Stochastic Models, Statistics and Their Applications Dresden, Germany, March 2019 /

This volume presents selected and peer-reviewed contributions from the 14th Workshop on Stochastic Models, Statistics and Their Applications, held in Dresden, Germany, on March 6-8, 2019. Addressing the needs of theoretical and applied researchers alike, the contributions provide an overview of the...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Άλλοι συγγραφείς: Steland, Ansgar (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), Rafajłowicz, Ewaryst (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), Okhrin, Ostap (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2019.
Έκδοση:1st ed. 2019.
Σειρά:Springer Proceedings in Mathematics & Statistics, 294
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Πίνακας περιεχομένων:
  • PART 1: Plenary Lectures: W. Stute, Stairway to hell
  • I. Gijbels, R. Karim, A. Verhasselt, Quantile estimation in a generalized asymmetric distributional setting
  • M. Ljungdahl, M. Podolskij, A note on parametric estimation of Levy moving average processes
  • PART 2: Theory and Related Topics: K. Knight, A continuous-time iteratively reweighted least squares algorithm for $L_\infty$ estimation
  • M. Bibinger, M. Trabs, On central limit theorems for power variations of the solution to the stochastic heat equation
  • P. Gapeev, Perpetual dual American barrier options for short sellers
  • P. Lachout, A criterion for weak convergence in vector Skorokhod spaces
  • E. Liebscher, On combining star-shaped distributions and copulas
  • E. Skubalska-Rafajlowicz, Stability of the Random-Projection Based Classifiers. The Bayes error perspective
  • A. Ishii, K. Yata, M. Aoshima, A quadratic classifier for high-dimension, low-sample-size data under the strongly spiked eigenvalue model
  • Z. Hlávka, M. Huskova, Doubly paired change-point analysis
  • B. Darkhovsky, A. Piryatinska, Detection of changes in binary sequences
  • Q. Liu, R. Zhang, Y. Xie, Distributed Change Detection via Average Consensus over Networks
  • A. Steland, E. Rafajłowicz, The Hotelling-like T^2 control chart modified for detecting changes in images having the matrix normal distribution
  • S. Vogel, Universal Confidence Sets for Solutions of Stochastic Optimization Problems - A Contribution to Quantification of Uncertainty
  • Y. Liu, J. Wishart
  • Local polynomial $M$-estimation in random design regression with dependent errors
  • Ł. Smaga, Projection-based repeated measures analysis for functional data
  • C. Weiß, On the Sample Coefficient of Nominal Variation
  • B. Aleksandrov, A Negative-Binomial Index Considering Dispersion and Zero Probability
  • PART 3: Stochastic Models, Methods and Simulations: J. P. Burgard, J. Krause, H. Merkle, R. Münnich, S. Schmaus, Conducting a Dynamic Microsimulation for Care Research: Data Generation, Transition Probabilities and Sensitivity Analysis
  • M. E. Silva, I. Silva, C. Torres, Modelling overdispersion with integer-valued moving average processes
  • E. Gonçalves, N. Mendes-Lopes, Zero-distorted Compound Poisson INGARCH models
  • T. A. Möller, An Application of the Max-INAR(1) Model to Counts of Cinema Visitors
  • J. Bracher, A new INARMA(1, 1) model with Poisson marginal
  • S. Büscher, M. Batram, D. Bauer, Using motifs for population synthesis in multi-agent mobility simulation models
  • U. Falkenhagen, W. Kössler, Hans-J. Lenz, A likelihood ratio test for inlier detection
  • PART 4: Applications and Algorithms: A. Tordeux, M. Chraibi, A. Seyfried, A. Schadschneider, Artificial neural networks predicting pedestrian dynamics in complex buildings
  • A. Gramacki, M. Kowal, M. Mazurkiewicz, J. Gramacki, A. Plawiak-Mowna, Automatic breast cancer diagnostics based on statistical analysis of shape and texture features of individual cell nuclei
  • P. Sliwinski, P. Wachel, A. Galeziowski, Stochastic framework for contrast-detection autofocusing
  • S. Krömer, W. Stummer, A new toolkit for mortality data analytics
  • T. Górecki, P. Piasecki, A comprehensive comparison of distance measures for time series classification
  • A. Homburg, Criteria to Validate Count Data Model Selection
  • M. Romaniuk, On Some Applications of Simulations in Estimation of Maintenance Costs and in Statistical Tests for Fuzzy Settings.