Proceedings of COMPSTAT'2010
Edited by Yves Lechevallier () and
Gilbert Saporta ()
in Springer Books from Springer
Date: 2010
ISBN: 978-3-7908-2604-3
References: Add references at CitEc
Citations:
There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.
Chapters in this book:
- Complexity Questions in Non-Uniform Random Variate Generation
- Luc Devroye
- Computational Statistics Solutions for Molecular Biomedical Research: A Challenge and Chance for Both
- Lutz Edler, Christina Wunder, Wiebke Werft and Axel Benner
- The Laws of Coincidence
- David J. Hand
- Choosing the Summary Statistics and the Acceptance Rate in Approximate Bayesian Computation
- Michael G.B. Blum
- Integrating Approximate Bayesian Computation with Complex Agent-Based Models for Cancer Research
- Andrea Sottoriva and Simon Tavaré
- Robust Model Selection with LARS Based on S-estimators
- Claudio Agostinelli and Matias Salibian-Barrera
- Robust Methods for Compositional Data
- Peter Filzmoser and Karel Hron
- Detecting Multivariate Outliers Using Projection Pursuit with Particle Swarm Optimization
- Anne Ruiz-Gazen, Souad Larabi Marie-Sainte and Alain Berro
- Imaging Genetics: Bio-Informatics and Bio-Statistics Challenges
- Jean-Baptiste Poline, Christophe Lalanne, Arthur Tenenhaus, Edouard Duchesnay, Bertrand Thirion and Vincent Frouin
- The NPAIRS Computational Statistics Framework for Data Analysis in Neuroimaging
- Stephen Strother, Anita Oder, Robyn Spring and Cheryl Grady
- Bootstrap Prediction in Unobserved Component Models
- Alejandro F. Rodríguez and Esther Ruiz
- A Numerical Approach to Ruin Models with Excess of Loss Reinsurance and Reinstatements *
- Hansjörg Albrecher and Sandra Haas
- Computation of the Aggregate Claim Amount Distribution Using R and Actuar
- Vincent Goulet
- Applications of Multilevel Structured Additive Regression Models to Insurance Data
- Stefan Lang and Nikolaus Umlauf
- Temporally-Adaptive Linear Classification for Handling Population Drift in Credit Scoring
- Niall M. Adams, Dimitris K. Tasoulis, Christoforos Anagnostopoulos and David J. Hand
- Large-Scale Machine Learning with Stochastic Gradient Descent
- Léon Bottou
- Anticipated and Adaptive Prediction in Functional Discriminant Analysis
- Cristian Preda, Gilbert Saporta and Mohamed Hadj Mbarek
- Bootstrap Calibration in Functional Linear Regression Models with Applications
- Wenceslao González-Manteiga and Adela Martínez-Calvo
- Empirical Dynamics and Functional Data Analysis
- Hans-Georg Müller
- Indefinite Kernel Discriminant Analysis
- Bernard Haasdonk and Elżbieta Pȩkalska
- Data Dependent Priors in PAC-Bayes Bounds
- John Shawe-Taylor, Emilio Parrado-Hernández and Amiran Ambroladze
- Some Algorithms to Fit some Reliability Mixture Models under Censoring
- Laurent Bordes and Didier Chauveau
- Computational and Monte-Carlo Aspects of Systems for Monitoring Reliability Data
- Emmanuel Yashchin
- Evolutionary Computation for Modelling and Optimization in Finance
- Sandra Paterlini
- Examining the Association between Deprivation Profiles and Air Pollution in Greater London using Bayesian Dirichlet Process Mixture Models
- John Molitor, Léa Fortunato, Nuoo-Ting Molitor and Sylvia Richardson
- Assessing the Association between Environmental Exposures and Human Health
- Linda J. Young, Carol A. Gotway, Kenneth K. Lopiano, Greg Kearney and Chris DuClos
- Semiparametric Seasonal Cointegrating Rank Selection
- Byeongchan Seong, Sung K. Ahn and Sinsup Cho
- Estimating Factor Models for Multivariate Volatilities: An Innovation Expansion Method
- Jiazhu Pan, Wolfgang Polonik and Qiwei Yao
- Multivariate Stochastic Volatility Model with Cross Leverage
- Tsunehiro Ishihara and Yasuhiro Omori
- Bag of Pursuits and Neural Gas for Improved Sparse Coding
- Kai Labusch, Erhardt Barth and Thomas Martinetz
- On the Role and Impact of the Metaparameters in t-distributed Stochastic Neighbor Embedding
- John A. Lee and Michel Verleysen
- Multiple Nested Reductions of Single Data Modes as a Tool to Deal with Large Data Sets
- Iven Van Mechelen and Katrijn Van Deun
- The Generic Subspace Clustering Model
- Marieke E. Timmerman and Eva Ceulemans
- Clustering Discrete Choice Data
- Donatella Vicari and Marco Alfò
- Application of Local Influence Diagnostics to the Buckley-James Model
- Nazrina Aziz and Dong Qian Wang
- Multiblock Method for Categorical Variables. Application to the Study of Antibiotic Resistance
- Stéphanie Bougeard, El Mostafa Qannari and Claire Chauvin
- A Flexible IRT Model for Health Questionnaire: an Application to HRQoL
- Serena Broccoli and Giulia Cavrini
- Multidimensional Exploratory Analysis of a Structural Model Using a Class of Generalized Covariance Criteria
- Xavier Bry, Thomas Verron and Patrick Redont
- Semiparametric Models with Functional Responses in a Model Assisted Survey Sampling Setting: Model Assisted Estimation of Electricity Consumption Curves
- Hervé Cardot, Alain Dessertaine and Etienne Josserand
- Stochastic Approximation for Multivariate and Functional Median
- Hervé Cardot, Peggy Cénac and Mohamed Chaouch
- A Markov Switching Re-evaluation of Event-Study Methodology
- Rosella Castellano and Luisa Scaccia
- Evaluation of DNA Mixtures Accounting for Sampling Variability
- Yuk-Ka Chung, Yue-Qing Hu, Zhu De-Gang and Wing K. Fung
- Monotone Graphical Multivariate Markov Chains
- Roberto Colombi and Sabrina Giordano
- Using Observed Functional Data to Simulate a Stochastic Process via a Random Multiplicative Cascade Model
- G. Damiana Costanzo, S. De Bartolo, F. Dell’Accio and G. Trombetta
- A Clusterwise Center and Range Regression Model for Interval-Valued Data
- Francisco de A.T. de Carvalho, Gilbert Saporta and Danilo N. Queiroz
- Contributions to Bayesian Structural Equation Modeling
- Séverine Demeyer, Nicolas Fischer and Gilbert Saporta
- Some Examples of Statistical Computing in France During the 19th Century
- Antoine de Falguerolles
- Imputation by Gaussian Copula Model with an Application to Incomplete Customer Satisfaction Data
- Meelis Käärik and Ene Käärik
- On Multiple-Case Diagnostics in Linear Subspace Method
- Kuniyoshi Hayashi, Hiroyuki Minami and Masahiro Mizuta
- Fourier Methods for Sequential Change Point Analysis in Autoregressive Models
- Marie Hušková, Claudia Kirch and Simos G. Meintanis
- Computational Treatment of the Error Distribution in Nonparametric Regression with Right-Censored and Selection-Biased Data
- Géraldine Laurent and Cédric Heuchenne
- Mixtures of Weighted Distance-Based Models for Ranking Data
- Paul H. Lee and Philip L. H. Yu
- Fourier Analysis and Swarm Intelligence for Stochastic Optimization of Discrete Functions
- Jin Rou New and Eldin Wee Chuan Lim
- Global Hypothesis Test to Simultaneously Compare the Predictive Values of Two Binary Diagnostic Tests in Paired Designs: a Simulation Study
- J. A. Roldán Nofuentes, J. D. Luna del Castillo and M. A. Montero Alonso
- Modeling Operational Risk: Estimation and Effects of Dependencies
- Stefan Mittnik, Sandra Paterlini and Tina Yener
- Learning Hierarchical Bayesian Networks for Genome-Wide Association Studies
- Raphaël Mourad, Christine Sinoquet and Philippe Leray
- Exact Posterior Distributions over the Segmentation Space and Model Selection for Multiple Change-Point Detection Problems
- G. Rigaill, E. Lebarbier and S. Robin
- Parcellation Schemes and Statistical Tests to Detect Active Regions on the Cortical Surface
- Bertrand Thirion, Alan Tucholka and Jean-Baptiste Poline
- Robust Principal Component Analysis Based on Pairwise Correlation Estimators
- Stefan Van Aelst, Ellen Vandervieren and Gert Willems
- Ordinary Least Squares for Histogram Data Based on Wasserstein Distance
- Rosanna Verde and Antonio Irpino
- DetMCD in a Calibration Framework
- Tim Verdonck, Mia Hubert and Peter J. Rousseeuw
- Separable Two-Dimensional Linear Discriminant Analysis
- Jianhua Zhao, Philip L.H. Yu and Shulan Li
- List of Supplementary Contributed and Invited Papers Only Available on springerlink.com
- Yves Lechevallier and Gilbert Saporta
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:spr:sprbok:978-3-7908-2604-3
Ordering information: This item can be ordered from
http://www.springer.com/9783790826043
DOI: 10.1007/978-3-7908-2604-3
Access Statistics for this book
More books in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().