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

Activity Details

411 Tue, 7/31/2018, 2:00 PM - 3:50 PM CC-West 116
Copula Model and Maximum Likelihood Estimation — Contributed Papers
Business and Economic Statistics Section
Chair(s): Taps Maiti, Michigan State University
2:05 PM Copula Information Criterion for Two-Stage Maximum Likelihood
Vinnie Ko, University of Oslo; Nils Lid Hjort, University of Oslo
2:20 PM Modeling Count Data via Copulas: Comparison of Kendall's Tau and Spearman's Rho

Hadi Safari Katesari, Southern Illinois ?University, Carbondale; Samira Zaroudi, Science and Research Branch, Islamic Azad University; Reza Safari Katesari, Payame Noor University; S. Yaser Samadi, Southern Illinois University
2:35 PM Heterogeneous Tail Generalized COMFORT Modeling via Cholesky Decomposition

Pawel Polak, Columbia University
2:50 PM Multi-Level Time Series Clustering for Asset Selection in Allocation Problems
Michael Kotarinos; Christos Tsokos, University of South Florida; Kin Doo Young, Arkansas State University
3:05 PM Asymptotic Theory of Maximum Likelihood Estimator for Jump-Diffusion Model
Yongxin Ye, Peking University
3:20 PM Floor Discussion