Recent Developments in Modeling and Applications in Statistics

✍ Scribed by Isabella Morlini (auth.), Paulo Eduardo Oliveira, Maria da Graça Temido, Carla Henriques, Maurizio Vichi (eds.)

• Publisher: Springer-Verlag Berlin Heidelberg
• Year: 2013
• Tongue: English
• Leaves: 269
• Series: Studies in Theoretical and Applied Statistics
• Edition: 1
• Category: Library

✦ Synopsis

Statistics has been a main tool in almost every field of activity and an essential part of applied scientific work, supporting conclusions and offering insights into new uses for established methodologies, thus making it a valuable resource in looking for faceless facts. Model construction describing populations or phenomena subject to randomness use a wide range of methods. Data collection provides the basis for modelling and assumption verification. Modelling must be conducted using suitable techniques that give researchers the means to search for hidden facts or behaviours. This may be addressed by fitting pre-defined shapes and distributions to the data or by allowing the data to reveal its intrinsic properties by using nonparametric methods. This volume contains a selection of contributions presented at the XVIII Annual Congress of the Portuguese Statistical Society.

✦ Table of Contents

Front Matter....Pages i-xxi
Front Matter....Pages 1-1
Using Latent Variables in Model Based Clustering: An E-Government Application....Pages 3-11
Cross-Lagged Structural Equation Models vs Latent Growth Curve Models:A Study of Material Deprivation in Portugal with ICOR....Pages 13-20
A Finite Mixture Approach to Uncover the Heterogeneity in the Relationship Between Visit Motivation and Activity Preferences....Pages 21-29
An Application of Structural Equation Modeling of Test Dispositional Optimism as Mediator or Moderator in Quality of Life in Patients with Chronic Disease....Pages 31-38
Longitudinal Modeling of Job Satisfaction Using Portuguese Data from the European Community Household Panel....Pages 39-46
Estimation of Underrepresented Strata in Preelection Polls: A Comparative Study....Pages 47-57
Medication and Polymedication in Portugal....Pages 59-68
Front Matter....Pages 69-69
Improved Shape Parameter Estimation in a Discrete Weibull Model....Pages 71-80
DPOT Methodology: An Application to Value-at-Risk....Pages 81-88
Estimation of the Extremal Index Function in Case of Asymptotically Independent Markov Chains and Its Application to Stock Market Indices....Pages 89-96
Generated Covariates in Nonparametric Estimation: A Short Review....Pages 97-105
A Generator of Heavy-Tailed Search Trees....Pages 107-113
Front Matter....Pages 115-115
Adaptive PORT-MVRB Estimation of the Extreme Value Index....Pages 117-125
A Note on the Port Methodology in the Estimation of a Shape Second-Order Parameter....Pages 127-137
A Class of Semi-parametric Probability Weighted Moment Estimators....Pages 139-147
Third Order Conditions and Max-semistability....Pages 149-156
Front Matter....Pages 157-157
Generalized p Values and Random p Values When the Alternative to Uniformity Is a Mixture of a Beta(1,2) and Uniform....Pages 159-167
The Block-Matrix Sphericity Test: Exact and Near-Exact Distributions for the Test Statistic....Pages 169-177
Extensions of Dorfman’s Theory....Pages 179-189
Front Matter....Pages 191-191
Prediction for Individual Growth in a Random Environment....Pages 193-201
Front Matter....Pages 191-191
A Note on (Dis)Investment Options and Perpetuities Under CIR Interest Rates....Pages 203-211
Stochastic Runge–Kutta Schemes for Discretization of Hysteretic Models....Pages 213-222
Front Matter....Pages 223-223
Misleading Signals in Simultaneous Schemes for the Mean Vector and Covariance Matrix of a Bivariate Process....Pages 225-235
On the Finite Dimensional Laws of Threshold GARCH Processes....Pages 237-247
Modelling the Duration of Multihop Paths in Mobile Ad Hoc Networks....Pages 249-260
Risk Measures and Stochastic Orders Using Integrals of Distorted Quantile Functions....Pages 261-269

✦ Subjects

Statistics, general; Statistical Theory and Methods; Statistics for Life Sciences, Medicine, Health Sciences; Probability Theory and Stochastic Processes