Legend:
CC = Vancouver Convention Centre
F = Fairmont Waterfront Vancouver
* = applied session ! = JSM meeting theme
411
Tue, 7/31/2018,
2:00 PM -
3:50 PM
CC-West 116
Copula Model and Maximum Likelihood Estimation — Contributed Papers
Business and Economic Statistics Section
Chair(s): Taps Maiti, Michigan State University
2:05 PM
Copula Information Criterion for Two-Stage Maximum Likelihood
Vinnie Ko, University of Oslo ; Nils Lid Hjort, University of Oslo
2:20 PM
Modeling Count Data via Copulas: Comparison of Kendall's Tau and Spearman's Rho
Hadi Safari Katesari, Southern Illinois ?University, Carbondale ; Samira Zaroudi, Science and Research Branch, Islamic Azad University; Reza Safari Katesari, Payame Noor University; S. Yaser Samadi, Southern Illinois University
2:35 PM
Heterogeneous Tail Generalized COMFORT Modeling via Cholesky Decomposition
Pawel Polak, Columbia University
2:50 PM
Multi-Level Time Series Clustering for Asset Selection in Allocation Problems
Michael Kotarinos ; Christos Tsokos, University of South Florida; Kin Doo Young, Arkansas State University
3:05 PM
Asymptotic Theory of Maximum Likelihood Estimator for Jump-Diffusion Model
Yongxin Ye, Peking University
3:20 PM
Floor Discussion