The 10th Tartu Conference on Multivariate Statistics, Tartu 2016

	9.15-10.15	Keynote Lecture. A. C. Atkinson: Optimum experiments with sets of treatment combinations: univariate or multivariate?
	10.15-10.55	Invited Lecture. E. Arjas: Learning from rank data
	10.55-11.20	Coffee Break

Session 2. Invited Lectures
Room 111. Chair: Kalev Pärna

	11.20-12.00	C. Watkins: Is non-parametric Bayesian MCMC a good model of evolutionary computation?
	12.00-12.40	H. Albrecher: Level crossing identities under discrete observation with applications in insurance
	12.40-12.55	Special address. S. Puntanen: Ingram Olkin (1924-2016) - Career and some personal reminiscences
	12.55-13.10	M. Greenacre: Ingram Olkin through the eye of a camera
	13.10-14.40	Lunch

Session 3A. Statistical Models in Insurance and Finance
Room 403. Chair: Hansjörg Albrecher

	14.40-15.00	T. Cipra, R. Hendrych: Econometric modeling of technical provisions in insurance
	15.00-15.20	M. Käärik, R. Kangro, L. Muru: On estimation of insurance claim numbers by combining local regression and distribution fitting ideas
	15.20-15.40	L. Naruševičius, A. Račkauskas: Comparing dissimilarity measures: a case of banking ratios
	15.40-16.00	O. Navickienė, J. Šiaulys: Gerber-Shiu discounted penalty function for the bi-seasonal discrete time risk model
	16.00-16.30	Coffee Break

Session 4A. Statistical Models in Insurance and Finance
Room 403. Chair: Raul Kangro

	16.30-16.50	C. M. Ramsay, V. I. Oguledo, A. Krutto: Optimal employee behavior and optimal sickness insurance design when employers penalize sickness presenteeism
	16.50-17.10	J. Šiaulys: A Lundberg-type inequality for an inhomogeneous renewal risk model
	17.10-17.30	L. Tee, M. Käärik, R. Viin: On comparison of stochastic reserving methods
	17.30-17.50	B. E. Erdogan: Kernel based classication for financial failure: a comparative study for Turkish banks

Session 3B. Multivariate Methods
Room 404. Chair: Elja Arjas

	14.40-15.00	J. Virta, B. Li, K. Nordhausen, H. Oja: Independent component analysis for tensor-valued data
	15.00-15.20	A. Andronov: Markov-modulated multivariate linear regression
	15.20-15.40	S. Puntanen: Linear sufficiency in linear regression model
	15.40-16.00	M. Möls: The influence of model selection on selected measures of fit
	16.00-16.30	Coffee Break

Session 4B. Classification Methods
Room 404. Chair: Hannu Oja

	16.30-16.50	V. Choulakian: Taxicab correspondence analysis of rank data
	16.50-17.10	K. Pärna: Asymptotically optimal placement of initial centers in k-means clustering
	17.10-17.30	P. Walsh, M. Garcia-Finana, G: Czanner: Recent advances in multivariate filter methods of variable selection for discrimination
	17.30-17.50	D. İnan, Ö. E. Aşkın, B. Sarıca: A novel modelling approach to increase the explained risk in the proportional hazards regression

Social Session 1

	18.00-19.30	Guided Walking Tour in Tartu
	20.00-22.00	Welcome Reception

June 29, Wednesday

Session 5. Invited Lectures
Room 111. Chair: Jüri Lember

	9.00- 9.40	Yu. Kharin, M. Maltsew: Statistical analysis of high-order Markov dependencies
	9.40-10.20	I. Alam, B. Bogacka, D. S. Coad: Dose selection in adaptive clinical trials based on pharmacokinetic and pharmacodynamic responses
	10.20-11.00	W. Pieczynski: Triplet Markov models
	11.00-11.20	Coffee Break

Session 6A. Estimation and Testing
Room 403. Yakov Nikitin

	11.20-11.40	R. Leipus: Estimation and testing in the random coefficient dynamic panel data model
	11.40-12.00	E. Stanghellini, M. Doretti, S. Geneletti: Estimation of causal effects with unobserved confounding: an alternative to instrumental variables
	12.00-12.20	A. Koloydenko, I. L. Dryden, D. Zhou, K. M. R. Audenaert: Comparison of Euclidean and prominent non-Euclidean weighted averages of covariance matrices
	12.20-12.40	A. Bakshaev, R. Rudzkis: Goodness-of-fit tests based on the empirical characteristic function
	12.40-14.00	Lunch

Session 6B. Applications
Room 404. Chair: Aila Särkkä

	11.20-11.40	K. Fischer, K. Läll: Survival analysis of biobank data: some methodological aspects and examples
	11.40-12.00	K. M. Eskridge, X. Hao, J. D. H. Jarquin, G. L. Graef: Sampling finite populations using supersaturated designs
	12.00-12.20	M. Vähi, E. Maasing, E.-M. Tiit: Defining the population size using the residency index. Case of Estonia
	12.20-12.40	M. Pihlak: Applying non-parametric methods on estimation of medical bills pricing limits
	12.40-14.00	Lunch

Social Session 2

14.00-21.00

Excursion

June 30, Thursday

Session 7. Plenary Session
Room 111. Chair: Anthony Atkinson

	9.00-10.00	Keynote Lecture. T. Mathew: Statistical methods for cost-effectiveness analysis: a selected review
	10.00-10.40	Invited Lecture. M. Arendarczyk, T.J.Kozubowski, A.K.Panorska: Multivariate models connected with random sums and maxima
	10.40-11.00	Coffee Break

Session 8. Invited Lectures
Room 111. Chair: Thomas Kozubowski

	11.00-11.40	N. Wermuth: On palindromic Ising models with graph structure
	11.40-12.20	A. Hassairi: Beta-hypergeometric probability distribution on symmetric matrices
	12.20-13.00	Ya. Yu. Nikitin: Tests based on characterizations and their efficiencies
	13.00-14.30	Lunch

Session 9A. Applied Probability
Room 403. Chair: Remigijus Leipus

	14.30-14.50	S. Rebagliatti, E. Sasso: Pattern recognition using hidden Markov models in financial time series
	14.50-15.10	J. Sova, J. Lember: The existence of infinite Viterbi alignment for PMC models
	15.10-15.30	M. Gimbutas, J. Lember: Segmentation of hidden Markov tree models with hybrid decoders
	15.30-15.50	P. Lachout: On random processes as an implicit solution of equations
	15.50-16.20	Coffee Break

Session 10A. Applied Probability
Room 403. Chair: Yuriy Kharin

	16.20-16.40	R. Klement, J. Lember: On consecutive alignment with priority in random sequence comparison
	16.40-17.00	V: Čekanavičius: Discrete approximation theorems for statistics related to Bernoulli variables
	17.00-17.20	S. Danilenko: Randomly stopped sum of distributions with dominatingly varying tails
	17.20-17.40	V. Voloshko, Yu. Kharin: On a family of robust estimators for autocorrelation coefficients under outliers
	17.40-18.00	Ya. M. Khusanbayev, G. Rakhimov, X. Q. Jumaqulov: About nearly critical branching processes with dependent immigration

Session 9B. Distribution Theory
Room 404. Chair: Abdelhamid Hassairi

	14.30-14.50	W.-D. Richter: Norm and antinorm contoured distributions
	14.50-15.10	M. Radavičius: Tail probabilities of likelihood ratio statistic
	15.10-15.30	A. Krutto: Parameter estimation of stable laws
	15.30-15.50	F. Kızılaslan: Multicomponent stress-strength reliability for a multivariate Weibull distribution
	15.50-16.20	Coffee Break

Session 10B. Distribution Theory
Room 404. Chair: Nanny Wermuth

	16.20-16.40	D. Hlubinka, M. Šiman: On elliptical multivariate quantiles
	16.40-17.00	L. Dindienė, R. Leipus, J. Šiaulys: Closure property and tail probability asymptotics for randomly weighted sums of dependent random variables with heavy tails
	17.00-17.20	T. Kollo, M. Käärik, A. Selart: Asymptotic normality of estimators for skew normal distribution
	17.20-17.40	E. Liebscher, W.-D. Richter: Semiparametric density estimation for star-shaped distributions
	17.40-18.00	I. V. Zolotukhin: On the multivariate geometric random sums

Social Session 3

19.00-22.00

Conference Dinner

July 1, Friday

Session 11. Invited Lectures
Room 111. Chair: Chris Watkins

	9.00- 9.40	M. Steffensen: Consumption, insurance, and health decisions under life-time uncertainty
	9.40-10.20	T. Rajala, A. Särkkä, C. Redenbach, M. Sormani: Estimating compression of polar ice
	10.20-11.00	H. Oja, K. Nordhausen, J. Virta: Third and fourth cumulants in search of independent components
	11.00-11.40	S. Zwanzig: On high dimensional data analysis in case of no sparsity
	11.40-12.10	Coffee Break

Session 12A. Data Analysis
Room 403. Chair: Krista Fischer

	12.10-12.30	Ö. Türkşen, M. Tez: Estimation of compartment model parameters by combining genetic algorithm and Jackknife method
	12.30-12.50	S. Anspal: Using k-anonymisation for analysis of registry data: pitfalls and alternatives
	12.50-13.10	B. Sarıca, Ö. Türkşen, C. Kahraman: Modeling of replicated response measures by using interval arithmetic
	13.10-13.30	L. Sobisek, M. Stachova: The comparison of different approaches for micro panel data clustering

Session 12B. Multivariate Linear Models, Sampling
Room 404. Chair: Silvelyn Zwanzig

	12.10-12.30	I. Žežula, R. Rusnačko: Generalized uniform correlation structure in the Growth Curve model
	12.30-12.50	D. von Rosen: Influential observations in multivariate linear models
	12.50-13.10	T. von Rosen, D. von Rosen: On reduced rank regression analysis in GMANOVA-MANOVA models
	13.10-13.30	K. Lumiste: Using auxiliary information in data collection and in estimation
	13.30-13.50	N. Lepik, I. Traat: Estimation and calibration of response probabilities

Closing
Room 111

14.00-14.30

Closing Ceremony