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ALLSTAT  October 2010

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Subject:

International Symposium on Recent Advances in Statistics and Probability

From:

Geert Verbeke <[log in to unmask]>

Reply-To:

Geert Verbeke <[log in to unmask]>

Date:

Thu, 21 Oct 2010 10:53:35 +0200

Content-Type:

text/plain

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text/plain (69 lines)

International Symposium on Recent Advances in Statistics and Probability

On May, 19-20, 2011, at Hasselt University, Diepenbeek, Belgium, an  International Symposium on Recent Advances in Statistics and Probability will take place. Anastasios (Butch) Tsiatis, holder of the 2010-2001 Princess Lilian Foundation Visiting Professorship is special invited speakers. Keynote speakers are Ricardo Cao (University of A Coruńa, Spain), Wenceslćo Manteiga (University of Santiago de Compostela, Spain), and Paul Embrechts (ETH, Zurich, Switzerland).

 The main scientific theme of the symposium is mathematical statistics, in particular survival analysis, nonparametric methods, and probability and stochastic processes. The goal is to disseminate recent developments, to build bridges between the sub-field, and to allow for stimulating interaction between the theoretical developments and some areas of application. The scientific meeting will be followed by a session in honor of the contributions made by Professor Noel Veraverbeke. The meeting will bring together the top researchers in the aforementioned areas, from all over the globe.




Detailed Scientific Programme

The main scientific themes of the symposium are survival analysis, nonparametric methods, and probability and stochastic processes. For each of the three sessions we have a key note speaker and three invited speakers. We are also very pleased to have Anastasios Tsiatis as special invited speaker in our session on survival analysis.



Survival analysis

Special invited speaker:
Anastasios Tsiatis (North Carolina State University, USA - Princess Lilian Foundation visiting professor). The synergy trial: accounting for treatment discontinuation.

Key note speaker:
Ricardo Cao (University of La Coruna, Spain). Statistical tools for credit risk via censored data analysis

Invited speakers:
Ingrid Vankeilegom (UCLouvain, Belgium). The copula-graphic estimator of the survival function under dependent censoring with unknown copula

Michael Kulich (Charles University, Prague, Czech Republic). Estimating disease incidence from cross-sectional biomarker data

Luc Duchateau (UGent, Belgium). Frailty shares and correlates, copula divides and unites



Nonparametric methods

Key note speaker:
Wenceslao Manteiga (University of Santiago de Compostela, Spain). General views of the goodness-of-fit tests for statistical models. Applications in finance and environmental problems

Invited speakers:
Jan Swanepoel (North West University, Potchefstroom, South Africa). Another look at bootstrap confidence intervals

Irčne Gijbels (KULeuven, Belgium). Smoothing, local likelihood and semiparametric estimation of copulas

Marek Omelka (Charles University, Prague, Czech Republic). Nonparametric estimation of a conditional copula and association measures



Probability and stochastic processes


Key note speaker:

Paul Embrechts (ETH, Zürich, Switzerland). Quantitative risk management and the financial crisis



Invited speakers:
Tetyana Kadankova (VUB, Brussels, Belgium). First passage and  first exit problems in context of finance and queuing theory

Jef Teugels (KULeuven, Belgium). Change point analysis of extreme values

Nick Bingham (Imperial College, London, UK). Topological regular variation


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