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Statistical Modelling and Regression Structures Festschrift in Honour of Ludwig Fahrmeir /
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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor Corporativo: | |
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Heidelberg :
Physica-Verlag HD : Imprint: Physica,
2010.
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| Edición: | 1st ed. 2010. |
| Temas: | |
| Acceso en línea: | Texto Completo |
Tabla de Contenidos:
- 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
- Sequential Design of Computer Experiments for Constrained Optimization.