Advances in Mathematical and Statistical Modeling

by Arnold, Barry C.; Balakrishnan, N.; Sarabia, Jose-Maria; Minguez, Roberto

• ISBN13: 9780817646257
• ISBN10: 0817646256
• Format: Hardcover
• Copyright: 2008-09-01
• Publisher: Birkhauser

Summary

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 DistributionsThis 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.

Table of Contents

List of Tables
List of Figures
Distribution Theory and Applications
Enrique Castillo's Contributions to Conditional Specification	p. 3
The Polygonal Distribution	p. 21
Conditionally Specified Models: New Developments and Applications	p. 35
Modelling of Insurance Claim Count with Hurdle Distribution for Panel Data	p. 45
Distance-Based Association and Multi-Sample Tests for General Multivariate Data	p. 61
Probability and Statistics
Empirical Bayes Assessment of the Hyperparameters in Bayesian Factor Analysis	p. 75
Order Statistics and Analysis
Negative Mixtures, Order Statistics, and Systems	p. 89
Models of Ordered Data and Products of Beta Random Variables	p. 101
Exact Inference and Optimal Censoring Scheme for a Simple Step-Stress Model Under Progressive Type-II Censoring	p. 107
Engineering Modeling
Non-Gaussian State Estimation in Power Systems	p. 141
Statistics Applied to Wave Climate on a Beach Profile	p. 157
Extreme Value Theory
On Some Dependence Measures for Multivariate Extreme Value Distributions	p. 171
Ratio of Maximum to the Sum for Testing Super Heavy Tails	p. 181
Tail Behaviour: An Empirical Study	p. 195
An Example of Real-Life Data Where the Hill Estimator is Correct	p. 209
Business and Economics Applications
Deriving Credibility Premiums Under Different Bayesian Methodology	p. 219
The Influence of Transport Links on Disaggregation and Regionalization Methods in Interregional Input-Output Models Between Metropolitan and Remote Areas	p. 231
Statistical Methods
Jackknife Bias Correction of a Clock Offset Estimator	p. 245
Pretesting in Polytomous Logistic Regression Models Based on Phi-divergence Measures	p. 255
A Unified Approach to Model Selection, Discrimination, Goodness of Fit and Outliers in Time Series	p. 267
Generalized Linear Models Diagnostics for Binary Data using Divergence Measures	p. 279
Applied Mathematics
Some Problems in Geometric Processing of Surfaces	p. 293
Generalized Inverse Computation Based on an Orthogonal Decomposition Methodology	p. 305
Single and Ensemble Fault Classifiers Based on Features Selected by Multi-Objective Genetic Algorithms	p. 317
Feasibility Conditions in Engineering Problems Involving a Parametric System of Linear Inequalities	p. 331
Forecasting Nonlinear Systems with Neural Networks via Anticipated Synchronization	p. 341
Discrete Distributions
The Discrete Half-Normal Distribution	p. 353
Parameter Estimation for Certain q-Hypergeometric Distributions	p. 361
Index	p. 367
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