Keyword Search
Sessions Were Renumbered as of May 19.
Legend:
CC-W = McCormick Place Convention Center, West Building, CC-N = McCormick Place Convention Center, North Building
H = Hilton Chicago, UC= Conference Chicago at University Center
* = applied session ! = JSM meeting theme
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Keyword Search Criteria: variance returned 126 record(s)
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Sunday, 07/31/2016
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Modeling Means and Variances Using Mixed-Effects Location Scale Models for Intensive Longitudinal Data
Donald Hedeker, The University of Chicago
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Estimating Design Effects in Small Areas and Domains through Aggregation
Jerry Maples, U.S. Census Bureau
2:05 PM
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Estimating Longitudinal Covariance Structure in Functional Mapping of Quantitative Trait Loci
Ashwini Maurya, Michigan State University
2:35 PM
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Determining the Number of Components in a Generalized Spiked Population Model
Hyo Young Choi
2:35 PM
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Standard Regression Model-Based Ratio-Synthetic Estimators Assuming Unequal or Equal Unit Error Variances and Their Use in Survey Practice
Prabhakar Ghangurde
2:50 PM
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A Penalized Likelihood Approach for Heteroscedastic Linear Models
Kwame Kankam, Penn State University; James Rosenberger, Penn State University
3:05 PM
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Detection of Associations Between a Set of Rare Variants and Multiple Continuous Phenotypes
Zhonghua Liu, Harvard; Xihong Lin, Harvard T.H. Chan School of Public Health; Zilin Li, Harvard T.H. Chan School of Public Health
3:20 PM
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On Estimating Regression-Based Causal Effects Using Sufficient Dimension Reduction
Wei Luo, Baruch College
3:20 PM
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Analyzing MCMC Output
Dootika Vats, University of Minnesota - Twin Cities; James Flegal, University of California at Riverside; Galin Jones, University of Minnesota - Twin Cities
4:05 PM
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Comparison of Difference-Based Variance Estimators for Partially Linear Models
Guoyi Zhang, University of New Mexico
4:05 PM
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Small-Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models
James Eric Pustejovsky, The University of Texas at Austin; Elizabeth Tipton, Columbia University
4:20 PM
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A Class of Minimum Distance Estimators in AR(P) Models with Infinite Error Variance
Xiaoyu Li, Auburn University; Hira L. Koul, Michigan State University
4:20 PM
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A Multiresolution Model for Activation and Connectivity in fMRI Data with Functional Estimation of the Haemodynamic Response
Stefano Castruccio, Newcastle University; Hernando Ombao, University of California at Irvine; Thomas Theussl, King Abdullah University of Science and Technology; Marc Genton, KAUST
4:55 PM
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Computational Instability of Inverse of Spatial Covariance Matrices
Chae Young Lim, Seoul National University; Wei-Ying Wu, National Dong Hwa University; Chien-Hung Chen, National Dong Hwa University
5:05 PM
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A Convex Framework for High-Dimensional Sparse Cholesky Selection with Convergence Guarantees
Syed Rahman, University of Florida; Kshitij Khare, University of Florida
5:05 PM
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A Low-Rank Covariance Estimation Methodology for Understanding Brain Connectivity
Siddhartha Nandy, Michigan State University; Chae Young Lim, Seoul National University; Tapabrata Maiti, Michigan State University
5:25 PM
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Monday, 08/01/2016
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Noninferiority Studies with Multiple Reference Treatments and Heterogeneous Variances
Li-Ching Huang; Miin-Jye Wen, National Cheng Kung University; Yu Shyr, Vanderbilt University
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Relative Performance of Heterogeneity Variance Estimators in Research Synthesis and Meta-Analysis
Kepher H. Makambi, Georgetown University; Hanfei H. Xu, Georgetown University
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Comparing Performance of Tests for One-Factor ANOVA Models Under Heterogeneity and Non-Normality: A Monte Carlo Simulation Study
Thanh Pham, University of South Florida; Yan Wang, University of South Florida; Diep Nguyen, University of South Florida; Eun Sook Kim, University of South Florida; Jeffrey Kromrey, University of South Florida; Yi-Hsin Chen, University of South Florida
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Testing the Sphericity of a Covariance Matrix When the Dimension Is Much Larger Than the Sample Size
Zeng Li, The University of Hong Kong
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Model-Based Point Estimates and Variance for State-Level Prevalence of Hypertension and Uncontrolled Hypertension in the United States Using NHANES and BRFSS
Soyoun Park, CDC/NCCDPHP/DHDSP; Amy L. Valderrama, CDC/OPHPR/DSLR; Jason Baumgardner, CDC/NCIPC/DVP; Cathleen Gillespie, CDC/NCCDPHP/DHDSP; Quanhe Yang, CDC/NCCDPHP/DHDSP; Jing Fang, CDC/NCCDPHP/DHDSP; Fleetwood Loustalot, CDC/NCCDPHP/DHDSP; Yuling Hong, CDC/NCCDPHP/DHDSP
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Measuring and Testing Mutual Multivariate Independence Based on Distance Covariance
Ze Jin, Cornell University; David Matteson, Cornell University
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What Can Be Learned from the Graphical Lasso? Generalizations of the Gaussian Assumption
Po-Ling Loh, University of Pennsylvania
8:35 AM
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EigenPrism: Inference for High-Dimensional Signal-to-Noise Ratios
Lucas Janson; Emmanuel Candes, Stanford University; Rina Foygel Barber, The University of Chicago
8:35 AM
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Estimating the Variance Due to Hot Deck Imputation for Product Value Estimates in the 2017 Economic Census
Katherine Jenny Thompson, U.S. Census Bureau; Matthew Thompson, U.S. Census Bureau; Roberta Kurec, U.S. Census Bureau
8:35 AM
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Fast Covariance Estimation for Sparse Functional Data
Cai Li, North Carolina State University; Luo Xiao, North Carolina State University; William Checkley, The Johns Hopkins University; Ciprian Crainiceanu, The Johns Hopkins University
8:35 AM
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Sequential Multiple Testing for Variable Selection in High-Dimensional Linear Model
Xinping Cui, University of California at Riverside; Hailu Chen, University of California at Riverside
8:35 AM
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Measuring and Testing Mutual Multivariate Independence Based on Distance Covariance
Ze Jin, Cornell University; David Matteson, Cornell University
8:50 AM
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Testing the Sphericity of a Covariance Matrix When the Dimension Is Much Larger Than the Sample Size
Zeng Li, The University of Hong Kong
8:55 AM
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Variance Estimation for Product Value Estimates in the 2017 Economic Census Under the Assumption of Complete Response
Matthew Thompson, U.S. Census Bureau; Katherine Jenny Thompson, U.S. Census Bureau
8:55 AM
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Modeling and Inference for Multivariate Count Time Series
Konstantinos Fokianos, University of Cyprus; Paul Doukhan, University Cergy-Pontoise; Bard Stove, University of Bergen; Dag Tjostheim, University of Bergen
9:00 AM
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Regression-Based Covariance Functions for Nonstationary Spatial Modeling
Mark Risser, Lawrence Berkeley National Laboratory
9:15 AM
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Calibration with Multiplicative Means but Additive Errors: A Log Normal Approach
Yang Chen, Harvard; Xufei Wang, Harvard; Xiao-Li Meng, Harvard; Herman Marshall, MIT; David A. van Dyk, Imperial College London; Matteo Guainazzi, JAXA; Paul Plucinsky, CXC/CfA; Vinay Kashyap, Harvard
9:55 AM
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Model-Based Point Estimates and Variance for State-Level Prevalence of Hypertension and Uncontrolled Hypertension in the United States Using NHANES and BRFSS
Soyoun Park, CDC/NCCDPHP/DHDSP; Amy L. Valderrama, CDC/OPHPR/DSLR; Jason Baumgardner, CDC/NCIPC/DVP; Cathleen Gillespie, CDC/NCCDPHP/DHDSP; Quanhe Yang, CDC/NCCDPHP/DHDSP; Jing Fang, CDC/NCCDPHP/DHDSP; Fleetwood Loustalot, CDC/NCCDPHP/DHDSP; Yuling Hong, CDC/NCCDPHP/DHDSP
10:05 AM
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A Two-Sample Test for High-Dimensional Covariance Matrices via Sparse Principal Component Analysis
Lingxue Zhu, Carnegie Mellon University; Jing Lei, Carnegie Mellon University; Bernie Devlin, University of Pittsburgh School of Medicine; Kathryn Roeder, Carnegie Mellon University
10:35 AM
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A Unified Framework for Variance Component Estimation with Summary Statistics in Genetic Association Studies
Xiang Zhou, University of Michigan
10:35 AM
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Order-Averaged Cholesky-GARCH Models: Comparison of Asset Ordination Methods
Xiaoning Kang, Virginia Tech; Xinwei Deng, Virginia Tech; Kam Tsui, University of Wisconsin - Madison; Mohsen Pourahmadi, Texas A&M University
10:50 AM
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Hierarchical Regression and Variance-Function Modeling to Estimate the Inter-Rater Intraclass Correlation Coefficient in Assessments of Shared Decision Making
James O'Malley, Geisel School of Medicine at Dartmouth; Paul J. Barr, Geisel School of Medicine at Dartmouth; Glyn Elwyn, Geisel School of Medicine at Dartmouth
11:00 AM
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On the Inference of the Spikes for the High-Dimensional Covariance Matrix Based on High-Frequency Data
Keren Shen; JIANFENG YAO, The University of Hong Kong; Wai Keung Li, The University of Hong Kong
11:05 AM
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A Matching Coalescent with Application to Testing Model Adequacy with Heteroscedastic Variances
James Neill, Kansas State University; Forrest Miller, Kansas State University
11:20 AM
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Testing High-Dimensional Differential Matrices, with Applications to Detecting Schizophrenia Genes
Kathryn Roeder, Carnegie Mellon University; Lingxue Zhu, Carnegie Mellon University; Jing Lei, Carnegie Mellon University
11:25 AM
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On the Problem of Bias and Variance Amplification of the Instrumental Calibration Estimator in the Presence of Unit Nonresponse
David Haziza, Université de Montréal; Éric Lesage, INSEE; Xavier D'Haultfoeuille, CREST/ENSAE
11:25 AM
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Testing Mutual Independence in High Dimension via Distance Covariance
SHUN YAO, University of Illinois at Urbana-Champaign; Xianyang Zhang, Texas A&M University; Xiaofeng Shao, University of Illinois at Urbana-Champaign
11:35 AM
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Global Nonstationary Spatial Covariance Through Deformations and Geographical Indicators
Jaehong Jeong, King Abdullah University of Science and Technology; Marc Genton, KAUST
12:05 PM
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Convergence and Stability Properties of Variance-Function Estimators Used in the Integration of Surveys and Alternative Data Sources
John Eltinge, Bureau of Labor Statistics
12:05 PM
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A Prior for Time-Varying Covariance Matrices
Georgios Papageorgiou, University of London
2:05 PM
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Using ANOVA/Random-Effects Variance Estimates to Compute a Two-Sample U-Statistic of Order (1,1) Estimate of Variance
Lucas Tcheuko, FDA; Brandon Gallas, FDA; Frank Samuelson, FDA
2:20 PM
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Induced Smoothing and Efficient Variance Estimation for the Accelerated Gap Times Model with Recurrent Events Data
Tianmeng Lyu, University of Minnesota; Gongjun Xu, University of Minnesota; Chiung-Yu Huang, The Johns Hopkins University; Xianghua Luo, University of Minnesota
2:35 PM
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Brownian Motion Tree Models: Theory and Applications
Caroline Uhler, MIT
2:45 PM
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The Development of a Variance Estimation Methodology for Large-Scale Dissemination of Quality Indicators for the 2016 Canadian Census Long Form Sample
Nancy Devin, Statistics Canada; François Verret, Statistics Canada
2:50 PM
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Estimated Covariance Matrices Associated with Calibration
Luca Sartore, National Institute of Statistical Sciences; Kelly Toppin, USDA/NASS; Clifford Spiegelman, Texas A&M University
3:05 PM
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Fast and Accurate Power Calculation Methods for Rare-Variant Association Tests
Andriy Derkach, National Cancer Institute; Nilanjan Chatterjee, The Johns Hopkins University
3:20 PM
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MM Algorithms for Variance Components Models
Liuyi Hu, North Carolina State University; Hua Zhou, University of California at Los Angeles; Jin Zhou, University of Arizona; Kenneth Lange, University of California at Los Angeles
3:35 PM
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Tuesday, 08/02/2016
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Combining Statistics from Two National Complex Surveys to Estimate Injury Rates Per Hour Exposed and Variance by Activity in the U.S.
Tinchi Lin, Liberty Mutual Research Institute for Safety; Helen Wellman, Liberty Mutual Research Institute for Safety; Joanna Willetts, Liberty Mutual Research Institute for Safety; Santosh Verma, Liberty Mutual Research Institute for Safety
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Constrained Canonical Covariance Analysis by Using Tucker2 Model
Jun Tsuchida, Doshisha University; Hiroshi Yadohisa, Doshisha University
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An Estimation of the Variogram of Temperature Anomalies on the Earth
Jacob Shields; Chunfeng Huang, Indiana University; Scott Robeson, Indiana University
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A MAD-Bayes Algorithm for State-Space Inference and Clustering with Application to Querying Large Collections of ChIP-Seq Data Sets
Kailei Chen
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A Score Statistic for Testing Variance Components in the Shared Random Effects Setting with Applications to a Complex Mouse Study
James Xenakis, The University of North Carolina at Chapel Hill; Fei Zou, University of Florida
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Modern Projection Pursuit Ellipse for High-Dimensional Data
Jang Ik Cho, Case Western Reserve University; Xiaoyan Wei, Case Western Reserve University; Jiayang Sun, Case Western Reserve University
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Sample Size Study for Measurement Systems Analysis Models
Laura Lancaster, SAS Institute; Chris Gotwalt, SAS Institute
8:35 AM
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Bayesian Covariance Analysis of Geographical Variation in Medicare Service Use
Alan M. Zaslavsky, Harvard Medical School; James O'Malley, Geisel School of Medicine at Dartmouth; Bruce E. Landon, Harvard Medical School
9:05 AM
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Joint Modeling for Logistic Regression Models with Generalized Method of Moments Estimators
Katherine Cai, Arizona State University; Jeffrey Wilson, Arizona State University
9:20 AM
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Logistic Analysis of Epidemiologic Studies with Augmentation Sampling Involving Re-Stratification and Population Expansion
Barry Graubard, National Cancer Institute; Yan Li, Joint Program in Survey Methodology; Mahboobeh Safaeian, National Cancer Institute; Hilary Robbins , The Johns Hopkins University
9:20 AM
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Least Tail-Trimmed Absolute Deviation Estimation for Autoregressions with Infinite/Finite Variance
Rongning Wu, Baruch College
9:35 AM
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Constructing Generalized Variance Functions with Linear Regression Trees
Greg Erkens, Bureau of Labor Statistics
9:35 AM
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Risk Estimation for High-Dimensional Lasso Regression
Daniel McDonald, Indiana University; Darren Homrighausen, Colorado State University
9:50 AM
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A Neighborhood-Assisted Test for High-Dimensional Mean Vector
Yumou Qiu, University of Nebraska - Lincoln
9:55 AM
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Analysis of Split-Plot Designs with Whole-Plot and Split-Plot Measurements
Jonathan Stallings, North Carolina State University
10:35 AM
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Inferences from Internet Panel Studies and Comparisons with Probability Samples
Ronaldo Iachan, ICF International; John Boyle, ICF; Richard Harding, ICF
10:35 AM
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Modern Projection Pursuit Ellipse for High-Dimensional Data
Jang Ik Cho, Case Western Reserve University; Xiaoyan Wei, Case Western Reserve University; Jiayang Sun, Case Western Reserve University
10:40 AM
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Analysis of Variance Components for Genetic Markers with Unphased Genotypes
Tao Wang, Medical College of Wisconsin
11:20 AM
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Variance Estimation for Weekly Seasonally Adjusted National UI Claims Series
Thomas Evans, Bureau of Labor Statistics; Michael Sverchkov, Bureau of Labor Statistics
11:35 AM
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Sample Size Optimization of the Consumer Price Index: An Implementation Using R
Harold Gomes, Bureau of Labor Statistics; William Johnson, Bureau of Labor Statistics
2:20 PM
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Bayesian Modeling of Between- and Within-Subject Variances Using Mixed Effects Location Scale Models for Intensive Longitudinal Data
Donald Hedeker, The University of Chicago; Robin J. Mermelstein, University of Illinois at Chicago; Xiaolei Lin, The University of Chicago
2:25 PM
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A Geometric Comparison of the Rejection Regions of Popular Tests in Genetic Epidemiology
Ian Barnett, Harvard; Xihong Lin, Harvard T.H. Chan School of Public Health; Zhonghua Liu, Harvard
2:30 PM
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Recent Developments in Fractional Imputation
Wayne Fuller, Iowa State University
2:55 PM
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Pricing Variance Swap by Estimating Risk Neutral Density
Liyuan Jiang; Keren Li, University of Illinois at Chicago; Fangfang Wang, University of Illinois at Chicago; Jie Yang, University of Illinois at Chicago
3:35 PM
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Wednesday, 08/03/2016
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RESTRICTED TWO-SCALES COVARIANCE AND RISK CORRECTION IN THE CONTEXT OF HIGH-FREQUENCY FINANCIAL TRADING
Cyrille Nzouda, University of Nebraska - Lincoln; Shunpu Zhang, University of Central Florida; Kent Eskridge, University of Nebraska - Lincoln
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Coefficient of Variance Correction for Cluster-Randomized Trial Power Calculation Is Anticonservative
Fangzhou Liu, University of Massachusetts - Amherst; Ken Kleinman, University of Massachusetts - Amherst
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Variable Selection and Direction Estimation for Single-Index Models via DC-TGDR Method
Xi Liu, Xiamen University; Shuangge Ma, Yale University; Wei Zhong, Xiamen University
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Subsample Weights Studies - Alternate Methods for Constructing BRR Weights for NHANES Single Year Samples
Te-Ching Chen, CDC/NCHS; Jennifer Parker, CDC/NCHS
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A Composite Likelihood Approach in Testing for Hardy Weinberg Equilibrium Using Family-Based Genetic Survey Data
Lingxiao Wang, Joint Program in Survey Methodology; Barry Graubard, National Cancer Institute; Yan Li, Joint Program in Survey Methodology
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Estimating Interviewer Effects in the Absence of Interpenetration
Michael Elliott, University of Michigan; Brady West, University of Michigan
8:35 AM
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A Computationally Efficient Algorithm for Random Effects Selection in Linear Mixed Models
Mihye Ahn, University of Nevada, Reno; Helen Zhang, University of Arizona; Wenbin Lu, North Carolina State University
8:35 AM
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Random-Effects Models in Genetics: Theoretical and Computational Tools for Modern Applications
Lee Dicker, Rutgers University
8:50 AM
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Quantifying Functional Connectivity with Data-Adaptive Covariance Matrices for Multivariate Functional Data
Alexander Petersen, University of California at Davis; Hans-Georg Mueller, University of California at Davis
8:55 AM
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Restricted Maximum Likelihood Approaches for Linear Mixed Models: AREML and BREML
Erning Li, University of Iowa; Dale Zimmerman, University of Iowa
9:05 AM
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Confidence Intervals for Variance Components in Mixed-Effects Models: A Likelihood-Based Approach
Gaurav Sharma, The EMMES Corporation; Lihan Yan, FDA
9:20 AM
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Alternate Methods for Constructing BRR Weights with National Health and Nutrition Examination Survey (NHANES) Single-Year Samples
Te-Ching Chen, CDC/NCHS; Jennifer Parker, CDC/NCHS
9:30 AM
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Nonparametric Estimation of Stationary Covariance Functions
Li Wang, Iowa State University; Jiangyan Wang, Soochow University; Guanqun Cao, Auburn University
9:35 AM
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A Composite Likelihood Approach in Testing for Hardy Weinberg Equilibrium Using Family-Based Genetic Survey Data
Lingxiao Wang, Joint Program in Survey Methodology; Barry Graubard, National Cancer Institute; Yan Li, Joint Program in Survey Methodology
9:45 AM
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Alternative Variance Component Analyses for a Three-Stage Sample Design
Daniel Guzman, University of Michigan; Sunghee Lee, University of Michigan; Richard Valliant, Joint Program in Survey Methodology; Paul Burton, University of Michigan; Frost Hubbard, University of Michigan
10:05 AM
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Patient-Specific Prediction of Abdominal Aortic Aneurysm Expansion Using Bayesian Calibration
Liangliang Zhang, Michigan State University; Tapabrata Maiti, Michigan State University; Chae Young Lim, Seoul National University; Jongeun Choi, Michigan State University; Seungik Baek, Michigan State University
10:50 AM
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The Selection of the Constraint for Smoothing Cohort Model
Shujiao Huang, University of Houston; Wenjiang Fu, University of Houston
10:55 AM
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Temperatures in Transient Climates: Improved Methods for Simulations with Evolving Temporal Covariances
Andrew Poppick, The University of Chicago; David McInerney, University of Adelaide; Elisabeth Moyer, The University of Chicago; Michael Stein, The University of Chicago
11:15 AM
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Parameter Constraints and Impact on Parameter Estimation in ANOVA and Age-Period-Cohort Models
Kuikui Gao, University of Houston; Shujiao Huang, University of Houston; Wenjiang Fu, University of Houston
11:15 AM
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Unified Approach for Testing Nonconstant Variance in Linear Model
Jae Keun Yoo, Ewha Womans University
2:05 PM
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Variance Estimation for the Occupational Requirements Survey
Brad Rhein, Bureau of Labor Statistics; Chester Ponikowski, Bureau of Labor Statistics
2:05 PM
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A Dirichlet Process Functional Approach to Heteroscedastic-Consistent Covariance Estimation and Sensitivity Analysis of Causal Effects
George Karabatsos, University of Illinois at Chicago
2:25 PM
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Covariance-Insured Screening Methods for Ultrahigh-Dimensional Variable Selection
Yi Li, University of Michigan; Ji Zhu, University of Michigan; Jiashun Jin, Carnegie Mellon University; Kevin He, University of Michigan; Yanming Li, University of Michigan
2:30 PM
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Optimal Shrinkage Estimation in Heteroscedastic Hierarchical Models: Beyond Gaussian
Samuel Kou, Harvard; Lawrence D. Brown, University of Pennsylvania; Xianchao Xie, Two Sigma Investments
2:30 PM
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An Overview of Current Population Survey Variance Methodology
Aaron Gilary, U.S. Census Bureau; Yang Cheng, U.S. Census Bureau; Eric Slud, U.S. Census Bureau
2:45 PM
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Bootstrapping Spectral Statistics in High Dimensions
Miles Lopes, University of California at Davis
2:55 PM
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Robust Covariance Estimation for Approximate Factor Models
Jianqing Fan, Princeton; Weichen Wang, Princeton; Yiqiao Zhong, Princeton
2:55 PM
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Calculating Generalized Variance Functions with a Single-Series Model in the Current Population Survey
Justin McIllece, Bureau of Labor Statistics
3:05 PM
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Distribution-Dependent and Distribution-Free Confidence Intervals for the Variance
Brent Burch, Northern Arizona University
3:05 PM
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Determining the Nesting Structure for Hierarchical Models Fitted to Education Data
Ulrike Genschel, Iowa State University; Jillian Downey, Iowa State University; Mark Kaiser, Iowa State University
3:05 PM
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Robust Variance Estimation in Meta-Regression: Adjustments for Small and Moderate Sample Sizes
Elizabeth Tipton, Columbia University; James Eric Pustejovsky, The University of Texas at Austin
3:20 PM
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Initial Research on Computing Estimated Measures of Sampling Variability for the Weekly Natural Gas Storage Report
David Kinyon, Energy Information Administration; Samson Adeshiyan, Energy Information Administration; Joseph Conklin, Energy Information Administration; Jose Villar, Energy Information Administration
3:20 PM
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Simultaneous Estimation of Means of Two Sensitive Quantitative Variables
SEGUN AHMED, Texas A&M University - Kingsville; Stephen Sedory, Texas A&M University - Kingsville; Sarjinder Singh, Texas A&M University - Kingsville
3:35 PM
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Thursday, 08/04/2016
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Weighting and Variance Estimation Under Adaptive and Responsive Survey Designs
Jeffrey Gonzalez, Bureau of Labor Statistics
8:35 AM
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An Analysis of Variation-Based Procedure for PCA on Multiple Groups
Zi Yang, University of Michigan; George Michailidis, University of Florida
8:35 AM
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Batch-Size Selection of Batch Means and Spectral Variance Estimators in Markov Chain Monte Carlo
Ying Liu, University of California at Riverside; James Flegal, University of California at Riverside
8:35 AM
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Asymptotic Analysis of Covariance Parameter Estimation for Gaussian Processes in the Misspecified Case
Francois Bachoc, University Paul Sabatier
8:50 AM
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Selecting Basis Quantities for Dimensional Analysis: A Data-Driven Approach
Ching-Chi Yang, Penn State University; Dennis K. J. Lin, Penn State University
9:20 AM
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A New Stochastic Regime-Switching Model with Time-Varying Regression Coefficients and Error Variances
Xiaojin Dong, SUNY Stony Brook
9:50 AM
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Approximations to Permutation Tests of Independence Between Random Vectors
Martin Bilodeau; Aurelien Guetsop, Université de Montréal
10:35 AM
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A Weighted, Squared-Distance Function for Two Decks of Cards in Randomized Response Technique
Augustus Jayaraj, Cornell University; Stephen Sedory, Texas A&M University - Kingsville; Sarjinder Singh, Texas A&M University - Kingsville; Oluseun Odumade, Deloitte Consulting
10:35 AM
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High-Dimensional Multivariate Repeated Measures Analysis with Unequal Covariance Matrices
Xiaoli Kong, University of Kentucky; Solomon W. Harrar, University of Kentucky
10:50 AM
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Spectral Inverted-Wishart: A Flexible Cross-Covariance Function for Multivariate Spatio-Temporal Data
Leo Duan, Duke University; Rhonda Szczesniak, Cincinnati Children's Hospital; Xia Wang, University of Cincinnati
11:05 AM
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Unrelated Question Model with Two Decks of Cards
Stephen Sedory, Texas A&M University - Kingsville; Sarjinder Singh, Texas A&M University - Kingsville
11:15 AM
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Robust Cluster-Based Estimators of Mean Vector and Covariance Matrix
Michael Pokojovy, Karlsruhe Institute of Technology; J. Marcus Jobe, Miami University of Ohio (Retired)
11:20 AM
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Bayesian Analysis of Testing General Hypotheses in Linear Models with Spherically Symmetric Errors
Min Wang, Michigan Technological University
11:20 AM
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A Factor Analysis Model for Estimating the Structure of Related Covariance Matrices
Teal Guidici; George Michailidis, University of Florida
11:35 AM
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HIV kit lot related shifts in RNA using external control samples: the Virology Quality Assurance Program
Daniel Zaccaro, RTI International; Amy Couzens, RTI International; Donald Brambilla, RTI International; Cheryl Jennings, Rush University Medical Center; James Bremer, Rush University Medical Center
11:50 AM
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Sparse Mean-Variance Portfolios: A Penalized Utility Approach
David Puelz, The University of Texas; Carlos Carvalho, The University of Texas; P. Richard Hahn, The University of Chicago Booth School of Business
12:05 PM
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