The 5th ICSA International Conference HK
The Fifth ICSA International Conference
The 5th ICSA International Conference HK
Co-sponsored by the Institute of Mathematical Statistics
[ BACK | HOME | NEXT ]
 SCIENTIFIC PROGRAMME   
Friday 17 August: 09:30 - 10:30

Keynote addressRHT
Chair: Chao Agnes Hsiung
Hidden Markov Models: Theory, Applications and Implementation
Tze Leung Lai

Friday 17 August: 11:00 - 12:30
Session 1: Official StatisticsT3
Chair: Fred Ho
11:00 - 11:20Several Key Areas of China's Official Statistics
Jianwu Wen
11:20 - 11:40Development of the Pan-statistical Industry in Taiwan
Duan Wei
11:40 - 12:00The Operation of Official Statistical System of Macao SAR
Teresa Iun-Lei Mok
12:00 - 12:20Hong Kong's Subscription to the Special Data Dissemination Standard of the IMF
Hing-Wang Fung
 
Session 2: Nonlinear Time Series IT4
(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 ModellingT5
(Co-sponsored by the Institute of Mathematical Statistics)
Chair: Jianqing Fan
11:00 - 11:30Nonparametric Seasonal Time Series Models
Zongwu Cai
11:30 - 12:00Goodness-of-fit Tests for Parametric Regression Models
Jianqing Fan and Li-Shan Huang
12:00 - 12:30Nonparametric ML-estimation for Nonstationary Time Series
Wolfgang Polonik
 
Session 4:Bayesian StatisticsT6
(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 - 12:00Bayesian 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 IT7
Chair: Siu Hung Cheung
11:00 - 11:30 Weighted Greenwood Test for the Gamma Distribution Against Skewed
Alternatives
Ling Chen
11:30 - 12:00Statistical Inference in Criterion-referenced Testing
Xizhen Chen
12:00 - 12:30On Simes' Test and its Extension
Susan Xuemei Li
 
Session 6:Biostatistics IS322
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 IS324
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 IS325
Chair: Henghsiu Tsai
11:00 - 11:30Repairable Consecutive-k-out-of-n: F(G) System
Yeh Lam
11:30 - 12:00Some Problems on Finite Markov Chains
Guoneng Xiao
12:00 - 12:30FFT Histogram
Jishou Ruan

Friday 17 August: 14:00 - 15:30

Session 9:Experiments for Factor Screening and OptimizationT3
(Co-sponsored by the Institute of Mathematical Statistics)
Chair: Lixing Zhu
14:00 - 14:30Factor Screening and Response Surface Exploration
Shao-Wei Cheng
14:30 - 15:00Idle Column Method: Construction, Properties and Comparisons
Longcheen Huwang
15:00 - 15:30Generalized Minimum Aberration for Fractional Factorial Designs
Boxin Tang
 
Session 10:Software Applications in StatisticsT4
Chair: Wai-Sum Chan
14:00 - 14:30 Enterprise Guide: A New Tool for Information Delivery
C.S. Lo
14:30 - 15:00Estimation 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 AnalysisT5
Chair: Hong-zhi An
14:00 - 14:30Recent 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 - 15:30Advances in Time Series Analysis with Applications in Mechanical
Engineering
Jianping Xuan
 
Session 12:Semiparametric Modelling and MethodsT6
Chair: Yi-Ching Yao
14:00 - 14:30Cox 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 IT7
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 - 15:00Efficient Valuation of American Lookback Options
Tze Leung Lai and Tiong Wee Lim
 
Session 14:Lifetime Data Analysis IS322
Chair: Eddy K.F. Lam
14:00 - 14:30On 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 - 15:30A Kullback-Leibler Empirical Likelihood Inference for Censored Data
Jian Shi and Tai-Shing Lau
 
Session 15:Multivariate MethodsS324
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 EpidemiologyS325
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 - 15:00Capturing 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 IT3
Chair: Y.K. Tse
15:45 - 16:15 Semiparametric Estimation of Heteroscedastic Binary Choice Sample
Selection Models Under Symmetry
Songnian Chen
16:15 - 16:45Principal 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 IIT4
Chair: Louis Chen
15:45 - 16:15 Probability Models in DNA Sequence Analysis
Ming-Ying Leung
16:15 - 16:45Non-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:ReliabilityT5
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 IIT6
Chair: I-Shou Chang
15:45 - 16:15Genome-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 - 16:45On Sample Size Determination in Evaluation of Bridging Evidence for
Pharmaceutical Products
Jen-Pei Liu and Hueymiin Hsueh
16:45 - 17:15Testing Independence for Bivariate Current Status Data
Weijing Wang
 
Session 21:Statistical Inference IIT7
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 IS322
Chair: Faming Liang
15:45 - 16:15Efficiency Robust Methods in Statistical Genetics
Joseph L. Gastwirth
16:15 - 16:45Fine-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 MethodsS324
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 - 16:45Hierarchical 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 IT3
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 - 18:15Ruin 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 IIT4
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 ExperimentsT5
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 IT6
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 IT7
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 ComputingS322
Chair: Wai Cheung Ip
17:15 - 17:45 Modeling Techniques in Computer Experiments
Wai-Man Ho
17:45 - 18:15Building 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 IS324
Chair: Zongwu Cai
17:15 - 17:45Generalized Non-parametric Mixed Effects Model
Yuedong Wang and Peter Karcher
17:45 - 18:15Local Polynomial Mixed-effects Models for Longitudinal Data
Hulin Wu and Jin-Ting Zhang
 
Session 32:Ranked Set SamplingS325
Chair: Chi-Ming Luk
17:15 - 17:45 Ranked Set Sampling with Unequal Samples
Dinesh S. Bhoj
17:45 - 18:15Ranked Set Sampling in the Presence of Censored Data
Philip L.H. Yu and Cannes Y.C. Tam


Saturday 18 August: 09:00 - 10:00

Keynote addressRHT
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 IIT3
(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 - 12:00Influence Diagnostics in Generalized Linear Mixed Models
Liming Xiang, Andy H. Lee and Siu-Keung Tse
 
Session 34: Time Series IIT4
(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 - 12:00Generalized Continuous Threshold Autoregression
Samuel P. Wong
 
Session 35: Statistical Methods in Epidemiogical StudiesT5
Chair: Zhi Geng
10:30 - 11:00An 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 - 12:00Identification of Parameters in Two Way Contingency Tables with
Nonignorable Nonresponse
Wenqing Ma and Yonghua Hu
 
Session 36: Applied Probability and Stochastic ModellingT6
Chair: Wen-Jang Huang
10:30 - 11:00Thinning of Renewal Processes
Wen-Jang Huang
11:00 - 11:30Some 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 IIIT7
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 - 11:30Finite Sample Calibration for Empirical Likelihood Ratio
Min Tsao
11:30 - 12:00Statistical Depth Functions and Related Estimators
Yijun Zuo
 
Session 38: Data MiningS322
Chair: Philip L.H. Yu
10:30 - 11:00A New Algorithm for Logistic Regression Trees
Kin-Yee Chan
11:00 - 11:30Clustering Under Contiguity Constraints: Penalized K-Means
Zhen Luo
11:30 - 12:00Tree-based Classification of Tumor Tissues with Microarray Data
Heping Zhang
 
Session 39:Semiparametric ModelsS324
Chair: Qiwei Yao
10:30 - 11:00Inference 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 - 12:00Edgeworth Expansion and Bootstrap Approximation of the Random
Weighting M-estimates for Semi-parametric Regression Models
Xuanmin Zhao and Yaning Tang
 
Session 40: Resampling MethodsS325
Chair: Bing-Yi Jing
10:30 - 11:00Weighted 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 ManagementT3
Chair: Ngai Hang Chan
13:30 - 13:50Multivariate 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 ApplicationsT4
Chair: Weng Kee Wong
13:30 - 14:00The 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 - 15:00Adaptive Designs in Clinical Trials
Gordon Kuang-Kuo Lan
 
Session 43: Asymptotics in Regression AnalysisT5
Chair: Lincheng Zhao
13:30 - 14:00Testing 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 - 15:00Strong Consistency of M-estimates in Linear Models
Lincheng Zhao
 
Session 44: Ecological and Environmental StatisticsT6
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 - 14:30Inference 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 IIT7
Chair: Chor Yiu Sin
13:30 - 14:00Goodness-of-fit Tests for Stochastic Volatility Models
Song Xi Chen
14:00 - 14:30On 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 IIS322
Chair: Jiading Chen
13:30 - 14:00Generalized Pòlya Urn Model with Applications to Adaptive Designs in
Clinical Trials
Zhidong Bai
14:00 - 14:30Optimal Design in the Clinical Trials with General Urn Models
Guijing Chen, Yuming Chen, Z.D. Bai and F.F. Hu
14:30 - 15:00Optimal Adaptive Designs for Clinical Trials
Feifang Hu
 
Session 47: Monte Carlo MethodsS324
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 SciencesS325
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 - 14:30Multistage 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 IIIT3
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 - 16:45On Tail Behaviour of Some GARCH Models
Zhiqiang Zhang
 
Session 50: General StatisticsT4
Chair: Xuming He
15:15 - 15:45Statistical Model Assessment and Model Choice
Marianthi Markatou and Bruce G. Lindsay
15:45 - 16:15Comparing the Shapes of Regression Functions
Nancy E. Heckman and Ruben H. Zamar
16:15 - 16:45Bounded Response Regression
Douglas Simpson
 
Session 51: Quasi-Monte Carlo MethodsT5
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 ModelT6
Chair: Alan Tze Kin Wan
15:15 - 15:45Generalized 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 GeneticsT7
Chair: Wing K. Fung
15:15 - 15:45The Analysis of Mixed Stains in Forensic DNA
Wing K. Fung
15:45 - 16:15Hypothesis Choices in Forensic DNA Statistics
Anders Stockmarr
16:15 - 16:45Some Problems in Microarray Analysis
Wing Hung Wong
 
Session 54: Applied Probability IIIS322
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 IIS324
Chair: Ping Shing Chan
15:15 - 15:45Statistical 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 IVT3
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 ModelsT4
Chair: Hing Wang Fung
16:45 - 17:15Development 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 ExperimentsT5
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 - 17:45Sequential Design with Foldover Technique
Tsz Ho Yim and Wai-Man Ho
 
Session 60: Spatial StatisticsT6
Chair: Hong-Tu Zhu
16:45 - 17:15Spatial Local Linear Regression
Marc Hallin, Zudi Lu and Lanh Tat Tran
17:15 - 17:45Optimal Interpolation for Spatial Non-Gaussian Variables
Hao Zhang
 
Session 61: Regression Models IIT7
Chair: Jiahua Chen
16:45 - 17:15Robust 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 IVS322
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 SocietyS324
Chair: Tom P.W. Fong
16:45 - 17:15Great 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
 


Sunday 19 August: 09:00 - 10:30

Session 65: Inverse Bayes MethodT3
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 IIT4
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 IT5
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 ApplicationsT6
Chair: Inchi Hu
09:00 - 10:00Change-point Like Problems in Genetics
David Siegmund
10:00 - 10:30CUSUM Procedure in Hidden Markov Models
Cheng-Der Fuh
 
Session 69: Time Series VT7
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 - 10:00Analysing Features of Time Series
Gemai Chen
10:00 - 10:30On Estimating the Number of the Smallest Eigenvalues
Pinyuen Chen
 
Session 70:Biostatistics IIIS322
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 IIS324
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 StatisticsT3
(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 IIT4
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 IIT5
(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 SciencesT6
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 ModelsT7
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 IIIS322
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



[HOME |  BACK ]