|
Friday 17 August: 09:30 - 10:30 |
|
| Keynote address | RHT |
| Chair: Chao Agnes Hsiung | |
| Hidden Markov Models: Theory, Applications and Implementation |
| Tze Leung Lai | |
| Friday 17 August: 11:00 - 12:30 |
|
| Session 1: |
Official Statistics | T3 |
| Chair: Fred Ho | |
| 11:00 - 11:20 | Several Key Areas of China's Official Statistics |
| Jianwu Wen | |
| 11:20 - 11:40 | Development of the Pan-statistical Industry in Taiwan |
| Duan Wei | |
| 11:40 - 12:00 | The Operation of Official Statistical System of Macao SAR |
| Teresa Iun-Lei Mok | |
| 12:00 - 12:20 | Hong Kong's Subscription to the Special Data Dissemination Standard of the IMF |
| Hing-Wang Fung | |
| |
| Session 2: |
Nonlinear Time Series I | T4 |
| (Co-sponsored by the Institute of Mathematical Statistics) | |
| Chair: Howell Tong | |
| 11:00 - 11:30 | Semiparametric Reduced-rank Regression | |
| K.S. Chan | |
| 11:30 - 12:00 |
Semiparametric Estimation and Model Specification Testing in Nonlinear | |
| Econometric Models | |
| Jiti Gao | |
| 12:00 - 12:30 | Modelling Spatio-temporal Data | |
| Qiwei Yao | |
| |
| Session 3: |
Recent Advances in Nonparametric Modelling | T5 |
| (Co-sponsored by the Institute of Mathematical Statistics) | |
| Chair: Jianqing Fan | |
| 11:00 - 11:30 | Nonparametric Seasonal Time Series Models | |
| Zongwu Cai | |
| 11:30 - 12:00 | Goodness-of-fit Tests for Parametric Regression Models | |
| Jianqing Fan and Li-Shan Huang | |
| 12:00 - 12:30 | Nonparametric ML-estimation for Nonstationary Time Series | |
| Wolfgang Polonik | |
| |
| Session 4: | Bayesian Statistics | T6 |
| (Co-sponsored by the Institute of Mathematical Statistics) | |
| Chair: David A. van Dyk | |
| 11:00 - 11:30 |
Sampling Schemes and Incompatibility in Marginal Gibbs Samplers |
| David A. van Dyk | |
| 11:30 - 12:00 | Bayesian Approaches in Nonparametric Estimation Problems | |
| Linda Zhao | |
| 12:00 - 12:30 |
Hierarchical Spectral and Spatial Modeling for the Chandra X-ray Observatory |
| David A. van Dyk, Vinay L. Kashyap and Aneta Siemiginowka |
| |
| Session 5: | Statistical Inference I | T7 |
| Chair: Siu Hung Cheung | |
| 11:00 - 11:30 |
Weighted Greenwood Test for the Gamma Distribution Against Skewed |
| Alternatives | |
| Ling Chen | |
| 11:30 - 12:00 | Statistical Inference in Criterion-referenced Testing | |
| Xizhen Chen | |
| 12:00 - 12:30 | On Simes' Test and its Extension | |
| Susan Xuemei Li | |
| |
| Session 6: | Biostatistics I | S322 |
| Chair: Jennifer S.K. Chan | |
| 11:00 - 11:30 |
Asymptotic Properties of the Survival Function Estimate for Truncated |
| and Censored Dependent Data | |
| Qing-Ping Chen | |
| 11:30 - 12:00 |
A Note on Confidence Interval Estimation in Population Attributable Risk |
| for a Case-control Study | |
| Po-Huang Chyou | |
| 12:00 - 12:30 |
The Prediction of the Survival Time of Hepatectomy Patients with Artificial |
| Neural Network Method | |
| Jia He, Xian-Min He and Zhi-Jian Zhang | |
| |
| Session 7: | Regression Models I | S324 |
| Chair: Stephen M.S. Lee | |
| 11:00 - 11:30 |
Generalized Principal Components Estimators in Deficient Rank Linear Models |
| Qing-Ming Gui | |
| 11:30 - 12:00 |
Ridge Type-generalized Inverse Regression Estimator in Linear Regression |
| Model | |
| Jian-Feng Guo | |
| 12:00 - 12:30 |
Unbiased Estimation of the MSE Matrices of Improved Estimators in |
| Linear Regression | |
| Alan Tze Kin Wan, Anoop Chaturvedi and Guohua Zou | |
| |
| Session 8: | Applied Probability I | S325 |
| Chair: Henghsiu Tsai | |
| 11:00 - 11:30 | Repairable Consecutive-k-out-of-n: F(G) System | |
| Yeh Lam | |
| 11:30 - 12:00 | Some Problems on Finite Markov Chains | |
| Guoneng Xiao | |
| 12:00 - 12:30 | FFT Histogram | |
| Jishou Ruan | |
|
Friday 17 August: 14:00 - 15:30 |
|
| Session 9: | Experiments for Factor Screening and Optimization | T3 |
| (Co-sponsored by the Institute of Mathematical Statistics) | |
| Chair: Lixing Zhu | |
| 14:00 - 14:30 | Factor Screening and Response Surface Exploration | |
| Shao-Wei Cheng | |
| 14:30 - 15:00 | Idle Column Method: Construction, Properties and Comparisons | |
| Longcheen Huwang | |
| 15:00 - 15:30 | Generalized Minimum Aberration for Fractional Factorial Designs | |
| Boxin Tang | |
| |
| Session 10: | Software Applications in Statistics | T4 |
| Chair: Wai-Sum Chan | |
| 14:00 - 14:30 | Enterprise Guide: A New Tool for Information Delivery | |
| C.S. Lo | |
| 14:30 - 15:00 | Estimation of Binomial and Poisson Parameters When the Rate of Occurrence |
| is Close to 0 | |
| Ling-Yan Chan, Kai Wang Ng and Dennis K.J. Lin | |
| 15:00 - 15:30 | How to Build Best Performance into SAS Applications - Efficiency | |
| Techniques and Good Programming Style Issues | |
| Snow Fu | |
| |
| Session 11: | Applied Time Series Analysis | T5 |
| Chair: Hong-zhi An | |
| 14:00 - 14:30 | Recent Progress of Risk Management in China | |
| Bing Cheng | |
| 14:30 - 15:00 |
Projection Pursuit Learning Network and Wavelet Neural Network for |
| Non-linear Time Series Modelling and Forecasting | |
| Zheng Tian, Xue Wang and Meipin Xie | |
| 15:00 - 15:30 | Advances in Time Series Analysis with Applications in Mechanical | |
| Engineering | |
| Jianping Xuan | |
| |
| Session 12: | Semiparametric Modelling and Methods | T6 |
| Chair: Yi-Ching Yao | |
| 14:00 - 14:30 | Cox Regression in Cohort Studies with Validation Sampling | |
| Yi-Hau Chen | |
| 14:30 - 15:00 |
A Semiparametric Model for Linkage Analysis of Dichotomous Traits When |
| Information on a Related Quantitative Variable is Available | |
| Jian Huang | |
| 15:00 - 15:30 |
Matched Case-control Data Analysis with Non-ignorably Missing Covariates |
| Myunghee Cho Paik | |
| |
| Session 13: | Statistics in Finance I | T7 |
| Chair: Heung Wong | |
| 14:00 - 14:30 |
Computing VaR via Nonlinear AR Models with Heavy Tailed Innovations |
| Meihui Guo and Ling-Fung Li | |
| 14:30 - 15:00 | Efficient Valuation of American Lookback Options | |
| Tze Leung Lai and Tiong Wee Lim | |
| |
| Session 14: | Lifetime Data Analysis I | S322 |
| Chair: Eddy K.F. Lam | |
| 14:00 - 14:30 | On the Estimation of Order Restricted Location Parameters of Two | |
| Exponential Distributions Under Multiple Type-II Censoring | |
| He-Liang Fei and Yi-Ke Shen | |
| 14:30 - 15:00 |
Covariate Measurement Errors in Frailty Models for Clustered Survival Data |
| Yi Li and Xihong Lin | |
| 15:00 - 15:30 | A Kullback-Leibler Empirical Likelihood Inference for Censored Data | |
| Jian Shi and Tai-Shing Lau | |
| |
| Session 15: | Multivariate Methods | S324 |
| Chair: Kai Tai Fang | |
| 14:00 - 14:30 | The Noncentral Wishart Distribution and Related Distribution | |
| Kaican Li | |
| 14:30 - 15:00 |
Sensitivity Analysis in Multivariate Methods: More About the Relationship |
| Between the Influence Function and Local Influence Approaches | |
| Yutaka Tanaka and Fanghong Zhang | |
| 15:00 - 15:30 |
Stabilized Bandwidth Selectors in Multivariate Kernel Density Estimation |
| Tiee-Jian Wu, Y.-K. Teng and M.-H. Tsai | |
| |
| Session 16: | Statistics in Epidemiology | S325 |
| Chair: Paul S.F. Yip | |
| 14:00 - 14:30 |
A Statistical Inference for Population Effectiveness of Vaccination in a |
| Heterogeneous Mixing Population | |
| Qi-Zhi Chen, Paul S.F. Yip and Richard Huggins | |
| 14:30 - 15:00 | Capturing Invariant Trend in Age-period-cohort Analysis | |
| Wenjiang J. Fu and Thomas E. Rohan | |
| 15:00 - 15:30 |
The Study of the Comprehensive Evaluation Method on Reproductive Health |
| Bing-Hua Su, Jia He, Er-Sheng Gao and Chao-Hua Lou | |
|
Friday 17 August: 15:45 - 17:15 |
|
| Session 17: | Econometrics I | T3 |
| Chair: Y.K. Tse | |
| 15:45 - 16:15 |
Semiparametric Estimation of Heteroscedastic Binary Choice Sample |
| Selection Models Under Symmetry | |
| Songnian Chen | |
| 16:15 - 16:45 | Principal Components and the Long Run | |
| Xiaohong Chen, Lars Peter Hansen and José A. Scheinkman | |
| 16:45 - 17:15 |
Evaluation of Out-of-sample Probability Density Forecasts with Applications |
| to S&P 500 Stock Prices | |
| Yongmiao Hong | |
| |
| Session 18: | Applied Probability II | T4 |
| Chair: Louis Chen | |
| 15:45 - 16:15 | Probability Models in DNA Sequence Analysis | |
| Ming-Ying Leung | |
| 16:15 - 16:45 | Non-uniform Berry-Esseen Bounds for General Nonlinear Statistics | |
| Qi-Man Shao | |
| 16:45 - 17:15 | An Overview on the Fundamental Theorem of Asset Pricing | |
| Jia-An Yan | |
| |
| Session 19: | Reliability | T5 |
| Chair: Guoying Li | |
| 15:45 - 16:15 |
The Lower Confidence Limits of Reliability and Conditional Reliability for |
|
Weibull Distribution in the Life Tests with Fixed Stopping Time |
| Jiading Chen, Xiangzhong Fang, Tao Wang and Zhongpeng Wei | |
| 16:15 - 16:45 |
System Reliability Evaluation Based on Multi-source of Components |
| Information |
| Guoying Li and Dan Yu | |
| 16:45 - 17:15 |
Analysis of Weibull Data with Only One Failure in the Context of Historical |
| Data | |
| Xiao-Long Pu and Yang Wang | |
| |
| Session 20: | Biostatistics II | T6 |
| Chair: I-Shou Chang | |
| 15:45 - 16:15 | Genome-wide Linkage Analysis of Qualitative and Quantitative Traits | |
| Using Markers for Sib-pairs | |
| I-Shou Chang, Miao-Ying Chen, Chin-Fu Hsiao and Chao A. Hsiung | |
| 16:15 - 16:45 | On Sample Size Determination in Evaluation of Bridging Evidence for | |
| Pharmaceutical Products | |
| Jen-Pei Liu and Hueymiin Hsueh | |
| 16:45 - 17:15 | Testing Independence for Bivariate Current Status Data | |
| Weijing Wang | |
| |
| Session 21: | Statistical Inference II | T7 |
| Chair: Bartholomew P.K. Leung | |
| 15:45 - 16:15 |
Strong Limit Theorems for U-statistics Generated by a Segment of a Sample |
| Zhengyan Lin | |
| 16:15 - 16:45 |
Generalized Score Test of Ordered Group Effect for Correlated Data |
| Annie Qu | |
| 16:45 - 17:15 |
Nonparametric Estimation for Spectral Density with Amplitude Modulation |
| and its Application to Detection of Outliers | |
| Jiancheng Jiang and Y.V. Hui | |
| |
| Session 22: | Statistical Genetics I | S322 |
| Chair: Faming Liang | |
| 15:45 - 16:15 | Efficiency Robust Methods in Statistical Genetics | |
| Joseph L. Gastwirth | |
| 16:15 - 16:45 | Fine-scale Mapping with Incomplete Initial Association | |
| Jianping Dong, Renfang Jiang, Dai Wang and Fengzhu Sun | |
| 16:45 - 17:15 |
An Estimation of Genetic Distance and Cluster Analysis Applied to Breeding |
| Hybrid Rice | |
| Jing-Bo Wang | |
| |
| Session 23: | Bayesian Methods | S324 |
| Chair: Boris S.T. Choy | |
| 15:45 - 16:15 |
A Bayesian Conjoint Analysis Incorporating Self-explicated Data Measured |
| with Uncertainty | |
| Duncan K.H. Fong | |
| 16:15 - 16:45 | Hierarchical Gaussian Process Mixture Models | |
| J.Q. Shi, R. Murray-Smith and D.M. Titterington | |
|
Friday 17 August: 17:15 - 18:45 |
|
| Session 25: | Actuarial Science I | T3 |
| Chair: Hailiang Yang | |
| 17:15 - 17:45 |
Actuarial Assessment of Damages in Personal Injury Litigation: |
| The Hong Kong Position and the Comparative International Aspects | |
| Wai-Sum Chan and Felix W.H. Chan | |
| 17:45 - 18:15 | Ruin Under Interest Force and Proportional Reinsurance | |
| Lihu Huang | |
| 18:15 - 18:45 |
Bayesian Risk Measures for Derivatives via Random Esscher Transform |
| Tak Kuen Siu, Howell Tong and Hailiang Yang | |
| |
| Session 26: | Statistics in Finance II | T4 |
| Chair: Kin Lam | |
| 17:15 - 17:45 |
The Dynamics of Implied Volatilities: A Common Principal Component |
| Approach | |
| Wolfgang Härdle | |
| 17:45 - 18:15 |
Measurements of Correlation Between Random Vectors and its |
| Applications to Stock Market | |
| Yaoting Zhang and Shiwu Zhu | |
| |
| Session 27: | Design of Experiments | T5 |
| Chair: Zhidong Bai | |
| 17:15 - 17:45 | Optimal Designs for Estimating a Function | |
| Shenghua Kelly Fan and Kathryn Chaloner | |
| 17:45 - 18:15 |
Characterization of Minimum Generalized Aberration of Non-Regular |
| Designs in Terms of their Complementary Designs | |
| Hong Qin and Kai-Tai Fang | |
| |
| Session 28: | Time Series I | T6 |
| Chair: Cathy W.S. Chen | |
| 17:15 - 17:45 | The Models of Time Series Aggregates | |
| Erin Hodgess, Susanna Wei and William W.S. Wei | |
| 17:45 - 18:15 |
Asymptotic Theory for Nonparametric Entropy Measures of Serial |
| Dependence | |
| Yongmiao Hong and Halbert White | |
| 18:15 - 18:45 | Mixture Type Time Series Models | |
| Chun Shan Wong | |
| |
| Session 29: | Clinical Trials I | T7 |
| Chair: May C.M. Wong | |
| 17:15 - 17:45 | Planning and Design Issues for the Early Detection of Disease | |
| Ping Hu | |
| 17:45 - 18:15 |
On Choice of Endpoints for Testing Treatment Effects in Longitudinal |
| Clinical Studies | |
| Frank Guanghan Liu | |
| 18:15 - 18:45 |
On the Estimation of the Prevalence of Psychiatric Disorders in Shatin |
| Tai-Shing Lau and Siu-Ngan Leung | |
| |
| Session 30: | Statistical Computing | S322 |
| Chair: Wai Cheung Ip | |
| 17:15 - 17:45 | Modeling Techniques in Computer Experiments | |
| Wai-Man Ho | |
| 17:45 - 18:15 | Building Web Time-Series Forecasting Systems on Stocks with UML | |
| Andy S.Y. Lai | |
| 18:15 - 18:45 | Analysis and Improvement of Quasi-regression | |
| Lu Lin, Runchu Zhang and Guijun Yang | |
| |
| Session 31: | Mixed Effect Models I | S324 |
| Chair: Zongwu Cai | |
| 17:15 - 17:45 | Generalized Non-parametric Mixed Effects Model | |
| Yuedong Wang and Peter Karcher | |
| 17:45 - 18:15 | Local Polynomial Mixed-effects Models for Longitudinal Data | |
| Hulin Wu and Jin-Ting Zhang | |
| |
| Session 32: | Ranked Set Sampling | S325 |
| Chair: Chi-Ming Luk | |
| 17:15 - 17:45 | Ranked Set Sampling with Unequal Samples | |
| Dinesh S. Bhoj | |
| 17:45 - 18:15 | Ranked Set Sampling in the Presence of Censored Data | |
| Philip L.H. Yu and Cannes Y.C. Tam | |
|
| Keynote address | RHT |
| Chair: Howell Tong | |
| Nonparametric Estimation of Component Distributions in a Multivariate Mixture |
| Peter Hall | |
|
Saturday 18 August: 10:30 - 12:00 |
|
| Session 33: |
Mixed Effects Models II | T3 |
| (Co-sponsored by the Institute of Mathematical Statistics) | |
| Chair: Jiming Jiang | |
| 10:30 - 11:00 |
Robust Estimation in Generalized Linear Mixed Models |
| Jiming Jiang and Weihong Zhang | |
| 11:00 - 11:30 |
Estimation of U.S. State Level Health Characteristics from the U.S. National |
| Health Interview Survey: An Empirical Best Prediction Approach | |
| Partha Lahiri, Shu-Mei Wan and Chien-Hua Wu | |
| 11:30 - 12:00 | Influence Diagnostics in Generalized Linear Mixed Models | |
| Liming Xiang, Andy H. Lee and Siu-Keung Tse | |
| |
| Session 34: |
Time Series II | T4 |
| (Co-sponsored by the Institute of Mathematical Statistics) | |
| Chair: George Tiao | |
| 10:30 - 11:00 |
Time-dependent Diffusion Models for Term Structure Dynamics and the |
| Stock Price Volatility | |
| Jianqing Fan, Jiancheng Jiang, Chunming Zhang and Zhenwei Zhou | |
| 11:00 - 11:30 |
Some Results on Cointegration with Random Coefficients in the Error |
| Correction Form : Estimation and Testing | |
| Pak-Wing Fong and Wai-Keung Li | |
| 11:30 - 12:00 | Generalized Continuous Threshold Autoregression | |
| Samuel P. Wong | |
| |
| Session 35: |
Statistical Methods in Epidemiogical Studies | T5 |
| Chair: Zhi Geng | |
| 10:30 - 11:00 | An Amending Method for Multi-dimensional Time Series with Heavy | |
| Missing Data and its Application in Environment Monitoring | |
| Ying-Dong Zheng and Ji-Qian Fang | |
| 11:00 - 11:30 |
Confounding and Collapsibility Based on Partial Knowledge of Causal |
| Diagrams | |
| Zhi Geng and Guangwei Li | |
| 11:30 - 12:00 | Identification of Parameters in Two Way Contingency Tables with | |
| Nonignorable Nonresponse | |
| Wenqing Ma and Yonghua Hu | |
| |
| Session 36: |
Applied Probability and Stochastic Modelling | T6 |
| Chair: Wen-Jang Huang | |
| 10:30 - 11:00 | Thinning of Renewal Processes | |
| Wen-Jang Huang | |
| 11:00 - 11:30 | Some Results on Inference for a Piecewise-Monotone Intensity of a | |
| Poisson Process | |
| Mei-Mei Zen | |
| 11:30 - 12:00 |
Multidimensional Markov Renewal Theory, Ladder Variables and First |
| Passage Problems for Markov Random Walks | |
| Cheng-Der Fuh and Tze Leung Lai | |
| |
| Session 37: |
Statistical Inference III | T7 |
| Chair: Sik Yum Lee | |
| 10:30 - 11:00 |
Estimation of the Scale Parameter for Logistic Sensitivity Distribution |
| Yubin Tian, Guoying Li and Jie Yang | |
| 11:00 - 11:30 | Finite Sample Calibration for Empirical Likelihood Ratio | |
| Min Tsao | |
| 11:30 - 12:00 | Statistical Depth Functions and Related Estimators | |
| Yijun Zuo | |
| |
| Session 38: |
Data Mining | S322 |
| Chair: Philip L.H. Yu | |
| 10:30 - 11:00 | A New Algorithm for Logistic Regression Trees | |
| Kin-Yee Chan | |
| 11:00 - 11:30 | Clustering Under Contiguity Constraints: Penalized K-Means | |
| Zhen Luo | |
| 11:30 - 12:00 | Tree-based Classification of Tumor Tissues with Microarray Data | |
| Heping Zhang | |
| |
| Session 39: | Semiparametric Models | S324 |
| Chair: Qiwei Yao | |
| 10:30 - 11:00 | Inference for the Odds-Rate Model | |
| Bee Leng Lee | |
| 11:00 - 11:30 |
Regression Analysis for a Semiparametric Model with Panel Data |
| Liu-Quan Sun | |
| 11:30 - 12:00 | Edgeworth Expansion and Bootstrap Approximation of the Random | |
| Weighting M-estimates for Semi-parametric Regression Models | |
| Xuanmin Zhao and Yaning Tang | |
| |
| Session 40: |
Resampling Methods | S325 |
| Chair: Bing-Yi Jing | |
| 10:30 - 11:00 | Weighted Bootstrap Prepivoting | |
| Stephen M.S. Lee and G. Alastair Young | |
| 11:00 - 11:30 |
A New Imputation Method for Missing Data and its Applications | |
| Guohua Zou, Yingfu Li and Shiyong Feng | |
|
Saturday 18 August: 13:30 - 15:00 |
|
| Session 41: |
Risk Management | T3 |
| Chair: Ngai Hang Chan | |
| 13:30 - 13:50 | Multivariate Long Memory Stochastic Volatility | |
| N.H. Chan and Giovanni Petris | |
| 13:50 - 14:10 |
Modeling the U.S. Short-term Interest Rate by Mixture Autoregressive |
| Processes | |
| Markku Lanne and Pentti Saikkonen | |
| 14:10 - 14:30 |
Physical Delivery versus Cash Settlement: An Empirical Study on the |
| Feeder Cattle Contract | |
| Donald Lien and Y.K. Tse | |
| 14:30 - 14:50 |
Pro-active Risk Management for the Hong Kong Banking Industry |
| Andy K. So | |
| |
| Session 42: |
Sequential Designs with Applications | T4 |
| Chair: Weng Kee Wong | |
| 13:30 - 14:00 | The k-time Look-ahead Rule | |
| Thomas S. Ferguson | |
| 14:00 - 14:30 |
Group Sequential Methods and Adaptive Choice Between Superiority and |
| Non-inferiority Trials | |
| Tze Leung Lai, Mei-Chiung Shih and Guangrui Zhu | |
| 14:30 - 15:00 | Adaptive Designs in Clinical Trials | |
| Gordon Kuang-Kuo Lan | |
| |
| Session 43: |
Asymptotics in Regression Analysis | T5 |
| Chair: Lincheng Zhao | |
| 13:30 - 14:00 | Testing for Additivity with B-splines in Nonparametric Regression | |
| Hengjian Cui, Xuming He and Li Liu | |
| 14:00 - 14:30 |
The Rate of Convergence for the Least Squares Estimator in Nonlinear |
| Regression Model | |
| Shu-He Hu | |
| 14:30 - 15:00 | Strong Consistency of M-estimates in Linear Models | |
| Lincheng Zhao | |
| |
| Session 44: |
Ecological and Environmental Statistics | T6 |
| Chair: Anne Chao | |
| 13:30 - 14:00 |
Air Pollution Effects on Daily Clinic Visits for Lower Respiratory Illness |
| Jing-Shiang Hwang and Chang-Chuan Chan | |
| 14:00 - 14:30 | Inference of Population Size for Capture-Recapture Models via Gibbs | |
| Sampling | |
| Shen-Ming Lee, Wen-Han Hwang and Li-Hui Huang | |
| 14:30 - 15:00 |
Robust Design and the Use of Auxiliary Variables in Estimating Population |
| Size for an Open Model | |
| Paul S.F. Yip | |
| |
| Session 45: |
Nonlinear Time Series II | T7 |
| Chair: Chor Yiu Sin | |
| 13:30 - 14:00 | Goodness-of-fit Tests for Stochastic Volatility Models | |
| Song Xi Chen | |
| 14:00 - 14:30 | On Estimation of Fractionally Integrated ARMA-GARCH Models | |
| Cathy W.S. Chen and Ming-Tsung Liu | |
| 14:30 - 15:00 |
Posterior Mode Estimation and Likelihood Inference for Nonlinear and |
| Non-Gaussian State Space Models | |
| Mike K.P. So | |
| |
| Session 46: |
Clinical Trials II | S322 |
| Chair: Jiading Chen | |
| 13:30 - 14:00 | Generalized Pòlya Urn Model with Applications to Adaptive Designs in | |
| Clinical Trials | |
| Zhidong Bai | |
| 14:00 - 14:30 | Optimal Design in the Clinical Trials with General Urn Models | |
| Guijing Chen, Yuming Chen, Z.D. Bai and F.F. Hu | |
| 14:30 - 15:00 | Optimal Adaptive Designs for Clinical Trials | |
| Feifang Hu | |
| |
| Session 47: |
Monte Carlo Methods | S324 |
| Chair: Koon Shing Kwong | |
| 13:30 - 14:00 |
Importance Sampling of Large Deviation Probabilities with Applications |
| in Sequential Hypothesis Tests and Change-point Detection |
| Hock Peng Chan and Tze Leung Lai | |
| 14:00 - 14:30 |
Dynamic Importance Sampling in Monte Carlo Computation |
| Faming Liang | |
| 14:30 - 15:00 |
An Algorithm of MCMC Method for Solving Algebra Equation |
| Zukang Zheng | |
| |
| Session 48: |
Statistics in Engineering Sciences | S325 |
| Chair: Siu-Keung Tse | |
| 13:30 - 14:00 |
Control Limits for Radiated Emission Testing of the Electronic Technology |
| Equipment | |
|
Mong-Na Lo Huang, Kam-Fai Wong, David Y. Wang and Ken-Hung Lin |
| 14:00 - 14:30 | Multistage Quality Control Combining SPC and EPC | |
| Fugee Tsung | |
| 14:30 - 15:00 |
The Average Absolute Deviation and its Application to Shewhart`X Control |
| Chart | |
| Zhaojun Wang | |
|
Saturday 18 August: 15:15 - 16:45 |
|
| Session 49: |
Time Series III | T3 |
| Chair: Kung Sik Chan | |
| 15:15 - 15:45 |
Statistical Inference of Diffusion Processes Based on Discrete-time Data |
| Henghsiu Tsai | |
| 15:45 - 16:15 |
A Semiparametric Approach to Time Series |
| Yingcun Xia | |
| 16:15 - 16:45 | On Tail Behaviour of Some GARCH Models | |
| Zhiqiang Zhang | |
| |
| Session 50: |
General Statistics | T4 |
| Chair: Xuming He | |
| 15:15 - 15:45 | Statistical Model Assessment and Model Choice | |
| Marianthi Markatou and Bruce G. Lindsay | |
| 15:45 - 16:15 | Comparing the Shapes of Regression Functions | |
| Nancy E. Heckman and Ruben H. Zamar | |
| 16:15 - 16:45 | Bounded Response Regression | |
| Douglas Simpson | |
| |
| Session 51: |
Quasi-Monte Carlo Methods | T5 |
| Chair: Fred J. Hickernell | |
| 15:15 - 15:45 |
Construction of Uniform Designs and Latin Hypercube Designs by Collapsing, |
| Folding and Other Methods | |
| Kai-Tai Fang | |
| 15:45 - 16:15 |
Quasi-Monte Carlo Methods for Integration and Simulation in Statistics Problems |
| Fred J. Hickernell | |
| 16:15 - 16:45 |
Quasi-Monte Carlo Methods in Computational Finance |
| Ken Seng Tan | |
| |
| Session 52: |
Latent Variables Model | T6 |
| Chair: Alan Tze Kin Wan | |
| 15:15 - 15:45 | Generalized Factor Analysis: A Preliminary Result | |
| Fu-Chang Hu and Shu-Hui Lai | |
| 15:45 - 16:15 |
Latent Transition Analysis for Discrete Survival Data: An Adolescence |
| Depression Development Paradigm | |
| Chih-Chien Yang, Chih-Chiang Yang and Chyi-In Wu | |
| |
| Session 53: |
Human Genetics | T7 |
| Chair: Wing K. Fung | |
| 15:15 - 15:45 | The Analysis of Mixed Stains in Forensic DNA | |
| Wing K. Fung | |
| 15:45 - 16:15 | Hypothesis Choices in Forensic DNA Statistics | |
| Anders Stockmarr | |
| 16:15 - 16:45 | Some Problems in Microarray Analysis | |
| Wing Hung Wong | |
| |
| Session 54: |
Applied Probability III | S322 |
| Chair: Yeh Lam | |
| 15:15 - 15:45 | Structural Properties of Bandit Problems | |
| Xikui Wang | |
| 15:45 - 16:15 |
Second Order Approximations for Some Problems in Optimal Stopping |
| Yi-Ching Yao | |
| 16:15 - 16:45 |
Rates of Convergence for Empirical Processes of f -mixing Sequences |
| Indexed by a Unbounded Class of Functions | |
| Dixin Zhang | |
| |
| Session 55: |
Lifetime Data Analysis II | S324 |
| Chair: Ping Shing Chan | |
| 15:15 - 15:45 | Statistical Analysis of Interval-censored Survival Data | |
| Tony Jianguo Sun | |
| 15:45 - 16:15 |
Bayesian Statistical Analysis of Progressive Stress Accelerated Life Testing |
| of Log-normal Distributions Under CE Model | |
| Yin-Cai Tang | |
| 16:15 - 16:45 |
Coincidence and Equivalence of the Tampered Random Variable(TRV), |
| Tampered Failure Rate(TFR) and Cumulative Exposure(CE) Models | |
| Rong-Hua Wang and He-Liang Fei | |
|
Saturday 18 August: 16:45 - 18:15 |
|
| Session 57: |
Time Series IV | T3 |
| Chair: Mike K.P. So | |
| 16:45 - 17:15 |
Selecting among Nested Time Series Models with Unit Roots and Cointegration |
| Chor-Yiu Sin | |
| 17:15 - 17:45 |
An Approximate Bayesian Algorithm for Combining Forecasts |
| Kim Hung Li, Heung Wong and Marvin Troutt | |
| 17:45 - 18:15 |
Testing Model Adequacy for Dynamic Panel Data with Intercorrelation |
| Bo Fu, Wai Keung Li and Wing Kam Fung | |
| |
| Session 58: |
Structural Equation Models | T4 |
| Chair: Hing Wang Fung | |
| 16:45 - 17:15 | Development of Nonlinear Structural Equation Models | |
| Sik-Yum Lee | |
| 17:15 - 17:45 |
Structural Equation Models for Longitudinal Study on Behavior Change |
| Xiaowu Sun | |
| |
| Session 59: |
Design of Experiments | T5 |
| Chair: Similey Cheng | |
| 16:45 - 17:15 |
A General Constructing Method of Mixed-level Supersaturated Design with |
| Small Number of Experimental Runs | |
| Shu Yamada, Dennis K.J. Lin and Michiyo Matsui | |
| 17:15 - 17:45 | Sequential Design with Foldover Technique | |
| Tsz Ho Yim and Wai-Man Ho | |
| |
| Session 60: |
Spatial Statistics | T6 |
| Chair: Hong-Tu Zhu | |
| 16:45 - 17:15 | Spatial Local Linear Regression | |
| Marc Hallin, Zudi Lu and Lanh Tat Tran | |
| 17:15 - 17:45 | Optimal Interpolation for Spatial Non-Gaussian Variables | |
| Hao Zhang | |
| |
| Session 61: |
Regression Models II | T7 |
| Chair: Jiahua Chen | |
| 16:45 - 17:15 | Robust Design for Multi-response Regression Models | |
| Rong-Xian Yue | |
| 17:15 - 17:45 |
A Study of the Equivalence of the MINQUEs Between a Partitioned |
| Singular Linear Model and its Reduced Singular Linear Models | |
| Bao-Xue Zhang, Bai-Sen Liu and Yu-Bin Tian | |
| 17:45 - 18:15 |
Research on the Some Question About Selection of Independent Variables |
| Jing-Xuan Tao | |
| |
| Session 62: |
Applied Probability IV | S322 |
| Chair: Jia-An Yan | |
| 16:45 - 17:15 |
Instability and Extinction of Single Birth Chains in Random Environment |
| YingQiu Li | |
| 17:15 - 17:45 |
Applications of Feller-Reuter Semigroup |
| Anyue Chen | |
| |
| Session 63: |
Statistics in Society | S324 |
| Chair: Tom P.W. Fong | |
| 16:45 - 17:15 | Great Expectations | |
| Beda Chan | |
| 17:15 - 17:45 |
Removal Process Estimation of Population Size for a Population with a |
| Known Sex Ratio | |
| Liping Liu and Paul S.F. Yip | |
| 17:45 - 18:15 |
A Statistical Analysis of a Closed Bidding System - The Case of Certificate |
| of Entitlement in Singapore | |
| Yiu-Man Chan | |
| |
|
| Session 65: |
Inverse Bayes Method | T3 |
| Chair: Kai Wang Ng | |
| 09:00 - 09:30 |
Some Properties of the Family of Inverted Probability Loss Functions |
| Fred A. Spiring, Bartholomew P.K. Leung | |
| 09:30 - 10:00 |
Inverse Bayes Formulae Based Methods for Bayesian Computation |
| Ming Tan, Guoliang Tian and Kai Wang Ng | |
| 10:00 - 10:30 |
IBF Sampler: A Noniterative Sampling Method for Bayesian Computation |
| Ming Tan and Guoliang Tian | |
| |
| Session 66: |
Statistical Genetics II | T4 |
| Chair: Zhiliang Ying | |
| 09:00 - 09:30 |
Fine Mapping Disease Genes Using Multiple Tightly Linked Markers |
| Hongyu Zhao | |
| 09:30 - 10:00 |
Nested Linear Models for Linkage and Candidate-gene Association Analysis: |
| A Unified Approach to Haseman and Elston Procedures | |
| Zhaohai Li | |
| 10:00 - 10:30 |
A Composite Likelihood Ratio Test for Linkage Based on a Semiparametric |
| Normal Copula Model for Quantitative Trait Data | |
| Jian Huang | |
| |
| Session 67: | Survey Sampling I | T5 |
| Chair: Anthony Y.C. Kuk | |
| 09:00 - 09:30 |
Using Empirical Likelihood Methods to Obtain Range Restricted Weights |
| in Regression Estimators for Surveys | |
| Jiahua Chen | |
| 09:30 - 10:00 |
Variance Components for Complex Surveys and Their Applications |
| Jun Liu | |
| 10:00 - 10:30 |
Information Recovery in a Study with Surrogate Endpoints |
| Denis H.Y. Leung and Jing Qin | |
| |
| Session 68: |
Change-Point Problems and Applications | T6 |
| Chair: Inchi Hu | |
| 09:00 - 10:00 | Change-point Like Problems in Genetics | |
| David Siegmund | |
| 10:00 - 10:30 | CUSUM Procedure in Hidden Markov Models | |
| Cheng-Der Fuh | |
| |
| Session 69: |
Time Series V | T7 |
| Chair: Sammuel P. Wong | |
| 09:00 - 09:30 |
Recursive Least Squares Estimator with Combinatorically Exponential |
| Window in Vector Autoregression | |
| Hongzhi An and Zhiguo Li | |
| 09:30 - 10:00 | Analysing Features of Time Series | |
| Gemai Chen | |
| 10:00 - 10:30 | On Estimating the Number of the Smallest Eigenvalues | |
| Pinyuen Chen | |
| |
| Session 70: | Biostatistics III | S322 |
| Chair: Tai Shing Lau | |
| 09:00 - 09:30 |
A Modified Dunnett and Tamhane Step-up Approach for Establishing Superiority/ |
|
Equivalence of a New Treatment Compared with k Standard Treatments |
| Koon-Shing Kwong | |
| 09:30 - 10:00 |
Log-Rank Tests When the Main Interest is in Detecting Early and/or Late |
|
Treatment Differences, with Application to AIDS Clinical Trials |
| Lang Wu | |
| 10:00 - 10:30 |
Integrating Quality-of-life Measurement into Causal Inference |
| Junni Zhang | |
| |
| Session 71: |
Actuarial Science II | S324 |
| Chair: Lihu Huang | |
| 09:00 - 09:30 |
The Probability of Ruin on a Class of Renewal Risk Processes Model |
| Rongming Wang | |
| 09:30 - 10:00 |
Upper Bounds for Ruin Probability in an Autoregressive Model with Constant |
| Interest Rate | |
| Hailiang Yang and Lihong Zhang | |
| 10:00 - 10:30 |
The Compound Poisson Approximation of Individual Risk Models |
| Xiande Li, Jingping Yang, Zhenyong Zhang | |
|
Sunday 19 August: 10:45 - 12:15 |
|
| Session 73: |
Spatial Statistics | T3 |
| (Co-sponsored by the Institute of Mathematical Statistics) | |
| Chair: Minggao Gu | |
| 10:45 - 11:15 |
The Statistical Analysis of Brain Mapping Data |
| Keith Worsley | |
| 11:15 - 11:45 |
Maximum Likelihood Estimation for Spatial Models by Markov Chain Monte |
| Carlo Stochastic Approximation | |
| Hong-Tu Zhu | |
| |
| Session 74: |
Econometrics II | T4 |
| Chair: Shi-Qing Ling | |
| 10:45 - 11:15 |
Wavelet-based Testing for Serial Correlation of Unknown Form in Panel Models |
| Yongmiao Hong and Chihwa Kao | |
| 11:15 - 11:45 |
An Approximate Maximum Likelihood Estimation of Continuous-time |
| Diffusions | |
| Y.K. Tse and X.B. Zhang | |
| 11:45 - 12:15 |
Exact Gaussian Estimation of Continuous Time Models of the Term |
| Structure of Interest Rates | |
| Peter C.B. Phillips and Jun Yu | |
| |
| Session 75: |
Survey Sampling II | T5 |
| (Co-sponsored by the Institute of Mathematical Statistics) | |
| Chair: Ka Ho Wu | |
| 10:45 - 11:15 |
A Unified Theory for Design Consistent Efficient Small-area Estimators |
| Under Unit Level Models | |
| Jiming Jiang and P. Lahiri | |
| 11:15 - 11:45 |
Estimation of Distribution Function and Quantiles Using the Model-Calibrated |
| Pseudo Empirical Likelihood Method | |
| Changbao Wu | |
| |
| Session 76: |
Statistics in Physical Sciences | T6 |
| Chair: Baiqi Miao | |
| 10:45 - 11:15 |
Analysis of Hybrid Selection/Maximal-Ratio Combining in Gamma Fading |
| Chang Yun Bai and Peter J. Smith | |
| 11:15 - 11:45 |
The Application of Statistics and Fuzzy Theory in Coronal Mass Ejection(CME) |
| Properties Study | |
| Z.Z. Han and Y.H. Tang and A.A. Xu | |
| |
| Session 77: |
Generalized Linear Models | T7 |
| Chair: Yiu Man Chan | |
| 10:45 - 11:15 |
Dispersion Models for Longitudinal Data |
| Peter Song | |
| 11:15 - 11:45 |
Modelling Contextual Variables in Logistic Regressions |
| Hongjian Yu and E. Richard Brown | |
| 11:45 - 12:15 |
Robust Estimating Functions for the Analysis of Quantitative Longitudinal Data |
| MingXiu Hu and John M. Lachin | |
| |
| Session 78: |
Lifetime Data Analysis III | S322 |
| Chair: K.C. Yuen | |
| 10:45 - 11:15 |
Simple Statistical Methods Based on Weibull-to-Exponential Transformation |
| Zhenlin Yang | |
| 11:15 - 11:45 |
Testing Equality of Survival Functions of Quality Adjusted Lifetime |
| Hongwei Zhao and Anastasios A. Tsiatis | |
| 11:45 - 12:15 |
Comparing k Cumulative Incidence Functions Through Resampling Methods |
| K.C. Yuen, L.X. Zhu and D. Zhang | |
|