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This is the preliminary program for the 2008 Joint Statistical
Meetings in Denver, Colorado.
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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 2008 Program page |
= Applied Session,
= Theme Session,
= Presenter|
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361
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Wed, 8/6/08, 8:30 AM - 10:20 AM | CC-707 |
| Developments in Nonparametric and Robust Time Series Analysis - Contributed - Papers | ||
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Section on Nonparametric Statistics, IMS |
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| Chair(s): Michael Baron, The University of Texas at Dallas | ||
| 8:35 AM |
The Kernel Self-Normalized, Tail-Trimmed Sum for Dependent, Heterogeneous Data, with an Application to Robust Least Squares —  Jonathan B. Hill, The University of North Carolina at Chapel Hill
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| 8:50 AM |
Analyzing Bivariate Time Series via Nonparametric Likelihood — Suddhasatta Acharyya, Brown University; Hernando Ombao, Brown University
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| 9:05 AM |
Consistent Nonparametric Tests for Granger Causality — Yoshihiko Nishiyama, Kyoto University, Institute of Economic Research; Kohtaro Hitomi, Kyoto Institute of Technology; Yoshinori Kawasaki, The Institute of Statistical Mathematics; Kiho Jeong, Kyungpook National University
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| 9:20 AM |
Spline-Backfitted Additive Nonparametric Transfer Function Models — Jun Liu, Georgia Southern University
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| 9:35 AM |
Kernel Reweighting for Inference on Time Series — Kristofer Jennings, Purdue University
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| 9:50 AM |
Testing for the Equality of Two Autoregressive Functions Using Quasi-Residuals — Fang Li, Indiana University Purdue University, Indianapolis
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JSM 2008
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. |