JSM 2012 Online Program
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Online Program HomeActivity Details
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344 ! | Tue, 7/31/2012, 10:30 AM - 12:20 PM | CC- Room 33B | |
Nonparametrics, Mixtures, and Functional Data — Contributed Papers | |||
Business and Economic Statistics Section | |||
Chair(s): William Leeds, University of Missouri | |||
10:35 AM | Finite Mixtures of Archimedean Copulas — Renate Meyer, University of Auckland ; Goeran Kauermann, Ludwig-Maxilians-Universität München | ||
10:50 AM | Time-Varying Beta and the Value Premium: Evidence from the Varying-Coefficient Single-Index Model — Chaojiang Wu, University of Cincinnati ; Hui Guo, University of Cincinnati ; Yan Yu, University of Cincinnati | ||
11:05 AM | Adaptive Nonparametric Regression for Marketplace Response Detection — Junqing Wu, Microsoft Corporation ; Yuedong Wang, University of California at Santa Barbara ; Wendy Meiring, University of California at Santa Barbara | ||
11:20 AM | Nonparametric Estimation of Risk Neutral Distribution Implied by Options — Kam Hamidieh, California State University Fullerton | ||
11:35 AM | Functional Coefficient Autoregressive Models for Nonlinear Time Series — Alireza Tahai, Mississippi State University | ||
11:50 AM | Modeling and Forecasting the Daily Load Curves for Electricity — Jonathan Hosking, IBM Research ; Soumyadip Ghosh, IBM Research ; Ramesh Natarajan, IBM Research | ||
12:05 PM | Functional Prediction of Intraday Cumulative Returns — Xi Zhang, Utah State University ; Piotr Stefan Kokoszka, Colorado State University |
2012 JSM Online Program Home
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