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NESS
2008 Sponsors:
Department of Economics, Suffolk University
Beacon Hill Institute, Suffolk University
Department
of Mathematical Sciences, Bentley
College
Boston Chapter, American Statistical Association
NESS 2008
Planning Committee:
Dominique Haughton
Bentley College
Jonathan Haughton
Suffolk
University
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Program
All
sessions and activities will be held at Sargent Hall, 120 Tremont St.,
Boston, at the Suffolk University. A
detailed listing of the program will be made once the call for papers process
is complete and sessions are scheduled.
The abstracts may be found by following the “Abstracts”
link on the left.
 Saturday, April 19, 2008
. AGENDA
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9:30 a.m.
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Registration & Coffee
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10:00 a.m.
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Welcoming Remarks
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10:15 a.m.
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Keynote
Presentation. Professor Martin
Wells, Cornell University
“Adventures
of a Statistician in the Legal System”
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11:15 a.m.
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Coffee Break
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11:30 a.m.
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Parallel Paper Sessions
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1:00 p.m.
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Lunch (at a local eatery)
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2:30 p.m.
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Keynote
Presentation. Professor Andrew Lo,
MIT
“What
Happened to the Quants in August 2007?”
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3:30 p.m.
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Coffee Break
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3:45 p.m.
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Parallel Paper Sessions
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5:15 p.m.
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Closing Reception
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6:30 p.m.
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Dinner at local restaurant (optional)
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Session M1
11:30 a.m. – 1 p.m.
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Applications in Finance and
Economics
Kossi Makpayo,
Chair
(Suffolk
University)
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Modeling Skewness and Elongation in Financial Returns: The Case
of Exchange-Traded Funds
Sanjiv
Jaggia (Cal Poly State University) and Alison Kelly-Hawke (Suffolk University)
Modeling High Dimensional
Daily Volatilities Based on High-Frequency Data
Yazhen Wang (University of Connecticut), Qiwei Yao (London School of Economics and Political
Science), Pengfei Li (University of Connecticut),
and Jian Zou
( Unversity of Connecticut)
Constructing a Hedonic
Price Index for the Television Market: A Comparison of Linear Regression
with Multivariate Adaptive Regression Splines
Wilson Wong
(Bentley College)
ACD models: Models for data
irregularly spaced in time
Guillaume Weisang (Bentley College)
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Session M2
11:30 a.m. – 1 p.m.
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Mathematical Statistics 1
Lassana Cissokho, Chair
(Suffolk
University)
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Comparison of confidence
intervals of a single binomial proportion
Vivek Pradhan (Cytel Inc.) and Tathagata Banerjee (Indian Institute of Management)
Examining the Robustness of
Fully Synthetic Data Techniques for Data with Binary Variables
Gregory Matthews, Ofer Harel (University of
Connecticut) and Robert Aseltine (University of
Connecticut Health Center)
End-Point Estimation for
Decreasing Densities: Asymptotic Behavior of the Penalized Likelihood Ratio
Jayanta Kumar Pal
(Duke University and SAMSI)
The Nystrom
Extension and Spectral Methods in Learning: A New Algorithm for Low-Rank
Approximation of Quadratic Forms
Patrick J. Wolfe,
with Mohamed-Ali Belabbas (Harvard University)
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Session M3
11:30 a.m. – 1 p.m.
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Applied Statistics 1
Faria Huq, Chair
(Suffolk
University)
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Statistical Analysis of
Atlantic Tropical Storms at Multi-decadal Time Scale
Constantin Andronache (Boston College) and
Vaughan Phillips (University of Hawaii at Manoa)
Analysis of U.S. Domestic
Air Traffic Network
Guangying Hua (Bentley College)
On Consideration of Use
Robert B. Smith
A Distributional Analysis
of Active Tuberculosis across Gender, Age, and Income in Mexico
Timothy C. D’Auria (Cornell University)
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Session M4
11:30 a.m. – 1 p.m.
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Applications to Business
and Marketing
Nancy Luo
(Shanghai
Lixin University of Commerce and Suffolk
University)
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Replacing Human Classifiers:
A new bagged classification metric
Chad Foster
(MIT) and David
Rumpf (GEAE)
Linking Customer
Satisfaction, Customer Loyalty and Customer Advocacy: Use of SmartPLS
Sanjit Kumar Roy (ICFAI
University and Bentley College)
Brand X LTV Segmentation
Eleanor Tipa, and Jia Xing
(Epsilon)
Properties of Emergent
Organizations: A Comparison of Two Cohorts of Nascent Entrepreneurs
Tatiana S. Manolova, Linda F. Edelman (Bentley
College) and Candida G. Brush (Babson College)
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Session A1
3:45 – 5:15 p.m.
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Time Series Models and
Applications in Science and Engineering
Patrick J. Wolfe,
Chair
(Harvard
University)
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Locally Stationary Time
Series with Application to Speech Waveform Modeling
Prabahan Basu (Harvard University)
Joint Localization and
Parameter Estimation for Localized Calcium Release Events in Video
Microscopy
Benjamin Olding (Harvard University)
Event Discovery in
Astronomical Time Series Using Scan Statistics
Pavlos Protopapas (Harvard University)
MCMC Strategy
Xiao-Li Meng (Harvard University)
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Session A2
3:45 – 5:15 p.m.
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Health Applications
Lan Zheng, Chair
(Suffolk
University)
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Determinants of Smoking
Decision: A Nonparametric Estimation of Smoking Hazard with Unobserved
Heterogeneity
Cagdas Sirin
(Suffolk University)
How does death affect the
assessment of verification bias in two-phase Alzheimer studies
Jeffrey Stratton, Ofer Harel (both of University
of Connecticut) and X.H. Zhou (University of Washington)
Statistical approaches to studying risky driving
behavior among veterans between tours of duty in Iraq and Afghanistan
Aarti Gupta
Analyzing Fatal Drinking
Behavior of Patients suffering Alcohol Dependence Disorder Using Pareto
Regression
Sourish Das, Ofer Harel, Dipak K. Dey (all of University
of Conneticuit), Jonathan Covault
and Henry Kranzler (both of University of
Connecticut Health Center)
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Session A3
3:45 – 5:15 p.m.
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Applied Statistics 2
Shuyi Jiang,
Chair
(Suffolk
University)
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Reliability Functions of an
Extended Generalized Inverse Gaussian Distribution
Weston Viles (University of Maine)
Bayesian Benchmarking of
the Finite Population Means of Small Areas
Ma. Criselda Toto, Balgobin
Nandram (Worcester Polytechnic Institute) and Jai
Chio (Department of Biostatistics)
Semiparametric functional estimation
using quantile based prior elicitation
Dipak Dey (University of
Connecticut), Mircea Grigoriu
(Cornell University) and Elijah Gaioni
(University of Connecticut)
Self-Consistent Estimator
and Its Applications
Xiao-Li Meng and Zhan Li (Harvard University)
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