Statistics and Simulation IWS 8, Vienna, Austria, September 2015 /
This volume features original contributions and invited review articles on mathematical statistics, statistical simulation and experimental design. The selected peer-reviewed contributions originate from the 8th International Workshop on Simulation held in Vienna in 2015. The book is intended for ma...
| Συγγραφή απο Οργανισμό/Αρχή: | |
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| Άλλοι συγγραφείς: | , , , |
| Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Cham :
Springer International Publishing : Imprint: Springer,
2018.
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| Έκδοση: | 1st ed. 2018. |
| Σειρά: | Springer Proceedings in Mathematics & Statistics,
231 |
| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Preface
- Part I: Invited Papers
- 1. Design and analysis of simulation experiments (Jack P. C. Kleijnen)
- 2. A review of simulation usage in the New Zealand electricity market (Golbon Zakeri, Geoff Pritchard)
- 3. Power and sample size considerations in psychometrics (Clemens Draxler, Klaus D. Kubinger)
- 4. Bootstrap change point testing for dependent data (Zuzana Prášková)
- Part II: Simulation for mathematical modeling and analysis
- 5. The covariation matrix of solution of a linear algebraic system by the Monte Carlo method (Tatiana M. Tovstik)
- 6. Large-scale simulation of acoustic waves in random multiscale media (Olga N. Soboleva, Ekaterina P. Kurochkina)
- 7. Parameter inference for stochastic differential equations with density tracking by quadrature (Harish S. Bhat, R. W. M. A. Madushani, Shagun Rawat)
- 8. New Monte Carlo algorithm for evaluation of outgoing polarized radiation (Gennady A. Mikhailov, Natalya V. Tracheva, Sergey A. Ukhinov)
- Part III: Simulation for stochastic processes and their applications
- 9. Simulation of stochastic processes with generation and transport of particles (Elena Ermishkina, Elena Yarovaya)
- 10. Stochastic models for nonlinear cross-diffusion systems (Yana Belopolskaya)
- 11. Benefits and application of tree structures in Gaussian process models to optimize magnetic field shaping problems (Natalie Vollert, Michael Ortner, Jürgen Pilz)
- 12. Insurance models under incomplete information (Ekaterina Bulinskaya, Julia Gusak)
- 13. Comparison and modeling of pension systems (Christian Quast, Luboš Střelec, Rastislav Potocký, Jozef Kiselák, Milan Stehlík)
- 14. Markowitz problem for a case of random environment existence (Alexander Andronov, Tatjana Jurkina)
- Part IV: Testing and classification problems in statistics
- 15. Signs of residuals for testing coefficients in quantile regression (Sergey Tarima, Peter Tarassenko, Bonifride Tuyishimire, Rodney Sparapani, Lisa Rein, John Meurer)
- 16. Classification of multivariate time series of arbitrary nature based on the ɛ-complexity theory (Boris Darkhovsky, Alexandra Piryatinska)
- 17. EEG, nonparametric multivariate statistics, and dementia classification (Patrick Langthaler, Yvonne Höller, Zuzana Hübnerová, Vítězslav Veselý, Arne C. Bathke)
- 18. Change point in panel data with small fixed panel size: ratio and non-ratio test statistics(Barbora Peštová, Michal Pešta)
- 19. How robust is the two-sample triangular sequential t-test against variance heterogeneity? (Dieter Rasch, Takuya Yanagida)
- Part V. Clinical trials and design of experiments
- 20. Performances of Poisson-gamma model for patients' recruitment in clinical trials when there are pauses in recruitment or when the number of centres is small (Nathan Minois, Guillaume Mijoule, Stéphanie Savy, Valérie Lauwers-Cances, Sandrine Andrieu, Nicolas Savy)
- 21. Simulated clinical trials: principle, good practices, and focus onvirtual patients generation (Nicolas Savy, Stéphanie Savy, Sandrine Andrieu, Sébastien Marque)
- 22. Determination of the optimal size of subsamples for testing a correlation coefficient by a sequential triangular test (Dieter Rasch, Takuya Yanagida, Klaus D. Kubinger, Berthold Schneider)
- 23. Explicit T-optimal designs for trigonometric regression models (Viatcheslav B. Melas, Petr V. Shpilev)
- 24. Simulations on the combinatorial structure of D-optimal designs (Roberto Fontana, Fabio Rapallo)
- Part VI: Simulations for reliability and queueing models
- 25. On the consequences of model misspecification for biased samples from the Weibull distribution (George Tzavelas, Polychronis Economou).-26. An overview on recent advances in statistical burn-in modeling for semiconductor devices (Daniel Kurz, Horst Lewitschnig, Jürgen Pilz)
- 27. Simplified analysis of queueing systems with random requirements (Konstantin E. Samouylov, Yuliya V. Gaidamaka, Eduard S. Sopin)
- 28. On sensitivity of steady-state probabilities of a cold redundant system to the shapes of life and repair time distributions of its elements (Vladimir Rykov, Dmitry Kozyrev)
- 29. Reliability analysis of an aging unit with a controllable repair facility activation (Dmitry Efrosinin, Janos Sztrik, Mais Farkhadov, Natalia Stepanova).-.
