Keyword Search
Legend:
CC = Baltimore Convention Center, H = Hilton Baltimore
* = applied session ! = JSM meeting theme
|
Keyword Search Criteria: factor model returned 19 record(s)
|
|
Monday, 07/31/2017
|
Dynamic Latent Factor Modeling of UN Voting Networks
Bomin Kim, Pennsylvania State University; Xiaoyue Niu, Penn State University; David Hunter, The Pennsylvania State University; Xun Cao, The Pennsylvania State University
|
Dynamic Latent Factor Modeling of UN Voting Networks
Bomin Kim, Pennsylvania State University; Xiaoyue Niu, Penn State University; David Hunter, The Pennsylvania State University; Xun Cao, The Pennsylvania State University
8:45 AM
|
Refining an External-Factor Model of Government Survey Refusal Rates
Luke Larsen, U.S. Census Bureau; Joanna Lineback, U.S. Census Bureau; Benjamin Reist, U.S. Census Bureau
11:05 AM
|
Embracing the Blessing of Dimensionality in Factor Models
Quefeng Li, The University of North Carolina at Chapel Hill; Guang Cheng, Purdue; Jianqing Fan, Princeton University; Yuyan Wang, Princeton University
12:05 PM
|
Bayesian Dynamic Tensor Factor Models
Seyed Yaser Samadi, Southern Illinois University, Carbondale; David Dunson, Duke University
2:20 PM
|
|
Wednesday, 08/02/2017
|
Hierarchical Latent Factor Models for Improving the Prediction of Surgical Complications Across Hospitals
Elizabeth Lorenzi, Duke University; Katherine Heller, Duke University; Ricardo Henao, Duke University; Zhifei Sun, Duke University
9:35 AM
|
Decorrelation of Covariates for High-Dimensional Sparse Regression
Yuan Ke, Princeton University; Jianqing Fan, Princeton University; Kaizheng Wang, Princeton University
10:50 AM
|
Business Cycle Synchronization: A Bayesian Model of Survey Forecasts
Kajal Lahiri, SUNY - Albany; Herbert Zhao, Towson University
11:05 AM
|
Efficient Estimation and Inference in Factor Models with Nonstationary Common And/Or Idiosyncratic Components
Haiqing Zhao, Purdue University; Mohitosh Kejriwal, Purdue University
2:20 PM
|
Dynamic Factor Model for Functional Time Series
Israel Martínez Hernández; Jesús Gonzalo, Universidad Carlos III de Madrid; Graciela González Farías, Centro de Investigación en Matemáticas, CIMAT
2:35 PM
|
Knowing Factors or Factor Loadings, or Neither? Evaluating Estimators of Large Covariance Matrices with Noisy and Asynchronous Data
Kun Lu, Princeton University; Chaoxing Dai, Booth School of Business University of Chicago; Dacheng Xiu, University of Chicago
2:50 PM
|
|
|
