COMPSTAT 2008

Brito, Paula

COMPSTAT 2008

Edited by Paula Brito ()

Date: 2008
ISBN: 978-3-7908-2084-3
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Chapters in this book:

Nonparametric Methods for Estimating Periodic Functions, with Applications in Astronomy: Peter Hall
Back to the Future: Lisp as a Base for a Statistical Computing System: Ross Ihaka and Duncan Temple Lang
Computable Statistical Research and Practice: Anthony Rossini
Implicit and Explicit Parallel Computing in R: Luke Tierney
Probabilistic Modeling for Symbolic Data: Hans-Hermann Bock
Monothetic Divisive Clustering with Geographical Constraints: Marie Chavent, Yves Lechevallier, Françoise Vernier and Kevin Petit
Comparing Histogram Data Using a Mahalanobis–Wasserstein Distance: Rosanna Verde and Antonio Irpino
Iterative Conditional Fitting for Discrete Chain Graph Models: Mathias Drton
Graphical Models for Sparse Data: Graphical Gaussian Models with Vertex and Edge Symmetries: Søren Højsgaard
Parameterization and Fitting of a Class of Discrete Graphical Models: Giovanni M. Marchetti and Monia Lupparelli
Exploring the Bootstrap Discrepancy: Russell Davidson
On Diagnostic Checking Time Series Models with Portmanteau Test Statistics Based on Generalized Inverses and: Pierre Duchesne and Christian Francq
New Developments in Latent Variable Models: Non-linear and Dynamic Models: Irini Moustaki
Estimating Spatiotemporal Effects for Ecological Alcohol Systems: Yasmin H. Said
A Directed Graph Model of Ecological Alcohol Systems Incorporating Spatiotemporal Effects: Edward J. Wegman and Yasmin H. Said
Spatial and Computational Models of Alcohol Use and Problems: William F. Wieczorek, Yasmin H. Said and Edward J. Wegman
Optimal Investment for an Insurer with Multiple Risky Assets Under Mean-Variance Criterion: Junna Bi and Junyi Guo
Inhomogeneous Jump-GARCH Models with Applications in Financial Time Series Analysis: Chunhang Chen and Seisho Sato
The Classical Risk Model with Constant Interest and Threshold Strategy: Yinghui Dong and Kam C. Yuen
Estimation of Structural Parameters in Crossed Classification Credibility Model Using Linear Mixed Models: Wing K. Fung and Xiaochen Xu
A Hybrid Approach for Taxonomy Learning from Text: Ahmad El Sayed and Hakim Hacid
Image and Image-Set Modeling Using a Mixture Model: Charbel Julien and Lorenza Saitta
Strategies in Identifying Issues Addressed in Legal Reports: Gilbert Ritschard, Matthias Studer and Vincent Pisetta
Sequential Automatic Search of a Subset of Classifiers in Multiclass Learning: Francesco Mola and Claudio Conversano
Possibilistic PLS Path Modeling: A New Approach to the Multigroup Comparison: Francesco Palumbo and Rosaria Romano
Models for Understanding Versus Models for Prediction: Gilbert Saporta
Posterior Prediction Modelling of Optimal Trees: Roberta Siciliano, Massimo Aria and Antonio D’Ambrosio
Selecting Models Focussing on the Modeller’s Purpose: Jean-Patrick Baudry, Gilles Celeux and Jean-Michel Marin
A Regression Subset-Selection Strategy for Fat-Structure Data: Cristian Gatu, Marko Sysi-Aho and Matej Orešič
Fast Robust Variable Selection: Stefan Aelst, Jafar A. Khan and Ruben H. Zamar
Latent Classes of Objects and Variable Selection: Giuliano Galimberti, Angela Montanari and Cinzia Viroli
Modelling Background Noise in Finite Mixtures of Generalized Linear Regression Models: Friedrich Leisch
Clustering via Mixture Regression Models with Random Effects: Geoffrey J. McLachlan, Shu Kay (Angus) Ng and Kui Wang
Testing Effects in ANOVA Experiments: Direct Combination of All Pair-Wise Comparisons Using Constrained Synchronized Permutations: Dario Basso, Fortunato Pesarin and Luigi Salmaso
Multiple Comparison Procedures in Linear Models: Frank Bretz, Torsten Hothorn and Peter Westfall
Inference for the Top-k Rank List Problem: Peter Hall and Michael G. Schimek
Monitoring Random Start Forward Searches for Multivariate Data: Anthony C. Atkinson, Marco Riani and Andrea Cerioli
Generalized Differential Evolution for General Non-Linear Optimization: Saku Kukkonen and Jouni Lampinen
Statistical Properties of Differential Evolution and Related Random Search Algorithms: Daniela Zaharie
Robust Estimation of the Vector Autoregressive Model by a Least Trimmed Squares Procedure: Christophe Croux and Kristel Joossens
The Choice of the Initial Estimate for Computing MM-Estimates: Marcela Svarc and Víctor J. Yohai
Metropolis Versus Simulated Annealing and the Black-Box-Complexity of Optimization Problems: Ingo Wegener
Filters for Short Nonstationary Sequences: The Analysis of the Business Cycle: Stephen Pollock
Estimation of Common Factors Under Cross-Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and Its Main Components: Tommaso Proietti

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DOI: 10.1007/978-3-7908-2084-3

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