Bücher der Reihe Lecture Notes in Statistics

The first book to group together and analyze all the chronology construction methods used in different disciplines, this book will appeal to a wide range of researchers, scientists and graduate students using chronologies in their work;

By providing a comprehensive look at statistical inference from record-breaking data in both parametric and nonparametric settings, this book treats the area of nonparametric function estimation from such data in detail. Statisticians, mathematicians, and engineers will find the book useful as a research reference.

Monte Carlo methods are numerical methods based on random sampling and quasi-Monte Carlo methods are their deterministic versions. These proceedings will be of interest to graduate students and researchers in Monte Carlo and quasi-Monte Carlo methods, to numerical analysts, and to practitioners of simulation methods.

This work is devoted to several problems of parametric (mainly) and nonparametric estimation through the observation of Poisson processes defined on general spaces. There are a lot of good books on point processes and many of them contain chapters devoted to statistical inference for general and partic ular models of processes.

In the last decade, graphical models have become increasingly popular as a statistical tool. After introducing undirected graphs, they then develop the theory of complex normal graphical models including the maximum likelihood estimation of the concentration matrix and hypothesis testing of conditional independence.

Graphical Methods for Experimental Design presents a strategic view of the planning of experiments, and provides a number of graphical tools that are useful for justifying the effort required for experimentation, identifying variables and candidate statistical models, selecting the set of run conditions and for assessing the quality of the design.

Deals with the theory and applications of nonparametic functional estimation and prediction. This book provides an overview of inequalities and limit theorems for strong mixing processes. It studies density and regression estimation in discrete time. It presents the special rates of convergence which appear in continuous time.

Chapters in Part II explore different approaches to prior modeling, using independent priors. Papers in the Part III discuss decision theoretic aspects of such prior models. In Part IV, some aspects of prior modeling using priors that account for dependence are explored.

A compilation of original articles by Bayesian experts, this volume presents perspectives on recent developments on nonparametric and semiparametric methods in Bayesian statistics.

This collection of papers provides an up to date treatment of item response theory, an important topic in educational testing.

The case studies can be used for graduate courses in environmental statistics, as a resource for courses in statistics using genuine examples to illustrate statistical methodol ogy and theory, and for courses in environmental science.

In 1991, a subcommittee of the Federal Committee on Statistical Methodology met to document the use of indirect estimators - that is, estimators which use data drawn from a domain or time different from the domain or time for which an estimate is required.

This volume presents the published proceedings of the lOth International Workshop on Statistical Modelling, to be held in Innsbruck, Austria from 10 to 14 July, 1995.

This first volume of conference papers covers applied probability is in honour of J.M. Gani. Topics covered include probability and probabilistic methods in recursive algorithms and stochastic models, Markov and other stochastic models such as Markov chains and branching processes.

The mathematical theory of ondelettes (wavelets) was developed by Yves Meyer and many collaborators about 10 years ago. Five years ago wavelet theory progressively appeared to be a power ful framework for nonparametric statistical problems.

This proceedings volume contains eight selected papers thatwere presented in the International Symposium in Statistics (ISS) 2015 OnAdvances in Parametric and Semi-parametric Analysis of Multivariate, TimeSeries, Spatial-temporal, and Familial-longitudinal Data, held in St. John's,Canada from July 6 to 8, 2015.

This volume contains a selection of chapters based on papers to be presented at the Fifth Statistical Challenges in Modern Astronomy Symposium. Modern astronomical research faces a vast range of statistical issues which have spawned a revival in methodological activity among astronomers.

These notes represent our summary of much of the recent research that has been done in recent years on approximations and bounds that have been developed for compound distributions and related quantities which are of interest in insurance and other areas of application in applied probability.

Scientists and engineers are increasingly making use of simulation methods to solve problems which are insoluble by analytical techniques. Monte Carlo methods which make use of probabilistic simulations are frequently used in areas such as numerical integration, complex scheduling, queueing networks, and large-dimensional simulations.

These nine papers cover three different areas for longitudinal data analysis, four dealing with longitudinal data subject to measurement errors, four on incomplete longitudinal data analysis, and the last one for inferences for longitudinal data subject to outliers.

This book expands on the classical statistical multivariate analysis theory by focusing on bilinear regression models, a class of models comprising the classical growth curve model and its extensions.

Stochastic Orders in Reliability and Risk Management is composed of 19 contributions on the theory of stochastic orders, stochastic comparison of order statistics, stochastic orders in reliability and risk analysis, and applications.

Methods of risk analysis and the outcome of particular evaluations and predictions are covered in detail in this proceedings volume, whose contributions are based on invited presentations from Professor Mei-Ling Ting Lee's 2011 symposium on Risk Analysis and the Evaluation of Predictions.

This book covers a wide range of topics in both discrete and continuous optimal designs. The topics discussed include designs for regression models, covariates models, models with trend effects, and models with competition effects.

Artificial "neural networks" are widely used as flexible models for classification and regression applications, but questions remain about how the power of these models can be safely exploited when training data is limited.

Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Historically, the Gaussian copula model has been one of the most common models in credit risk.

A stochastic process {X(t): 0 S t < =} with discrete state space S c ~ is said to be stochastically increasing (decreasing) on an interval T if the probabilities Pr{X(t) > i}, i E S, are increasing (decreasing) with t on T.

The chapters in this volume stress the need for advances in theoretical understanding to go hand-in-hand with the widespread practical application of forecasting in industry.