Statistical Modelling and Regression Structures: Festschrift in Honour of Ludwig Fahrmeir - Hardcover

 
9783790824124: Statistical Modelling and Regression Structures: Festschrift in Honour of Ludwig Fahrmeir
Hardcover
ISBN 10: 3790824127 ISBN 13: 9783790824124
Verlag: Physica, 2010

Inhaltsangabe

The Smooth Complex Logarithm and Quasi-Periodic Models.- P-spline Varying Coefficient Models for Complex Data.- Penalized Splines, Mixed Models and Bayesian Ideas.- Bayesian Linear Regression #x2014; Different Conjugate Models and Their (In)Sensitivity to Prior-Data Conflict.- An Efficient Model Averaging Procedure for Logistic Regression Models Using a Bayesian Estimator with Laplace Prior.- Posterior and Cross-validatory Predictive Checks: A Comparison of MCMC and INLA.- Data Augmentation and MCMC for Binary and Multinomial Logit Models.- Generalized Semiparametric Regression with Covariates Measured with Error.- Determinants of the Socioeconomic and Spatial Pattern of Undernutrition by Sex in India: A Geoadditive Semi-parametric Regression Approach.- Boosting for Estimating Spatially Structured Additive Models.- Generalized Linear Mixed Models Based on Boosting.- Measurement and Predictors of a Negative Attitude towards Statistics among LMU Students.- Graphical Chain Models and their Application.- Indirect Comparison of Interaction Graphs.- Modelling, Estimation and Visualization of Multivariate Dependence for High-frequency Data.- Ordinal- and Continuous-Response Stochastic Volatility Models for Price Changes: An Empirical Comparison.- Copula Choice with Factor Credit Portfolio Models.- Penalized Estimation for Integer Autoregressive Models.- Bayesian Inference for a Periodic Stochastic Volatility Model of Intraday Electricity Prices.- Online Change-Point Detection in Categorical Time Series.- Multiple Linear Panel Regression with Multiplicative Random Noise.- A Note on Using Multiple Singular Value Decompositions to Cluster Complex Intracellular Calcium Ion Signals.- On the self-regularization property of the EM algorithm for Poisson inverse problems.- SequentialDesign of Computer Experiments for Constrained Optimization.

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The contributions collected in this book have been written by well-known statisticians to acknowledge Ludwig Fahrmeir's far-reaching impact on Statistics as a science, while celebrating his 65th birthday. The contributions cover broad areas of contemporary statistical model building, including semiparametric and geoadditive regression, Bayesian inference in complex regression models, time series modelling, statistical regularization, graphical models and stochastic volatility models.

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Verlag
Physica
Erscheinungsdatum
2010
Sprache
Englisch
ISBN 10 
3790824127
ISBN 13 
9783790824124
Einband
Gebundene Ausgabe
Anzahl der Seiten
496
Herausgeber
Kneib Thomas, Tutz Gerhard
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Weitere beliebte Ausgaben desselben Titels

9783790828986: Statistical Modelling and Regression Structures: Festschrift in Honour of Ludwig Fahrmeir

Vorgestellte Ausgabe

ISBN 10:  379082898X ISBN 13:  9783790828986
Verlag: Physica, 2014
Softcover