Scientific Program
| Monday, September 21 | |
| Plenary Lecture | 10:45-11:00 | Reinhard Furrer Opening |
| 11:00-12:00 | Prof. Christian P. Robert
 Population Monte Carlo |
| Session 1: Applications Chair: Jan Kalina |
|
| 14:00-14:30 | Bernhard Brabec
RAIFoS: Regional Avalanche Information and Forecasting System |
| 14:30-15:00 | Anders Nielsen
Fish Stock Assessment and Models for Migration |
| Session 2: Robustness Chair: Jean-Michel Marin |
|
| 15:30-16:00 | Fernanda Otília Figueiredo
Robust Estimators for the Standard Deviation Based on a Bootstrap Sample |
| 16:00-16:30 | Jan Kalina
Autocorrelated Disturbances of Robust Regression |
| Tuesday, September 22 | |
| Session 3: Multivariate and Longitudinal Data Chair: Leonardo Bottolo |
|
| 09:00-09:30 | Ivy Jansen
Local Influence in Practice |
| 09:30-10:00 | Stephan Lehr
Over-Fit in the Analysis of Time-Dependent Effects of Prognostic Factors |
| 10:00-10:30 | Vera Raats
Multivariate Regression with Monotone Missing Observations of the Dependent Variables |
| Session 4: Density Estimation Chair: Panu Erästö |
|
| 11:00-11:30 | Taoufik Bouezmarni
Nonparametric Estimation for Density Function with Bounded Support |
| 11:30-12:00 | Thomas Ledl
Kernel Density Estimation: Theory and Application in Discriminant Analysis |
| 12:00-12:30 | Alexey Shashkin
Asymptotical Properties of Kernel Density Estimates for Dependent Vector-Valued Random Fields |
| Session 5: Extremes Chair: Niels Richard Hansen |
|
| 14:00-14:30 | Marc-Olivier Boldi
Mixtures for Multivariate Extremes |
| 14:30-15:00 | Manuel Scotto
Extremes of Transformations of Stationary Sequences: A Unified Approach |
| Wednesday, September 23 | |
| Session 6: Nonparametric Statistics Chair: Ingunn Fride Tvete |
|
| 09:00-09:30 | Natalie Neumeyer
Comparison of Nonparametric Regression Curves |
| 09:30-10:00 | Igor Prünster
On a Normalized Random Measure with Independent Increments Relevant to Bayesian Nonparametric Inference |
| 10:00-10:30 | Angelika Rohde
On Asymptotic Equivalence of Nonparametric Regression and Gaussian White Noise |
| Session 7: Bayesian Modeling Chair: Marc-Olivier Boldi |
|
| 11:00-11:30 | Panu Erästö
Bayesian SiZer - A Tool for Parametric Data Analysis of Scatter Plots |
| 11:30-12:00 | Jean-Michel Marin
Approximate Bayesian Inference for Missing Data Models |
| 12:00-12:30 | Ingunn Fride Tvete
Bayesian Hierarchical Modeling of Spatial and Temporal Dependencies between Earthquakes |
| Thursday, September 25 | |
| Session 8: Tests I Chair: Natalie Neumeyer |
|
| 09:30-10:00 | Héléne Milhem
Testing the Goodness-of-Fit in a Gaussian Regression |
| 10:00-10:30 | Marie Wiberg
Optimal Sequential Computerized Knowledge Tests |
| Session 9: Stochastic Systems and Processes I Chair: Dimitri Znamenski |
|
| 11:00-11:30 | Niels Richard Hansen
Local Similarity Scores in Semi-Markov Models of Biological Sequences |
| 11:30-12:00 | Suhasini Subba Rao
Nonlinear Locally Stationary Processes: Stochastic Representations and Statistical Inference |
| 12:00-12:30 | Benedek Valkó
Hydrodynamic Limit for Interacting Particle Systems with Several Conserved Quantities |
| Session 10: Linear Programming and Fuzzy Sets Chair: Ruta Levuliene |
|
| 14:00-14:30 | Luis José Rodrígues-Muńiz
Solving with Influence Diagrams Multistage Decision Problems with Imprecise Utilities and Magnitudes |
| 14:30-15:00 | Tomás Prieto Rumeau
Stochastic Simplex Algorithm for a Linear Programming Problem with Unknown Objective Function |
| Session 11: AR and GARCH Models Chair: Suhasini Rao Tata |
|
| 15:30-16:00 | Leonardo Bottolo
The Impact of Misspecification in Garch Innovation |
| 16:00-16:30 | Katalin Varga
Asymptotic Behaviour of the LSE of the Shift-Parameter in AR(1) Models |
| Friday, September 25 | |
| Session 12: Stochastic Systems and Processes II Chair: Luis José Rodrígues-Muńiz |
|
| 09:00-09:30 | Hans Christian Karlsen
Improved Numerical Calculation of the Crossing Rate of Second Order Stochastic Volterra Systems |
| 09:30-10:00 | Mikhail Urusov
On the Absolute Continuity and Singularity of Probability Measures on a Filtered Probability Space |
| 10:00-10:30 | Dimitri Znamenski
The Bak-Sneppen Model |
| Session 13: Tests II Chair: Thomas Ledl |
|
| 11:00-11:30 | Lenka Komárková
Change-Point Testing Problem for Randomly Censored Data |
| 11:30-12:00 | Ruta Levuliene
Semiparametric Estimates and Goodness-of-Fit Tests for Linear Degradation and Failure Time Data |
| 12:00-12:30 | Milan Stehlík
The I-Divergence and Exact Likelihood Ratio Tests in the Gamma Family |
| 12:30-12:40 | Thomas Gsponer Closing |