Thursday, September 15th program

Keynote Speaker Talk 2: Chair: Agustín Mayo-Iscar

• Christophe Croux: Networks in high dimensional time series using sparse VAR models

Invited session “Dependence modeling and copulas 2” Organizers: Wolfgang Trutschnig and Fabrizio Durante Chair: Elisa Perrone

• Sebastian Fuchs and Marco Tschimpke: On positive dependence properties for Archimedean copulas
• Thimo Kasper and Wolfgang Trutschnig: A Markov kernel approach to multivariate Archimedean copulas
• Wolfgang Trutschnig and Florian Griessenberger: On quantifying and estimating directed dependence

Coffee break

Invited session “Dependence modeling and copulas 3” Organizers: Wolfgang Trutschnig and Fabrizio Durante Chair: Wolfgang Trutschnig

• Sebastian Fuchs: The simplifying assumption in pair-copula constructions from an analytic perspective
• Elisa Perrone: Polytopes of discrete copulas and applications
• Patricia Ortega-Jiménez, Franco Pellerey, Miguel A. Sordo and Alfonso Suarez-Llorens: Note on Efron’s monotonicity property under given copula structures.

Invited session: “Recent robust statistical advances” Organizer: Luca Greco. Chair: Luca Greco

• Beatriz Sinova: The d_φ-depth-based interval trimmed mean
• Luis González de la Fuente, Alicia Nieto-Reyes and Pedro Terán: Two notions of depth in the fuzzy setting
• Giovanni Saraceno and Claudio Agostinelli: Case-wise and cell-wise outliers detection based on statistical depth filters
• Massimiliano Russo and Luca Greco: Robust Bayesian regression for mislabeled binary outcomes

Lunch

Conference excursion to Peñafiel:
– Visit to Peñafiel Castle-Wine Museum
– Visit to Plaza del Coso
– Visit to cellars of “Protos” winery (with wine tasting)

Conference dinner
– Dinner at the “Convento Las Claras” restaurant (Peñafiel)
– Return to Valladolid