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New Advances in Statistical Modeling and Applications / edited by António Pacheco, Rui Santos, Maria do Rosário Oliveira, Carlos Daniel Paulino
Contributor(s): Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: Studies in Theoretical and Applied Statistics | Selected Papers of the Statistical Societies | SpringerLink BücherPublisher: Cham ; s.l. : Springer International Publishing, 2014Description: Online-Ressource (XIX, 285 p. 77 illus., 16 illus. in color, online resource)ISBN:- 9783319053233
- 519.5
- QA276-280
Contents:
Summary: Part I Statistical Science: The Non-Mathematical Side of Statistics (João A. Branco).- Outliers: The Strength of Minors (Fernando Rosado).- Resampling Methodologies in the Field of Statistics of Univariate Extremes (M. Ivette Gomes) -- Robust Functional Principal Component Analysis (Juan Lucas Bali and Graciela Boente) -- Testing the Maximum by the Mean in Quantitative Group (João Paulo Martins, Rui Santos and Ricardo Sousa) -- Testing Serial Correlation Using the Gauss-Newton Regression (Efigénio Rebelo, Patrícia Oom do Valle and Rui Nunes) -- Part II Probability and Stochastic Processes: Cantor Sets with Random Repair (M. Fátima Brilhante, Dinis Pestana and M. Luísa Rocha) -- Nearest Neighbor Connectivity in Two-Dimensional Multihop MANETs (Gonçalo Jacinto, Nelson Antunes and António Pacheco) -- Modeling Human Population Death Rates: A Bi-dimensional Stochastic Gompertz Model with Correlated Wiener Processes (Sandra Lagarto and Carlos A. Braumann) -- Consequences of an Incorrect Model Specification on Population Growth (Clara Carlos and Carlos A. Braumann) -- Individual Growth in a Random Environment: an Optimization Problem (Patrícia A. Filipe, Carlos A. Braumann, Clara Carlos and Carlos J. Roquete) -- Valuation of Bond Options under the CIR Model: Some Computational Remarks (Manuela Larguinho, José Carlos Dias, and Carlos A. Braumann) -- Part III Extremes: A Semi-Parametric Estimator of a Shape Second Order Parameter (Frederico Caeiro and M. Ivette Gomes) -- Peaks over Random Threshold Asymptotically Best Linear Estimation of the Extreme Value Index (L. Henriques-Rodrigues and M. Ivette Gomes) -- Extremal Quantiles, Value-at-Risk, quasi-PORT and DPOT (P. Araújo Santos and M.I. Fraga Alves) -- The MOP EVI-Estimator Revisited (M. Fátima Brilhante, M. Ivette Gomes and Dinis Pestana) -- Tail Dependence of a Pareto Process (Marta Ferreira) -- Application of the Theory of Extremes to the Study of Precipitation in Madeira Island: Statistical Choice of Extreme Domains of Attraction (Délia Gouveia, Luiz Guerreiro Lopes and Sandra Mendonça) -- The Traveling Salesman Problem and the Gnedenko Theorem (Tiago Salvador and Manuel Cabral Morais) -- Part IV Statistical Applications: Brugada Syndrome Diagnosis - Three Approaches to Combining Diagnostic Markers (Carla Henriques, Ana Cristina Matos, and Luís Ferreira dos Santos) -- Hierarchical Normal Mixture Model to Analyse HIV/AIDS LOS (Sara Simões Dias, Valeska Andreozzi and Maria Oliveira Martins) -- Volatility and Returns of the Main Stock Indices (Thelma Sáfadi and Airlane P. Alencar) -- Fires in Portugal (Isabel Natário, M. Manuela Oliveira and Susete Marques) -- Forecast Intervals with Boot. EXPOS (Clara Cordeiro and M. Manuela Neves) -- Table-graph: a New Approach to Visualize Multivariate Data. Analysis of Chronic Diseases in Portugal (Alexandra Pinto) -- Application of Item Response Theory to Mathematics High School Exams in Portugal (Gonçalo Jacinto, Paulo Infante and Claudia Pereira) -- Evora Residents and Sports Activity (Luísa Carvalho, Paulo Infante and Anabela Afonso)Summary: This volume presents selected papers from the XIXth Congress of the Portuguese Statistical Society, held in the town of Nazaré, Portugal, from September 28 to October 1, 2011. All contributions were selected after a thorough peer-review process. It covers a broad range of papers in the areas of statistical science, probability and stochastic processes, extremes and statistical applicationsPPN: PPN: 1657915107Package identifier: Produktsigel: ZDB-2-SEB | ZDB-2-SXMS | ZDB-2-SMA
Foreword; Preface; Contents; Contributors; Part I Statistical Science; The Non-mathematical Side of Statistics; 1 Statistics and Mathematics; 2 Statistics Is Not Mathematics; 3 The Non-mathematical Side of Statistics; 3.1 The Problem; 3.2 Data in Context; 3.3 Fisher's Chi-Square Analysis; 3.4 A Cute Little Theorem; 4 Final Remarks; References; Outliers: The Strength of Minors; 1 Statistics as a Science; 2 Statistical Science: Inference and Decision; 3 The Need of Outliers; 4 Fortune/Chance Decide!?; 5 Outliers: A Path in Research; 6 In Perspective; References
Resampling Methodologies in the Field of Statistics of Univariate Extremes1 Extreme Value Theory: A Brief Introduction; 2 EVI-Estimators Under Consideration; 3 Resampling Methodologies; 3.1 The Generalised Jackknife Methodology and Bias Reduction; 3.2 The Bootstrap Methodology for the Estimation of Sample Fractions; 4 Concluding Remarks; References; Robust Functional Principal Component Analysis; 1 Introduction; 2 Preliminaries and Notation; 3 The Problem; 4 Robust Proposals for FPCA; 5 Lip Data Example; 6 Final Comments; References; Testing the Maximum by the Mean in Quantitative Group Tests
1 Introduction2 Dorfman's Procedures and Its Extensions; 3 The Pooled Sample Tests; 3.1 T1 Methodology: Using the Distribution of the Sample Mean; 3.2 T2 Methodology: Using a Simulation Method; 3.3 Simulations Results; 4 Conclusion; References; Testing Serial Correlation Using the Gauss-Newton Regression; 1 Introduction; 2 The Gauss-Newton Regression; 3 Testing for Evidence of Serial Correlation; 4 Testing for Common Factor Restrictions; 4.1 χ2 Test; 4.2 T Test; 5 Conclusions; References; Part II Probability and Stochastic Processes; Cantor Sets with Random Repair; 1 Introduction
2 Stuttering Cantor-Like Random Sets Construction Procedure3 Random Repair Benefits for Cantor-Like Sets; References; Nearest Neighbor Connectivity in Two-Dimensional MultihopMANETs; 1 Introduction; 2 Model Description; 3 Hop Count Distribution; 4 Numerical Results; 5 Conclusion; References; Modeling Human Population Death Rates: A Bi-Dimensional Stochastic Gompertz Model with Correlated Wiener Processes; 1 Introduction; 2 The Stochastic Mortality Model; 2.1 The Bi-Dimensional Stochastic Gompertz Model with Correlated Wiener Processes; 3 Application to Human Portuguese Population Death Rates
4 Testing for Correlations Between Sexes5 Conclusions/Future Work; References; Consequences of an Incorrect Model Specification on Population Growth; 1 Introduction; 2 Model; 3 Extinction Times; 4 Conclusions; References; Individual Growth in a Random Environment: An Optimization Problem; 1 Introduction; 2 SDE Model for Individual Growth; 3 Optimization; 3.1 Profit Optimization by Age; 3.2 Profit Optimization by Weight; 4 Final Remarks; References; Valuation of Bond Options Under the CIR Model: Some Computational Remarks; 1 Introduction; 2 Noncentral χ2 Distribution and Alternative Methods
2.1 The Gamma Series Method
Part I Statistical Science: The Non-Mathematical Side of Statistics (João A. Branco).- Outliers: The Strength of Minors (Fernando Rosado).- Resampling Methodologies in the Field of Statistics of Univariate Extremes (M. Ivette Gomes)Robust Functional Principal Component Analysis (Juan Lucas Bali and Graciela Boente) -- Testing the Maximum by the Mean in Quantitative Group (João Paulo Martins, Rui Santos and Ricardo Sousa) -- Testing Serial Correlation Using the Gauss-Newton Regression (Efigénio Rebelo, Patrícia Oom do Valle and Rui Nunes) -- Part II Probability and Stochastic Processes: Cantor Sets with Random Repair (M. Fátima Brilhante, Dinis Pestana and M. Luísa Rocha) -- Nearest Neighbor Connectivity in Two-Dimensional Multihop MANETs (Gonçalo Jacinto, Nelson Antunes and António Pacheco) -- Modeling Human Population Death Rates: A Bi-dimensional Stochastic Gompertz Model with Correlated Wiener Processes (Sandra Lagarto and Carlos A. Braumann) -- Consequences of an Incorrect Model Specification on Population Growth (Clara Carlos and Carlos A. Braumann) -- Individual Growth in a Random Environment: an Optimization Problem (Patrícia A. Filipe, Carlos A. Braumann, Clara Carlos and Carlos J. Roquete) -- Valuation of Bond Options under the CIR Model: Some Computational Remarks (Manuela Larguinho, José Carlos Dias, and Carlos A. Braumann) -- Part III Extremes: A Semi-Parametric Estimator of a Shape Second Order Parameter (Frederico Caeiro and M. Ivette Gomes) -- Peaks over Random Threshold Asymptotically Best Linear Estimation of the Extreme Value Index (L. Henriques-Rodrigues and M. Ivette Gomes) -- Extremal Quantiles, Value-at-Risk, quasi-PORT and DPOT (P. Araújo Santos and M.I. Fraga Alves) -- The MOP EVI-Estimator Revisited (M. Fátima Brilhante, M. Ivette Gomes and Dinis Pestana) -- Tail Dependence of a Pareto Process (Marta Ferreira) -- Application of the Theory of Extremes to the Study of Precipitation in Madeira Island: Statistical Choice of Extreme Domains of Attraction (Délia Gouveia, Luiz Guerreiro Lopes and Sandra Mendonça) -- The Traveling Salesman Problem and the Gnedenko Theorem (Tiago Salvador and Manuel Cabral Morais) -- Part IV Statistical Applications: Brugada Syndrome Diagnosis - Three Approaches to Combining Diagnostic Markers (Carla Henriques, Ana Cristina Matos, and Luís Ferreira dos Santos) -- Hierarchical Normal Mixture Model to Analyse HIV/AIDS LOS (Sara Simões Dias, Valeska Andreozzi and Maria Oliveira Martins) -- Volatility and Returns of the Main Stock Indices (Thelma Sáfadi and Airlane P. Alencar) -- Fires in Portugal (Isabel Natário, M. Manuela Oliveira and Susete Marques) -- Forecast Intervals with Boot. EXPOS (Clara Cordeiro and M. Manuela Neves) -- Table-graph: a New Approach to Visualize Multivariate Data. Analysis of Chronic Diseases in Portugal (Alexandra Pinto) -- Application of Item Response Theory to Mathematics High School Exams in Portugal (Gonçalo Jacinto, Paulo Infante and Claudia Pereira) -- Evora Residents and Sports Activity (Luísa Carvalho, Paulo Infante and Anabela Afonso).
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