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CC = Vancouver Convention Centre   F = Fairmont Waterfront Vancouver
* = applied session       ! = JSM meeting theme

Activity Details

660 * Thu, 8/2/2018, 10:30 AM - 12:20 PM CC-East 17
Shrinkage Methods for Analyzing Complex Business Data — Topic Contributed Papers
Business and Economic Statistics Section
Organizer(s): Ines Wilms, Cornell University
Chair(s): David Matteson, Cornell University
10:35 AM High-Dimensional Variable Selection When Features Are Sparse
Jacob Bien, University of Southern California; Xiaohan Yan, Cornell University
10:55 AM Using Shrinkage to Detect Changes in Variance in Complex Business Data
Rebecca Killick, Lancaster University; Jamie-Leigh Chapman, Lancaster University; Idris Eckley, Lancaster University
11:15 AM Fresh Ideas for Tuning Parameter Calibration

Johannes Lederer, Ruhr-University Bochum
11:35 AM Sparse Multi-Class Vector AutoRegressive Models

Ines Wilms, KU Leuven; Christophe Croux, EDHEC Business School; Luca Barbaglia, KU Leuven
11:55 AM Floor Discussion