Programme (word6.0)

Thursday, August 19
Arrival Day

In Tallinn:
13.30-15.00 Guided Walking Tour in Tallinn (from the Hotel Viru)
15.00-16.00 free time
16.00-18.30 Tallinn-Tartu by bus (from the Hotel Viru to the Conference Office)

In Tartu
10.00-20.00 Registration (Conference Office, Lossi 3-208)
20.00-22.00 Welcome Reception in the Museum of History of the University of Tartu, Toomemägi

Friday, August 20

8.00- 9.30 Registration, Conference Office, Lossi 3-208
9.30-10.00 Opening, Big Lecture Hall, Jakobi 2

Invited Lecture, Big Lecture Hall, Jakobi 2, Chair K.Pärna
10.00-10.40 Helmut Strasser: Data compression and statistical inference.

10.40-11.00 Coffee break, Café, Lossi 3

1. Session of Contributed Papers, Lossi 3-306, Chair: H. Strasser.
   11.00-11.20 Marijus Radavièius, Rimantas Rudzkis: Discriminant space estimation via projection pursuit.
   11.20-11.40 Michel van de Velden: Dual scaling and correspondence analysis of rank order data.
   11.40-12.00 Kalev Pärna, Jelena Tshernyshova: Correspondence analysis of partially ordered data.
   12.00-12.20 Jüri Lember: Zero-boundary Voronoi partitions.
2. Session of Contributed Papers, Lossi 3-307, Chair: I. Traat
   11.00-11.20 Konstantin N. Nechval, Nicholas A. Nechval: Invariant embedding technique and its applications to unbiased estimation.
   11.20-11.40 Ziad Taib: Two uses of the concept of entropy in multivariate statistical analysis.
   11.40-12.00 Yurij Kozachenko, Anatolij Pashko: The estimation of accuracy of simulation of Gaussian isotropic random fields on the sphere.
   12.00-12.20 Anatoly Naumov, Martin Daumer: Detection of changepoints.

12.20-14.00 Lunch break

Invited Lecture, Big Lecture Hall, Jakobi 2, Chair: K.-T. Fang
14.00-14.40 Jürgen Läuter, Ekkehard Glimm: Stable spherical multivariate data analysis: a new approach.

14.40-15.00 Coffee break, Lossi 3

Session of Contributed Papers, Lossi 3-306, Chair: D. von Rosen
15.00-15.20 Kai-Tai Fang, Tõnu Kollo, Anne-Mai Parring: Asymptotic non-null distribution of Läuter's F-statistic.
15.20-15.40 Jean Averous: Multivariate quantiles and depths, application to dispersion and skewness orderings.
15.40-16.00 Alexander Andronov, Maxim Fioshin: Hierarchical bootstrap and its application in statistics and simulation.
16.00-16.20 Shuichi Shinmura, Tomoyuki Tarumi: Optimal linear discriminant functions using MP.
16.20-16.40 Ivan Þeþula: A remark on the extended growth curve model.

17.00-18.30 Walking Tour in Tartu.

 Saturday, August 21

Keynote Lecture, Big Lecture Hall, Jakobi 2, Chair: T. Teräsvirta
9.00-10.00 Theodore W. Anderson: Canonical analysis,reduced rank regression, and cointegration of time series.

Invited Lecture, Big Lecture Hall, Jakobi 2, Chair: T.Teräsvirta
10.00-10.40 Soren Johansen: A Bartlett correction factor for tests on the cointegrating relations

10.40-11.00 Coffee break , Lossi 3

1. Session of Contributed Papers, Lossi 3-306, Chair: J. Durbin
   11.00-11.20 Katarina Juselius: Price convergence in the medium and long run. A multivariate I(2) analysis of six price indices.
   11.20-11.40 Cecilia Azevedo, Paulo Eduardo Oliveira: Kernel-type estimation of bivariate distribution function for associated random variables.
   11.40-12.00 Meelis Käärik: Approximation of distributions by sphere.
   12.00-12.20 Cemil Yapar, T. Nasirova, Z. Kücük: Investigation of the process of the semi-Markovian random walk with positive and negative drifts and two delaying barriers.
   
2. Session of Contributed Papers, Lossi 3-307, Chair: T. Möls
   11.00-11.20 Ene Käärik, Ene-Margit Tiit: Method of measuring the poverty line in Estonia.
   11.20-11.40 Tanel Kaart: Multivariate mixed model in animal breeding.
   11.40-12.00 Alexander Andronov: A general approach to calculation of logical system reliability confidence intervals.

12.20-14.00 Lunch break

Invited Lecture, Big Lecture Hall, Jakobi 2, Chair: S. Johansen
14.00-14.40 James Durbin: Multivariate time series analysis by state base methods.
14.40-15.00 Coffee break, Lossi 3

1. Session of Contributed Papers, Lossi 3-306, Chair: E.-M. Tiit

15.00-15.20 Gianluigi Rech, Timo Teräsvirta, Rolf Tschernig: A simple variable selection technique for nonlinear models.
15.20-15.40 Daria Filatova: A technical analysis of futures markets by the component identification method.
15.40-16.00 Zilvinas Kalinauskas: An econometric model of the Lithuanian economy.
16.00-16.20 Jonas Kanapeckas: Forecasting bond returns using asymmetric regression and investment managemant.
16.20-16.40 Sviatlana Staleuskaya, Yurij Kharin: Robust version "approximating approach" in forecasting by econometric simultaneous -equations models.

2. Session of Contributed Papers, Lossi 3-306, Chair: A.-M. Parring
   15.00-15.20 Alexey Kharin: On asymptotically robust Bayesian forecasting of time series with a trend.
   15.20-15.40 Andrew .L. Kostevich: On statistical analysis of Markov chains under missings.
   15.40-16.00 Algimantas Aksomaitis, Arvydas Jokimaitis: The estimate of conver-gence rate of the density of maximum of multivariate random variables.
   16.00-16.20 Farrukh Mukhamedov: On individual subsequential ergodic theorem in von Neumann algebras.
   16.20-16.40 Elena Pervukhina: On the state estimation of multivariate stochastic systems.

17.00-22.00 Sauna (at Kääriku)

Sunday, August 22

Invited Lecture, Big Lecture Hall, Jakobi 2, Chair: J.Läuter
9.40 Muni Srivastava: Predicting multivariate response in a linear regression model.
9.40-10.20 Heinz Neudecker: On expected values of fourth-degree matrix products in a multinormal matrix variate.

10.40-11.00 Coffee break , Lossi 3

1. Session of Contributed Papers, Lossi 3-306, Chair: M. Srivastava
   11.00-11.20 Virgi Puusepp, Ene-Margit Tiit, Hele-Liis Viirsalu: Dependence structure of a multivariate distribution characterised by the correlation matrix.
   11.20-11.40 Ene-Margit Tiit, Mare Vähi: Approximation of multivariate probability functions by known empirical marginals and dependence measures.
   11.40-12.00 Imbi Traat, Anneli Kukk: Class of sampling designs with given marginals
   12.00-12.20 Vytautas Janilionis, Ingrida Tamosaityte: Problems of multivariate analysis of simulation models.
   
2. Session of Contributed Papers, Lossi 3-307, Chair: T. Kollo
   11.00-11.20 Mikhail Moklyachuk: Estimates for vector stochastic sequences.
   11.20-11.40 Gayrat Rakhimov, Yakubdjan Khusanbaev: On the convergence of step sums.
   11.40-12.00 Dmitrij Akimov: Accuracy in approximation of densities of sums of independent random variables.
   12.00-12.20 Nicholas A. Nechval, Konstatin N. Nechval: Test of goodness of fit for multivariate normality.
   12.20-12.40 Utkir Rozikov: On non-reflexivity of random walks in a random environment on a metric space.

12.20-14.00 Lunch break

Invited Lecture, Big Lecture Hall, Jakobi 2, Chair: H. Neudecker
14.00-14.40 Kai-Tai Fang: The usefulness of uniformity in experimental design.
14.40-15.00 Coffee break, Lossi 3

Session of Contributed Papers, Lossi 3-306, Chair: K. Pärna
15.00-15.20 Joao A. Branco, Maria Manuela Souto de Miranda: The tuning constant problem in regression type models.
15.20-15.40 Derek Chalton, Caspar Troskie: On the mean squared error of generalized ridge regression residuals.
15.40-16.00 Ulrich Pötter: A multivariate Buckley-James estimator.
16.00-16.20 Fikri Akdeniz: Estimation in the extended linear model.
16.20-16.40 Krista Fischer, Els Goetghebeur: The effect of compliance in randomized trials: two approaches

16.40-16.45 Closing

19.30 –23.00 Conference Dinner (Café Werner)

Monday, August 23
Departure day

08.00-18.00 Excursion to Northern Estonia (with arrival at the Tallinn Sea Terminal at 18.00, bus comes back to Tartu)