Recent Developments in Statistics and Econometrics ~ In Honor of Hirotugu Akaike ~
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1 Recent Developments in Statistics and Econometrics ~ In Honor of Hirotugu Akaike ~ Date: November 2008 Symposium Venue: Shiran kaikan, Kyoto University, KYOTO, JAPAN Program * Speaker 06 November, 2008 < 9:45 ~ 10:25 > Registration < 10:25 ~ 10:30 0 > Opening Address Y. Nishiyama (Kyoto University) Session 1 < 10:30 ~ 11:50 > Semiparametric regression Chair: Y. Nishiyama (Kyoto University) 10:30~11:10 Efficient Estimation in Partially Linear Additive Models B. U. Park (Seoul National University) 11:10~11:50 Difference-based Estimation for Semiparametric Varying-Coefficient Partially Linear Models J. Fan (Princeton University) *Q. F. Liu (Kyoto University) Y. Wu (North Carolina State University) ~~~~~~~~~ <Lunch> ~~~~~~~~~ 1
2 Session 2 <14:00 ~ 16:00> Stochastic processes I Chair: M. Taniguchi (Waseda University) 14:00~14:40 Asymptotics of sequential tests for some Markov chains via convergence to diffusion *K. Nagai (Yokohama National University) K. Hitomi (Kyoto Institute of Technology) Y. Nishiyama (Kyoto University) 14:40~15:20 Lower bounds for densities of stationary distributions of diffusion processes S. Shaposhnikov (Moscow State University) 15:20~16:00 Statistical Inference for stationary solutions of affine stochastic delay differential equations A. Gushchin (Steklov Mathematical Institute) ~~~~~~~~~ <Coffee Break> ~~~~~~~~~ Session 3 < 16:30 1 ~ 17:50 > Distribution Theory I Chair: J. Hirukawa (Niigata University) 16:30~17:10 The problem of boundary estimates of the shape parameter of the scalarskew--normal and Skew--t distribution: an alternative solution to maximum likelihood L. Greco (University of Sannio) 17:10~17:50 Skew-t distribution: Inferential and robusteness aspects *A. C. Monti (University of Sannio) T. J. DiCiccio (Cornell University) <18 18:00 00~20 20:00 00 Conference party (@ Camphora on Campus)> 2
3 07 November, 2008 Session 4 < 9:00 0 ~ 10:20 0 > Financial Statistics Chair: Y. Kawasaki (Institute of Statistical Mathematics) 9:00~ 9:40 Evolution of Dependence Structures in International Equity Markets T. Okimoto (Hitotsubashi University, UCSD) 9:40~10:20 Resampling Procedure in estimation of Optimal Portfolios for Time -Varying ARCH Processes H. Shiraishi (Waseda University) ~~~~~~~~~ <Coffee Break> ~~~~~~~~~ Session 5 < 10:40 0 ~ 12:00 0 > Distribution theory II Chair: K. Hitomi (Kyoto Institute of Technology) 10:40~11:20 On The First-Significant Digit Law A. Kulikova (Moscow State University) 11:20~12:00 Triangular transformations of multidimensional probability distributions V. Bogachev (Moscow State University) ~~~~~~~~~ <Lunch> ~~~~~~~~~ 3
4 Session 6 <14:00 ~ 16:00> Factor/Component Analysis Chair: H. Ogata (Waseda University) 14:00~14:40 Optimal Rank-based Tests for Principal Component Analysis M. Hallin (Univ. Libre de Bruxelles) D. Paindaveine (Univ. Libre de Bruxelles) *T. Verdebout (Univ. Libre de Bruxelles) 14:40~15:20 Independent component analysis for locally stationary processes *J. Hirukawa (Niigata University) H. Ogata (Waseda University) 15:20~16:00 Dynamic Factors in the Presence of Block Structure *M. Hallin (Univ. Libre de Bruxelles) R. Liska (Univ. Libre de Bruxelles) ~~~~~~~~~ <Coffee Break> ~~~~~~~~~ Session 7 <16:30 ~ 17:50> Empirical econometrics Chair: T. Okimoto (Hitotsubashi University, UCSD) 16:30~17:10 Measuring Firm-Specific Productivities H. Ichimura (University of Tokyo) *Y. Konishi (RIETI) Y. Nishiyama (Kyoto University) 17:10~17:50 A monthly volatility index for the US real economy C. Frale (Univ. Libre de Bruxelles) *D. Veredas (Univ. Libre de Bruxelles) 4
5 08 November, 2008 Session 8 < 9:30 ~ 10:50 0 > Stochastic Processes s II Chair: K. Nagai (Yokohama National University) 9:30~10:10 On the generalized Bayesian and minimax quickest detection problems for change of intensity of Poisson Process E. Burnaev (Russian Academy of Sciences) 10:10~10:50 On the optimal sequential estimation of the position of ultimate maximum and last zero for Brownian motion observable on finite interval A. Shiryaev (Steklov Mathematical Institute) ~~~~~~~~~ <Coffee Break> ~~~~~~~~~ Session 9 < 11:10 ~ 12:30 > Non/Semiparametrics Chair: Y. Konishi (RIETI) 11:10~11:50 A direct plug-in method for tuning parameter selection in penalized likelihood estimations M. Ueki (Institute of Statistical mathematics) 11:50~12:30 Semiparametric efficiency of Quantile Regression for scale model, with application to ARCH H. Taniai (Univ. Libre de Bruxelles) < 12:30 1 ~ 12:35 > Closing Address M. Taniguchi (Waseda University) 5
6 Sponsorship hips We are grateful for the financial assistances from: Belgium-Japan Cooperative Research Program Russia-Japan Cooperative Research Program JSPS (Japan Society for the Promotion of Science), Research Grant # JSPS (Japan Society for the Promotion of Science), Research Grant # Organizers Yoshihiko Nishiyama (Kyoto University) Masanobu Taniguchi (Waseda University) Hiroaki Ogata (Waseda University) 6
7 Demachiyanagi Station 出町柳駅 Seifu-Kaikan 清風会館 Hyakumanben 百万遍 Institute of Economic Research Department of Economics 経済学部 Institute of Economic Research 経済研究所 Clock Tower 時計台 Higashi-Ichijyo 東一条 Cafe-Restaurant Camphora Shiran-Kaikan 芝蘭会館 Kyodai-Kaikan 京大会館
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