November 12nd 2004
Facultad de Ciencias Económicas y Empresariales | Salón de Grados
Program
10:00 – 10:45
“The uncertainties about the relationships risk return volatility in the Spanish stock market”
Angeles Saavedra
11:00 – 11:45
“Bootstrap prediction intervals in heterocedastic regression models”
Tomás Cotos Yáñez
11:45 – 12:15 Coffee break
12:15 – 13:00
“Bootstrap methods for testing interactions in Generalized Additive Models. Applications”
Javier Roca Pardiñas
13:15 – 14:00
“Informative censoring models in the presence of covariates”
Jacobo de Uña Álvarez
14:15 – 16:00 Lunch time
16:00 – 18:00
“Advances in flexible statistical modelling”
Ana Pérez González, Amalia Jácome Pumar, Alberto Rodríguez Casal