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This is the preliminary program for the 2008 Joint Statistical
Meetings in Denver, Colorado.
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Some sessions have been moved to accommodate conflicts. Session numbers were resequenced April 4, 2008. This online program reflects these changes and always includes the most up-to-date information. |
15 | Sun, 8/3/08, 2:00 PM - 3:50 PM | CC-104 |
Time Series I: Seasonal Adjustment - Topic Contributed - Papers | ||
Business and Economics Statistics Section |
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Organizer(s): Tucker S. McElroy, U.S. Census Bureau | ||
Chair(s): Duncan J. Elliott, The Office for National Statistics, UK | ||
2:05 PM |
Seasonal Adjustment in a Mass Production Environment — ![]() |
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2:25 PM |
Modeling of BLS and Census Bureau Seasonal Time Series with Frequency-Specific Generalized Airline Models — ![]() |
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2:45 PM |
Using Besov Spaces and Empirical Mode Decomposition for Seasonal Extraction in Nonstationary Time Series — Christopher Blakely, Statistical Research Division; ![]() |
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3:05 PM |
European Guidelines on Seasonal Adjustment — ![]() |
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3:25 PM |
The Application of X-13A-S on Monetary and Financial Data — ![]() |
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3:45 PM | Floor Discussion | |
38
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Sun, 8/3/08, 4:00 PM - 5:50 PM | CC-110 |
Semiparametric Modeling of Nonlinear and Nonstationary Time Series - Invited - Papers | ||
Business and Economics Statistics Section, IMS |
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Organizer(s): Lijian Yang, Michigan State University | ||
Chair(s): Lijian Yang, Michigan State University | ||
4:05 PM |
Consistent Nonparametric Tests on Parametric Smooth Coefficient Models — ![]() |
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4:35 PM |
Spline-Backfitted Kernel Smoothing of Additive Coefficient Model — ![]() |
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5:05 PM |
Empirical Likelihood-Based Inference for Nonlinear Diffusions — ![]() |
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5:35 PM | Floor Discussion | |
65 | Sun, 8/3/08, 4:00 PM - 5:50 PM | CC-112 |
Credit; Bootstrap - Contributed - Papers | ||
Business and Economics Statistics Section |
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Chair(s): Yi Wang, New York University | ||
4:05 PM |
Predicting Credit Card Attrition Curves with Survival Models — ![]() |
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4:20 PM |
Modeling the Dynamic of Consumer Credit Utilization — ![]() |
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4:35 PM |
Frequency Domain Bootstrap Test for Time Series Linearity — ![]() |
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4:50 PM |
Generating Random Integer Sequences for Marketing and Risk Analytics — ![]() |
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5:05 PM |
Pricing Interest Rate Options in a LIBOR Market Model — ![]() |
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5:20 PM |
On the Term Structure of Credit Risk Spreads Under Levy Processes — ![]() |
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5:35 PM | Floor Discussion | |
Mon, 8/4/08, 7:00 AM - 8:30 AM | HY-Limestone | |
Business and Economics Statistics Section Executive Committee Meeting (closed) | ||
Business and Economics Statistics Section |
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Chair(s): Sastry Pantula, North Carolina State University | ||
79 | Mon, 8/4/08, 8:30 AM - 10:20 AM | CC-110 |
Financial Econometrics - Invited - Papers | ||
Business and Economics Statistics Section |
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Organizer(s): Philippe Soulier, Université Paris X | ||
Chair(s): Philippe Soulier, Université Paris X | ||
8:35 AM |
Inference for Lévy-Driven, Continuous-Time ARMA Processes — ![]() |
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9:05 AM |
Microstructure Noise, Integrated Volatility, and Rounding Error — ![]() |
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9:35 AM |
A Levy-Driven, Continuous-Time GARCH Process — ![]() |
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10:05 AM | Floor Discussion | |
106 | Mon, 8/4/08, 8:30 AM - 10:20 AM | CC-112 |
Bayesian Methods; Ridge Regression - Contributed - Papers | ||
Business and Economics Statistics Section, Section on Bayesian Statistical Science |
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Chair(s): Nalini Ravishanker, University of Connecticut | ||
8:35 AM |
A Bayesian Approach to Nonparametric Monotone Function Estimation — ![]() |
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8:50 AM |
Score-Based Portfolio Strategy in Bayesian View — ![]() |
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9:05 AM |
Bayesian Inference in the Time-Varying Cointegration Model — Gary Koop, University of Strathclyde; ![]() |
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9:20 AM |
Generalized Maximum Entropy Estimation of the Parameters of Production and Demand Functions in the Framework of CGE Models — ![]() |
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9:35 AM |
Stochastic Volatility Model with Regime Switching — ![]() |
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9:50 AM | Floor Discussion | |
129 | Mon, 8/4/08, 10:30 AM - 12:20 PM | CC-105 |
Time Series II: Model Optimization and Evaluation - Topic Contributed - Papers | ||
Business and Economics Statistics Section |
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Organizer(s): Tucker S. McElroy, U.S. Census Bureau | ||
Chair(s): Scott Holan, University of Missouri-Columbia | ||
10:35 AM |
A Modification to Khandakar and Hyndman's ARIMA Model Selection Algorithm Using an Empirical Information Criterion — ![]() |
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10:55 AM |
How Frequency of Measurement Affects Petroleum Product Price Pass-Through Models — ![]() |
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11:15 AM |
Theoretical and Real Trading-Day Frequencies — ![]() |
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11:35 AM |
The Influences of Bridging Days, School Holidays, and Weather on German Time Series — ![]() |
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11:55 AM |
Further Results on Seasonal Time Series — ![]() |
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12:15 PM | Floor Discussion | |
144 | Mon, 8/4/08, 10:30 AM - 12:20 PM | CC-107 |
Econometric Modeling, Robustness, and Heavy Tails - Contributed - Papers | ||
Business and Economics Statistics Section, Section on Nonparametric Statistics |
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Chair(s): Mengchen Hsieh, Morgan Stanley | ||
10:35 AM |
Small Sample Performance of Instrumental Variables Probit Estimators: A Monte Carlo Investigation — ![]() |
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10:50 AM |
Use of Optimal Instrument Variables for Estimating Spatial Modeling Parameters with Application to Crime Survey Data — ![]() |
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11:05 AM |
A Robust LOESS Smooth Approach to Problem Bank Identification — Randall Kimmel, Kent State University; ![]() |
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11:20 AM |
Finite Sample Tests for the Composite Hypothesis of Stable Law — ![]() |
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11:35 AM |
Bootstrap Prediction Intervals for Large Financial Data Sets — ![]() |
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11:50 AM |
What Has Been the Government's Role in the Erosion of Auto Sales by U.S. Firms? — ![]() |
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12:05 PM |
Competitiveness of Different Groups of Italian Enterprises Detected Using Robust Classification Methods — Luigi Biggeri, Italian National Institute of Statistics; ![]() |
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196 | Mon, 8/4/08, 2:00 PM - 3:50 PM | CC-108 |
Volatility - Contributed - Papers | ||
Business and Economics Statistics Section, IMS |
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Chair(s): Rebecca J. Sela, Stern School of Business/New York University | ||
2:05 PM |
Autoregressive Models with Missing Data and Dependent Innovations — ![]() |
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2:20 PM |
The Contribution of Jumps to Price Volatility in the Energy Futures Market — ![]() |
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2:35 PM |
GARCH Model with Non-I.I.D. Rescaled Errors — ![]() |
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2:50 PM |
Memory Structure in Stochastic Volatility Models — ![]() |
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3:05 PM |
How Potent Are News Reversals? Evidence from the Futures Markets — ![]() |
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3:20 PM |
Empirical Volatility and Seasonality Models for Electricity Futures Prices — ![]() |
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3:35 PM |
Filtering and Option Pricing with Transformation — ![]() |
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199 | Mon, 8/4/08, 2:00 PM - 3:50 PM | CC-F Lobby |
Contributed Poster Presentations - Contributed - Poster Presentations | ||
Biometrics Section, Biopharmaceutical Section, Business and Economics Statistics Section, IMS, Section on Bayesian Statistical Science, Section on Government Statistics, Section on Health Policy Statistics, Section on Physical and Engineering Sciences, Section on Risk Analysis, Section on Statistical Computing, Section on Statistical Consulting, Section on Statistical Graphics, Section on Statistics and Marketing, Section on Statistics in Epidemiology, Social Statistics Section, WNAR, Section on Nonparametric Statistics |
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Organizer(s): John Castelloe, SAS Institute Inc. | ||
Chair(s): John Castelloe, SAS Institute Inc. | ||
Poster Topic: Applications and case studies: | ||
66: |
Bayesian Optimal Design for Nonlinear Combinations of Parameters in Gaddum/Schild Model — ![]() |
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67: |
Symbolic Data Analysis Applied to Census Data — ![]() |
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68: |
An
Adaptive, Two-Stage, Dose Exploration Design for the Estimation of a
Human Colonizing Dose 50 (HCD50) and Human Colonizing Dose 90 (HCD90) — ![]() |
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69: |
Identification of Penicillium Species Using Discriminant Analysis — ![]() |
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70: |
Cluster Analysis and Predicting Transcription Factor Regulatory Network — ![]() |
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71: |
Estimating Weekly Stocks of Other Oils — ![]() |
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72: |
Autopsy Status of Homicide Victims and Medical Examiner/Coroner System in the United States in 1979--1994 — ![]() |
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73: |
Comparisons of the Uses of Logistic and Probit Regression in the Aerospace and Biomedical Fields — ![]() |
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74: |
Equivalency Criteria in Pharmaceutical vs. Engineering Applications — ![]() |
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75: |
Power Transformations Based on Data from the National Health and Nutrition Examination Surveys — ![]() |
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76: |
Analysis of the Growth Rate of Prostate-Specific Antigen of Prostate Cancer Patients by a Linear Spline Model with Mixed Effects — ![]() |
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77: |
Applications of Nonclinical Biostatistics in Biotechnology Industry — ![]() |
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78: |
Market
Segmentation of Customers' Satisfaction and Their Willingness To Pay
for the Cable TV Industry of the Chung-Hua Area in Taiwan — ![]() |
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79: |
A
Natural Experiment Examining Proximity to Emergency Department (ED) as
a Predictor of Frequent ED Use Among Asthmatic Children in the Inner
City — ![]() |
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80: |
Undergraduate Retention Using Cox Regression — ![]() |
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Poster Topic: Categorical, multivariate analysis: | ||
81: |
An Algorithm for Estimating Power and Sample Size for Logistic Models with One or More Independent Variables of Interest — ![]() |
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82: |
Effect on Power of Categorizing Continuous Variables — ![]() |
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83: |
An Organized Investigation of Sample Size in Independent and Paired Dichotomous Data — ![]() |
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84: |
Ordinal Classification Approach Using Bagged Classification Trees and the Proportional Odds Model as Splitting Criteria — ![]() |
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85: |
Efficient Selection of Prototypes Using Expert Ratings — ![]() |
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86: |
Assessing Regression Modeling with Ordinal Responses — ![]() |
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87: |
Exact Inference for Ordered and Nominal Categorical Data — ![]() |
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88: |
Development
and Internal Validation of the Prediction Model To Identify Thrombotic
Thrombocytopenic Purpura (TTP) Patients at Risk for Relapse — ![]() |
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89: |
The Partition Logistic Regression Model — ![]() |
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90: |
College Desirability: A Multivariate Statistical Analysis — ![]() |
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Poster Topic: Data mining and knowledge discovery, machine learning: | ||
91: |
Discovering Sparse Covariance Structures with the Isomap — ![]() |
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92: |
Application of Transportation Problem to Prediction Model in Orthodontics — ![]() |
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93: |
Neural Network Monitoring of Poisson Data — ![]() |
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94: |
S-Plus and R Package for Least Angle Regression — ![]() |
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95: |
Support Vector Machines with Recursive Feature Elimination for the Creation of a Diagnostic Tool — ![]() |
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Poster Topic: Government statistics: | ||
96: |
On Nigerian Statistical Capacity Building as a Panacea for Achieving Millennium Development Goals (MDGs) — ![]() |
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Poster Topic: Transportation statistics: | ||
97: |
Graphical Displays of Safety Performance Functions — ![]() |
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Mon, 8/4/08, 5:30 PM - 6:30 PM | CC-105 | |
Business and Economics Statistics Section Business Meeting | ||
Business and Economics Statistics Section |
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Chair(s): Sastry Pantula, North Carolina State University | ||
Mon, 8/4/08, 6:30 PM - 8:00 PM | CC-105 | |
Joint Business and Economic Statistics Section and the Section of Statistics and Marketing Reception | ||
Business and Economics Statistics Section, Section on Statistics and Marketing |
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Chair(s): Wendy Moe, University of Maryland, College Park, Sastry Pantula, North Carolina State University | ||
221 | Tue, 8/5/08, 8:30 AM - 10:20 AM | CC-110 |
New Developments in Multivariate Time Series Analysis - Topic Contributed - Papers | ||
Business and Economics Statistics Section, IMS |
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Organizer(s): Marc G. Genton, University of Geneva | ||
Chair(s): Marc G. Genton, University of Geneva | ||
8:35 AM |
Dynamic Factor Models with Block Structure — ![]() |
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8:55 AM |
Semiparametric Nonlinear Vector Autoregressive Time Series Models — ![]() |
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9:15 AM |
Arc Length Tests for Equality of Autocovariances — ![]() |
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9:35 AM |
Time Series Analysis for PARMA Sequences of Less Than Full Rank — ![]() |
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9:55 AM |
Dynamic Correlations and Stochastic Volatility — ![]() |
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10:15 AM | Floor Discussion | |
238 | Tue, 8/5/08, 8:30 AM - 10:20 AM | CC-112 |
Risk Analysis - Contributed - Papers | ||
Business and Economics Statistics Section, Section on Risk Analysis |
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Chair(s): Mihaela Krasteva, Stern School of Business/New York University | ||
8:35 AM |
Empirical Relationships Among Various Statistics Measuring Discriminatory Power — ![]() |
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8:50 AM |
Anticipating
Extreme Changes in the Performance of Long Repayment Term Consumer Loan
Portfolios Through Eigenvector Analysis of Markov Chain Matrices — ![]() |
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9:05 AM |
Ruin Probabilities in Risk Model with the General Mixture Distribution — ![]() |
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9:20 AM |
Management of Business Processes in Uncertain Conditions — ![]() |
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9:35 AM |
Modeling Dependence in the Design of Crop Insurance Contract: A Semiparametric Copula Model Approach — ![]() |
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9:50 AM |
Using Time-Varying GEVs To Model Extreme Financial Returns — ![]() |
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10:05 AM |
Improved Statistical Emphasis on Hedge Fund Trading Strategy and Risk Management — ![]() |
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273 | Tue, 8/5/08, 10:30 AM - 12:20 PM | CC-112 |
Government Statistics - Contributed - Papers | ||
Business and Economics Statistics Section, Social Statistics Section |
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Chair(s): Aaron Tenenbein, New York University, Stern | ||
10:35 AM |
Frame Improvements to Statistics Canada Business Register — ![]() |
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10:50 AM |
The Quality Assurance Survey and Its Impact on the Canadian Business Register — ![]() |
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11:05 AM |
An Analysis of Key Differences in Micro Data: Results from the Business List Comparison Project — ![]() |
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11:20 AM |
Is the Grass Always Greener on the Other Side? Assessing the Determinants of Individual Well-Being Across Europe — Luisa Corrado, University of Cambridge; ![]() |
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11:35 AM |
Multiple Imputation Approaches for Right-Censored Wages in the German IAB Employment Register — ![]() |
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11:50 AM |
Disclosure Protection: A New Approach to Cell Suppression — ![]() |
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12:05 PM |
Remeasuring the Size of the World's Economy — ![]() |
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279 | Tue, 8/5/08, 10:30 AM - 12:20 PM | CC-F Lobby |
Contributed Poster Presentations - Contributed - Poster Presentations | ||
Biometrics Section, Biopharmaceutical Section, Business and Economics Statistics Section, ENAR, IMS, Section on Bayesian Statistical Science, Section on Health Policy Statistics, Section on Statistics and Marketing, Section on Statistics in Epidemiology |
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Organizer(s): John Castelloe, SAS Institute Inc. | ||
Chair(s): John Castelloe, SAS Institute Inc. | ||
Poster Topic: Business, financial, and marketing statistics: | ||
37: |
A Longitudinal Study of Nigerian Stock Prices — ![]() |
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38: |
The Transformed GARCH Model for the Asymmetric Volatility — In-Kwon Yeo, Sookmyung Women's University; ![]() |
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Poster Topic: Clinical trials, drug discovery: | ||
39: |
Statistics for Comparing Two Treatments with Placebo, with Selection of Better Treatment — ![]() |
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40: |
Exploring the Benefits of Adaptive Sequential Designs in Time-to-Event Endpoint Settings — ![]() |
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41: |
Multiple Imputation of Ordinal and Count Outcomes in a Multiple Sclerosis Clinical Trial Using Data at Dropout — Peter B. Imrey, The Cleveland Clinic and Case Western Reserve University; ![]() |
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42: |
A Dunnett-Bonferroni--Based Parallel Gatekeeping Procedure for Dose-Response Clinical Trials with Multiple Endpoints — ![]() |
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43: |
Parameterization of CRM Model — ![]() |
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44: |
Design Strategies for a Proof-of-Concept Study with Futility Analysis and Go/No-Go Criteria — ![]() |
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45: |
A Response Adaptive Design with Pharmacogenomic Biomarkers for Targeted Therapies — ![]() |
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46: |
A Dose-Finding Design for Combination Therapy That Accounts for Both Efficacy and Safety — ![]() |
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47: |
A Generalized Correlation Coefficient for the General Two-Treatment Crossover Design — ![]() |
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48: |
Sample
Size and Power Calculations for Comparing Two Means in Zero-Inflated
Discrete Distribution with Application to MRI-Based Clinical Trials — ![]() |
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49: |
Inference for Comparing Two Treatments Using Receiver Operating Characteristic Curve — ![]() |
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50: |
A Simulation Comparison of Asymptotic Tests for 2×2 Tables of Outcome-Based Adaptive Randomization — ![]() |
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51: |
Comparing
the Statistical Performance of Continuous Sequential Monitoring to
Group Sequential Methods for Evaluating Post-Marketing Drug Safety: A
Simulation Study — ![]() |
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Poster Topic: Economics, game theory: | ||
52: |
Primary Economic Issues That Affect GDP — Les Yen, University of Phoenix/NVA; ![]() |
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53: |
Effects of Alcohol and Drug Use on Human Capital: A Review — Richard Bryant, Missouri University of Science and Technology; ![]() |
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Poster Topic: Pharmacokinetics and pharmacodynamics: | ||
54: |
A Comparison of Methods To Determine Bioequivalence of Topical Dermatological Drug Products — ![]() |
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55: |
An
Estimation Method and the Appropriate Sampling Point of the Half-Life
for a One-Compartment Model of a Single Bolus Intravenous Injection by
a Single Sampling — ![]() |
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Poster Topic: Time series/wavelet analysis: | ||
56: |
One Connection of State Space Model and Penalized Spline — ![]() |
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57: |
Observation-Driven State-Space Model for Categorical Time Series — ![]() |
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58: |
Clustering Time Series Using Wavelet — ![]() |
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59: |
Linex-Unbiased Filtering of Time Series — Khalil Shafie, University of Northen Colorado; ![]() |
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60: |
Time Series Models with Asymmetric Laplace Innovations — ![]() |
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61: |
Time Series Analysis of the Fatal Accident Reporting System — ![]() |
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62: |
Negative Seasonality and the Reduction of Dips in the Spectrum of a Seasonally Adjusted Time Series — ![]() |
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280 | Tue, 8/5/08, 12:30 PM - 1:50 PM | HY-Capitol Ballroom 6 |
Business and Economics Statistics Section Speaker with Lunch (fee event) - Roundtables - Speaker with Lunch | ||
Business and Economics Statistics Section |
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Organizer(s): Sastry Pantula, North Carolina State University | ||
TL08: |
Epidemics in a Globalized World: Economic and Financial Lessons from HIV/AIDS — ![]() |
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294
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Tue, 8/5/08, 2:00 PM - 3:50 PM | CC-103 |
Modeling Long-Range Dependence and Stochastic Volatily: From Theory to Applications in Business and Economics - Invited - Papers | ||
Business and Economics Statistics Section |
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Organizer(s): Yulia R. Gel, University of Waterloo | ||
Chair(s): Yulia R. Gel, University of Waterloo | ||
2:05 PM |
An Empirical Comparison of Some Parameter Estimation Methods in Stochastic Volatility Models — ![]() |
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2:30 PM |
A Bayesian Approach to Estimating the Long Memory Parameter — ![]() |
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2:55 PM |
Inference for Long Memory Time Series with Application to Weather Derivatives Pricing — ![]() |
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3:20 PM |
Independent Component Analysis for Financial Time Series — ![]() |
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3:45 PM | Floor Discussion | |
310 | Tue, 8/5/08, 2:00 PM - 3:50 PM | CC-101 |
Time Series Topics - Contributed - Papers | ||
Business and Economics Statistics Section |
||
Chair(s): Gary Simon, New York University | ||
2:05 PM |
Bartlett-Type Corrections for Score Test Statistics on Gaussian ARMA Models — ![]() |
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2:20 PM |
Models for Continuous Dynamical Processes with Bounded Support — ![]() |
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2:35 PM |
A Multiscale Variance Stabilization for Binomial Sequence Proportion Estimation — ![]() |
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2:50 PM |
The ARIMA (0,1,2)(0,1,1) 32 Model and Confidence Intervals — ![]() |
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3:05 PM |
Simple Tests for Short Memory in ARFIRMA Models — ![]() |
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3:20 PM |
Test of Normality of a Long-Memory Sequence Using the Empirical Moment Generating Function — ![]() |
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3:35 PM | Floor Discussion | |
364 | Wed, 8/6/08, 8:30 AM - 10:20 AM | CC-210 |
Econometric Time Series - Contributed - Papers | ||
Business and Economics Statistics Section |
||
Chair(s): Priya Kulkarni, Genentech, Inc. | ||
8:35 AM |
Test of Cointegration Using Long Run Canonical Correlations: Part II — ![]() |
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8:50 AM |
A Decomposition Approach to Revisions in Aggregated Time Series Estimates — ![]() |
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9:05 AM |
Forecasting Methods for GDP with Measurable Risks — ![]() |
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9:20 AM |
From California to Connecticut: Examining House Price Models for the USA — ![]() |
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9:35 AM |
Estimation and Inference in Unstable Models Estimated via Nonlinear Least Squares — ![]() |
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9:50 AM |
Nonlinear Dynamics and Persistence in PPP Relation: Does Controlling for Nonlinearity Solve the PPP Puzzle? — ![]() |
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10:05 AM | Floor Discussion | |
367 | Wed, 8/6/08, 8:30 AM - 10:20 AM | CC-212 |
Transportation, Visualization, Equity Premium Forecasting, IT, and Structural Breaks - Contributed - Papers | ||
Business and Economics Statistics Section, Section on Statistical Graphics |
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Chair(s): Natalya Verbitsky, Mathematica Policy Research, Inc. | ||
8:35 AM |
Estimation of Structural Breaks in Nonstationary Time Series: The Theory Behind AutoPARM — ![]() |
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8:50 AM |
Sequential Sampling for Pricing Consistency of Enterprise IT Solutions with Attached Services — ![]() |
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9:05 AM |
Communicating Quantitative Information Through Visualization — ![]() |
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9:20 AM |
A Statistical Analysis of Ambulance Travel Times — ![]() |
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9:35 AM |
Modeling of Strategic Planning Related to Land Use — ![]() |
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9:50 AM |
Estimation and Comparative Analysis of Departure Delays for Better Decisionmaking — ![]() |
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10:05 AM |
Out-of-Sample Equity Premium Prediction: Consistently Beating the Historical Average — ![]() |
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377
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Wed, 8/6/08, 10:30 AM - 12:20 PM | CC-113 |
Dynamic Factor Models for Real-Time Macroeconomic and Financial Forecasting - Invited - Papers | ||
Business and Economics Statistics Section |
||
Organizer(s): Peter Zadrozny, Bureau of Labor Statistics | ||
Chair(s): Stuart Scott, Bureau of Labor Statistics | ||
10:35 AM |
Modeling High-Dimensional Time Series by Generalized Linear Dynamic Factor Models — ![]() |
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10:55 AM |
Factor
Decomposition of VARMA Models Based on Weighted Forecast-Error
Covariances: Applied to Forecasting Quarterly GDP at Monthly Intervals — ![]() |
|
11:15 AM |
Monthly Real-Time Estimates of Final GDP Based on an Estimated Monthly Model of Initial and Revised GDP — ![]() |
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11:35 AM |
Nowcasting UK GDP Growth: An Evaluation of Dynamic Factor Models Using Quasi Real-Time Data — ![]() |
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11:55 AM |
NOWcasting Quarterly German GDP at Monthly Intervals Using Dynamic Factor Models — ![]() |
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12:15 AM | Floor Discussion | |
405 | Wed, 8/6/08, 10:30 AM - 12:20 PM | CC-F Lobby |
Contributed Poster Presentations - Contributed - Poster Presentations | ||
Biometrics Section, Biopharmaceutical Section, Business and Economics Statistics Section, ENAR, IMS, Section on Nonparametric Statistics, Section on Quality and Productivity, Section on Statistical Computing, Section on Statistical Graphics, Section on Statisticians in Defense and National Security, Section on Statistics and Marketing, Section on Statistics and the Environment, Section on Statistics in Epidemiology, WNAR |
||
Organizer(s): John Castelloe, SAS Institute Inc. | ||
Chair(s): John Castelloe, SAS Institute Inc. | ||
Poster Topic: Incomplete data analysis, imputation methods: | ||
33: |
An Application of Multiple Partial Imputation to Analysis of Longitudinal Quality-of-Life Data — ![]() |
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34: |
Imputation of Missing Items for the Scale Variables Using Item Response Theory Models — ![]() |
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35: |
A Comparison of Multiple and Single Imputation Algorithms for Missing Data in Quadratic Discriminant Function — ![]() |
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36: |
Imputation of Nondetects in Environmental Concentration Measurements — ![]() |
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Poster Topic: Linear models, GLMs, parametric methods: | ||
37: |
Exact and REML-Based Confidence Intervals for Variance Components Using Non-Normal Distributions — ![]() |
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38: |
Restricted Heteroscedastic IV Estimators: A Simulation with Small Samples — ![]() |
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40: |
A Single-Step Modified Bonferroni Procedure for Multiple Tests — ![]() |
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41: |
Regression Analysis for Line Scale Data in Sensory Science — ![]() |
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42: |
Model-Building for Mixed-Effects Models with Random Scale Effects — ![]() |
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43: |
Modeling Generalized Linear Mixed Models in S-PLUS, R, and SAS — ![]() |
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44: |
Measuring Goodness-of-Fit for Generalized Linear Models — ![]() |
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45: |
Comparison of Generalized Linear Models To Evaluate Factors Associated with Metabolic Syndrome — ![]() |
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Poster Topic: Longitudinal data, repeated measurements, and meta-analysis: | ||
46: |
Joint Distribution of Parametric and Nonparametric Parameters in Longitudinal Factorial Designs — ![]() |
|
47: |
Correlated
Binary Data: A Comparison of Analytic Approaches for the Analysis of
Patient-Reported Outcomes in Diarrhea-Predominant Irritable Bowel
Syndrome — ![]() |
|
48: |
GEE Performance in Analyzing Longitudinal Binary Data Collected Over Unequal Time Intervals — ![]() |
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49: |
Capturing Group Membership via Growth Mixture Models: A Simulation Study — ![]() |
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Poster Topic: Mathematical statistics, distribution theory, robust statistics: | ||
50: |
Pseudo Likelihoods for Nonlinear Regression Models — ![]() |
|
51: |
On Interval Estimations for a Dichotomized Variable Derived from a Continuous Measure — ![]() |
|
52: |
Shrinkage Drift Parameters Estimation for Multifactors Ornstein-Uhlenbeck Processes — ![]() |
|
53: |
Bivariate and Multivariate Association Coefficients — ![]() |
|
54: |
Heterogeneous Variance Models and Their Applications in Parameter Designs — ![]() |
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Poster Topic: Medical devices: | ||
55: |
Residual Analysis for Detecting Mismodeling in fMRI — ![]() |
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56: |
Receiver Operating Curves (ROC) in the Evaluation of Diagnostic Accuracy in Medical Devices — ![]() |
|
57: |
Assay Performance Comparison — Victoria Petrides, Abbott Laboratories; ![]() |
|
58: |
Methods for Comparing Biomarkers for Aid-in-Diagnosis and Prediction — ![]() |
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Poster Topic: National security, data confidentiality: | ||
59: |
Importance in the Developing Countries of Statistics in Sector Security and Defence Policy — ![]() |
|
60: |
Confidential Data Perturbation via Skew-T Distributions — ![]() |
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451 | Wed, 8/6/08, 2:00 PM - 3:50 PM | CC-708 |
Portfolio Analysis, Exchange Rates, Microstructure, and GARCH Models - Contributed - Papers | ||
Business and Economics Statistics Section |
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Chair(s): Christopher H. Morrell, Loyola College in Maryland | ||
2:05 PM |
Robust Portfolio Selection — ![]() |
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2:20 PM |
Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets — ![]() |
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2:35 PM |
Applications of Statistics in Finance Using the Statistics Online Computational Resource (SOCR) — ![]() |
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2:50 PM |
Market Depth in Agricultural Futures Markets — ![]() |
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3:05 PM |
The Information Content of Trades: A Class of Market Microstructure Models — ![]() |
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3:20 PM |
Orthogonal GARCH Models with Structure Breaks — ![]() |
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3:35 PM | Floor Discussion | |
484 | Thu, 8/7/08, 8:30 AM - 10:20 AM | CC-107 |
Time Series Modeling - Contributed - Papers | ||
Business and Economics Statistics Section |
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Chair(s): Clifford Hurvich, Stern School of Business/New York University | ||
8:35 AM |
Simple ARFIMA Approximation to the Limiting Aggregate Structure of Long Memory Process — ![]() |
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8:50 AM |
Computationally Efficient Gaussian Maximum Likelihood Methods for Vector ARFIMA Models — ![]() |
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9:05 AM |
Nonlinear Exponential Smoothing and Positive Data — ![]() |
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9:20 AM |
Integer-Valued Time Series and Renewal Processes — ![]() |
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9:35 AM |
A Modified Approach to Obtaining Sieve Bootstrap Prediction Intervals for Time Series — ![]() |
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9:50 AM |
Forecasting in Linear Autoregressive Models with Heteroscedastic Measurement Error — ![]() |
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10:05 AM |
A Reformulation of Generalized Least Squares Estimators in Autocorrelated Regression — ![]() |
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502 | Thu, 8/7/08, 10:30 AM - 12:20 PM | CC-107 |
Statistical Applications in Business - Topic Contributed - Papers | ||
Business and Economics Statistics Section |
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Organizer(s): Glenn White, Ernst & Young LLP | ||
Chair(s): Glenn White, Ernst & Young LLP | ||
10:35 AM |
How To Help Businesses Make Sampling Decisions — ![]() |
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10:55 AM |
Statistical Documentation Practices for Business Consulting — ![]() |
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11:15 AM |
Pitfalls in the Application of Statistical Tools in Business Settings — ![]() |
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11:35 AM |
Business Survey Challenges — ![]() |
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11:55 AM |
Data Visualization and Analysis: Business Consulting Applications — ![]() |
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12:15 PM | Floor Discussion | |
519 | Thu, 8/7/08, 10:30 AM - 12:20 PM | CC-105 |
The Internet, Telecommunications, and Migration - Contributed - Papers | ||
Business and Economics Statistics Section |
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Chair(s): Nicolas Christou, University of California, Los Angeles | ||
10:35 AM |
E-Commerce Online Experiments: Design and Analysis Challenges — ![]() |
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10:50 AM |
Functional Data Analysis for Bid Arrival Times in eBay Auctions — ![]() |
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11:05 AM |
An Investigation of Virtual Worlds Adoption: A Research Framework and Empirical Study — ![]() |
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11:20 AM |
Tracking
Changes in Rates of Return to Revenues and Expenses with Prices Set
According to Target Rates in Regulated Telecommunications Companies — ![]() |
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11:35 AM |
Tolls, Exchange Rates, and Northbound International Bridge Traffic from Ciudad Juarez to El Paso — ![]() |
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11:50 AM |
The 'Melting Pot': A Success Story? — ![]() |
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12:05 PM |
Traditional Teaching Giving Way to New Techniques — ![]() |
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JSM 2008
For information, contact jsm@amstat.org
or phone (866) 421-7169. If you have questions about the Continuing Education program,
please contact the Education Department. |