New Advances in Statistical Modeling and Applications

1. Front Matter

   Pages i-xix

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2. Statistical Science

   1. Front Matter

      Pages 1-1

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   2. The Non-mathematical Side of Statistics

      • João A. Branco

      Pages 3-15

   3. Outliers: The Strength of Minors

      • Fernando Rosado

      Pages 17-27

   4. Resampling Methodologies in the Field of Statistics of Univariate Extremes

      • M. Ivette Gomes

      Pages 29-40

   5. Robust Functional Principal Component Analysis

      • Juan Lucas Bali, Graciela Boente

      Pages 41-54

   6. Testing the Maximum by the Mean in Quantitative Group Tests

      • João Paulo Martins, Rui Santos, Ricardo Sousa

      Pages 55-63

   7. Testing Serial Correlation Using the Gauss–Newton Regression

      • Efigénio Rebelo, Patrícia Oom do Valle, Rui Nunes

      Pages 65-72

3. Probability and Stochastic Processes

   1. Front Matter

      Pages 73-73

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   2. Cantor Sets with Random Repair

      • M. Fátima Brilhante, Dinis Pestana, M. Luísa Rocha

      Pages 75-83

   3. Nearest Neighbor Connectivity in Two-Dimensional Multihop MANETs

      • Gonçalo Jacinto, Nelson Antunes, António Pacheco

      Pages 85-94

   4. Modeling Human Population Death Rates: A Bi-Dimensional Stochastic Gompertz Model with Correlated Wiener Processes

      • Sandra Lagarto, Carlos A. Braumann

      Pages 95-103

   5. Consequences of an Incorrect Model Specification on Population Growth

      • Clara Carlos, Carlos A. Braumann

      Pages 105-113

   6. Individual Growth in a Random Environment: An Optimization Problem

      • Patrícia A. Filipe, Carlos A. Braumann, Clara Carlos, Carlos J. Roquete

      Pages 115-123

   7. Valuation of Bond Options Under the CIR Model: Some Computational Remarks

      • Manuela Larguinho, José Carlos Dias, Carlos A. Braumann

      Pages 125-133

4. Extremes

   1. Front Matter

      Pages 135-135

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   2. A Semi-parametric Estimator of a Shape Second-Order Parameter

      • Frederico Caeiro, M. Ivette Gomes

      Pages 137-144

   3. Peaks Over Random Threshold Asymptotically Best Linear Estimation of the Extreme Value Index

      • Lígia Henriques-Rodrigues, M. Ivette Gomes

      Pages 145-153

   4. Extremal Quantiles, Value-at-Risk, Quasi-PORT and DPOT

      • P. Araújo Santos, M. I. Fraga Alves

      Pages 155-161

   5. The MOP EVI-Estimator Revisited

      • M. Fátima Brilhante, M. Ivette Gomes, Dinis Pestana

      Pages 163-175

This volume of the Selected Papers is a product of the XIX Congress of the Portuguese Statistical Society, held at the Portuguese town of Nazaré, from September 28 to October 1, 2011. All contributions were selected after a thorough peer-review process. It covers a broad scope of papers in the areas of Statistical Science, Probability and Stochastic Processes, Extremes and Statistical Applications.

• Probability Theory
• Statistical Inference
• Statistical Modeling
• Stochastic Processes
• Testing Statistical Hypothesis

From the book reviews:

“This book comprises selected papers presented at the XIX Annual Congress of the Portuguese Statistical Society (SPE) in 2011. … given the broad range of topics covered, the book should be well received by postgraduates and researchers in applied statistics and computing.” (Soubhik Chakraborty, Computing Reviews, November, 2014)

• CEMAT and Departamento de Matemática, Instituto Superior Técnico, Universidade de Lisboa, Lisboa, Portugal

  António Pacheco, Maria do Rosário Oliveira

• CEAUL and School of Technology and Management, Polytechnic Institute of Leiria, Leiria, Portugal

  Rui Santos

• CEAUL and Departamento de Matemática, Instituto Superior Técnico, Universidade de Lisboa, Lisboa, Portugal

  Carlos Daniel Paulino

António Pacheco is Professor of Probability and Statistics, President of CEMAT (Center for Mathematics and its Applications), and Head of the Department of Mathematics at Instituto Superior Técnico – University of Lisbon. He graduated in Probability and Statistics in 1987 from the University of Lisbon, obtained a M.Sc. Degree in Applied Mathematics from the Technical University of Lisbon in 1991 and received a Ph.D. in Operations Research from Cornell University in 1994. His main research interests include applied stochastic processes, queueing networks, statistical process control, and stochastic models in telecommunications. Rui Santos is Assistant Professor at the Department of Mathematics of the School of Technology and Management, Polytechnic Institute of Leiria and a member of the research unit CEAUL (Center of Statistics and its Applications). He holds a doctorate in Probability and Statistics (University of Lisbon, 2008). His main research interests include group testing, simulation, statistical inference, sampling and history of probability and statistics. M. Rosário de Oliveira is Assistant Professor at the Department of Mathematics of Instituto Superior Técnico, University of Lisbon and a member of the research center CEMAT. She holds a doctorate in Mathematics (Technical University of Lisbon, 2002). Her main research interests include robust statistics, multivariate analysis, applied statistics to telecommunications and biostatistics. Carlos Daniel Paulino, who currently serves as President of SPE (Portuguese Statistical Society), is a member of CEAUL (Center of Statistics and its Applications of University of Lisbon). He is Associate Professor in Probability and Statistics at Instituto Superior Técnico - University of Lisbon and holds a Ph.D. in Statistical Sciences from University of São Paulo. His main research interests include Categorical Data Analysis, Bayesian Statistics, Statistical Inference and Missing Data.

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