This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Activity Details
517 * ! | Wed, 8/4/2010, 10:30 AM - 12:20 PM | CC-221 (West) |
Extreme Values and Heavy Tails — Contributed Papers | ||
Business and Economic Statistics Section | ||
Chair(s): Jonathan B. Hill, The University of North Carolina at Chapel Hill | ||
10:35 AM | Intensity-Based Estimation of Extreme Loss Event Probability and Value-at-Risk — Kam Hamidieh, Rice University ; Stilian Stoev, University of Michigan ; George Michailidis, University of Michigan | |
10:50 AM | Almost Unbiased Maximum Likelihood Estimation for the Generalized Pareto Distribtion and Value at Risk — David E. Giles, University of Victoria ; Hui Feng, King's College/The University of Western Ontario | |
11:05 AM | Extreme-Value Distributions as g-and-h Distributions: An Empirical View — David Hoaglin, Abt Bio-Pharma Solutions, Inc. | |
11:20 AM | Tail Order and Intermediate Tail Dependence of Multivariate Copulas — Lei Hua, The University of British Columbia ; Harry Joe, The University of British Columbia | |
11:35 AM | Heavy-Tailed Behavior of High-Frequency Foreign Exchange Changes — Ece Oral, Central Bank of the Republic of Turkey | |
11:50 AM | Modeling the Relationship Between the Components of Executive Compensation: A Copula Approach — Padma Rao Sahib , University of Groningen ; Ruud Koning, University of Groningen ; Harmen De Weerd, University of Groningen | |
12:05 PM | Some Pareto Mixtured Distributions — Humayun Kiser, Jahangirnagar University ; Mian Arif Shams Adnan, Jahangirnagar University |
2010 JSM Online Program Home
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