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This is the preliminary program for the 2007 Joint Statistical
Meetings in Salt Lake City, Utah.
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The views expressed here are those of the individual authors and not necessarily those of the ASA or its board, officers, or staff. Back to main JSM 2007 Program page |
= Applied Session,
= Theme Session,
= Presenter| 339 | Tue, 7/31/07, 2:00 PM - 3:50 PM | CC-250 C |
| Financial Risk Analysis--Theory, Methods, and Applications - Contributed - Papers | ||
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Section on Risk Analysis, Business and Economics Statistics Section |
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| Chair(s): Wai Chan, Exponent, Inc. | ||
| 2:05 PM |
Extreme Value Theorem and Its Applications —  Yan Li, The Pennsylvania State University
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| 2:20 PM |
A New Estimator for the Extremal Index Based on Scaling and Resampling — Kam Hamidieh, University of Michigan; Stilian Stoev, University of Michigan; George Michailidis, The University of Michigan
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| 2:35 PM |
Tail Expansions for the Distribution of the Maxima of Random Walks with Negative Drift and Regularly Varying Increments — Chenhua Zhang, University of Georgia; Philippe Barbe, CNRS, France; William P. McCormick, University of Georgia
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| 2:50 PM |
A General Rule To Average a Set of Frequency Statistics — Joseph Kahan, FM Global
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| 3:05 PM |
Bootstrapping the Expected Shortfall — Shuxia Sun, Wright State University
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| 3:20 PM |
Using Data Mining Tools and GIS (Geographic Information Systems) in Hot-Spot Detection — Wei-hong Wang, The College of New Jersey; Ben Liu, William Paterson University
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| 3:35 PM |
Estimation for Non-negative, Levy-Driven Ornstein-Uhlenbeck Processes — Yu Yang, Colorado State University; Peter J. Brockwell, Colorado State University; Richard A. Davis, Colorado State University
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JSM 2007
For information, contact jsm@amstat.org
or phone (888) 231-3473. If you have questions about the Continuing Education program,
please contact the Education Department. |