This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

Activity Details

658 * Thu, 8/5/2010, 10:30 AM - 12:20 PM CC-206 (West)
Financial Econometrics and Risk Management — Topic Contributed Papers
IMS , Section on Risk Analysis
Organizer(s): Chengyong Tang, National University of Singapore
Chair(s): Jinfeng Xu, National University of Singapore
10:35 AM A Semiparametric Estimation of Mean Function with Nonignorable Missing Data Cindy Long Yu, Iowa State University
10:55 AM A New Long Memory Volatility Model Guodong Li, The University of Hong Kong
11:15 AM Penalized Empirical Likelihood for High-Dimensional General Estimating Equations Chenlei Leng, National University of Singapore ; Chengyong Tang, National University of Singapore
11:35 AM Two Sample Mann-Whitney Test with Adjustments to Pre-treatment Variables Chengyong Tang, National University of Singapore ; Song X. Chen, Iowa State University/Peking University ; Jing Qin, National Institute of Allergy and Infectious Diseases
11:55 AM Approximate Maximum Likelihood Estimation for Diffsuion Processes Song X. Chen, Iowa State University/Peking University ; Jing-Yuan Chang, Peking University
12:15 PM Floor Discussion



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