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

For information, contact or phone (888) 231-3473.

If you have questions about the Continuing Education program, please contact the Education Department.