Sessions Were Renumbered as of May 19.
Legend:
CC-W = McCormick Place Convention Center, West Building,
CC-N = McCormick Place Convention Center, North Building
H = Hilton Chicago,
UC = Conference Chicago at University Center
* = applied session ! = JSM meeting theme
124
Mon, 8/1/2016,
8:30 AM -
10:20 AM
CC-W181b
SPEED: Advances in Nonparametric Statistics — Contributed Speed
Section on Nonparametric Statistics
Chair(s): Derek Young, University of Kentucky
The Poster portions will take place during Session 213200
and Session 213201
8:35 AM
A Nonparametric Procedure for Change Point Detection in Linear Regression
—
Sunil Mathur, Georgia Regents University ; Jing Sun, Augusta University ; Deepak Sakate, Augusta University
8:40 AM
Convolution Weighting in Compound Estimation with or Without Heteroscedasticity
—
Sisheng Liu, University of Kentucky ; Richard Charnigo, University of Kentucky ; Cidambi Srinivasan, University of Kentucky
8:45 AM
Nonparametric Kernel Estimation Using Ranks and Values
—
Nicholas Kaukis, Oklahoma State University
8:50 AM
Measuring and Testing Mutual Multivariate Independence Based on Distance Covariance
—
Ze Jin, Cornell University ; David Matteson, Cornell University
8:55 AM
Testing the Sphericity of a Covariance Matrix When the Dimension Is Much Larger Than the Sample Size
—
Zeng Li, The University of Hong Kong
9:00 AM
AUC Regression for Multiple Comparisons of Monotone Zero-Dose Control Experiments
—
Johanna Van Zyl, Baylor University ; Jack D. Tubbs, Baylor University
9:05 AM
Location and Scale Parameters Testing by Empirical Likelihood Estimation
—
Ningning Wang, Jackson State University
9:15 AM
Convolutional Functional Autoregressive Models: Model Building, Asymptotics, and Empirical Results
—
Xialu Liu, San Diego State University
9:20 AM
Variable Bandwidth Local Polynomial Smoothing via Local Cross-Validation
—
Katherine Grzesik, University of Rochester ; Derick R. Peterson, University of Rochester
9:30 AM
Period Estimation for Sparsely Sampled Quasi-Periodic Functions: Application to Mira Variable Stars
—
Shiyuan He, Texas A&M University
9:35 AM
Bernstein-Von Mises Theorem for Individual Entries in Sparse High-Dimensional Linear Regression
—
Dana Yang, Yale University
9:40 AM
Semiparametric Estimation for Multivariate Skew-Elliptical Distributions
—
Jing Huang, European School of Management and Technology
9:45 AM
Test for Conditional Random Signs Censoring in Competing Risks
—
Shannon Woolley
9:55 AM
Significance Tests for Time-Varying Covariate Effect in Longitudinal Functional Data
—
Saebitna Oh, North Carolina State University ; Ana-Maria Staicu, North Carolina State University
10:00 AM
Estimation of Genetic Risk Function with Covariates in the Presence of Missing Genotypes
—
Annie J. Lee, Columbia University ; Yuanjia Wang, Columbia University ; Karen Marder, Columbia University ; Roy N. Alcalay, Columbia University
10:05 AM
An Agent-Based Modeling Approach for Tobacco Product Risk Assessments
—
Raheema Muhammad-Kah, Altria Client Services ; Yezdi B. Pithawalla, Altria Client Services ; Maria Gogova, Altria Client Services ; Lai Wei, Altria Client Services ; Edward L. Boone, Virginia Commonwealth University
10:10 AM
A STEPP Forward in Tailoring Treatment: New Research on the STEPP Methodology
—
Wai-Ki Yip, Dana-Farber Cancer Institute
10:15 AM
Floor Discussion
