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CC = Colorado Convention Center   H = Hyatt Regency Denver at Colorado Convention Center
* = applied session       ! = JSM meeting theme

Activity Details

512 Wed, 7/31/2019, 10:30 AM - 12:20 PM CC-704
Predicting and Evaluating Risk Models Within Distributions and Across Time — Contributed Papers
Section on Risk Analysis
Chair(s): Aric LaBarr, Elder Research Inc.
11:05 AM Asymmetric Extremal Dependence Modeling, with Application to Cryptocurrency Market Data
Yan Gong, KAUST; Raphaƫl Huser, King Abdullah University of Science and Technology
11:20 AM Comparison of Some Approximations to the Distribution of Random Sum
Ranee Thiagarajah, Illinois State University
11:35 AM Consistency of the Hill Estimator for Time Series Observed with Measurement Errors
Mihyun Kim, Colorado State University; Piotr Kokoszka, Colorado State University
11:50 AM A Simulation Approach to Predicting Time to Terminal Event in Joint Dynamic Modeling
Piaomu Liu, Dept. of Mathematical Sciences, Bentley University; Edsel A Pena, University of South Carolina
12:05 PM AUC as a Measure of the Probability of Benefit in the Context of Randomized Controlled Trials.
Olga Demler, Harvard Medical School