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This is the preliminary program for the 2009 Joint Statistical
Meetings in Washington, DC.
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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 2009 Program page |
= Applied Session,
= Theme Session,
= Presenter| 119 | Mon, 8/3/09, 8:30 AM - 10:20 AM | CC-141 |
| Variation and Risk - Contributed - Papers | ||
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Section on Risk Analysis |
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| Chair(s): Chi Wai, UBC | ||
| 8:35 AM |
Evaluating Value-at-Risk Models via Quantile Regressions —  Luiz Renato Lima, University of Illinois at Urbana-Champaign; Wagner Gaglianone, Central Bank of Brazil; Oliver Linton, London School of Economics
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| 8:50 AM |
Dual-Time Analytics in Credit Risk Modeling — Aijun Zhang, University of Michigan
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| 9:05 AM |
Regression Modeling of Count Data: Handling Heavy Tails — Sarah LaRocca, Johns Hopkins University; Seth D. Guikema, Johns Hopkins University
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| 9:20 AM |
Percentile-Based Power Preserving Estimate of Standard Deviation — Yvonne Zubovic, Indiana University Purdue University Fort Wayne; Chand Chauhan, Indiana University Purdue University Fort Wayne
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| 9:35 AM |
Play Against Random Past Strategy and Its Application in Expert-Selection Problem — Mingfei Li, Bentley University
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| 9:50 AM |
Accurate Two-Sided Tolerance Limits for the Normal Random Effects Model — Shun-Yi Chen, Tamkang University
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| 10:05 AM |
On the Asymptotic Distribution of Likelihood Ratio Test When Parameters Lie on the Boundary — Leonid Kopylev, U.S. Environmental Protection Agency; Bimal Sinha, University of Maryland, Baltimore County
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JSM 2009
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. |