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Keyword Search Criteria: Copula returned 36 record(s)
Sunday, 07/29/2018
A Bayesian Model for Multivariate Micro-Level Insurance Claims
Marie-Pier Côté, Universite Laval; Christian Genest, McGill University; David A Stephens, McGill University


Nonparametric Measures of Local Causality and Tests of Local Non-Causality in Time Series
Felix Camirand Lemyre, School of mathematics and statistics, University of Melbourne; Taoufik Bouezmarni, Université de Sherbrooke; Jean-François Quessy, Université du Québec à Trois-Rivières


Dependence Modeling for Recurrent Event Times Subject to Right-Censoring with D-Vine Copulas
Nicole Barthel, Technical University Munich; Candida Geerdens, Hasselt University; Claudia Czado, Technical University Munich; Paul Janssen, Hasselt University


A Gaussian Copula Approach for Dynamic Prediction of Survival with a Longitudinally Measured Marker
Krithika Suresh, University of Michigan; Jeremy M.G. Taylor, University of Michigan; Alexander Tsodikov, University of Michigan


A Gaussian Copula Approach for Dynamic Prediction of Survival with a Longitudinally Measured Marker
Krithika Suresh, University of Michigan; Jeremy M.G. Taylor, University of Michigan; Alexander Tsodikov, University of Michigan
2:10 PM

Dependence Modeling for Recurrent Event Times Subject to Right-Censoring with D-Vine Copulas
Nicole Barthel, Technical University Munich; Candida Geerdens, Hasselt University; Claudia Czado, Technical University Munich; Paul Janssen, Hasselt University
2:25 PM

Model Based Clustering via Copula and Applications
Marta Nai Ruscone, LIUC
4:50 PM

A Time-Varying Joint Frailty-Copula Approach for Modeling Recurrent Events and a Terminal Event
Zheng Li, Penn State Unviersity; Ming Wang, Pennsylvania State University; Vernon M Chinchilli, Penn State College of Medicine
4:50 PM

Monday, 07/30/2018
Full-Range Tail Dependence Copulas with Applications in Insurance
Rafael Lovas, Purdue University; Tom Leinart, Purdue University; Jianxi Su, Purdue University


Unified Mediation Analysis Approach to Complex Data of Mixed Types via Copula Models
Wei Hao, University of Michigan; Peter X.-K. Song, University of Michigan


Vine Copula Models for Family Data Analysis
Yihao Deng, Purdue University Fort Wayne; N. Rao Chaganty, Old Dominion University


Dependence Among Spectral-Based Measures Through Copulas: Theoretical Framework and Research on Change-Points
Charles Fontaine, King Abdullah University of Science and Technology; Hernando Ombao, King Abdullah University of Science and Technology; Yongxin Zhu, King Abdullah University of Science and Technology
10:50 AM

Unified Mediation Analysis Approach to Complex Data of Mixed Types via Copula Models
Wei Hao, University of Michigan; Peter X.-K. Song, University of Michigan
12:00 PM

Vine Copula Models for Family Data Analysis
Yihao Deng, Purdue University Fort Wayne; N. Rao Chaganty, Old Dominion University
12:05 PM

Tuesday, 07/31/2018
On Survival Tree Under the Dependency Between Failure and Censoring
Asanao Shimokawa, Tokyo University of Science; Etsuo Miyaoka, Tokyo University of Science


Analysis of Non-Stationary Time Series Using Copula-Based Dependence Measures
Yongxin Zhu, King Abdullah University of Science and Technology; Charles Fontaine, King Abdullah University of Science and Technology; Hernando Ombao, King Abdullah University of Science and Technology


Visualizing Dependence in High Dimensions
Marius Hofert, University of Waterloo; Wayne Oldford, University of Waterloo
8:35 AM

Bayesian Inference for Conditional Copulas Using Gaussian Process Single Index Models
Radu V Craiu, University of Toronto; Evgeny Levi, University of Toronto
9:00 AM

Conditional Normal Copulas and Their Use in Applications
Pavel Krupskiy, University of British Columbia; Harry Joe, University of British Columbia; Marc G Genton, King Abdullah University of Science and Technology
9:25 AM

Semiparametric Inference for Copulas of Mixed Data
Bruno Remillard, HEC Montreal; Christian Genest, McGill University; Johanna G. Neslehova, McGill University
9:50 AM

A Flexible Construction for Bivariate Copulas Emphasizing Local Dependence
Xiaonan Zhu, New Mexico State University; Suttisak Wisadwongsa, Chiang Mai University; Tonghui Wang, New Mexico State University
11:35 AM

Bayesian Analysis of Multivariate Crash Counts Using Copulas
Eun Sug Park, Texas A&M Transportation Institute; Man-Suk Oh, Ewha Womans University; Rosy Oh, Ewha Womans University; Jae Youn Ahn, Ewha Womans University
2:05 PM

Copula Information Criterion for Two-Stage Maximum Likelihood
Vinnie Ko, University of Oslo; Nils Lid Hjort, University of Oslo
2:05 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
2:20 PM

Implicit Copulas from Bayesian Regularized Regression Smoothers
Nadja Klein, University of Melbourne; Michael Stanley Smith, University of Melbourne
2:45 PM

Variational Bayes Estimation of Time Series Copulas for Multivariate Ordinal and Mixed Data
Michael Stanley Smith, University of Melbourne; Ruben Loaiza-Maya, Unviersity of Melbourne
3:05 PM

Scale Mixture for Extremal Dependence Model
Likun Zhang, Penn State University; Benjamin Shaby, Penn State University
3:20 PM

Wednesday, 08/01/2018
Harnessing Relatedness for Genotyping Autopolyploids
David Gerard, University of Chicago; Matthew Stephens, University of Chicago; Luis Felipe Ventorim Ferrão, University of Florida


Folded Concave Penalized Estimation of Conditional Copula Graphical Models with Application to Microbial Networks
Bingyuan Liu, Pennsylvania State University; Lingzhou Xue, Penn State University and National Institute of Statistical Sciences
9:05 AM

Analysis of Asymmetric Dependence in Contingency Tables: Subcopula-Based Regression Approach
Daeyoung Kim, University of Massachusetts Amherst; Zheng Wei, University of Maine
10:55 AM

On Multivariate Asymmetric Dependence Using Multivariate Skew-Normal Copula-Based Regression
Zheng Wei, University of Maine
11:15 AM

Inference for Covariate-Adjusted Semiparametric Gaussian Copula Model Using Residual Ranks
Yue Zhao, KU Leuven; Irene Gijbels, KU Leuven; Ingrid Van Keilegom, KU Leuven
11:20 AM

Comparisons on Measures of Asymmetric Associations
Tonghui Wang, New Mexico State University; Xiaonan Zhu, New Mexico State University
11:35 AM

On a Class of Full-Range Tail Dependence Copulas with Insurance Applications
Jianxi Su, Purdue University; Lei Hua, Northern Illinois University
3:25 PM

Thursday, 08/02/2018
Local Likelihood Estimation of Complex Tail Dependence Structures in High Dimensions, Applied to U.S. Precipitation Extremes
Raphaël Huser, KAUST; Daniela Castro, King Abdullah University of Science and Technology
8:35 AM

Recursive Bayesian Predictive Distributions
Stephen Walker
11:35 AM