# Program (pdf version here)

# Book of Abstracts here.

Last update on 5th July 2016 (changes in red)

*Poster size : Width :1,20 metres -> Length : 1,40 metres*

# Monday, 4 July 2016

### 08:30 - 09:45 Registration

### 09:45 - 10:00 Opening

## 10:00 - 11:00 K1: Plenary Session

**Peter Bühlmann**, ETH Zürich, Switzerland

*Inhomogeneous large-scale data: a call for (non-conventional) robust statistics*.

### 11:00 - 11:30 Coffee Break

## 11:30 - 13:00 I1: Concepts and theory of robust statistics

**Werner Stahel **

*Exploring the robustness of robustness concepts and approaches*.

**Robert G. Staudte **

*Robust Inequality Measures*.

**Stephan Morgenthaler **

*Quo vadis Robustness*.

## 11:30 - 13:00 C1: Bootstrap methods

**Firat Ozdemir **

*Inferences about robust correlations with a percentile bootstrap method*.

**Kris Peremans **

*Fast and robust bootstrap in seemingly unrelated regression models*.

**Pieter Segaert **

*Robust bootstrap procedures for claims reserving using Generalized Linear Models*.

**Ugur Binzat **

*A Simulation Study on Resampling Based Methods for Comparing k Independent Groups*.

### 13:00 - 14:30 Lunch

## 14:30 - 16:00 I2: Time series analysis

**Joanna Mills Flemming **

*Identifying Behaviors from Marine Animal Tracks*.

**Daniel Peña **

*Outlier Detection in Large Sets of Multivariate Time Series*.

**Peter Ruckdeschel **

*Robustness for Dynamic Models for Extreme Values*.

## 14:30 - 16:00 C2: High-dimensional statistics I

**Marco Avella-Medina **

*Robust estimation of high dimensional covariance and precision matrices*.

**Yixin Wang **

*A robust method for ultra-high dimensional regression analysis*.

**Wei-Ying Wu ****CANCELLED**

*On High-Dimensional Cross-Validation*.

**Yichen Qin **

*Robust Estimation and Variable Selection for High-Dimensional Linear Regression*.

### 16:00 - 16:30 Coffee Break

## 16:30 - 18:00 C3: Time series I

**Julien Bodelet **

*Robust Inference for Dynamic Semiparametric Factor Models*.

**William Aeberhard **

*Robust and Consistent Estimation of Fixed Parameters in General State-Space Models*.

**Ruben Crevits **

*Outlier Robust Filtering*.

**Roberto Molinari **

*An R Package for Robust Time Series Analysis*.

## 16:30 - 18:00 C4: Clustering, mixtures, discriminant analysis

**Agustin Mayo-Iscar **

*Robust model-based clustering and mixture modeling via trimming and constraints*.

**Christian Hennig **

*Estimating the number of clusters in OTRIMLE robust Gaussian mixture clustering*.

**Irene Hoffmann **

*Robust and sparse multiclass classification by the optimal scoring approach*.

**Brenton R. Clarke **

*A Comparison of the L2 Minimum Distance Estimator and the EM-Algorithm when Fitting k-Component Univariate Normal Mixtures*.

### 18:15 - Welcome Reception

# Tuesday, 5 July 2016

## 09:30 - 11:00 I3: Quantile regression I

**Roger Koenker **

*Computational Methods for Quantile Regression*.

**Jana Jureckova **

*Regression quantile and averaged regression quantile processes*.

**Stephen Portnoy **

*On the Jackknife for regression quantiles*.

## 09:30 - 11:00 C5: Outlier identification

**Mohamed Ibazizen **

*Outliers in the power exponential model*.

**Derya Karagoz **** CANCELLED**

*Robust Tests for Exponential Distribution Data based on Repeated Median Estimator*.

**Jairo Diaz Rodriguez **

*GLM-lasso explores the cosmos*.

**Andrea Cerioli **

*Outlier detection and the distribution of residuals in robust regression*.

**Matias Heikkila **

*Tools for outlier detection inspired by topology*.

### 11:00 - 11:30 Coffee Break

## 11:30 - 13:00 I4: High-dimensional data

**Yiyuan She **

*Progressive iterative quantile thresholding for robust estimation beyond Gaussianity*.

**Po-Ling Loh **

*High-dimensional consistency of robust precision matrix estimators*.

**Peter J. Rousseeuw **

*Detecting anomalous data cells*.

## 11:30 - 13:00 C6: Multivariate analysis and missing data

**Yves Dominicy **

*Multivariate Moment Based Extreme Value Index Estimators*.

**Samuel Orso **

*Two-step robust estimation of copulae*.

**Chris Chatzinakos****CANCELLED**

*A Robust Method (LTED) for Imputation Missing Values and Location Estimate*.

**Fulya Gokalp Yavuz **

*Adapting Robust Estimators to Iterative Parameter Estimation and Model Selection in Linear Mixed Models*.

### 13:00 - 14:30 Lunch

## 14:30 - 16:00 I5: Functional data problems

**Matias Salibian Barrera **

*Robust functional principal components with sparse observations*.

**Jane-Ling Wang **

*From Sparse to Dense Functional Data and Beyond*.

**Stefan Van Aelst **

*Robust principal components by least trimmed squares for high-dimensional and functional data*.

## 14:30 - 16:00 C7: Inference based on divergence measures, moment conditions, and generalized estimating equations

**Abhik Ghosh **

*Robust Wald-Type Tests under Random Censoring*.

**Wolfgang Stummer **

*Robust statistics by means of scaled Bregman distances*.

**Aida Toma **

*Robust inference with minimum dual divergence estimators for moment condition models*.

**Alan Welsh **

*Robustness of quadratic inference function estimators*.

### 16:00 - 16:30 Coffee Break

## 16:00 - 17:00 PS1: Poster Session I

**Isaac Almasi **

*Interpolation of Order Statistics in Stable Distribution*.

**Angela Chukwu **

*The Beta- Fisher Snedecor Distribution with applications to Cancer Remission Data*.

**Kam Fung Wing **

*Detection of Genomic Imprinting Effects for Qualitative Traits on the X Chromosome*.

**Iklim Gedik Balay **

*Estimation in Accelerated Failure Time (AFT) Model*.

**Alexander Koldanov **

*Testing the symmetry of multivariate distribution*.

**Nursel Koyuncu **

*Ratio Estimators in Median Ranked Set and Neoteric Ranked Set Sampling*.

**Kuo-Chin Lin **

*Appraising the aptness of GEE models for longitudinal binary data via graphical and numerical methods*.

**Gozde Navruz **

*Comparing Two Independent Groups Through Quantiles*.

## 16:30 - 18:00 I6: Statistical inference based on divergence measures

**Ayanendranath Basu **

*A Minimum Distance Weighted Likelihood Method of Estimation*.

**Marianthi Markatou **

*Distances and Their Role in Robustness*.

**Michel Broniatowski **

*A weighted bootstrap procedure for divergence minimization problems*.

## 16:30 - 18:25 C8: Quantile regression II

**Mohammed Abdulkerim Ibrahim **

*Testing the heteroscedastic error structure in quantile varying coefficient models*.

**Anneleen Verhasselt **

*Quantile regression in varying coefficient models: non-crossingness and heteroscedasticity*.

**Bo Kai **

*Nonparametric Quantile Regression via a New MM Algorithm*.

**Davide Bossoli **

*Quantile regression for dependent data using a working odds ratios matrix*.

**James Dawber **

*Method of moments approach to nuisance scale estimation for Huber M-quantiles*.

### 18:30 - Steering Committee

# Wednesday, 6 July 2016

## 08:30 - 10:00 I7: Robust statistics in business and finance

**Doug Martin**

*Finance Applications of Robust Statistics and Influence Functions*

**Debbie Dupuis **

*Measuring Correlation in the Presence of Spikes*.

**Christophe Croux **

*Robust forecasting of short time series*.

## 08:30 - 10:00 C9: Spatial statistics

**Alfonso Garcia-Perez **

*On Robustness for Spatial Data*.

**Marc Genton **

*Tukey g-and-h Random Fields*.

**Ying Sun**** - CANCELL****ED**

*Total Variation Depth for Functional Data: Properties and Applications*.

**Aylin Alin **

*Robust Weighted Partial Least Squares Regression*

**Steffen Liebscher **

*A robust estimator for the mean direction of the von Mises-Fisher distribution*.

## 10:00 - 11:00 K2: Plenary Session

**Tianxi Cai**, Harvard University, USA

*Efficient Use of EMR for Discovery Research*.

### 11:00 - 11:05 Information about ICORS 2017

### 11:00 - 11:30 Coffee Break

## 11:30 - 13:00 I8: Robust and nonparametric multivariate statistics

**Mia Hubert **

*Sparse PCA for high-dimensional data with outliers*.

**David E. Tyler **

*Joint penalization of multiple scatter matrices*.

**Ricardo Maronna **

*Can we do without subsampling?*.

## 11:30 - 13:00 C10: Time series II

**Ufuk Beyaztas **

*A weighted likelihood ratio test for change point analysis in time series*.

**Beste Beyaztas **

*A new and fast block bootstrap based prediction intervals for GARCH processes with application to exchange rates*.

**Markus Matilainen **

*Sliced inverse regression for time series*.

**Masoud Yarmohammadi **

*Robust Singular Spectrum Analysis*.

### 13:00-14:30 Lunch

### 14:30-19:00 Excursions

# Thursday, 7 July 2016

## 08:30 - 09:30 I9: Generalized linear and mixed models

**Victor J. Yohai **

*Robust estimators for negative binomial regression*.

**Lingzhou Xue ****C****ANCELLED**

*Sufficient Forecasting Using Factor Models*.

**Graciela Boente **

*Robust testing for superiority between two regression curves*.

## 08:30 - 10:00 C11: Regression and functional data

**Ines Wilms **

*Comparison of estimation methods for cellwise robust regression*.

**Valentin Todorov **

*Robust orthogonal regression for compositional data in R*.

**Jakob Raymaekers **

*Finding Outliers in Surface Data and Video*.

**Marie-Hélène Descary **

*Smooth plus rough variation of random functions: the interplay between rank, resolution, and scale*.

## 10:00 - 11:00 K3: Plenary Session

**David Hendry**, Oxford University, UK

*Robustness and Model Selection*.

### 11:00 - 11:30 Coffee Break

## 11:30 - 13:00 I10: R session

**Martin Maechler **

*Practical Robust Statistical Methods via R*.

**Peter Filzmoser **

*Robustness in practice*.

## 11:30 - 12:40 C12: Other methods I

**Tsung-Shan Tsou **

*A robust likelihood approach to inference about the difference between two multinomial distributions in paired designs*.

**Alexey Kharin **

*Performance analysis and robustification of sequential statistical decision rules*.

**Soham Sarkar **

*Some tests of independence between two random vectors in arbitrary dimensions*.

**Maheswaran Rohan**** CANCELLED**

*Maximum likelihood framework for computing robust statistics*.

### 13:00 - 14:30 Lunch

## 14:30 - 16:00 SP: Business Analytics

**Diego Kuonen **

*Business analytics, statistical thinking and statistical engineering and their application in education at the GSEM*.

**Davis Wu **

*The journey of predictive analytics in Nestle*.

**Yves-Laurent Grize **

*Analytics in Insurance: Opportunities and Profit Drivers*.

**Panel discussion**

## 14:30 - 16:00 C13: Nonparametric and semiparametric techniques

**Ana Maria Bianco **

*Robust estimation in single index models with asymmetric errors*.

**Pavel Cizek **

*Robust semiparametric estimation of single-index binary choice models under missclassification*.

**Spiridon Penev **

*Locally robust density estimation and near-parametric asymptotics*.

**Xavier de Luna **

*Robust semi-parametric estimators: missing data and causal inference*.

### 16:00 - 16:30 Coffee Break

## 16:00 - 17:00 PS2: Poster Session II

**Kumar Pathak Ashok **

*On the bivariate generalized linear exponential distribution*.

**Maruti Patil **

*Inference for Zero Inflated Truncated Power Series Family of Distributions*.

**Vilas Pawar **

*Nonparametric Control Chart Based on Quantiles*.

**Kiran Potdar **

*Reliability Estimation for Generalized Inverted Scale Family of Distributions*.

**Miroslav Siman **

*Recent Advances in Directional Multiple-Output Quantile Regression*.

**Natchalee Srimaneekarn **

*The new confidence set method for statistical classification*.

**Xeniya Yermolenko **

*Non-unbiased two-sample nonparametric tests. Numerical example*.

## 16:30 - 17:40 C14: High-dimensional statistics II

**Anand Vidyashankar **

*Trade-off between Efficiency and Robustness in Post-Model Selection Inference*.

**Jairo Diaz Rodriguez ****MOVED TO C5 (Tuesday)**

*GLM-lasso explores the cosmos*.

**Matey Neykov **

*A Unified Theory of Confidence Regions and Testing for High Dimensional Estimating Equations*.

**Natalia Stepanova **

*On estimation of the amount of sparsity in normal mixture models*.

## 16:30 - 17:40 C15: Model selection

**Dattatraya Kashid **

*Model Selection in Multiple Linear Regression*.

**Fulya Gokalp Yavuz**** MOVED TO C6 (Tuesday)**

*Adapting Robust Estimators to Iterative Parameter Estimation and Model Selection in Linear Mixed Models*.

**Guanqun Cao **

*Robust Variable Selection for Functional Linear Regression*.

**Toby Kenney **

*The Adequate Bootstrap: A new Method for Measuring Model Uncertainty*.

### 19:30 - Conference Dinner

# Friday, 8 July 2016

## 09:30 - 11:00 I11: Graphical models, network problems, genetics

**David Hunter **

*Modeling Homophily in ERGMs for Bipartite Networks*.

**Bing Li **

*A nonparametric graphical models for functional data with application to brain networks based on fMRI*.

**Xiaoyu Song **

*A new weighted estimating equation approach for secondary trait analyses in genetic case-control studies*.

## 09:30 - 10:40 C16: Asymptotics

**Jan Amos Visek **

*S-weighted estimators*.

**Bent Nielsen **

*Tightness of M-estimators for multiple linear regression in time series*.

**Vanessa Berenguer **

*Statistical Functionals of Residuals*.

### 11:00 - 11:30 Coffee Break

## 11:30 - 13:00 C17: Other methods II

**Eustasio Del Barrio **

*Robust parallelized inference based on wide consensus*.

**Hong Gu **

*Robust Ranking Using Heavy-tailed Prior Distributions*.

**Radka Sabolova **

*Robustness, Information Geometry and Sparse Goodness-of-Fit Testing*.

**Petr Koldanov **

*Robust threshold graph selection in random variables network*.

## 11:30 - 12:40 C18: Multivariate analysis

**Digambar Shirke **

*Tests based on notion of data depth for testing equality of locations*.

**Niko Lietzen **

*On complex valued ICA using M-estimators*.

**Tim Verdonck **

*The Minimum Regularized Covariance Determinant estimator*.

**Aylin Alin MOVED TO C9 (Wednesday)**

*Robust Weighted Partial Least Squares Regression*

### 13:00 - Closing/Lunch