Workshop Schedule:

 Non- and Semiparametric Methods for Analyzing Complex Data

 

6.25

6.26

6.27

9:00-9:30

Keynote Lecture 1: Jon A. Wellner

University of Washington at Seattle

Keynote Lecture 3: Wolfgang K. Härdle

Humboldt-Universität zu Berlin

Jing Wang

University of Illinois at Chicago

9:30-10:00

Qiongxia Song

University of Texas at Dallas

10:00-10:10

 

10:10-10:40

Keynote Lecture 2: Jian Huang

University of Iowa

Cathy Chen

Chung Hua University

Zhiwu Hong

Xiamen University

10:40-11:10

Xinbing Kong

Soochow University

Lijie Gu

Soochow University

 

14:00-14:30

 

Fuxia Cheng

Illinois State University

 

14:30-15:00

 

Michael Levine

Purdue University

 

15:00-15:10

 

15:10-15:40

 

Lan Xue

Oregon State University

 

15:40:16:10

 

Rong Liu

University of Toledo

 

 

June 25, 2015

 

9:00-10:00

Empirical process theory for statistics

Jon A. Wellner, University of Washington at Seattle

 

10:10-11:10

Semi-penalized inference with false discovery rate control in high-dimensions

Jian Huang, University of Iowa

 

 

June 26, 2015

 

9:00-10:00

FASTEC- Factorizable sparse tail event curves

Wolfgang K. Härdle, Humboldt-Universität zu Berlin

 

10:10-10:40

Distillation of news flow into analysis of stock reactions

Cathy Chen, Chung Hua University

 

10:40-11:10

Lack of fit test for infinite variation jumps using high-frequency data

Xinbing Kong, Soochow University

 

14:00-14:30

TBA

Fuxia Cheng, Illinois State University

 

14:30-15:00

A new approach to estimation and inference of semiparametric multivariate partial linear models

Michael Levine, Purdue University

 

15:10-15:40

Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates

Lan Xue, Oregon State University

 

15:40-16:10

Spline estimation of a semiparametric GARCH model

Rong Liu, University of Toledo

June 27, 2015

 

9:00-9:30

Spline confidence bands for regression models via wild bootstrap

Jing Wang, University of Illinois at Chicago

 

9:30-10:00

Simultaneous inference for the mean of functional time series

Qiongxia Song, University of Texas at Dallas

 

10:10-10:40

Local volatility dynamics for leveraged ETF options

Zhiwu Hong, Xiamen University

 

10:40-11:10

A simultaneous confidence corridor for varying coefficient regression with sparse functional data

Lijie Gu, Soochow University