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270 * ! Tue, 8/9/2022, 10:30 AM - 12:20 PM CC-151B
Advanced Multivariate Time Series Modeling — Topic Contributed Papers
International Chinese Statistical Association, Business and Economic Statistics Section, Section on Statistical Learning and Data Science
Organizer(s): Mengyu Xu, University of Central Florida
Chair(s): Rui Xie, University of Central Florida
10:35 AM A Stratified Penalization Method for Semiparametric Variable Labeling of Multi-Output, Time-Varying Coefficient Models
Ting Zhang, University of Georgia; Weiliang Wang, Boston University; Yu Shao, Boston University
10:55 AM CP Factor Model for Dynamic Tensors
Yuefeng Han, Rutgers University; Rong Chen, Rutgers University; Cun-Hui Zhang, Rutgers University
11:15 AM Tail Adversarial Stability for Linear Processes
Shuyang Bai, University of Georgia; Ting Zhang, University of Georgia
11:35 AM Recursive Quantile Estimation: Non-Asymptotic Confidence Bounds
Likai Chen, Washington University in Saint Louis; Wei Biao Wu, University of Chicago; Georg Keilbar, University of Vienna
11:55 AM Minimax Nonparametric Multiple-Sample Test Under Smoothing
Xin Xing, Virginia Tech
12:15 PM Floor Discussion