3rd IASC world conference on
Computational Statistics & Data Analysis
Amathus Beach Hotel, Limassol, Cyprus, 28-31 October, 2005


Scientific Programme

Thursday 27th October 2005
16:00 - 19:00     Registration

Friday 28th October 2005
08:00 - 08:15     Opening of the Conference
08:15 - 09:15     R1+2     Methodology plenary talk (Rand Wilcox)
09:15 - 10:30     Coffee Break
10:30 - 12:30     PARALLEL SESSIONS A
          R1     T02A: Robust and Nonparametric Methods
          R3+4+5     T04A: Macro-Economics, Finance and Marketing
          R6+7     T07A: Clinical Trials
          R8+9     T09A: Machine Learning and Scientific Computing
          R2     T13A: Advances in Mixture Models
          R10     T18A: Flexible Function Estimation
          Med-1     Tut4A: Tutorial on Statistical Signal Extraction and Filtering
12:30 - 14:30     Break and IASC Council Meeting
14:30 - 16:30     PARALLEL SESSIONS B
          R1     T02B: Robust and Nonparametric Methods
          R6+7     T04B: Macro-Economics, Finance and Marketing
          R2     T05B: Computer-Intensive Methods
          R8+9     T06B: Statistical Learning Methods
          R3+4+5     T08B: Statistics for Functional Data
          R10     T11B: Latent Variable and SEM
          Med-1     Tut1B: Tutorial on Techniques for Evaluating Trading Strategies
16:30 - 17:00     Coffee Break
17:00 - 18:00     PARALLEL SESSIONS C
          R6+7     T00C: Contribution to Statistics
          R8+9     T02C: Robust and Nonparametric Methods
          R3+4+5     T12C: Statistical Signal Extraction & Filtering
18:15 - 19:15     R1+2     Computational Statistics plenary talk (Manfred Gilli)
         
20:15 -       Reception

Saturday 29th October 2005
08:00 - 10:00     PARALLEL SESSIONS D
          R1     T02D: Robust and Nonparametric Methods
          R11     T03D: Model Selection & Optimization Heuristics
          R2     T06D: Statistical Learning Methods
          R10     T12D: Statistical Signal Extraction & Filtering
          R8+9     T17D: Financial Econometrics
          R6+7     T25D: Statistical Algorithms and Software
          R3+4+5     T27D: Analysis of Symbolic and Structured Data
          Med-1     Tut2D: Tutorial on Parallel Eigenvalue Solvers
10:00 - 10:30     Coffee Break
10:30 - 12:30     PARALLEL SESSIONS E
          R1     T02E: Robust and Nonparametric Methods
          R3+4+5     T04E: Macro-Economics, Finance and Marketing
          R11     T08E: Statistics for Functional Data
          R8+9     T09E: Machine Learning and Scientific Computing
          R2     T13E: Advances in Mixture Models
          R10     T16E: Nonlinear Time Series Modelling
          R6+7     T24E: Computational Econometrics
          Med-1     Tut3E: Tutorial on Threshold Accepting
12:30 - 14:30     Break and CSDA Editorial & ERS Meetings
14:30 - 16:30     PARALLEL SESSIONS F
          R3+4+5     T03F: Model Selection & Optimization Heuristics
          R11     T04F: Macro-Economics, Finance and Marketing
          R2     T05F: Computer-Intensive Methods
          R6+7     T08F: Statistics for Functional Data
          R1     T10F: Robust Data Mining
          R8+9     T17F: Financial Econometrics
          R10     T25F: Statistical Algorithms and Software
16:30 - 17:00     Coffee Break
17:00 - 19:00     PARALLEL SESSIONS G
          R2     T03G: Model Selection & Optimization Heuristics
          R6+7     T09G: Machine Learning and Scientific Computing
          R1     T10G: Robust Data Mining
          R3+4+5     T16G: Nonlinear Time Series Modelling
          R8+9     T19G: Software for Statistical Computing
         
20:15 -       Conference Dinner

Sunday 30th October 2005
08:00 - 10:00     PARALLEL SESSIONS H
          R10     T00H: Contributions to Computational Statistics
          R8     T04H: Macro-Economics, Finance and Marketing
          R1     T06H: Statistical Learning Methods
          R2     T15H: Mixed Models
          R6+7     T17H: Financial Econometrics
          R3+4+5     T24H: Computational Econometrics
          R9     T27H: Analysis of Symbolic and Structured Data
10:00 - 10:30     Coffee Break
10:30 - 12:30     PARALLEL SESSIONS I
          R9     T01I: Functional Genomics
          R3+4+5     T03I: Model Selection & Optimization Heuristics
          R1     T05I: Computer-Intensive Methods
          R10     T06/9I: Machine and Statistical Learning Methods
          R2     T08I: Statistics for Functional Data
          R6+7     T12I: Statistical Signal Extraction & Filtering
          R8     T23I: Fuzzy Statistical Analysis
          R11     T25I: Statistical Algorithms and Software
12:30 - 14:15     Break
14:15 - 15:15     R1+2     IASC plenary talk (Gilbert Saporta)
         
15:30 -       Excursion

Monday 31st October 2005
08:00 - 10:00     PARALLEL SESSIONS J
          R3+4+5     T07J: Clinical Trials
          R8     T11J: Latent Variable and SEM
          R1     T13J: Advances in Mixture Models
          R6+7     T16J: Nonlinear Time Series Modelling
          R9     T21J: Recursive Partitioning and Related Methods
          R2     T24J: Computational Econometrics
          R10     ERCIM1: Data Assimilation and its Application
10:00 - 10:30     Coffee Break
10:30 - 12:30     PARALLEL SESSIONS K
          R8     T00K: Design of Experiments
          R1     T05K: Computer-Intensive Methods
          R2     T13K: Mixture Models
          R6+7     T20K: Customer Relationship Management
          R9     T22K: Partial Least Squares
          R3+4+5     T25K: Statistical Algorithms and Software
          R10     ERCIM2: QR and Other Factorizations
12:30 - 14:30     Break and ERCIM Meeting
14:30 - 15:30     R1+2     ASA plenary talk (Joyce C. Niland)
15:30 - 15:45     Closing of the Conference


 
 

         
Plenary Talks

Friday 8:15 - 9:15            Room: R1+2           Chair: Stanley Azen
 
  Methodology plenary talk:
  Comparing Groups and Studying Associations.
   Prof. Rand Wilcox, Department of Psychology, University of Southern California, USA.
 

Friday 18:15 - 19:15          Room: R1+2            Chair: Bernard Philippe
 
  Computational Statistics plenary talk:
  Optimization Heuristics in Economics and Statistics .
   Prof. Manfred Gilli, University of Geneva, Switzerland.
 

Sunday 14:15 - 15:15          Room: R1+2           Chair: Jae Chang Lee
 
  IASC plenary talk:
  Some Statistical Aspects of Credit Scoring.
   Prof. Gilbert Saporta, Conservatoire National des Arts et Metiers, France. President of IASC.
 

Monday 14:30 - 15:30         Room: R1+2           Chair: Norbert Victor
 
  ASA plenary talk:
  Biomedical Informatics: The Key to Translational Research.
   Prof. Joyce C. Niland, City of Hope National Medical Center, Los Angeles, USA. Vice-President of ASA.






Session T02A Friday 10:30-12:30
Robust and Nonparametric Methods
Chair: Rand Wilcox Room: R1


 Bayesian R-Estimates 


Thomas Hettmansperger, Xiaojiang Zhan


 Symmetrized M-estimators with applications to Independent Component Analysis 


Sara Taskinen, Seija Sirkia, Hannu Oja


 Iteratively reweighted least squares support vector regression 


Michiel Debruyne, Andreas Christmann, Mia Hubert, Johan Suykens


 A nonparametric method for comparison of two diagnostic systems based on ROC curves 


Ana Cristina Braga, Lino Costa, Pedro Oliveira


 Two-way ANOVA for the bipolar Watson distribution 


Adelaide Figueiredo


 Fully Nonparametric ANCOVA with Fixed Window Sizes 


Efi Antoniou, Michael Akritas

Session T04A Friday 10:30-12:30
Applications in Macro-Economics, Finance and Marketing
Chair: Herman Van DijkRoom: R3+4+5


 Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling 


Herman Van Dijk


 Estimation of temporally aggregated volatility models 


Jeroen Rombouts, Christian Hafner


 Identifying and correcting misclassified South African equity unit trusts using Bayesian style analysis  


Jan du Plessis


 Time series forecasting by principal covariate regression 


Christiaan Heij, Dick J. Van Dijk, Patrick J.F. Groenen


 Robust Artificial Neural Networks for Pricing and Trading European Options 


Panayiotis Andreou, Spiros Martzoukos, Chris Charalambous


 Bayesian analysis of an endogenous hurdle model: an application to the demand for health care 


Panagiotis Kasteridis, Murat Munkin

Session T07A Friday 10:30-12:30
Clinical Trials
Chair: Markus NeuhaeuserRoom: R6+7


 Choosing cross-over designs when few subjects are available 


Edward Godolphin, Simon Bate, Janet Godolphin


 On detecting an interaction between treatment and a continuous covariate in clinical research 


Willi Sauerbrei, Karina Zapien, Patrick Royston


 Statistical models accounting for surgeon effects in clinical trials 


Steffen Witte


 Estimating correlation measures for bivariate interval censored data using a smooth estimate of the density 


Emmanuel Lesaffre, Kris Bogaerts


 Task of Statistician in Clinical Research Studies 


Y. Groeneveld

Session T09A Friday 10:30-12:30
Machine Learning and Scientific Computing
Chair: Efstratios GallopoulosRoom: R8+9


 Pattern Recognition using Higher Order SVD 


Lars Elden


 Word similarity in graph-based dictionaries 


Agusti Solanes, Vicenc Torra, Yasuo Narukawa


 Fast Bayesian Implementation of Hierarchical Mixtures of Experts and Stochastic Neural Networks: Gibbs Sampler with Parameters Expansion 


Samuel Po-Shing Wong, Tze Leung Lai, Jun Liu


 A Stochastic Approximation View of Boosting 


C. Andy Tsao, Yuan-chin Ivan Chang


 Unsupervised Clustering using Principal Directions Guidance 


Efstratios Gallopoulos, Dimitrios Tasoulis, Michael Vrahatis, Dimitrios Zeimpekis


 Recovery of Glassless images by recursive KPCA reconstruction 


Eiji Tokuda, Toshio Sakata, Ryuei Nishii

Session T13A Friday 10:30-12:30
Advances in Mixture Models
Chair: Bernard GarelRoom: R2


 Some finite sample nonparametric techniques useful for the anlysis of mixtures 


Guenther Walther


 Heterogeneity in Meta-analysis of Clinical Trials 


Rebecca DerSimonian, Kai Yu


 Some general points for zero-truncated count mixture models 


Dankmar Boehning


 Bootstrap confidence intervals for reliability measures for discrete distributions 


Dimitris Karlis, Valentin Patilea


 Finite Mixture Model Diagnostics using Resampling Methods 


Bettina Gruen, Friedrich Leisch


 Maximum likelihood estimation for finite mixture of location-scale distributions using cross-validation 


Kentaro Tanaka

Session T18A Friday 10:30-12:30
Flexible function estimation in high dimensional problems
Chair: Michael G. SchimekRoom: R10


 Bandwidth selection for nonparametric regression - plug-in method 


Jan Kolacek


 Nonparametric Components in Highdimensional Generalized Regression Models 


Marlene Muller, Michael G. Schimek


 Stochastic spectral methods for Bayesian inference in inverse problems 


Youssef Marzouk, Habib Najm, Larry Rahn


 A Quick Procedure for Model Selection in the Case of Mixture of Normal Densities 


Ennio Davide Isaia, Alessandra Durio


 Bivariate additive models with a copula dependence structure: a Bayesian approach 


Philippe Lambert

Session Tut4A Friday 10:30-12:30
Tutorial
Chair: Tommaso ProiettiRoom: Med-1


 Statistical Signal Extraction and Filtering 


D.S.G Pollock

Session T02B Friday 14:30-16:30
Robust and Nonparametric Methods
Chair: Rand WilcoxRoom: R1


 Nonparametric Likelihood confidence bounds for the mean of Highly Skewed Data 


Yaw Bimpeh, Cecily Kelleher


 Robust HCCME Performances in Small Samples 


Mehmet Orhan


 A Studentized Permutation Test for the Nonparametric Behrens-Fisher Problem 


Karin Neubert


 Lepage type statistic based on the modified Baumgartner statistic 


Hidetoshi Murakami


 Robust fuzzy classification 


Bruno Bertaccini, Matilde Bini


 Robustness of Estimation in the Exponential Distribution under Dependencies in a Sample 


Anna Olwert

Session T04B Friday 14:30-16:30
Applications in Macro-Economics, Finance and Marketing
Chair: Patrick GroenenRoom: R6+7


 Identifying a simple Nonstationary model for the S&P500 returns: An approach based on the evolutionary spectral density 


Ahamada Ibrahim


 Testing the Local One-way Effect and Its Application to Japanese Income and Money 


Feng Yao


 Classification-relevant Importance Measures for the German Business Cycle 


Daniel Enache


 Robust clustering for multivariate models with regimes 


Georgios Tsiotas, Lucio Sarno


 The international transmission of financial crisis 


Kostas Giannopoulos

Session T05B Friday 14:30-16:30
Computer-intensive methods for dependent data
Chair: Qiwei YaoRoom: R2


 Very High-Dimensional Data: Greedy Boosting and Convex Lasso-Relaxation 


Peter Buehlmann


 Nonparametric Modelling and Estimation of Stochastic Volatility 


Jens-Peter Kreiss, Andreas Duerkes


 Block Bootstrap for irregularly spaced spatial data 


Soumendra Lahiri


 Quantile estimation for the payoff from a weather derivative 


Jeremy Penzer, Stephen Jewson


 New Methods for Multivatiate Volatility Modeling 


Mingjin Wang, Qiwei Yao


 Stepwise Multiple Testing as Formalized Data Snooping 


Michael Wolf

Session T06B Friday 14:30-16:30
Statistical Learning Methods involving Dimensionality Reduction
Chair: Maurizio VichiRoom: R8+9


 Two-mode partitioning 


Maurizio Vichi, Rocci Roberto


 Towards a unifying framework for a broad class of simultaneous clustering methods for multiway data 


Iven Van Mechelen


 An EM algorithm for the Block Mixture Model of contingency table 


Mohamed Nadif, Gerard Govaert


 Two-way Clustering for a Contingency Table: Maximizing Dependence Between Row and Column Clusters by Using Phi-Divergence and Bregman Measures 


Hans-Hermann Bock


 How many cluster structures? Answers via a model-based procedure 


Giuliano Galimberti, Gabriele Soffritti


 Clustering objects on subsets of variables: Looking at the weights and using the homotopy strategy 


Jacqueline J. Meulman, Jerome H. Friedman

Session T08B Friday 14:30-16:30
Statistics for Functional data
Chair: Philippe VieuRoom: R3+4+5


 A Model for Functional Data with Binary Response 


Belen M Fernandez de Castro, Wenceslao Gonzalez Manteiga


 Curves discrimination: non parametric methods and spectral analysis 


Sylvie Viguier-Pla, Frederic Ferraty, Philippe Vieu


 Estimating Nonlinear Differential Equation Systems from Noisy Data 


James Ramsay, Giles Hooker


 Estimating time-varying quantiles of nearly stationary stochastic processes, with applications to ozone time series 


Serge Guillas, Dana Draghicescu, Wei Biao Wu


 Functional Principal Components for Generalized Longitudinal Data 


Hans-Georg Muller, Peter Hall, Fang Yao


 Wavelet Methods for Testing Equality of Curves 


Alwell Oyet, Pengfei Guo

Session T11B Friday 14:30-16:30
Latent Variable and Structural Equation Models
Chair: Irini MoustakiRoom: R10


 A Supersimulator for Structural Equation Models 


Fan Wallentin, Karl Joreskog


 Multilevel Models as Structural Equation Models 


Karl Joreskog


 Robustness properties of the two parameter latent trait model for binary data 


Panagiota Tzamourani, Martin Knott


 Identifying extreme response patterns: a latent variable approach 


Irini Moustaki, Martin Knott


 Meta-Analysis and latent variable model for Binary Data 


Jian Qing Shi


 PLS and one dimensional latent variable scorecards 


Joe Whittaker, Anastasia Lykou

Session Tut1B Friday 14:30-16:30
Tutorial
Chair: Stavros SiokosRoom: Med-1


 Data Analysis Techniques for Evaluating Trading Strategies 


Patrick Burns

Session T00C Friday 17:00-18:000
Contributions to Statistics
Chair: Maria Angeles GilRoom: R6+7


 Inference Concerning Effect Size 


S. Ejaz Ahmed


 The Effect of Non-normal Error Terms on the Properties of Systemwise RESET Test 


Ghazi Shukur, Ghadban Khalaf


 A New Method to Detect Lack-of-Fit on a Circle 


Ellen Deschepper, Olivier Thas, Jean-Pierre Ottoy

Session T02C Friday 17:00-18:00
Robust and Nonparametric Methods
Chair: Rand WilcoxRoom: R8+9


 Smooth monotonic regression 


Florian Leitenstorfer, Gerhard Tutz


 Efficient algorithms for solving monotonic regression problems 


Oleg Burdakov, Anders Grimvall, Oleg Sysoev


 Quantile Curves and Dependence Structure for Bivariate Distributions 


Alfonso Suarez-Llorens, Felix Belzunce, Antonia Castano, Ana Olvera

Session T12C Friday 17:00-18:00
Statistical Signal Extraction and Filtering
Chair: Jesse BarlowRoom: R3+4+5


 Robust pattern detection in time series 


Roland Fried, Ursula Gather


 Performance Evaluation of Some Change Detection and Data Segmentation Methods 


Theodor-Dan Popescu


 Particle Filter for Inference on Business Cycle and Equity Prices Volatility 


Roberto Casarin, Trecroci Carmine

Session T02D Saturday 08:00-10:00
Robust and Nonparametric Methods
Chair: Rand WilcoxRoom: R1


 Robust Methods for Generalized Linear Models With Nonignorable Missing Covariates 


Sanjoy Sinha


 Robust nonparametric estimation with missing data 


Ana Perez Gonzalez, Graciela Boente, Wenceslao Gonzalez Manteiga


 Grade Correspondence Analysis of Data with Missing Values 


Olaf Matyja


 The empirical distribution of robust distances as a tool in analyzing large, non-normal data sets 


Mark Werner


 The Chen-Luo test in case of heteroscedasticity 


Markus Neuhaeuser


 Constrained Flexible Weighted Generalized Estimating Equations 


Niel Hens, Christel Faes, Marc Aerts

Session T03D Saturday 08:00-10:00
Model Selection and Optimization Heuristics
Chair: Petko YanevRoom: R11


 On properties of predictors derived with a two-step bootstrap model averaging approach - a simulation study in the linear regression model 


Anika Buchholz, Norbert Hollander, Willi Sauerbrei


 Applications of a technique for estimator densities (TED) in the presence of model misspecification 


Peter Hingley


 Selection of smoothing paremeter in Lasso 


Hideyuki Imai, Seiichi Miyauchi, Yoshiharu Sato


 Comparing Functional Networks with some Classification Methods 


Rosa Eva Pruneda, Beatriz Lacruz, Cristina Solares


 Differential geometry and model selection 


Peter Hasto


 Bayesian information criteria and smoothing parameter selection in lasso models 


Teppei Shimamura, Masahiro Mizuta

Session T06D Saturday 08:00-10:00
Statistical Learning Methods involving Dimensionality Reduction
Chair: Hans Hermann BockRoom: R2


 PLS Regression Approaches in Statistical Genomics 


Anne-Laure Boulesteix, Korbinian Strimmer


 Relative Projection Pursuit: Theory and Applications 


Masahiro Mizuta


 Steps toward the individualized treatment, the challenge and opportunity to computational statistics 


Steven Cen, Catherine Sugar, David Conti, Doug Stahl, Stanley Azen,


 Structural learning of variable-dimensional Bayesian models using parallel interacting search processes 


Jukka Corander, Magnus Ekdahl, Timo Koski


 Implementations of Fisher's linear discriminant analysis from the numerical point of view 


Pavel Schlesinger, Jurjen Duintjer Tebbens


 Cross Entropy based Kenrel LVQ and its application to word recognition 


Tan Chiang Chin, Toshio Sakata, Ryuei Nishii

Session T12D Saturday 08:00-10:00
Statistical Signal Extraction and Filtering
Chair: D.S.G PollockRoom: R10


 Bayesian Analysis of Output Gap 


Christophe Planas, Alessandro Rossi, Gabriele Fiorentini


 Comparative economic cycles 


Stephen Pollock, Iolanda Lo Cascio


 Simultaneous tests in the Time-Frequency Plane for Electroencephalogram signals 


Olivier Renaud, Claudia Catalfo, Christian Mazza


 A Unifying Framework for Analysing Common Cyclical Features in Cointegrated Time Series 


Gianluca Cubadda


 Decomposition of Wavelet Locally Stationary Processes 


Kostas Triantafyllopoulos

Session T17D Saturday 08:00-10:00
Financial econometrics
Chair: Giampiero GalloRoom: R8+9


 Augmented log-periodogram regression in long memory signal plus noise models 


Josu Arteche


 GARCH options In incomplete markets 


Giovanni Barone-Adesi, Robert Engle, Loriano Mancini


 Random Portfolios: Some Answers and Questions 


Patrick Burns


 Spillover and Interdependence across Markets: a New Approach 


Giampiero Gallo, Margherita Velucchi


 Mixed effect models for absolute log returns of ultra high frequency data 


Claudia Czado, Stephan Haug


 Generalized Variance Ratio tests in the presence of statistical dependence 


John Nankervis, Jerry Coakley, Periklis Kougoulis

Session T25D Saturday 08:00-10:00
Statistical Algorithms and Software
Chair: Cristian GatuRoom: R6+7


 A software for imputing missing data using Bayesian networks 


Marco Sacco, Marco Di Zio, Giuseppe Sacco, Mauro Scanu, Paola Vicard


 A statistical software tool via web: R-php 


Angelo Mineo, Alfredo Pontillo


 Multiplicative interaction models in R 


Heather Turner, David Firth


 LadyBug - a software environment for stochastic epidemic models 


Michael Hoehle


 S4 Object Oriented Programming for Matrix classes in R 


Martin Maechler, Douglas Bates


 A Fortran Package For Weighted Least Squares Piecewise Monotonic Data Fit 


Ioannis Demetriou

Session T27D Saturday 08:00-10:00
Analysis of Symbolic and Structured Data
Chair: Paula BritoRoom: R3+4+5


 Approaches to Linear Discriminant Analysis of Interval Data 


A. Pedro Duarte Silva, Paula Brito


 PLS Regression of Factor Interval Data and Its Application on Behaviors Analysis of China Stock Market 


Huiwen Wang, Dapeng Li, Henry M.K. Mok


 Modeling Interval Time Series Data 


Paulo Teles, Maria Paula Brito


 Symbolic Analysis to Describe CyberTraffic 


Costantina Caruso, Donato Malerba


 Symbolic objects with times serial variables 


Giannoula Florou


 On the distance measure between time series 


Ahlame Chouakria Douzal

Session Tut2D Saturday 08:00-10:00
Tutorial
Chair: Zahari ZlatevRoom: Med-1


 Parallel Eigenvalue Solvers 


Bernard Philippe

Session T02E Saturday 10:30-12:30
Robust and Nonparametric Methods
Chair: Rand WilcoxRoom: R1


 Nonparametric Methods for the Analysis of ROC curves from Clustered Data 


Carola Wernerx


 Making fractional polynomial models more robust 


Patrick Royston, Willi Sauerbrei


 Smooth functions and local extreme values 


Arne Kovac


 A comparison of two bootstrap schemes on goodness-of-fit tests in presence of selection bias 


Jorge Luis Ojeda Cabrera, Jose Antonio Cristobal, Jose Tomas Alcala Nalvaiz


 Control charts with robust estimated control limits 


Fernanda Otilia Figueiredo, Maria Ivette Gomes


 Different approaches to ROC curve fitting for a continuous-scale diagnostic test 


Ivanka Horova, Marie Forbelska, Jiri Zelinka

Session T04E Saturday 10:30-12:30
Applications in Macro-Economics, Finance and Marketing
Chair: Kostas GiannopoulosRoom: R3+4+5


 VIPSCAL: A combined vector-ideal point model for the analysis of preference data 


Katrijn Van Deun, Patrick J. F. Groenen, Luc Delbeke


 Solving degeneracies in nonmetric unfolding: Visualizing consumers' preferences for products 


Patrick Groenen, Alain de Beuckelaer, Frank Busing


 Generalized canonical correlation analysis with missing values 


Michel Van de Velden, Tammo H.A. Bijmolt


 Robust Methods for Credit Risk Management 


Luigi Grossi, Tiziano Bellini


 Redesigning Ratings: Assessing the Discriminatory Power of Credit Scores under Censoring 


Gerald Kroisandt, Marlene Muller, Holger Kraft


 Interest Rate Parity Revisted: An Experiment on the USD/Yen 


Jonathan Batten, Peter G. Szilagyi

Session T08E Saturday 10:30-12:30
Statistics for Functional data
Chair: Wenceslao Gonzalez ManteigaRoom: R11


 Three approaches for analysis of mixed nested designs for functional data 


Irene Epifanio, Guillermo Ayala, Maria Teresa Leon


 Nonlinear estimation of Hilbert-valued autoregressive processes integral operators with wavelet bases methods 


Algirdas Laukaitis


 Nonparametric Regression for Functional Data: Optimal Local Bandwidth Choice 


Benhenni Karim, Rachdi Mustapha, Ferraty Frederic, Vieu Philippe

Session T09E Saturday 10:30-12:30
Machine Learning and Scientific Computing
Chair: Lars EldenRoom: R8+9


 Decomposition of Textmining Graph 


Kaba Bangaly


 A Comparative Study of Bayesian and Neural Network Classifiers 


Cristina Solares


 An Incremental Algorithm for Neighborhood Graphs Construction 


Abdelkader Djamel Zighed, Hakim Hacid


 Folding-up: a new hybrid method for updating the partial singular value decomposition in latent semantic indexing 


Jane E. Tougas, Henry Stern, Raymond J. Spiteri


 Splitting Methods for Nonlinear Diffusion Filtering 


Gaetano Zanghirati, Emanuele Galligani, Valeria Ruggiero


 Quadratic Solvers in Parallel Decomposition Techniques for Support Vector Machines 


Thomas Serafini, Gaetano Zanghirati, Luca Zanni

Session T13E Saturday 10:30-12:30
Advances in Mixture Models
Chair: Wilfried SeidelRoom: R2


 Recent developments in testing for mixture 


Bernard Garel


 Parsimonious Latent Class Models 


Gilles Celeux, Christophe Biernacki, Gerard Govaert


 Imputation through finite mixture models 


Ugo Guarnera, Marco Di Zio, Orietta Luzi


 Detection of differentially expressed genes in microarray data through semiparametric mixing 


Alessio Farcomeni, Marco Alfo, Luca Tardella


 Gaussian Mixture Model Classification: a Projection Pursuit approach 


Calo Daniela Giovanna


 Mixture models for heterogeneity in ranked data 


Brian Francis, Regina Dittrich, Reinhold Hatzinger

Session T16E Saturday 10:30-12:30
Nonlinear time series modelling
Chair: Alessandra AmendolaRoom: R10


 Testing for multivariate autoregressive conditional heteroskedasticity using wavelets 


Pierre Duchesne


 Comparison of non-nested threshold nonlinear heteroscedastic models 


Richard Gerlach, Cathy Chen, Mike So


 Using auxiliary residuals to detect conditional heteroscedasticity in inflation 


Esther Ruiz, Carmen Broto


 Maximum likelihood estimation of GARCH processes when the parameter is on the boundary of the parameter space 


Jean-Michel Zakoian, Christian Francq


 The Impact of General Non-parametric Volatility Functions in Multivariate GARCH Models 


Francesco Audrino


 Coherent Forecasting in Integer Time Series Models 


Robert Jung, Andrew R. Tremayne

Session T24E Saturday 10:30-12:30
Computational Econometrics
Chair: Jan MagnusRoom: R6+7


 Bias-Adjusted Estimation and Unit Root Testing in the ARX(1) Model 


Marc Paolella, Simon Broda, Kai Carstensen


 Robust covariance matrix estimation for generalized elliptically distributed data with missing values 


Uwe Jaekel, Gabriel Frahm


 Empirical Best Linear Unbiased Prediction in Misspecified and Improved Panel Data Models with an Application to Gasoline Demand 


Swamy Paravastu, Wisam Yaghi, Jatinder Mehta, I-Lok Chang


 The asymptotic and finite sample distribution of an inconsistent instrumental variable estimator 


Jan Kiviet, Jerzy Niemczyk


 A multivariate out-of-sample test for Granger causality 


Sarah Gelper, Christophe Croux


 Estimation of income distribution and detection of subpopulations: an explanatory model 


Emmanuel Flachaire, Olivier Nunez

Session Tut3E Saturday 10:30-12:30
Tutorial
Chair: Manfred GilliRoom: Med-1


 Threshold Accepting: Concepts and Implementations for Optimization Problems in Econometrics and Statistics 


Peter Winker

Session T03F Saturday 14:30-16:30
Model Selection and Optimization Heuristics
Chair: Manfred GilliRoom: R3+4+5


 Algorithm Selection Using Sampling 


Chris Bennett, Walter D. Potter


 Tree-Forest Selection in Graphical Models 


Klea Panayidou


 Fast S-regression estimates with the threshold accepting heuristic 


Manfred Gilli, Alfio Marazzi


 Asymptotic consistency of the PC algorithm for high-dimensional sparse directed acyclic graphs (DAGs)  


Markus Kalisch, Peter Buehlmann


 A Nonlinear Approximation Formula Generator for Very High Dimensional Data A New Hybrid Approach Based on Variable Selection and Genetic Programming 


Werner Groissboeck, Erich Peter Klement


 Automated Response Surface Methodology for Stochastic Optimization Models with Unknown Variance 


Robin Nicolai, Rommert Dekker

Session T04F Saturday 14:30-16:30
Applications in Macro-Economics, Finance and Marketing
Chair: Paolo FoschiRoom: R11


 Modelling convergence in the presence of transitional dynamics: Evidence from the Greek inflation data.  


Veni Arakelian, Demetris Moschos


 Fractional Cointegration and Commodities Futures Hedging 


Jian Dollery, Neil Kellard, Jerry Coakley


 A forecasting system for the expenditure of public investments 


Carlo Amati, Francisco Barbaro, Fabio De Angelis, Maria Alessandra Guerrizio


 Short- and long-run effects of promotions on store sales 


Marzia Freo, Sergio Brasini, Giorgio Tassinari


 The Role of Public Investment Projects in Local Development : A Spatial Equilibrium Approach 


Pietro Cova, Carla Carlucci


 Statistical Detection of Upward Trends in Large Datasets of Trade Flows 


Spyros Arsenis, Athina Karvounaraki

Session T05F Saturday 14:30-16:30
Computer-intensive methods for dependent data
Chair: P. BuehlmannRoom: R2


 Measuring informational gain from a dynamic data disaggregation procedure in a Maximum Entropy framework 


Rosa Bernardini Papalia


 Approximate Regeneration-schemes for Markov chains 


Patrice Bertail, Stephane Clemencon


 Improvement of the quasi-likelihood ratio test in ARMA models: some results for bootstrap methods 


Alessandra Canepa, Leslie G. Godfrey


 An Entropy based Bootstrap Test for Nonlinear Dependence in Time Series 


Simone Giannerini


 Indirect Estimation of Markov Switching Models with Endogenous Switching 


Francesca Di Iorio, Edoardo Otranto, Giorgio Calzolari


 Fourier methods for testing multivariate dependance 


Simos Meintanis

Session T08F Saturday 14:30-16:30
Statistics for Functional data
Chair: Wenceslao Gonzalez ManteigaRoom: R6+7


 Impartial Trimmed k-means and Classification Rules for Functional Data 


Ricardo Fraiman, Juan Cuesta-Albertos


 Common functional component modelling 


Alois Kneip, Michael Benko


 Goodness of fit tests for functional data 


Juan A. Cuesta-Albertos, Eustasio del Barrio, Ricardo Fraiman, Carlos Matran


 A depth based inference for functional data 


Juan Romo, Sara Lopez-Pintado


 Spatial nonparametric density estimation 


Sophie Dabo-Niang, Anne-Francoise Yao


 Functional Partial Least Squares logit model 


Manuel Escabias, Ana M. Aguilera, Mariano J. Valderrama

Session T10F Saturday 14:30-16:30
Robust data mining
Chair: Christophe CrouxRoom: R1


 A fast algorithm for S-regression estimates 


Victor Yohai, Matias Salibian-Barrera


 Selecting variables in robust regression 


Stefan Van Aelst, Jafar Khan, Ruben Zamar


 Bootstrapping cluster stability 


Christian Hennig


 Assessing individual clusters and two types of partial membership on the basis of measures of partitional stability.  


Patrice Bertrand, Ghazi Bel Mufti, Lassad El Moubarki


 A Boosting Algorithm via Sequential Monte Carlo : GibbsBoost 


Yasunori Hongo, Yohei Nakada, Takashi Matsumoto


 p-values for robust tests for the linear model 


Matias Salibian-Barrera

Session T17F Saturday 14:30-16:30
Financial econometrics
Chair: Zdenek HlavkaRoom: R8+9


 Fast algorithm for nonparametric arbitrage-free SPD estimation 


Zdenek Hlavka


 Time-varying Beta Risk of Pan-European Sectors: A Comparison of Alternative Modelling Techniques 


Sascha Mergner


 Volatility Dynamics in Higher Order ARMA and Component Stochastic Volatility 


Hiroyuki Kawakatsu


 On Neural Network Conditional Autoregressive Value at Risk 


Siu Leung Fung, Ching Wai Ki, Ng Kwok Po, Siu Tak Kuen


 Analyzing and Exploiting Asymmetries in the News Impact Curve 


Sven Steude, Marc Paolella, Markus Haas, Stefan Mittnik

Session T25F Saturday 14:30-16:30
Statistical Algorithms and Software
Chair: Gilles CeleuxRoom: R10


 The Stochastics of Threshold Accepting: Analysis of an Application to the Uniform Design Problem 


Peter Winker


 Model selection via penalization in the additive Cox model 


Marta Avalos, Yves Grandvalet, Christophe Ambroise


 Extended Leaps: A modern implementation of a time tested classic 


A. Pedro Duarte Silva


 Mean-field variational approximate Bayesian inference for latent variable models 


Jean-Michel Marin, Guido Consonni


 Cross Entropy based p-value calculation of three way contingency tables 


Toshio Sakata, Ryuichi Swae, Ryuei Nishii


 A matrix minimisation problem 


John Gower, Frank Critchley

Session T03G Saturday 17:00-19:00
Model Selection and Optimization Heuristics
Chair: Berc RustemRoom: R2


 Robust Portfolios with Range Forecasts 


Berc Rustem, Nalan Gulpinar


 Impact Cost Modelling 


Stavros Siokos, Robert Almgren, Chee Thum, Emmanuel Hauptmann


 A Heuristic Approach towards an Integrated View on Portfolio Return, Market Risk, Credit Risk and Operational Risk 


Andreas Mitschele, Frank Schlottmann, Detlef Seese


 Model Selection Based on Presmoothing 


Marc Aerts, Niel Hens, Jeffrey S. Simonoff


 A new numerical method to solve general equilibrium models. An application to optimal provision of public inputs 


Antonio Jesus Sanchez Fuentes, Diego Martinez Lopez


 Detecting social interactions in bivariate probit models: Some simulation results 


Johannes Jaenicke

Session T09G Saturday 17:00-19:00
Machine Learning and Scientific Computing
Chair: Mike BerryRoom: R6+7


 Text Mining Using a Gradient Descent Constrained Least Squares Method for Nonnegative Matrix Factorization 


Michael Berry, Murray Browne, Paul Pauca, Bob Plemmons


 k--means clustering by smoothing techniques 


Jacob Kogan


 Computational Methods for Nonnegative Matrix Factorization in Image Data Analysis 


Bob Plemmons, Paul Pauca, Michael Berry


 Constrained Unidimensional Scaling 


Sio Iong Ao, Michael Ng, Pak Sham


 Boosting Algorithm that Maximizes the area under ROC curve 


Yuan-chin Ivan Chang


 Randomized Algorithms for Matrices and Large Data Sets 


Michael Mahoney, Petros Drineas

Session T10G Saturday 17:00-19:00
Robust data mining
Chair: Stefan van AelstRoom: R1


 Robust Methods and Data Mining 


Ruben Zamar, Will Welch, Yi Lin, Guohua Yan


 Robust unemployment data analysis 


Tadeusz Bednarski


 Simultaneous Robust Estimation and Variable Selection 


Roy Welsch, Lauren McCann


 A Simulation Technique for extracting Robust Association Rules 


Martine Cadot


 Fast Algorithms for Robust Classification 


Marco Riani, Anthony Atkinson


 Trimmed Aggregation of Classifiers 


Kristel Joossens

Session T16G Saturday 17:00-19:00
Nonlinear time series modelling
Chair: Christian FrancqRoom: R3+4+5


 Exploring the dynamics of the treasury note and interest rate swap markets using bivariate threshold autoregressive models 


Hon-Lun Chung, Wai-Sum Chan


 On a Mixture Vector Autoregressive Model 


Wai Keung Li, Tom Fong, Paul Yau, Albert Wong


 Statistical Analysis of Canadianhan Mink-Muskrat Data 


Qiwei Yao


 On Combining Time Series 


Konstantinos Fokianos


 Time Series of Count Data: Modelling and Estimation 


Martin Kukuk, Robert Jung, Roman Liesenfeld


 Composite Likelihood Inference for Ordinal Categorical Time Series in State Space Form 


Cristiano Varin, Paolo Vidoni

Session T19G Saturday 17:00-19:00
New developments in software for statistical computing
Chair: Moon HuhRoom: R8+9


 Visualizing statistical data with geographical information on the Web using SVG 


Tomokazu Fujino


 Visual Processing of Variable Selection of Complex Data Types 


Woon Cha, Moon Huh, Yeoung Park


 Using mathematical equations in a statistical programming language 


Takeshi Fujiwara, Junji Nakano, Yoshikazu Yamamoto, Ikunori Kobayashi


 GRAFT, a system for data fusion: Application to the fusion of the web and survey data 


Tomas Aluja, Josep Daunis, Carlos Juarez, Albert Prat


 Implementation of data collection system for data-oriented approaches 


Yuichi Mori, Yoshiro Yamamoto, Hiroshi Yadohisa, Keisuke Honda

Session T00H Sunday 08:00-10:00
Contributions to Computational Statistics
Chair: Maria del Mar RuedaRoom: R10


  A new quantile estimator under sampling on two occasions using arbitrary designs 


Silvia Gonzalez, Juan F. Munoz, Yolanda Roman, Maria del Mar Rueda


 Estimating quantiles under two-phase sampling for stratification 


Juan F. Munoz, Maria del Mar Rueda, Sergio Martinez, Antonio Arcos


 Mean estimation under successive sampling with calibration estimators 


Sergio Martinez, Antonio Arcos, Juan F. Munoz, Maria del Mar Rueda


 Estimation in heteroskedastic mixed linear models for small areas 


Maria-Jose Lombardia, Wenceslao Gonzalez-Manteiga, Isabel Molina, Domingo Morales, Laureano Santamaria


 Variance Estimation of the Gini Coefficient in Finite Populations based on Jackknife Technique 


Jose A. Mayor


 Impact evaluation of the recent degree programs reform in Italy 


Roberta Varriale, Matilde Bini

Session T04H Sunday 08:00-10:00
Applications in Macro-Economics, Finance and Marketing
Chair: Lynda KhalafRoom: R8


 Casuality between financial development, openness and growth: evidence from Turkey 


Salih Turan Katircioglu, Meryem Duygun Fethi, Sami Fethi


 Statistical Analysis of Household Income Distribution in the Czech Republic After Velvet Revolution  


Jitka Bartosova


 Measuring poverty using fuzzy approach in Turkey 


Alparslan Basaran, Alper Basaran, Ahmet Burcin Yereli


 Money Demand Modelling with Gets Methodology: The Case of Turkey 


Cem Payaslioglu, Gulcay Tuna Payaslioglu


 Structural Change and Exchange Rate Pass-Through: The Case of Canada 


Lynda Khalaf, Maral Kichian

Session T06H Sunday 08:00-10:00
Statistical Learning Methods involving Dimensionality Reduction
Chair: Angela MontanariRoom: R1


 Independent Factor Discriminant Analysis 


Angela Montanari, Paola Monari, Cinzia Viroli


 Locally linear embedding for dimensionality reduction in classification problems 


Marilena Pillati, Erika Massimiliani


 Neural Network versus Logistic Regression: An Empirical Evaluation based on Medical Data 


John Ohrvik, Gabriella Schoier


 Model-based dimension reduction in high-dimensional regression 


Jelle Goeman, Hans Van Houwelingen


 Consistent variable selection with the Lasso for sparse high-dimensional data 


Nicolai Meinshausen


 Bayesian modelling of the correlation matrix in the presence of interval-censored data 


Silvia Cecere, Emmanuel Lesaffre

Session T15H Sunday 08:00-10:00
Mixed models for Complex and Large Problems
Chair: Roger PayneRoom: R2


 GLMs with random effects: a new synthesis 


John Nelder


 GLM class of random-effect models 


Youngjo Lee


 Approximate likelihood techniques for GLMMs : a re-appraisal 


Damian Collins, Brian Cullis, Robin Thompson


 Quasi-Monte Carlo-Based Inferences for Generalized Linear Mixed Models 


Jianxin Pan, Robin Thompson, Eid Al-Eid


 A mixed model approach for structured hazard regression with interval censored survival times 


Thomas Kneib


 Likelihood approach for count data in longitudinal experiemnts 


M. Helena N. Q. Goncalves, M. Salome Cabral, M. Carme Ruiz de Villa, Eduardo Escrich, Montse Solanas

Session T17H Sunday 08:00-10:00
Financial econometrics
Chair: Marco J. LombardiRoom: R6+7


 Volatility modeling via enlarged information sets 


Giampiero M. Gallo, Christian T. Brownlees, Marco J. Lombardi


 Decomposition of conditional variance persistence through frequency-domain Markov chains 


Stefano Mainardi


 The GARCH-X Process of Short Term Interest Rates 


Sotiris K. Staikouras


 Spatial Effects in multivariate ARCH 


Massimiliano Caporin, Paolo Paruolo


 Seasonal FIGARCH models 


Massimiliano Caporin, Francesco Lisi, Silvano Bordignon


 A New Test for Simultaneous Estimation of Unit Roots and GARCH Risk in the Presence of Stationary Conditional Heteroscedasticity Disturbances 


Par Sjolander

Session T24H Sunday 08:00-10:00
Computational Econometrics
Chair: Giovanni Barone-AdesiRoom: R3+4+5


 Valuation of Derivatives Based on Single-Factor Interest Rate Models 


Ghulam Sorwar, Giovanni Barone Adesi, Walter Allegretto


 On sovereign credit migration estimation: small-sample properties and rating evolution 


Elena Kalotychou, Ana-Maria Fuertes


 Solution of simultaneous equations systems by high performance methods 


Jose-Juan Lopez-Espin, Domingo Gimenez


 On the empirical assessment of a 2-parameter Weibull distribution 


Sergio Invernizzi, Alessia Bordon


 Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 


Jae Kim, Param Silvapulle

Session T27H Sunday 08:00-10:00
Analysis of Symbolic and Structured Data
Chair: E. DidayRoom: R9


 Histograms for Interval Data with Rules 


Lynne Billard


 Symbolic Class Description 


Suzanne Winsberg, Mehdi Limam, Edwin Diday


 Clustering method based on the aggregation of preferences 


Mounzer Boubou, Ahmed Bounekkar, Michel Lamure


 The Fisher's Algorithm on Interval and Histogram Data 


Federica Gioia, Chirif Mballo, Edwin Diday


 Classification Of Probability Distributions By Mixture Decomposition Using Archimedean Copulas 


Etienne Cuvelier, Monique Noirhomme-Fraiture


 Beyond unstructured textual data for life science 


Margherita Berardi, Pietro Leo, Donato Malerba

Session T01I Sunday 10:30-12:30
Functional Genomics: Computational and Statistical Aspects
Chair: Martina MittlbockRoom: R9


 On the Dependence of Sequence Alignment Scores Calculated with Different Scoring Matrices 


Florian Frommlet, Andreas Futschik


 Statistical analysis of high-resolution array CGH for 160 breast tumours 


Yanzhong Wang, Suet-Feung Chin, Carlos Caldas


 On locating multiple interacting quantitative trait loci 


Andreas Baierl, Malgorzata Bogdan, Florian Frommlet, Andreas Futschik


 Predicting Survival using Microarray Gene Expression Data 


Axel Benner, Carina Ittrich, Ulrich Mansmann


 Towards Higher Reproducibility and More Transparency in the Computational Statistical Analysis of Gene Expression Data in Clinical Studies 


Lutz Edler


 Dimension reduction in generalized linear models: application to the classification of microarray data 


Sophie Lambert-Lacroix, Julie Peyre

Session T03I Sunday 10:30-12:30
Model Selection and Optimization Heuristics
Chair: Peter WinkerRoom: R3+4+5


 Efficient algorithms for computing the best-subset regression models for large-scale problems 


Marc Hofmann, Cristian Gatu, Erricos J. Kontoghiorghes


 Optimal Lag Structure Selection in VEC-Models 


Peter Winker, Dietmar Maringer


 Extending the Boundaries of PcGets: Non-linear models 


Jennifer Castle, David Hendry


 An efficient branch-and-bound strategy for subset Vector Autoregressive model selection 


Cristian Gatu, Manfred Gilli, Erricos J. Kontoghiorghes, Peter Winker


 Hurricane track forecasting: an approach based on probability density combining 


Patrizia Agati, Paola Monari, Luisa Stracqualursi


 Selection of Artificial Neural Network Models for Survival Data 


Federico Ambrogi, Patrizia Boracchi, Elia Biganzoli

Session T05I Sunday 10:30-12:30
Computer-intensive methods for dependent data
Chair: S. LahiriRoom: R1


 Double-bootstrap-based inference for Cox proportional hazards analyses of clustered censored survival data 


Michal Abrahamowicz, Yongling Xiao, Karen Leffondre, Debbie Feldman


 The Jackknife methodology and subsampling techniques in the estimation of the extremal index 


M. Ivette Gomes, Andreia Hall, M. Cristina Miranda


 A component extraction method in balancing covariates 


Fumitake Sakaori, Michiko Watanabe, Kazunori Yamaguchi


 Bootstrap strategies for Generalised Linear Mixed Models 


Jose Sanchez-Espigares, Jordi Ocana


 Nonparametric Conditional Hazard Rate Estimation: A Local Linear Approach 


Laura Spierdijk


 The Use of Bootstrapping in the Principal Response Curve Model 


Marieke Timmerman, Cajo ter Braak

Session T06/9I Sunday 10:30-12:30
Machine and Statistical Learning Methods
Chair: Petros DrineasRoom: R10


 Variable Selection Using Principal Components and Partial Correlation 


Jonathan Cumming


 Combined use of association rules mining and clustering methods 


Marie Plasse, Ndeye Niang, Gilbert Saporta, Damien Gauthier


 New techniques to compare partitions of different units based on same surveys 


Genane Youness, Gilbert Saporta


 Noise-Tolerant Watermarking Over Numerical Databases 


Agusti Solanas, Josep Domingo-Ferrer, Francesc Sebe


 Dimension reduction and clustering for query-by-example in huge image databases 


Annie Morin, Anicet Kouomou-Choupo, Jean-Hugues Chauchat


 Neural Network Fuzzy Binary Factorization 


Husek Dusan, Frolov Dusan, Frolov Alexander, Polyakov Pavel, Rezankova Hana

Session T08I Sunday 10:30-12:30
Statistics for Functional data
Chair: Philippe VieuRoom: R2


 A functional ANOVA approach to the role of the country on intra-regional inequality in Europe 


Pedro Delicado, Magdalena Mercader-Prats


 Functional regression tests with application in meteorology 


Lubos Prchal


 Applying functional PCA to distribution analysis 


Denis Clot, Michel Lamure


 On the functional estimation of the intensity process of a doubly stochastic Poisson process 


Paula R. Bouzas, Ana M. Aguilera, Nuria Ruiz-Fuentes, Mariano J. Valderrama


 An On-line Bayesian Learning via Natural Smoother Model 


Makio Wakahara, Yohei Nakada, Takashi Matsumoto

Session T12I Sunday 10:30-12:30
Statistical Signal Extraction and Filtering
Chair: Tommaso ProiettiRoom: R6+7


 Modelling consumer reaction to a food scare through the Kalman filter 


Mario Mazzocchi


 Forecasting and Signal Extraction with Multivariate Structural Time Series Models 


Tommaso Proietti, Andrew C. Harvey


 The Kalman smoother approach to stochastic inverse problems 


Franz Konecny


 Fractal Structure of Economic Agents Time Preferences 


Serge Hayward


 Crime and Regional Business Cycles in Italy - A Frequency Domain Approach 


Camilla Mastromarco, Ulrich Woitek

Session T23I Sunday 10:30-12:30
Fuzzy Statistical Analysis
Chair: Renato CoppiRoom: R8


 Empirical discussions on the power associated with the triangular fuzzification of Binomial populations in two-sided tests 


Gil Gonzalez-Rodriguez, Ana Colubi


 Bootstrap one-sample test about the mean of a general fuzzy random variable 


Maria Angeles Gil, Gil Gonzalez-Rodriguez, Ana Colubi, Manuel Montenegro


 Fuzzy Clustering Models for Multivariate Spatial Time Series 


Renato Coppi, Pierpaolo D'Urso, Paolo Giordani


 k-sample median test for fuzzy data 


Przemyslaw Grzegorzewski


 Linguistic fuzzy regression 


Murat Alper Basaran, Suleyman Gunay


 A Study on the Analytic Hierarchy Process Using a Fuzzy Reciprocal Matrix 


Shin-ichi Ohnishi, Didier Dubois, Henri Prade, Hideyuki Imai, Takahiro Yamanoi

Session T25I Sunday 10:30-12:30
Statistical Algorithms and Software
Chair: Ioannis DemetriouRoom: R11


  Data smoothing by nonnegative divided differences and least squares 


Evangelos Vassiliou, Ioannis Demetriou


  Best L1 approximation to discrete data that gives convexity 


Sotirios Papakonstantinou, Ioannis Demetriou


 The least sensitive action in Bayesian Inference 


Pablo Arias-Nicolas, Jacinto Martin, Fabrizio Ruggeri, Alfonso Suarez-Llorens


 Logistic regression in content-based image retrieval applied to medicine 


Pablo Arias-Nicolas, Pablo G. Rodriguez, Maria L. Duran, Carlos Disdier

Session T07J Monday 08:00-10:00
Clinical Trials
Chair: Joyce NilandRoom: R3+4+5


 A Computable Structured Protocol Representation for Clinical Trials 


Joyce Niland


 Translation, cultural adaptation and initial validation of the kidney disease quality of life questionnaire (KDQOL) in Italy 


Catherine Klersy, Aliria Callegari, Pierluigi Politi, Ines Giogi


 Software for clinical trials: The IT activities of the Coordinating Centres for Clinical Trials in Germany 


Dimitrios Venizeleas, Wolfgang Kuchink, Christian Ohman, Michael Wittenberg, Ronald Speer


 The effects of physical therapy interventions for physical limitations on disability: a bayesian meta-analysis 


James Baurley, David Conti, Stanley Azen, Carolee Winstein

Session T11J Monday 08:00-10:00
Latent Variable and Structural Equation Models
Chair: Karl Joreskog Room: R8


 Choice of Scores for the Estimation of the Association Parameter Beta in Linear-by-Linear Association Model 


Atilla Goktas, Tulay Saracbasi


 Bayesian Analysis of Bivariate Count Data 


Ioannis Ntzoufras, Dimitris Karlis


 Bayesian estimation of the ordered RC association model for a two-way contingency table 


Maria Kateri, George Iliopoulos, Ioannis Ntzoufras


 On Conditional Independence for Multivariate Binary Data with an Application in Caries Research 


Maria Jose Garcia-Zattera, Alejandro Jara, Emmanuel Lesaffre, Dominique Declerck


 Different approaches for analyzing latent variable models for ordinal data with covariate effects: an empirical comparison on a customer satisfaction study 


Silvia Cagnone, Stefania Mignani


 Estimating School and Prior Attainment Effects in the Presence of Complex Data Structures 


Neil Spencer

Session T13J Monday 08:00-10:00
Advances in Mixture Models
Chair: Dankmar BoehningRoom: R1


 An EM-type algorithm for a semiparametric mixture model 


Didier Chauveau, Laurent Bordes, Pierre Vandekerkhove


 Estimation of Mixture Models with Sufficient EM on Compressed Data 


Peter M. Steiner, Marcus Hudec


 A hybrid globally convergent EM- algorithm for generalized mixed linear models with covariates 


Peter Schlattmann


 Dirichlet process mixture model for the analysis of correlated binary responses 


Alejandro Jara, MariaJose Garcia-Zattera, Emmanuel Lesaffre


 Mixture Modeling of Sojourn Times in Web Navigation 


Marcus Hudec, Patrick Mair, Roland Kurzawa

Session T16J Monday 08:00-10:00
Nonlinear time series modelling
Chair: Wai-Sum ChanRoom: R6+7


 A Walk through Non-linear Models in Financial Series 


M. Pilar Munoz, M. Dolores Marquez, Manuel Marti-Recober, Cesar Villazon


 A simulated minimum distance approach to combining volatility forecasts 


Alessandra Amendola, Giuseppe Storti


 Stylized Facts of Financial Time Series and Hidden Semi-Markov Models 


Jan Bulla, Ingo Bulla


 Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression 


Edward J. O'Brien, Michael Harrison, Derek Bond


 Bank Loan Supply and Monetary Policy Transmission in Germany: An Assessment based on Matching Impulse Responses 


Oliver Huelsewig, Eric Mayer, Timo Wollmershaeuser


 The Pareto ACD models 


Paola Zuccolotto, Giovanni De Luca

Session T21J Monday 08:00-10:00
Recursive Partitioning and related methods
Chair: Jacqueline J. MeulmanRoom: R9


 Globally Optimal Tree Models 


Bart Jan Van Os, Jacqueline J. Meulman


 Assessing higher order interaction effects in regression problems: What is the best pruning rule for the regression trunk approach?  


Elise Dusseldorp, Claudio Conversano, Bart Jan van Os


 An unbiased split selection criterion for classification tree algorithms based on the Gini Index 


Carolin Strobl, Anne-Laure Boulesteix


 Regression trees for skew dependent variables 


Giuliano Galimberti, Angela Montanari, Michele Costa.


 Learning from the data with Random Recursive Partitiong 


Stefano Iacus, Giuseppe Porro

Session T24J Monday 08:00-10:00
Computational Econometrics
Chair: Paolo FoschiRoom: R2


 Least squares in sparse systems 


Jan Magnus, Dmitry Danilov


 Exploratory Data Analysis with Posterior Plots 


Andrew Tremayne, John Marriott, John Naylor


 The Contest between MLE, GMM, and subsampling for huge spatial autoregressive models 


Janette Walde, Gottfried Tappeiner


 Open Source Econometric Computing in R 


Achim Zeileis


 Grid Enabled Empirical Econometrics 


Simon Peters, Ken Clark, Pascal Ekin, Stephen Pickles

Session ERCIM1J Monday 08:00-10:00
Data Assimilation and its Application
Chair: Zahari ZlatevRoom: R10


 Combining observations and ensemble air-quality forecasts 


Vivien Mallet, Bruno Sportisse


 Implementation issues related to data assimilation using Kalman filtering 


Gabriel Dimitriu


 Variational data assimilation: examination of results obtained by different combinations of numerical algorithms and splitting procedures 


Zahari Zlatev


 Error and Uncertainties in Data Assimilation 


Francois-Xavier Le Dimet


  Determination of the material properties of a solid elastic medium in contact with a fluid medium with MCMC and SPSA 


Samih Zein, Jocelyne Erhel, Nabil Nassif, Edouard Canot

Session T00K Monday 10:30-12:30
Design of Experiments
Chair: Lutz EdlerRoom: R8


 Bayesian optimal exact design of experiments for nonlinear models 


Steven Gilmour, Luzia Trinca


 Some notes on the Construction of BIB Designs with Repeated Blocks 


Teresa Oliveira, Fatima Sousa


 Simulation study for the analysis of supersaturated designs 


Stella Stylianou, Christos Koukouvinos


 Simulation study of comparing unit root tests for seasonal time series data 


Atilla Goktas, Pinar Ozgor Goktas and Yilmaz Akdi


 The Use of Regression Diagnostics for detecting Noise and Background in Liquid Chromatography - Mass Spectrometry (LC-MS) data sets 


Stephen Nyangoma

Session T05K Monday 10:30-12:30
Computer-intensive methods for dependent data
Chair: J. P. Kreiss Room: R1


 Numerical integration in logistic-normal models 


Jorge Gonzalez, Francis Tuerlinckx, Paul De Boeck, Ronald Cools


 Non-parametric Bayesian estimation for multitype branching processes through simulation-based methods 


Rodrigo Martinez, Miguel Gonzalez, Manuel Mota


 Multiple Tests with data-driven weighted P-values for dependent binary data 


Ernst Schuster


 Performing Horvitz-Thompson estimation without tears: a computer-intensive perspective for complex designs 


Lorenzo Fattorini


 Sampling algorithms for Generating Joint Uniform Distributions Using the Vine - Copula Method 


Dorota Kurowicka, Roger Cooke


 Cumulant plots for assessing distribution assumptions 


Ioannis Koutrouvelis

Session T13/15K Monday 10:30-12:30
Mixture Models
Chair: Marco AlfoRoom: R2


 Spurious Mixture Components and Irregular Behaviour of Likelihood Methods 


Wilfried Seidel, Hana Sevcikova


 Testing for number of mixture components against nonparametric alternatives 


Krunoslav Sever, Wilfried Seidel, Hana Sevcikova


 Modeling count time series with local mixtures of poisson experts 


Alexandre Carvalho, Martin Tanner


 Equation ordering for mixed models 


Robin Thompson, Brian Cullis, Arthur Gilmour


 Sample-based maximum likelihood estimation of the autologistic model 


Steen Magnussen, Rob Reeves


 Evaluating job satisfaction: imputation and mixed models 


Caterina Giusti, Bruno Chiandotto

Session T20K Monday 10:30-12:30
Models and methods for Customer Relationship Management
Chair: Gilbert SaportaRoom: R6+7


 Complex Stimuli in Preference Data Analysis: a new bridging approach 


Scepi Germana, Ilaria Ramunno, Giuseppe Giordano


 Genetic scoring model for explaining and predicting customer behavior 


Wojciech Latusek


 Clustering utility models by a functional approach 


Elvira Romano, Giuseppe Giordano, Carlo Natale Lauro


 Data extraction and structuration for analytical CRM 


Jean-Michel Gautier


 Nonparametric pooling of preference ratings for conjoint analysis experiments with application on health assistance service 


Marco Marozzi, Luigi Salmaso, Livio Corain


 Methods for the analysis of customer satisfaction and loyalty: the experience of Electricite de France 


Emmanuel Jakobowicz, Christian Derquenne, Vanessa Casacci


 Conjoint analysis with textual external information 


Giorgio Infante, Simona Balbi, Michelangelo Misuraca

Session T22K Monday 10:30-12:30
Partial Least Squares
Chair: Carlo LauroRoom: R9


 Partial robust M path modelling 


Sven Serneels, Christophe Croux, Peter Filzmoser, Pierre Van Espen


 Nonlinear Partial Least Squares Path Models 


Nicole Kramer


 On the relationships among latent variables and residuals in the PLS path modeling 


Giorgio Vittadini, Simona Caterina Minotti, Pietro Giorgio Lovaglio, Marco Fattore


 A Lagged PLS model: An application to European Union economic prediction 


Joao Mexia, Manuela Oliveira, Joaquim Costa

Session T25K Monday 10:30-12:30
Statistical Algorithms and Software
Chair: Junji NakanoRoom: R3+4+5


 Graphical Support for Asymmetric Multidimensional Scaling using Randers Metric 


Yoshiharu Sato


 Small World Graph Clustering 


Igor Kanovsky, Lilach Prego


 Exact distribution of a statistic linear combination of some multinomial variables 


Farid Beninel, Diawara Abdoulaye, Grelaud Gerard


 Descriptive statistics with KLASS. Supporting LaTeX documents ellaboration 


Karina Gibert, Ramon Nonell


 Web based e-Learning system for statistical education 


Taerim Lee, Jungjin Lee


 Developing an electronic syllabus system for statistical education 


Akinobu Takeuchi, Fumitake Sakaori, Takeshi Fujiwara, Naoko Sakurai, Kazunori Yamaguchi, Michiko Watanabe

Session ERCIM2K Monday 10:30-12:30
QR and other factorizations
Chair: Bernard PhilippeRoom: R10


 A Graph based strategy for the k-fold cross validation problem 


Petko Yanev


 Gaussian elimination and orthogonal factorization of sparse matrices 


Laura Grigori


 From sparse QR to sparse RRQR 


Dani Mezher


 A Package of Parallel Algebraic Two-level Preconditioners Based on PSBLAS 


Daniela di Serafino, Pasqua D'Ambra, Salvatore Filippone


 Structured Total Least Squares for Color Image Restoration 


Jesse Barlow, Haoying Fu, Michael Ng