Calabrese Organizer: Cedric Heuchenne, Alessandro Beretta
  B0843:  J. Ansell, A. Gieschen, R. Calabrese, B. Martin-Barragan, G. Andreeva
  Spatial modelling using clustering
  B0955:  A. Beretta, C. Heuchenne, M. Restaino
  Competing risks PH cure model and GEV regression: Analysis of bank failures and acquisitions in the U.S.
  B1175:  R. Calabrese
  Contagion effects for UK small business failures: A spatial hierarchical autoregressive model for binary data
  B1363:  T. Aeschbacher, A. Kostrov
  Investing in high-yield debt: The case of U.S. bond market
Session EO482 Room: MAL 152
Semiparametric methods for risk evaluation Monday 16.12.2019   14:25 - 16:05
Chair: Yu Cheng Organizer: Yu Cheng
  B0332:  L. Peng, B. Kianian, J. Kim, J. Fine
  Causal proportional hazards regression with a binary instrumental variable
  B1245:  J.-H. Jeong
  Quantile regression on life lost
  B1112:  S. Shin
  Ensemble estimation and variable selection with semiparametric transformation models
  B0612:  Y. Cheng, Z. Wang, E. Seaberg, J. Becker
  Novel metrics for assessing importance of new biomarkers for competing outcomes
Session EO484 Room: MAL 153
Community detection, quantile regression and survival analysis Monday 16.12.2019   14:25 - 16:05
Chair: Oscar Hernan Padilla Organizer: Yi Yu
  B0678:  W. Wang
  Community detection on social network with complex attributes
  B1467:  O.H. Padilla
  High dimensional latent quantile regression
  B1479:  T. Sit
  A quantile localized approach to the accelerated failure time model on survival data with time-dependent covariates
  B1986:  Y. Choi
  Adaptive community detection via fused l1 penalty
Session EO120 Room: MAL 254
Asymptotic and computational methods for stochastic processes Monday 16.12.2019   14:25 - 16:05
Chair: Nakahiro Yoshida Organizer: Nakahiro Yoshida
  B0462:  A. Gloter, N. Yoshida, S. Delattre
  Rate of estimation for the stationary distribution of stochastic damping Hamiltonian systems with continuous observation
  B0643:  I. Muni Toke
  Intensity ratios of marked point processes for limit order book modeling
  B0960:  E. Guidotti, N. Yoshida
  Towards coding of the asymptotic expansion formula in YUIMA
  B1591:  K. Kamatani, N. Okamoto
  Metropolis-within-piecewise deterministic Markov processes
Session EO641 Room: Senate
Advances in temporal extremes Monday 16.12.2019   14:25 - 16:05
Chair: Kirstin Strokorb Organizer: Kirstin Strokorb
  B0674:  J.J. Cai, A. Krajina
  A nonparametric estimator of the extremal index
  B1142:  B. Basrak
  Asymptotic analysis of subcritical branching processes with regularly varying immigration
  B1228:  C. Neves
  On trend estimation and testing with application to extreme rainfall
  B1336:  I. Papastathopoulos
  Hidden tail chains
Session EO374 Room: MAL 251
y-SIS: From methodology to applications Monday 16.12.2019   14:25 - 16:05
Chair: Alessia Caponera Organizer: Alessia Caponera
  B1143:  M. Stefanucci, A. Canale
  Bayesian multiscale mixture of Gaussian kernels for density estimation
  B0835:  C. Capezza, A. Lepore, A. Menafoglio, B. Palumbo, S. Vantini
  Functional control charts based on scalar-on-function linear model
  B0900:  C. Fronterre, E. Giorgi
  Model based geostatistics and decision making: A parasite tale
  B0875:  F. Schirripa Spagnolo, R. Borgoni, A. Carcagni, A. Michelangeli, N. Salvati
  Spatial M-quantile regression with covariate measurement error to model housing price in Milan
Session EO679 Room: MAL 252
Nonparametric statistics: Bayesian and frequentists Monday 16.12.2019   14:25 - 16:05
Chair: Mayer Alvo Organizer: Mayer Alvo
  B0399:  P. Yu, K. Law, W.-K. Li
  A new nonparametric tail risk measure
  B0731:  I. Schiopu-Kratina, H.Y. Liu, M. Alvo, P.-J. Bergeron
  Modeling recurrent gap times and conditional estimating equations
  B1071:  M. Zarepour
  Some new developments in nonparametric Bayesian inference
  B0213:  M. Alvo, F. Abbas-Aghababazadeh, D.R. Bickel
  Estimating the local false discovery rate via a bootstrap solution to the reference class problem
Session EO526 Room: MAL 253
Graphical models and applications Monday 16.12.2019   14:25 - 16:05
Chair: Reza Mohammadi Organizer: CMStatistics, Reza Mohammadi
  B0961:  L.C. Hinoveanu, F. Leisen, C. Villa
  A loss-based prior for Gaussian graphical models
  B0973:  J. Mulder, D. Williams, L. Pericchi, P. Rast
  Exploratory and confirmatory Bayesian tests for Gaussian graphical models
  B1557:  F. Rios
  Bayesian learning of weakly structural Markov graph laws using sequential Monte Carlo methods
  B1181:  E. Perkovic, L. Henckel, M. Maathuis
  Graphical criteria for efficient total effect estimation in causal linear models
Session EO727 Room: SH349
Dynamic time series modelling Monday 16.12.2019   14:25 - 16:05
Chair: Pramita Bagchi Organizer: Pramita Bagchi
  B0993:  Z. Li
  Bayesian spectral analysis of replicated time series
  B1240:  S. Roy
  Understanding brain network through linear latent variable models of functional connectivity
  B1335:  W. Wu, Z. Zhou
  MACE: Multiscale abrupt change estimation under complex temporal dynamics
  B1157:  P. Bagchi
  A test for separability in covariance operators of random surfaces
Session EC802 Room: MAL 354
Contributions in time series II Monday 16.12.2019   14:25 - 16:05
Chair: Liudas Giraitis Organizer: CMStatistics
  B0499:  A. Buteikis, R. Leipus
  An integer-valued autoregressive process for seasonality
  B2004:  C. Nava, M.G. Zoia
  From detection to forecast of the trend-cycle component in the frequency domain
  B1701:  C.T. Ng
  Real time prediction of irregular periodic time series data
  B1746:  H. Nagao, S.-I. Ito
  Uncertainty quantification for parameters and time series forecasting based on data assimilation
Parallel session O: CFE Monday 16.12.2019 14:25 - 16:05

Session CO789 Room: MAL B02
Quantitative asset management Monday 16.12.2019   14:25 - 16:05
Chair: Gaelle Le Fol Organizer: Gaelle Le Fol, Serge Darolles
  A0773:  T. Renault, D. Guegan
  Investor sentiment and intraday bitcoin returns
  A1183:  B. Sagna
  Evidence from a horse-race on the top of intra-daily forecasting models for algorithmic trading
  A1464:  N. Moreno, M. Lambert
  The earnings-announcement-day news puzzle
Session CO771 Room: MAL B04
Bayesian econometrics Monday 16.12.2019   14:25 - 16:05
Chair: Catherine Forbes Organizer: Catherine Forbes
  A0494:  N. Tomasetti, C. Forbes, A. Panagiotelis
  Updating variational Bayes: Fast sequential posterior inference
  A0634:  M. Ellington, J. Barunik
  Asset pricing using time-frequency dependent network centrality
  A1013:  C. Ausin, A. Virbickaite, P. Galeano
  Copula stochastic volatility in oil returns: Approximate Bayesian computation with volatility prediction
  A0871:  G. Mitrodima
  A Bayesian transformation model for forecasting asset returns
Session CO651 Room: MAL B20
Advances in time series and panel data econometrics Monday 16.12.2019   14:25 - 16:05
Chair: Indeewara Perera Organizer: Indeewara Perera
  A0551:  N. Bailey, M.H. Pesaran, M. Aquaro
  Estimation and inference for spatial models with heterogeneous coefficients: An application to U.S. house prices
  A1125:  A. Kaul, V. Jandhyala, S. Fotopoulos
  Inference on the change point in high dimensional time series models
  A1271:  I. Perera, M. Silvapulle
  Bootstrap methods for multiplicative error models
  A1308:  A. Cornea-Madeira, A. Halunga
  Bootstrap tests for integer-valued GARCH models with covariates
Session CO777 Room: MAL B35
Forecasting with many predictors Monday 16.12.2019   14:25 - 16:05
Chair: Daniel Borup Organizer: Daniel Borup
  A0756:  J.W. Hansen, C. Thimsen
  Forecasting corporate earnings with machine learning
  A1641:  M. Siggaard
  A machine learning approach to volatility forecasting
  A0968:  J. Jakobsen, D. Borup, B. Veliyev
  The non-linear relationship between macro-financial state variables and market volatility
  A0771:  E.C.M. Schutte
  Forecasting house prices using online search activity
Session CO252 Room: G4
Modeling regime change II Monday 16.12.2019   14:25 - 16:05
Chair: Willi Semmler Organizer: Willi Semmler
  A1426:  S. Issa, W. Semmler
  Oil prices and banking instability: A jump-diffusion model for bank capital structure
  A1094:  F. Jawadi
  Multivariate nonlinear analysis of quarterly China's GDP and world oil price
  A1783:  V. Ajevskis
  Non-stationary DSGE models with time-varying steady state
  A2022:  G. Di Bartolomeo, E. Beqiraj
  The US post-war economic dynamics and price/wage setting processes: A regime-switching DSGE approach
Session CO859 Room: Chancellor's Hall
State-space representations: Computation and applications Monday 16.12.2019   14:25 - 16:05
Chair: Frederic Karame Organizer: Frederic Karame
  A1750:  M. Juillard
  Kalman filter: A Julia implementation
  A1790:  M. Del Negro
  Online estimation of DSGE models
  A1785:  F. Karame, A. Brouste
  One-step online maximum likelihood for linear state-space representations
Session CO380 Room: Jessel
Change point problems in stochastic processes: Theory and applications Monday 16.12.2019   14:25 - 16:05
Chair: Ilia Negri Organizer: Ilia Negri
  A1130:  F. Akashi
  Self-weighted GEL method for heavy-tailed ARMA models and its applications to various problems
  A1425:  K. Tsukuda
  A change detection procedure for an ergodic diffusion process
  A1285:  S. Dachian, A. Amiri
  On smooth change-point estimation for Poisson processes
  A1211:  I. Negri
  Change point detection based on method of moment estimators
Session CC830 Room: MAL 351
Contributions in empirical finance Monday 16.12.2019   14:25 - 16:05
Chair: Cesare Robotti Organizer: CFE
  A0710:  S. Ganem
  Financial markets' reactions to the Greek crisis' policy response: A behavioural finance approach
  A1791:  M.M. Vich Llompart
  When the (expected) loss quantiles go marching in
  A1840:  N. Zambon, M. Caporin
  Allocation choice between pension fund and long term care: The investor's perspective in the Italian market
  A1906:  H. Li, C. Diks, V. Panchenko
  Predicting intraday return patterns based on overnight returns for the US stock market
Session CC829 Room: MAL 352
Contributions in econometrics modelling Monday 16.12.2019   14:25 - 16:05
Chair: Tso-Jung Yen Organizer: CFE
  A1812:  H. Nguyen, C. Ausin, P. Galeano
  Sovereign default of European countries: Evidence from truncated factor vine copula model of CDS Spreads
  A1837:  H. Shimizu
  A Bayesian analysis of the extended Poisson regression
  A1980:  M. Marchese, R. Payne
  The disposition effect: Behavioural evidences from a quantile regression with fixed effects and attrition
  A1724:  K. Kakamu
  Bayesian analysis of lognormal mixtures with an unknown number of components from grouped data
Parallel session P: CMStatistics Monday 16.12.2019 16:35 - 17:50

Session EO560 Room: CLO B01
Functional analysis for multiple type data Monday 16.12.2019   16:35 - 17:50
Chair: Xiongtao Dai Organizer: Catherine Liu
  B1007:  J. Liu
  Kernel regression with convolved Gaussian processes on Riemannina manifold
  B1024:  S. Xu, Y. Li, C. Liu
  Minimax powerful functional analysis of covariance tests for longitudinal genome-wide association studies
  B1168:  Q. Zhang
  Combination of multiple functional markers to improve diagnostic accuracy
Session EO306 Room: MAL B02
Imaging genetics Monday 16.12.2019   16:35 - 17:50
Chair: Mark Fiecas Organizer: Mark Fiecas, Wesley Thompson
  B0232:  A. Kaplan, M. Fiecas, E. Lock
  Bayesian GWAS with structured and non-local priors
  B1216:  A. Schwartzman, A. Schork, R. Zablocki, W. Thompson
  A simple, consistent estimator of SNP heritability from genome-wide association studies
  B1555:  W. Thompson
  Covariate-modulated shrinkage estimator for imaging and genetics
Session EO530 Room: MAL B04
Recent advances in methods for dynamic treatment regimes Monday 16.12.2019   16:35 - 17:50
Chair: Kristin Linn Organizer: Kristin Linn
  B0227:  T. Murray
  A Bayesian imputation approach to optimizing dynamic treatment regimes
  B0725:  E. Moodie
  User-friendly estimation of optimal adaptive treatment strategies
  B1722:  N. Seewald, D. Almirall
  Sample size considerations for comparing dynamic treatment regimes in a SMART with a longitudinal outcome
Session EO270 Room: MAL B20
Statistical genomics and machine learning Monday 16.12.2019   16:35 - 17:50
Chair: Wei Pan Organizer: Wei Pan
  B1699:  W. Pan
  Deep learning in neuro-imaging genetics
  B1740:  H. Jiang
  Efficient algorithms for resampling-based hypothesis testing in genomic data analysis
  B1960:  H. Yang, W. Pan
  Incorporating a large number of functional annotations in penalized linear regression
Session EO701 Room: MAL B35
Estimation and prediction using time-to-event data Monday 16.12.2019   16:35 - 17:50
Chair: Feng-Chang Lin Organizer: Feng-Chang Lin
  B0337:  C.-L. Su, R. Platt, J.-F. Plante
  Causal inference for recurrent event data using pseudo-observations
  B1774:  F.-C. Lin, C.-L. Su
  Analysis of cyclic recurrent event data with multiple event types
  B1990:  S.H. Chiou, J. Qian, R. Betensky, M. Austin
  Transformation model estimation of survival under dependent truncation and independent censoring
Session EO602 Room: MAL B36
Optimal transport and statistics Monday 16.12.2019   16:35 - 17:50
Chair: Quentin Berthet Organizer: Quentin Berthet
  B1230:  V. Perchet
  Private learning and regularized optimal transport
  B1343:  A. Korba
  Maximum mean discrepancy gradient flow
  B1389:  A. Genevay
  Sinkhorn divergences: Bridging the gap between optimal transport and MMD
Session EO466 Room: Bloomsbury
Statistical models for financial distress Monday 16.12.2019   16:35 - 17:50
Chair: Marialuisa Restaino Organizer: Marialuisa Restaino, Marcella Niglio
  B0409:  F. Sigrist
  Grabit: Gradient tree-boosted Tobit models for default prediction
  B0962:  M.S. Andreano, R. Benedetti, F. Piersimoni, A. Mazzitelli
  Spatial dependence and localization in bankruptcy prediction: A comparative analysis on Italian manufacturing firms
  B1497:  A.M. Fiori, A. Avellone, I. Foroni
  Nonlinear loss aversion and portfolio optimization
Session EO687 Room: G11
Innovative statistical methods for meta-analysis Monday 16.12.2019   16:35 - 17:50
Chair: Lifeng Lin Organizer: Lifeng Lin
  B0471:  L. Lin
  Hybrid test for publication bias in meta-analysis
  B0472:  J. Zhang
  Data-dynamic synthesis of historical information through network meta-analysis
  B0474:  H. Chu, J. Zhou, J. Hodges
  A Bayesian hierarchical CACE model accounting for incomplete noncompliance data in meta-analysis
Session EO767 Room: G21A
Branching processes: Theory, computation and applications II Monday 16.12.2019   16:35 - 17:50
Chair: Miguel Gonzalez Velasco Organizer: Miguel Gonzalez Velasco, Ines M del Puerto
  B1541:  M. Slavtchova-Bojkova, K. Vitanov
  Numerical schemes and algorithms for branching processes models in cancer
  B1951:  I.M. del Puerto, M. Gonzalez Velasco, C. Minuesa Abril
  Likelihood-free simulation methodologies for controlled branching processes
  B1952:  M. Gonzalez Velasco, C. Gutierrez Perez, A. Leon Naranjo, R. Martinez Quintana
  Bayesian inference for a multitype two-sex branching process for X-linked recessive disorders
Session EO124 Room: MAL G13
Doubly stochastic counting processes Monday 16.12.2019   16:35 - 17:50
Chair: Paula Bouzas Organizer: Paula Bouzas
  B0599:  N. Ramesh
  Doubly stochastic Poisson processes in hydrological modelling
  B0608:  A.C. Cebrian, J. Asin
  Multivariate Poisson processes with random effects to model spatial dependence
  B1214:  L.G. Jensen, U. Hahn
  Doubly stochastic point processes in time and space as a model for photoactivated localization microscopy data
Session EO068 Room: MAL G14
Projection pursuit: Theory Monday 16.12.2019   16:35 - 17:50
Chair: Nicola Loperfido Organizer: Nicola Loperfido
  B0422:  N. Loperfido
  Multivariate kurtosis, projection pursuit and tensor eigenvectors: A triangulation
  B0870:  J. Kent
  Affine vs orthogonal equivariance in multivariate analysis
  B1109:  J.A. Branco, A.M. Pires
  Limitations of projection pursuit methods for high dimensional data
Session EO326 Room: MAL G15
Bayesian spatial modelling Monday 16.12.2019   16:35 - 17:50
Chair: Silvia Liverani Organizer: Silvia Liverani
  B0820:  A. Boulieri, M. Blangiardo
  Detecting life expectancy anomalies in England using a Bayesian hierarchical model
  B1095:  C. Utazi
  Bayesian statistical machine learning methods for mapping health and development metrics using big data
  B1171:  M. Gramatica, P. Congdon, S. Liverani
  Bivariate borrowing strength for diabetes risk mapping in London with misaligned data: A multiple membership approach
Session EO362 Room: MAL G16
Advances in Bayesian modelling Monday 16.12.2019   16:35 - 17:50
Chair: Maria De Iorio Organizer: Maria De Iorio
  B1914:  S. Montagna, T. Nichols, T. Johnson
  A Bayesian approach to the joint analysis of multi-type image-based and coordinate-based neuroimaging meta-analysis data
  B2007:  G. Rosner, Z. Wang, C. Wang
  A Bayesian decision-theoretic design for a treatment-selection biomarker
  B1851:  M. Molinari
  Modelling ethnic differences in metabolic associations via Bayesian nonparametric processes
Session EO831 Room: CLO 101
Recent developments on data depth and its applications Monday 16.12.2019   16:35 - 17:50
Chair: Pavlo Mozharovskyi Organizer: Pavlo Mozharovskyi
  B0619:  S. Nagy
  The halfspace depth characterization problem
  B0709:  G. Staerman, P. Mozharovskyi, S. Clemencon
  The area of the convex hull of sampled curves: A robust functional statistical depth measure
  B0815:  K. Tor, R. Douc, P. Mozharovskyi, F. Roueff
  Imputation of missing values by pseudo-marginal simulated annealing algorithm using depth statistics
Session EO490 Room: MAL 152
New advances in nonparametric Bayesian methods Monday 16.12.2019   16:35 - 17:50
Chair: Guanyu Hu Organizer: Guanyu Hu, Yishu Xue
  B0398:  J. Jiao, G. Hu, J. Yan
  A Bayesian semiparametric approach for spatial nonhomogeneous Poisson process with applications
  B0324:  W. Gao, W. Nam, I. Kim, W. Zhou
  Nonparametric Bayesian functional clustering for breast cancer disparities
  B0456:  L. Geng, G. Hu
  Bayesian spatial homogeneity pursuit for survival data
Session EO154 Room: MAL 252
Multivariate high-dimensional statistical learning Monday 16.12.2019   16:35 - 17:50
Chair: Teng Zhang Organizer: Xin Zhang
  B0535:  D. Eck
  Conformal prediction for exponential families and generalized linear models
  B0668:  A. Molstad
  Insights and algorithms for the multivariate square-root lasso
  B1687:  J. Bradley
  Spatio-temporal models for big multinomial data using the conditional multivariate logit-beta distribution
Session EO518 Room: MAL 253
Data confidentiality for frequency tables Monday 16.12.2019   16:35 - 17:50
Chair: Stefano Favaro Organizer: Stefano Favaro
  B0236:  A. Schein, Z.S. Wu, A. Schofield, M. Zhou, H. Wallach
  Locally private Bayesian inference for Poisson factorization models
  B0352:  Y. Rinott
  Privacy in data dissemination, differential privacy, and analysis of perturbed data
  B1085:  F. Panero, S. Favaro, F. Camerlenghi, Z. Naulet
  Optimal nonparametric disclosure risk assessment
Session EO116 Room: SH349
Statistics for complex inference problems in data science Monday 16.12.2019   16:35 - 17:50
Chair: Shevaun Neupert Organizer: Min-ge Xie
  B0384:  J. Hannig, H. Iyer
  On the calibration of Bayes factors
  B1090:  T. Dasgupta, B. Libgober
  An email-experiment to identify the effect of racial discrimination on legal assistance: A statistical approach
  B1811:  D. Sun
  Recent developments in Bayesian multivariate one-way ANOVA models
Session EG732 Room: MAL 153
Contributions in mixed models Monday 16.12.2019   16:35 - 17:50
Chair: Christopher McMahan Organizer: CMStatistics
  B1548:  K. Reluga, M.J. Lombardia, S. Sperlich
  Simultaneous inference for empirical the best predictor under generalized linear mixed models
  B1653:  A. Wolny-Dominiak, T. Zadlo
  qape: R package to estimate prediction accuracy in mixed models based on bootstrap methods
  B1922:  S. Elkantassi, A. Davison
  Accurate likelihood inference on boundaries
Session EG856 Room: MAL 251
Contributions in computational and methodological statistics Monday 16.12.2019   16:35 - 17:50
Chair: Cristian Gatu Organizer: CMStatistics
  B1646:  A. Muhammad, A. Majid
  The Almon M-estimator for the distributed lag models in the presence of outliers
  B2020:  D. Palumbo
  Testing and modelling time series with time varying tails
  B2027:  T. Jendoubi, K. Strimmer
  Entropy-based criteria for multivariate association and omics network models
  B1779:  F. Caeiro, I. Gomes, I. Cabral
  Comparison of classes of generalized Hill estimators
Parallel session P: CFE Monday 16.12.2019 16:35 - 17:50

Session CO861 Room: G3
Predictive accuracy methods Monday 16.12.2019   16:35 - 17:50
Chair: Emanuela Raffinetti Organizer: Paolo Giudici
  A0432:  A. Agresti
  Simple ways to interpret effects in modeling binary and ordinal data
  A0497:  E. Raffinetti, P. Giudici
  A rank graduation measure to assess predictive accuracy
  A0517:  N. Di Marco, F. Ravazzolo, M. Righetti
  Evaluation of a hydro-economic forecasting system as a support tool for energy trading
Session CO384 Room: G4
Price discovery and liquidity in modern financial markets Monday 16.12.2019   16:35 - 17:50
Chair: Mohammad Jahan-Parvar Organizer: Mohammad Jahan-Parvar
  A1331:  A. Chaboud, C. Vega, A. Dao
  What makes HFTs tick?
  A1301:  D. Rappoport, T. Tuzun
  Arbitrage and liquidity: Evidence from a panel of exchange traded funds
  A1113:  M. Jahan-Parvar, F. Zikes
  When low-frequency measures really measures transaction costs
Session CO626 Room: G5
Inference in data-rich environments: Methods and applications Monday 16.12.2019   16:35 - 17:50
Chair: Andrew Butters Organizer: Andrew Butters
  A1226:  S. Brave, A. Butters, D. Kelley
  Multi-sector business cycle accounting in a data-rich environment
  A1376:  M. Rubin, D. Massacci, D. Ruzzi
  Testing for changes in systematic correlation with approximate threshold group-factor models
  A1398:  F. Pellegrino, L. Reichlin, G. Ricco, T. Hasenzagl
  Now-casting macroeconomic trends and cycles
Session CO410 Room: Gordon
Time series and forecasting Monday 16.12.2019   16:35 - 17:50
Chair: Robert Kunst Organizer: Robert Kunst
  A0869:  I. Fortin, J. Crespo Cuaresma, J. Hlouskova, M. Obersteiner
  Commodity market behavior in different states of the economy
  A1667:  F. Odendahl
  BVAR forecasts, survey information and structural change in the Euro area
  A0906:  R. Kunst, A. Jumah
  Forecasting agricultural product and energy prices: A simulation-based model selection approach
Session CO757 Room: Woburn
Topics in macro and finance Monday 16.12.2019   16:35 - 17:50
Chair: Alessia Paccagnini Organizer: Alessia Paccagnini
  A0919:  R. Giuliana
  Impact of bail-in on banks' bond yields and market discipline
  A0946:  P. Della Corte, A. Jeanneret, E. Patelli
  A credit-based theory of the currency risk premium
  A0982:  I. Blengini, A. Paccagnini
  Portfolio choice under uncertainty
Session CO620 Room: Chancellor's Hall
Advances in nonparametric and semiparametric econometrics Monday 16.12.2019   16:35 - 17:50
Chair: Francesco Bravo Organizer: Francesco Bravo
  A0714:  B. Kang
  A doubly corrected robust variance estimator for linear GMM
  A0735:  T. Otsu, Y. Matsushita
  Jackknife, small bandwidth and high-dimensional asymptotics
  A0708:  F. Bravo
  Misspecified semiparametric models selection
Session CO418 Room: Jessel
New developments in financial time series Monday 16.12.2019   16:35 - 17:50
Chair: Richard Gerlach Organizer: Cathy W-S Chen
  A1457:  J. Hirukawa, S. Lee
  Asymptotic properties of mildly explosive processes with locally stationary disturbance
  A1662:  T.-J. Yen
  Estimating multiple quantiles via a reparametrized stochastic gradient algorithm
  A1586:  R. Luger
  A resampling method for dynamic quantile mode