Organizing Committee

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INTERNATIONAL CONFERENCE ON

CURRENT ADVANCES AND TRENDS IN NONPARAMETRIC STATISTICS

July 15-19, 2002 - Crete, Greece

Invited Paper Sessions (sorted alphabetically by organizer)

Organizer/ Chair	Session	Speakers	Title	Room	Day/ Time
Abramson, I. UC San Diego	Multivariate data and transformations	Gidas, B. Brown U. Liu, R. Rutgers U. Sherman, M. Texas A&M U. Stadtmueller, U. U. Ulm	Estimation and Consistency for Optimal Transformations for Prediction in Continuous-Time Processes Center-outward ordering of multivariate data by data depth A nonparametric test for spatial isotropy Generalized functional linear models	HERMES	M/ 8:30-10:45a
Abramson, I. UC San Diego	Survival analysis and process models	Somnath Datta U.Georgia Larry Goldstein USC Janssen, P. Limburgs Univ. James, L.	Nonparametric estimation of stage occupation probabilities in multistage models under censoring Case-Control Studies with Complex Sampling: Asymptotics, Sampling Proportional to Size, and Local Central Limit Theorems Relative hazards with right censored and left truncated data Random partition structures, Poisson Process Calculus, and Bayesian models	EFTERPI	W/ 8:30-10:45a
Ahmad, I. U. Central Florida	Advances in non- and semi- parametric Econometrics via kernel methods	Ullah, A. UC-Riverside Racine, J. U. South Florida Fan, Y. Vanderbilt U. Mugdadi, A.R. Southern Illinois U.	Testing the Significance of Categorical Variables in Nonparametric Regression Models	MELPO	F/ 8:30-9:45a
Antoniadis, A. U. Joseph Fourier	Nonparametric Registration, Warping and Deformations I	Clerc, M. CERMICS - ENPC, FRANCE Dryden, I. U. Nottingham	Estimation of Deformed Stationary Processes The pivotal bootstrap in statistical shape analysis	EFTERPI	F/ 8:30-10:45a
Antoniadis, A. U. Joseph Fourier	Nonparametric Registration, Warping and Deformations II	Bigot, J. U. Grenoble Laurent Younes CMLA, ENS DE CACHAN, FRANCE Gasser, T. Uni. Zuerich	A wavelet approach to curve alignment Riemannian geometry for deformable templates Decomposing Variability in Functional Data Analysis	HERMES	F/ 11:00-3:15p
Azzalini, A. U. Padova	Data analysis and data mining	Buja, A. ATT Cook, Di Iowa State U. Scarpa, B. H3G, Italy	Datamining Criteria for Regression and Classification Trees Understanding Support Vector Machine Classifiers using Graphics Customer Profiling, Segmentation and Marketing Strategies in Telecomunications	APOLLON	Th/ 3:30-5:30p
Bartolucci, F. U. Perugia	Nonparametric issues in model selection, especially mixture models	Lindsay, B. Penn. State U. Forcina, A. U. Perugia Shi, J. Q. U. Glasgow	Fitting sequence data with mixtures of self-reproducing kernels Nonparametric Mixtures for selecting Item Response models Birth-death MCMC methods for mixtures with an unknown number of components, with application to hidden Markov models	HERMES	Th/ 11:00-12:00a and 2:00-3:15p
Beran, J./ Feng, Y. U. Konstanz	Nonparametric regression with fractional time series errors	Craigmile, P. Ohio State U. Feng, Y. U. Konstanz Mielniczuk, J. Institute of Computer Science of the Polish Academy of Sciences	Trend assessment in a long memory dependence model using the discrete wavelet transform Bandwidth selection in nonparametric regression with fractional time series errors Limiting distributionsof N-W estimators for random design regression with dependent errors	APOLLON	Th/ 8:30-10:45
Berlinet, A. U. Montpellier II	Dynamical systems and functional estimation	Biau, G. U. Paris VI Brunel, E. U. Paris V Larjane, S. U. Bretagne-Sud and CREST-ENSAI Belkacem Abdous U. Laval	Dynamical Systems: Estimation and Sensitivity Cross Validated Density Estimates based on Kullback-Leibler Information Nonparametric statistics for deterministic dynamical systems and nonmixing stochastic processes : links and new results Modified histograms and robust estimation	MELP0	Tue/ 8:30-10:45a
Bosq, D. U. Pierre et Marie Curie	Functional estimation for continuous time processes	Blanke, D. Le Havre, France Bosq, D. Universit\'e Pierre et Marie Curie Davydov, Y. Lille, France Skold, M. U. Lund, Sweden	Estimation of smoothness order for continuous time processes with applications Density and regression estimation for continuous time processes. Application to prediction Convergence of empirical measures for continuous time stationary processes Density estimation and local dependence structures	APOLLON	M/ 8:30-10:45a
Brunner, E. U. Goettingen	Nonparametric Analysis of Factorial Designs	Bathke, A. U. Kentucky Papadatos, N. U. Athens Vargha, A. Eφtvφs Lorαnd U. Wang, H. Penn State U.	Covariates in Nonparametric Mixed Models Heteroscedastic One-Way ANOVA for a Large Number of Levels Robust Nonparametric Group Comparisons With Ordinally Scaled Variables In Psychology Inference for mixed effects models when the number of repeated measurements is large	ERATO	Tue/ 11:00-12:00a and 2:00-3:15
Bura, E. George Washington U. Chiaromonte, F. Penn State U.	Recent advances in dimension reduction for regression	Tong, H. London School of Economics and U. Hong Kong Bunea, F. Florida State U. Chiaromonte, F. Penn State University Bura, E. George Washington U.	On minimum average conditional variance method to dimension reduction in regression Penalty choices and consistent covariate selection in semiparametric models Extending Sufficient Dimension Reduction to Regressions with Categorical Predictors Rank Estimation in Reduced-Rank Regression	ORPHEAS	Th/ 11:00-12:00a and 2:00-3:15
Cabrera, J. Rutgers Univ.	Functional Data Analysis of Microarray Data	Amaratunga, D. Johnson & Johnson Pharmaceutical Datta, S. Georgia State U. Jornsten, R. Rutgers Univ.	A Robust Bayes Analysis of a Comparative Microarray Experiment Clustering algorithms for microarray data: overview and comparative studies Cluster Validation using the Relative Data Depth	EFTERPI	F/ 11:00-12:00a and 2:00-3:15
Cai, Z. Univ. N. Carolina, Charlotte	Nonparametric Inference Under Long and Short Dependence	Davis, R. Colorado State U. Robinson, P. M. London School of Economics Cai, Z. Univ. N. Carolina, Charlotte	Maximum Likelihood Estimation for All-Pass Models The Edgeworth expansion and bootstrap in semiparametric inference on long memory A Selective Review of Nonparametric Methods in Finance	EFTERPI	M/ 8:30-10:45a
Cai, Z. Univ. N. Carolina, Charlotte	Nonparametric methods in model building	Cai, Z. U. N. Carolina, Charlotte Wu, H. Harvard Univ. Scheike, T. U. Aalborg Wang, Y. U.C. Santa Babara	Functional-Coefficient Instrumental Variables Models Nonparametric Regression Methods for Modeling Longitudinal Data Model building in Semiparametric Models Building Models With Smoothing Spline ANOVA Decompositions	EFTERPI	Th/ 11:00-12:00a and 2:00-3:15
Cai, Z. Univ. N. Carolina, Charlotte	Nonlinear Time Series	Yang, L. Michigan State U. De Gooijer, J.G. U. Amsterdam Kuan, C-M Academia Sinica, Taiwan Xia, Y. Cambridge U	Nonparametric Estimation of Generalized Impulse Response Functions On Additive Conditional Quantiles with High-Dimensional Covariates Semi-parametric Nonstationary Process: Model and Empirical Evidence An adaptive estiamtion of Dimension Reduction Space	APOLLON	F/ 8:30-10:45a
Cuevas, A. U. Autonoma de Madrid	Nonparametric set estimation and its applications	Tsybakov, A. Univ. Paris VI Park, B.U. Seoul National Univ. Polonik, W. UC Davis Cuevas, A. U. Autonoma de Madrid Fraiman, R. U. de San Andrιs	Set estimation and nonparametric classification Local polynomial estimation of smooth boundaries Inference for volatility via set estimation Boundary estimation and shape restrictions. DISCUSSION	HERMES	F/ 8:30-10:45
Dahlhaus, R. U. Heidelberg	Nonstationary Time Series Analysis	Dahlhaus, R. U. Heidelberg Spokoiny, V. Weierstrass Institute and Humboldt U., Berlin Polonik, W. UC Davis	Statistical inference for locally stationary processes - an overview Inference for nonstationary time series by adaptive weights smoothing Nonparametric ML-Estimation for Nonstationary Time Series	EFTERPI	Th/ 3:30-5:30p
Du, Y. Columbia Univ.	Nonparametric models and methods in survival analysis	Du, Y. Columbia Univ. O'Gorman, J. Biogen Jiang, H. Harvard U. Tsangari, H. U. Cyprus	Nonparametric Methods for Censored Clustered Data Nonparametric Models and Methods for Designs with Correlated Censored Data On self-consistency in the gamma frailty model with dependent censoring Nonparametric models and methods for ANCOVA with dependent data	ERATO	F/ 11:00-12:00a and 2:00-3:15
Eubank, R. Texas A&M Univ.	Current advances in functional data analysis	Mueller, H.G. UC Davis James, Gareth USC Los Angeles Wang, Wei Dana-Farber Cancer Institute Wu, Colin Johns Hopkins U.	Functional Regression Models Clustering of Sparsely Sampled Functional Data Proportional hazards regression model with unknown link function Longitudinal Analysis with Nonparametric Varying-Coefficient Models and Time Dependent Covariates	ORPHEAS	W/ 8:30-10:45a
Fan, J. Chinese U. of Hong Kong	Nonparametric techniques in quantative finance and risk management	Haerdle, W. Humboldt U. Berlin Fan, J. UNC, Chapel Hill Linton, O. London School of Economics	Voladynamics, trading strategies and Common Principal components Semiparametric methods for prediction of VaR Estimating semiparametric ARCH(inf) models by kernel smoothing methods	HERMES	Th/ 8:30-10:45a
Ferger, D. Technische U. Dresden	Change-point analysis	Gombay, E. University of Alberta Huskova, M. Charles-University of Prague Ferger, D. University of Dresden	U-statistics in seqeuntial tests and change-detection Permutations of U-Statistics Reconstruction of a two-region image with weighted likelihood-type-processes	EFTERPI	Tue/ 3:30-5:30p
Fotopoulos, S. Washington State Univ. Kokoszka, P. Utah State Univ.	Inference for heavy-tailed data	Fotopoulos, S. Washington State Univ. Drees, H. U. Cologne Lund, R. U. Georgia Meerschaert, M. U. Nevada	Non-Linear regression properties for log-returns under scale mixtures On maximal occupation time estimators of the extreme value index Periodic Time Series Fitting operator stable models to data from finance and hydrology	ORPHEAS	F/ 8:30-10:45a
Gatzouras, D. Agricultural U. of Athens	Smoothing Methods and Applications	Antoniadis, A. U. Joseph Fourier Mammen, E. U. Heidelberg Wang, L. Penn State U.	Autoregressive processes in Hilbert spaces Nonparametric smoothing methods for a class of nonstandard curve estimation problems TEST FOR COVARIATE EFFECT IN FULLY NONPARAMETRIC ANCOVA MODEL	HERMES	Th/ 3:30-5:30p
Gijbels, I. Catholic Univ. of Louvain	Inference for curves with constraints	Heckman, N. U. British Columbia Huang, L-S U. Rochester Jongbloed, G. (Vrije U., Amsterdam	Nonparametric testing for a monotone hazard function: making a global test local Nonparametric kernel regression subject to monotonicity constraints Estimation of a monotone density based on interval censored observations	HERMES	Tue/ 3:30-5:30p
Gonzalez Manteiga, W. Universidad de Santiago de Compostela	Testing Methods in Curve Estimation Problems	Haerdle, W. Humboldt U. Berlin Gijbels, I. Catholic Univ. of Louvain Munk, A. U. Paderborn	Time Inhomogeneous Multiple Volatility Modelling Bootstrap testing for discontinuities in regression functions New goodness of fit procedures for selecting regression models - with applications to the recovery of the star distribution in the Milky Way	HERMES	Tue/ 8:30-10:45a
Groeneboom, P. Delft Univ. of Technology	Nonparametric maximum likelihood estimation	Asgharian, M. McGill U. Cator, E. Delft U. Eggermont, P. U. Delaware	Asymptotic behavior of the NPMLE based on cross-sectional sampling for diseases with stationary incidence On the stability of the CAR assumption Nonparametric logistic regression	ORPHEAS	Th/ 3:30-5:30p
Hall, W.J. U. Rochester	Hypothesis testing with biostatistical applications	Banerjee, M. U. MIchigan Sun, Y. U. North Carolina, Charlotte Hall, W.J. U. Rochester	Likelihood Ratio Inference for Current Status Data and Related Models Involving Nonparamteric Estimation of a Monotone Function Tests for Comparing Mark-Specific Hazards and Cumulative Incidence Functions with Applications in AIDS Research One- and Two-Sample Logrank Tests: Efficiency and Applications	MELPO	Th/ 3:30-5:30p
Hallin, M. Universitι Libre de Bruxelles	Rank methods for time series	Laine, B. U. Brussels Paindaveine, D. U. Brussels Hallin, M. U. Brussels	Autoregression depth Tests of randomness against VARMA dependence based on interdirections and Mahalanobis ranks Ranks and semiparametric efficiency in time series models	APOLLON	Tue/ 3:30-5:30p
Hart, J. Texas A&M Univ.	Applications of smoothing to hypothesis testing	Hjort, N.L. U. Oslo Ledwina, Teresa Polish Academy of Sciences Spokoiny, V. Weierstrass Institute, Berlin Zhang, Chunming U. Wisconsin	Goodness of fit via nonparametric likelihood ratios Data driven rank test for two-sample problem Testing a single-index hypothesis for a high-dimensional regression model by structural adaptation Equivalent nonparametric regression tests based on spline and local polynomial smoothers	ORPHEAS	Th/ 8:30-10:45a
Heckman, N. U. British Columbia	Functional data analysis for evolutionary data	Robert-Grani, Christele Institut National de la Recherche Agronomique Toulouse France Izem, Rima U. North Carolina, Chapel Hill Wang, Jane-Ling UC Davis Heckman, N. U. British Columbia	Modelling somatic cell scores (SCS) in cattle via longitudinal mixed effects methodology Functional data analysis in continuous reaction norms: Identifying nonlinear variations Modeling Longitudinal Fecundity Data through a Semiparametric Random Effects Model Overview of Evolutionary Biology and Quantitative Genetics	APOLLON	Tue/ 8:30-10:45a
Horowitz, J. U. Iowa	Nonparametric resampling for dependent data	Hansen, B. U. Wisconsin Paparoditis, E. U. Cyprus Neumann, M. U. Koeln Park, J. Seoul National University	Centering the Markov bootstrap Bootstrap methods for integrated and cointegrated time series Tests of time series models Bootstrapping unit root models	APOLLON	Tue/ 11:00-12:00a and 2:00-3:15
Ioannidis, D. U. Macedonia	Measurement errors: Recent advances	Hesse, C. H. U. Stuttgart Matzner-Lober, E. CREST-ENSAI van Es, A. J. U. Amsterdam	Density Estimation from contaminated data Estimating a regession function when both variables are measured with errors Asymptotic normality of Kernel type deconvolution estimators	MELPO	Tue/ 3:30-5:30p
Janssen, P. Limburgs Univ.	Extensions of the Cox model: Frailties and longitudinal covariates	Li, Y. Harvard U. Vaida, F. Harvard U. Tsiatis, A.A. North Carolina State U.	Inference on Clustered Survival Data Using Imputed Frailties Random Effects Models and the Accelerated Failure Times Paradigms A Semiparametric Estimator for the Proportional Hazards Model with Longitudinal Covariates Measured with Error	ORPHEAS	Tue/ 3:30-5:30p
Koenker, R. & Portnoy, S. U. Illinois, Urbana-Champaign	Nonparamteric estimation of conditional quantile functions	Doksum, K. UC Berkley van de Geer, S. U. Leiden Koenker, R. U. Illinois, Urbana-Champaign	Lorenz, Gini, Bonferroni and Quantile Regression Adaptive Quantile Regression Total Variation Regularization for Bivariate Quantile Smoothing	EFTERPI	Th/ 8:30-10:45a
Lagakos, S. Harvard Univ.	Nonparametric and Semiparametric methods for the analysis of multistate stochastic processes	Kang, M. Harvard U. Limnios, N. U. de Technologie de Compiegne Zelen, M. Havard U.	Statistical Methods for Panel Data from a semi-Markov Process, with Application to Human Pappiloma Virus A Functional Central Limit Theorem for the Empirical Estimator of a Semi-Markov Kernel Models and the Early Detection of Disease	MELPO	Tue/ 11:00-12:00a and 2:00-3:15
Li, R. Penn State Univ.	Recent advances in local modeling	Cheng, Ming-Yen National Taiwan U. Van Keilegom, I. Catholic Univ. of Louvain Yao, Qiwei London School of Economics Zhang, Wenyang University of Kent at Canterbury	Estimating Bivariate Density and Regression Confidence Bands for Regression Curves and their Derivatives Nonparametric estimation for conditional distribution A Semiparametric Multilevel Survival Model	MELPO	W/ 8:30-10:45a
Lu, J. NIST	Nonparametric prediction for high-dimensional systems and its applications	Kugiumtzis, D. Aristotle U. Thessaloniki Grudic, G. U. Colorado, Boulder Stine, R. U. Pennsylvania	Local State Space Prediction Models for Noisy Time Series High Dimensional Nonparametric Regression Using Two-Dimensional Polynomial Cascades Data Mining with Stepwise Regression	ERATO	W/ 8:30-10:45a
Michailidis, G. U. Michigan	Graphics and Visualization	Wegman, E. J. George Mason U. Wills, G. SPSS Michailidis, G. U. Michigan	Data Reduction by Quantization Robust Graphics and Graphical Robustness Visualization of Categorical Data through Graph Drawing	APOLLON	M/ 11:00-12:00a and 2:00-3:15
Mueller, H.G. UC Davis	Semiparametric regression models	Burman, P UC Davies Chiou, J-M U. Taipei Rice, J. UC Berkeley Stute, W. U. Giessen	Modified exponential smoothers for time series forecasting Semiparametric inference in generalized linear mixed models Modeling traffic data Nonparametric checks for single index models	EFTERPI	Tue/ 8:30-10:45a
Mueller, M. Humboldt U. Berlin & U. Munich	Computational Statistics	Mόller, M. Humboldt U. Berlin Schimek, M.G. Karl-Franzens-University Graz Sperlich, S. U. Carlos III de Madrid	Generalized Partial Linear Modelling for Credit Scoring Data Algorithms for non- and semiparametric regression problems: a critical appraisal Smooth Backfitting in practice	MELPO	Th/ 8:30-10:45a
Papadatos, N. U. Athens	Inference problems with a large number of parameters	Beran, R. UC Davies Hwang, J.T.G. Cornell U. Mueller, U. Arizona State U. Sun, J. Case Western Reserve Univ.	Adaptive Symmetric Linear Smoothers for Multi-way Layouts Simultaneous confidence intervals for the means of the selected populations- A new Empirical Bayes approach for the Microarray data analysis Optimal estimators in the nonparametric regression model Estimation Problems from Biased Data with Unknown Biasing Function and Memory Effect	APOLLON	Th/ 11:00-12:00a and 2:00-3:15
Paparoditis, E. U. Cyprus	Resampling and subsampling methods	Horowitz, J. Northwestern U. Lahiri, S.N. Iowa State U. Radulovic, R. Princeton U. Gluhovsky, A. Purdue U.	Bootstrap method for Markov processes Optimal block sizes for a spatial subsampling method Bootstrapping without CLT Subsampling in atmospheric data analysis	HERMES	W/ 8:30-10:45a
Perron, B. U. de Montrιal	Nonparametric Methods in Econometrics	Chang, Y. Rice U. Bandi, F. U. Chicago Perron, B. U. de Montrιal	Panel unit root tests in the presence of cross-sectional dependency and heterogeneity On the functional estimation of multivariate diffusion processes The Shape of the Risk Premium: Evidence from a Semiparametric GARCH Model	ERATO	Tue/ 8:30-10:45a
Randles, R. U. Florida/ Liu, R. Rutgers U.	Modern affine invaraint multivariate nonparametric methods	Hallin, M. U. Libre de Bruxelles Larocque, D. Ecole des Hautes Etudes Commercials de Montreal Mahfoud, Z. University of Kentucky Zuo, Y. Arizona State U	Optimal Tests for Multivariate Location Based on Interdirections and pseudo-Mahalanobis Ranks Aligned Rank Test for the Bivariate Randomized Block Model A Class of Multivariate Signed-Rank Tests Depth weighted covariances	EFTERPI	Tue/ 11:00-12:00a and 2:00-3:15
Rao, J.S. Case Western Reserve Univ.	Modern Non-parametrics in Medical Research	Rao, J.S. Case Western Reserve Univ. Ishwaran, H. Cleveland Clinic Foundation Leblanc, M. U. Washington Jiang, J. UC-Davis	Mammographic Computer-aided Detection Using Bootstrap Ensembles iid Monte Carlo Algorithms for Semiparametric Linear Mixed Models Partitioning, Peeling and Logic for Inducing Patient Risk Groups Distribution-Free Prediction Intervals in Mixed Linear Models	ORPHEAS	M/ 11:00-12:00a and 2:00-3:15
Ronchetti, E. U. Geneva	Small sample inference	Trojani, F. U. Southern Switzerland, Lugano Jureckova, J. Charles U., Prague Scaillet, O. U. Geneva	Saddlepoint approximations and test statistics for accurate finite sample GMM inference in overidentified moment conditions models On locally most powerful rank tests Density estimation using inverse and reciprocal inverse gaussian kernels	ERATO	Tue/ 3:30-5:30p
Sapatinas, T. U. Cyprus	Recent advances of wavelet methods in statistics and time series analysis	Nason, G. University of Bristol Sardy, S. Swiss Federal Institute of Technology von Sachs, R. U. Catholique de Louvain Whitcher, B. National Center for Atmospheric Research	Complex wavelet shrinkage A comparison between wavelet- and Markov random field-based estimators Forecasting non-stationary time series by wavelet process modelling Stochastic Multiresolution Models for Turbulence	ORPHEAS	Tue/ 11:00-12:00a and 2:00-3:15
Stadtmuller, U. U. Ulm	Nonparametric estimation in signal analysis, statistics and extremes	Masry, E. U.C. San Diego Steland, A. Europa-Universitaet Viadrina Pawlak, M. U. Manitoba Hudson, H.M. Macquarie U., Australia	Multivariate probability density estimation for associated processes: Strong consistency and rates On detecting jumps in time series-nonparametric setting Signal sampling und recovering under dependent data Non-Parametric Modeling of Sequences of Tomographic Images	MELPO	M/ 11:00-12:00a and 2:00-3:15
Stute, W. U. Giessen	Model checking	Delgado, M. A. Universidad Carlos III de Madrid Gonzalez Manteiga, W. Universidad de Santiago de Compostela Khmaladze, E. University of New South Wales Koul, H. L. Michigan State University	Distribution-free goodness-of-fit tests for linear processes Almost sure representations in survival analysis under censoring and truncation. Applications to goodness-of-fit tests Change-set problem, local covering numbers and VC classes Regression model fitting with long memory designs	ORPHEAS	F/ 11:00-12:00a and 2:00-3:15
Swanepoel, J.W.H. Potchefstroom Univ. for CHE	Bandwidth selection	Politis , D. N. UC San Diego Herrmann, E. Technische Uni. Darmstadt Tsai, Chih-Ling UC Davis Chiu, Shean-Tsong Colorado State U	Adaptive bandwidth choice Bandwidth choice for multivariate kernel density estimation Residual likelihood approach for single-inded model selection	ERATO	Th/ 8:30-10:45a
Titterington, M. U. Glasgow Craigmile P. (Chair) Ohio State U.	Gaussian processes	Rasmussen, C.E. University College London Gomez Portugal A., Delil University of Sheffield Murray-Smith, R. University of Glasgow	Developments in Gaussian Process regression models Bayesian inference about the radiocarbon calibration curve Engineering applications of Gaussian Process priors	MELPO	Th/ 11:00-12:00a and 2:00-3:15
Tjostheim, D. U. Bergen	Nonparametrics in time series	Dette, H. U. Bochum Hong, Y. Cornell U. Vieu, P. U. Paul Sabatier Tjostheim, D. U. Bergen	A test for a parametric form of volatility in continuous time financial models Nonparametric specification testing for continuous-time models with application to spot interest rates Nonparametric functional model for prediction Nonparametric estimation in a nonstationary context	APOLLON	F/ 11:00-12:00a and 2:00-3:15
Van Aelst, S. U. Antwerp	Nonparametric and Semiparametric Detection of Outliers	Boente, G. U. Buenos Aires Dehon, C. U. Libre de Bruxelles Ollila, E. Helsinki Technical U. Van Aelst, S. U. Antwerp	Robust procedures for semiparametric partly linear autoregression Robustness of correlation and multiple correlation coefficients Robust Multivariate Statistics Based on Data Transformation Robust estimation for multivariate regression	ERATO	M/ 11:00-12:00a and 2:00-3:15
Van Keilegom, I. Catholic Univ. of Louvain	Empirical Likelihood	Einmahl, J. Tilburg University Li, Gang U. California, Los Angeles Lazar, N. Carnegie Mellon U. Lee, Jaeyong Penn State U.	Localized empirical likelihood Empirical likelihood methods for linear regression with right censored data Empirical likelihood diagnostics Bayesian bootstrap for proportional hazard model	ORPHEAS	M/ 8:30-10:45a
Walker, S. G. U. Bath	Bayesian methods in nonparametric statistics	Hjort, N.L. Univ. of Oslo Holmes, C. Imperial College Kim, Y. Ewha University, Korea	Nonparametric Bayesian Quantile Inference title Bayesian analysis of the proportional hazard model	EFTERPI	M/ 11:00-12:00a and 2:00-3:15
Walther, G. Stanford Univ.	Scale space in smoothing	Marron, S. Univ. N. Carolina, Chapel Hill Duembgen, L. University of Berne Guenther Walther Stanford	A Statistician's Adventures in Internet-land Multiscale Inference on Densities Oscillation Analysis for the mixture complexity	HERMES	Tue/ 11:00-12:00a and 2:00-3:15
Wand, M. Harvard Univ.	Smoothing and Mixed Models	Claeskens, G. Texas A&M Univ. Coull, B. Harvard U. Staudenmayer, J. U. Massachusetts	Testing Lack of fit via Likelihood Ratio Self-modeling Regression for Multivariate Curve Data Robust General Design Mixed Models for Smoothing	MELPO	M/ 8:30-10:45a
Wang, J-L UC Davies	Non- and Semi-parametric Approaches for Longitudinal Data	Burman, P. UC Davis Davidian, M. NC State U. Eubank, R. Texas A&M U. Lin, Xihong U. Michigan	Stochastic models for root growth in plants A semiparametric likelihood approach for linear mixed, generalized linear mixed, and joint longitudinal-survival models with flexible random effects distribution Time varying coefficient models for longitudinal data Nonparametric Regression for Clustered/Longitudinal Data Using Kernels and Splines	HERMES	M/ 11:00-12:00a and 2:00-3:15
Yu, B. UC Berkeley Hastie, T. (Chair) Stanford U.	Bagging, boosting and other ensemble methods	Buhlmann, P. ETH, Zurich Buja, A. ATT Research Labs Blanchard, G. U. Paris-Sud, Orsay	Bagging and Boosting: why they sometimes work Degrees of Boosting From boosting to Blackwell's strategy, and related algorithms	APOLLON	W/ 8:30-10:45a
Yu, B. UC Berkeley Buhlmann, P. (Chair) ETH, Zurich	Support vector machines and their role in nonparametric function approximation	Hastie, T. Stanford U. Lin, Y. U. Wisconsin, Madison Schoelkopf, B. Max-Planck-Institute, Germany	Support vector machines, kernel logistic regression and boosting Support vector machines for classification: a statistical study SVMs for high-dimensional and nearly orthogonal data	ORPHEAS	Tue/ 8:30-10:45a

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Last modified: Sat May 18 19:06:31 EDT 2002