JSM 2012 Online Program

The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.

Online Program Home


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

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.