Advances in Mathematical and Statistical Modeling

ISBN-13: 9780817646257 / Angielski / Twarda / 2008 / 368 str.

N. Balakrishnan; Jos?? Mar??a Sarabia; Roberto M??nguez

Opis

Enrique Castillo is a leading figure in several mathematical and engineering fields. Organized to honor Castillo's significant contributions, this volume is an outgrowth of the "International Conference on Mathematical and Statistical Modeling," and covers recent advances in the field. Applications to safety, reliability and life-testing, financial modeling, quality control, general inference, as well as neural networks and computational techniques are presented.

Recenzje

From the reviews:

"This book is a Festschrift in honor of Professor Enrique Castillo. ... The book's coverage is quite broad, as are Professor Castillo's interests. The book should be a good addition to any library." (David E. Booth, Technometrics, Vol. 51 (3), August, 2009)

Spis treści

Preface List of Contributors List of Tables List of Figures Part I. Distribution Theory and Applications Enrique Castillo's Contributions to Conditional Specification / B. C. Arnold The Polygonal Distribution / D. Karlis and E. Xekalaki Conditionally Specified Models: New Developments and Applications / J. M. Sarabia, M. Sarabia, and M. Pascual Modelling of Insurance Claim Count with Hurdle Distribution for Panel Data / J.-P. Boucher, M. Denuit, and M. Guillén Distance-Based Association and Multi-Sample Tests for General Multivariate Data / C. M. Cuadras Part II. Probability and Statistics Empirical Bayes Assessment of the Hyperparameters in Bayesian Factor Analysis / S. J. Press, K.-I. Shin, and L. S. Eun Part III. Order Statistics and Analysis Negative Mixtures, Order Statistics, and Systems / J. Navarro and P. J. Hernández Models of Ordered Data and Products of Beta Random Variables / E. Beutner and U. Kamps Exact Inference and Optimal Censoring Scheme for a Simple Step-Stress Model Under Progressive Type-II Censoring / Q. Xie, N. Balakrishnan, and D. Han Part IV. Engineering Modeling Non-Gaussian State Estimation in Power Systems / R. Mínguez, A. J. Conejo, and A.S. Hadi Statistics Applied to Wave Climate on a Beach Profile / C. Castillo and C. Solares Part V. Extreme Value Theory On Some Dependence Measures for Multivariate Extreme-Value Distributions / I. Weissman Ratio of Maximum to the Sum for Testing Super Heavy Tails / C. Neves and I. Fraga Alves Tail Behavior: An Empirical Study / M. I. Gomes, D. Pestana, L. Rodriguez, and C. Viseu An Example of Real-Life Data Where the Hill Estimator is Correct / R.-D. Reiss and U. Cormann Part VI. Business and Economics Applications Deriving Credibility Premiums Under Different Bayesian Methodology / E. G. Déniz The Influence of Transport Links on Disaggregation and Regionalization Methods in Interregional Input-Output Models Between Metropolitan and Remote Areas / F. Escobedo and J. M. Ureña Part VII. Statistical Methods Jackknife Bias Correction of a Clock Offset Estimator / D. R. Jeske Pretesting in Polytomous Logistic Regression Models Based on Phi-divergence Measures / L. Pardo, M. L. Menéndez, and M. Martín A Unified Approach to Model Selection, Discrimination, Goodness of Fit and Outliers in Time Series / D. Peña and P. Galeano Generalized Linear Models Diagnostics for Binary Data using Divergence Measures / J. A. Pardo and M. C. Pardo Part VIII. Applied Mathematics Some Problems in Geometric Processing of Surfaces / J. Puig-Pey, A. Gálvez, A. Iglesias, P. Corcuera, and J. Rodríguez Generalized Inverse Computation Based on an Orthogonal Decomposition Methodology / P. Gómez, B. Lacruz, and R. E. Pruneda Single and Ensemble Fault Classifiers Based on Features Selected by Multi-Objective Genetic Algorithms / E. Zio, P. Baraldi, G. Golam, and N. Pedroni Feasibility Conditions in Engineering Problems Involving a Parametric System of Linear Inequalities / C. Solares and E. W. V. Chaves Forecasting Nonlinear Systems with Neural Networks via Anticipated Synchronization / C. Herrera, D. San-Martín, A. S. Cofiño, and J. M. Gutiérrez Part IX. Discrete Distributions The Discrete Half-Normal Distribution / A.W. Kemp Parameter Estimation for Certain q-Hypergeometric Distributions / D. Kemp Index

O autorze

N. BALAKRISHNAN, PhD, is Professor of Mathematics and Statistics at McMaster University in Hamilton, Ontario, Canada.V. B. NEVZOROV, PhD, DS, is Professor of Probability and Statistics at St. Petersburg State University in St. Petersburg, Russia.

Blurb

Enrique Castillo is a leading figure in several mathematical, statistical, and engineering fields, having contributed seminal work in such areas as statistical modeling, extreme value analysis, multivariate distribution theory, Bayesian networks, neural networks, functional equations, artificial intelligence, linear algebra, optimization methods, numerical methods, reliability engineering, as well as sensitivity analysis and its applications. Organized to honor Castillo's significant contributions, this volume is an outgrowth of the International Conference on Mathematical and Statistical Modeling and covers recent advances in the field. Also presented are applications to safety, reliability and life-testing, financial modeling, quality control, general inference, as well as neural networks and computational techniques.

The book is divided into nine major sections:

* Distribution Theory and Applications

* Probability and Statistics

* Order Statistics and Analysis

* Engineering Modeling

* Extreme Value Theory

* Business and Economics Applications

* Statistical Methods

* Applied Mathematics

* Discrete Distributions

This comprehensive reference work will appeal to a diverse audience from the statistical, applied mathematics, engineering, and economics communities. Practitioners, researchers, and graduate students in mathematical and statistical modeling, optimization, and computing will benefit from this work.