Tartu, 26-29 June 2007 -- contributed presentations

NB! Titles and listed authors are based on submitted abstracts

S. Andersson, T. Klein: Rietz- and Wishart Distribution Associated with a Decomposable Undirected Graph (pdf)

A. Andronov: On Nonparametric Interval Estimation of a Regression Function Based on the Resampling (ppt)

B. C. Arnold: Flexible Univariate and Multivariate Models Based on Hidden Truncation (ppt)

J. Aru: Estimation of Covariance Matrix under Informative Sampling (ppt)

N. Balakrishnan: A Skewed Look at Bivariate and Multivariate Order Statistics (pdf)

I. Belov, A. Kabasinskas, L. Sakalauskas: Modeling of Financial Portfolio in Emerging Markets (pdf)

A. Cuvak, Z. Kalinauskas: Application of Multiple Regression Models for Lithuanian Inflation (ppt)

P. Embrechts, G. Puccetti: Bounds for Functions of Multivariate Risks (pdf)

B. Fountain, A. Talebi: "Weak" Stochastic Orderings and Dependence Measures (pdf)

C. Genest, J. Neslehova: Modeling Count Data with Copulas: Should We? (pdf)

E. Glimm: Testing Treatment Combinations versus the Corresponding Monotherapies (ppt)

M. Juhkam, K. Parna: Sampling From Populations With Large Number of Classes (pdf)

P. E. Jupp: Uniformity in directional statistics: data-driven tests and free-lunch learning (pdf)

A. Kaasik, K. Parna: Approximating the Integrated Tail Distribution (pdf)

E. Kaarik: Modelling Dropouts by Conditional Distribution, a Copula-Based Approach (pdf)

M. Kaarik, K. Parna: On the Quality of k-Means Clustering Based on Grouped Data (pdf)

A. Kharin, P. Shlyk: Multivariate Robust Bayesian Forecasting under Functional Distortions in the t Metric (pdf)

H. Kilgi: Shifted Multivariate Laplace Distribution (pdf)

I. Koch, A. De Schepper: The Comonotonicity Coefficient: a Multivariate Measure for Positive Dependence (pdf)

A. Kolesarova, R. Mesiar, C. Sempi: Copul┐ and Measure- Preserving Transformations (pdf)

N. Kolev: Copula-Based Regression Models (pdf)

N. Kolev, M. Goncalves, B. Dimitrov: Probabilistic Properties of Sibuya's Dependence Function (pdf)

A. Koloydenko: A Hidden Polyhedral Markov Model for Diffusion MRI (ppt)

S. Kropf: Multivariate Tests Based on Pairwise Distance or Similarity Measures (ppt)

P. Lachout: Estimation Process, Consistency (pdf)

J. Lauter, E. Glimm: Testing the Relevance of Selected Variables - a New Approach to Multivariate Testing Problems (pdf)

J. Lember, H. Matzinger: On the Variance and Uniqueness of Longest Common Subsequence (pdf)

J. Lember, A. Koloydenko, M. Kaarik: Infinite Viterbi Alignment: Properties and Applications (pdf)

N. Lepik, K. Sostra, I. Traat: Conditional Restriction Estimator for Domains (pdf)

E. Liebscher: Modelling and Estimation of Multivariate Densities in a Copula-Based Model (pdf)

E. P. Liski: A Data-Driven Lack-of-Fit Test of Regression Functions (pdf)

M. Mols, K. Fischer, A. Uuskula, H. Kilgi: Generalized Linear Mixed Models to Analyse Data from Respondent-Driven Sampling (ppt)

T. Nahtman: Linear Mixed Models for the Analysis of Peptide Epitope Microarray Data (pdf)

R. B. Nelsen, J. J. Quesada-Molina, J. A. Rodriguez-Lallena, M. Ubeda-Flores: Quasi-Copulas and Signed Measures (pdf)

J. Neslehova, A. J. McNeil: Archimedean Copulas in High Dimensions (pdf)

M. Ohlson, T. Koski: More on Distributions of Quadratic Forms (pdf)

M. Pihlak: Approximation of Multivariate Distribution Functions (pdf)

S. Puntanen: Decomposing the Efficiency of the Ordinary Least Squares Estimator in a Linear Regression Model (pdf)

M. Radavicius, G. Jakimauskas, J. Susinskas: Clustering and Testing in High-Dimensional Data (ppt)

M. Radavicius, T. Rekasius: Modeling Noise in Genetic Sequences (pdf)

M. Radavicius, J. Zidanaviciute: Analysis of Sparse Contingency Tables with Applications (pdf)

J. A. Rodriguez-Lallena: Properties of a New Class of Bivariate Copulas (pdf)

G. Ronning: Linear Models with Measurement Errors Arising from Mixture Distributions (pdf)

S. Saminger: On Constructions and Boundaries for some Type of 2-Increasing Functions (pdf)

D. Santalova: Single Index Model for Railway Passenger Conveyances Forecasting in Regions of Latvia (ppt)

A. Sepp: Dynamic Correlation Models for Credit Portfolios (pdf)

M. S. Srivastava, T. Nahtman, D. von Rosen: Kronecker Product Covariance Structure in Multivariate Linear Models (pdf)

D. Surgailis, G. Teyssiere, M. Vaiciulis: The Increment Ratio Test for Long Memory (pdf)

T. Tamkivi, T. Kollo: Modeling Dependence of Daily Stock Prices and Making Predictions of Future Movements (pdf)

M. Vahi, E.-M. Tiit: Using Multivariate Statistics to Describe the Demographic Behaviour of Europeans (pdf)

T. Varatnitskaya: Estimating of Main Characteristics of Processes with Non-Regular Observations (ppt)

A. Zeifman: Asymptotic Bounds of the Rate of Convergence for some Stochastic Models (pdf)

I. Zezula: On Multivariate Gaussian Copulas (pdf)

C. Zhukovskaya: Use of Generalized Linear Model in Forecasting of Air Passengers' Conveyances From EU Countries (ppt)