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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-Universit√§t M√ľnchen
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



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