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Stochastic Models, Statistics and Their Applications

Wrocław, Poland, February 2015

  • Conference proceedings
  • © 2015

Overview

Editors:
  1. Ansgar Steland

    1. Institute of Statistics, RWTH Aachen University, Aachen, Germany

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  2. Ewaryst Rafajłowicz

    1. Dept. of Computer Engineering, Control and Robotics, Wrocław University of Technology, Wrocław, Poland

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  3. Krzysztof Szajowski

    1. Inst. of Mathematics and Computer Science, Wrocław University of Technology, Wrocław, Poland

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  • Shows recent advances in stochastic modeling, statistical inference and their applications
  • Discusses applications in engineering, industry and natural sciences
  • Includes supplementary material: sn.pub/extras

Part of the book series: Springer Proceedings in Mathematics & Statistics (PROMS, volume 122)

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Table of contents (54 papers)

  1. Front Matter

    Pages I-XX
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  2. Plenary Papers

    1. Front Matter

      Pages 1-1
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    2. Large Deviations of χ 2 Divergence Errors on Partitions

      • László Györfi
      Pages 3-10

    3. Detection of Changes in INAR Models

      • Šárka Hudecová, Marie Hušková, Simos Meintanis
      Pages 11-18

    4. Visualizing Association Structure in Bivariate Copulas Using New Dependence Function

      • Teresa Ledwina
      Pages 19-27

  3. Theory and Related Topics

    1. Front Matter

      Pages 29-29
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    2. Smoothed Nonparametric Derivative Estimation Based on Weighted Difference Sequences

      • Kris De Brabanter, Yu Liu
      Pages 31-38

    3. Model Selection Using Cramér–von Mises Distance

      • Hong Chen, Maik Döring, Uwe Jensen
      Pages 39-47

    4. Rate of Convergence of a Change Point Estimator in a Misspecified Regression Model

      • Maik Döring
      Pages 49-55

    5. An Exact Formula for the Average Run Length to False Alarm of the Generalized Shiryaev–Roberts Procedure for Change-Point Detection under Exponential Observations

      • Wenyu Du, Grigory Sokolov, Aleksey S. Polunchenko
      Pages 57-65

    6. Adaptive Density Estimation from Data Containing Bounded Measurement Errors

      • Tina Felber, Michael Kohler, Adam Krzyżak
      Pages 67-74

    7. Poisson Model with Three Binary Predictors: When are Saturated Designs Optimal?

      • Ulrike Graßhoff, Heinz Holling, Rainer Schwabe
      Pages 75-81

    8. Computing D-Optimal Experimental Designs for Estimating Treatment Contrasts Under the Presence of a Nuisance Time Trend

      • Radoslav Harman, Guillaume Sagnol
      Pages 83-91

    9. Variable Inspection Plans for Continuous Populations with Unknown Short Tail Distributions

      • Wolfgang Kössler
      Pages 93-100

    10. Goodness-of-Approximation of Copulas by a Parametric Family

      • Eckhard Liebscher
      Pages 101-109

    11. Selection Consistency of Generalized Information Criterion for Sparse Logistic Model

      • Jan Mielniczuk, Hubert Szymanowski
      Pages 111-119

    12. Kernel Estimation of Wiener–Hammerstein System Nonlinearity

      • Grzegorz Mzyk
      Pages 121-128

    13. Monitoring Changes in RCA Models

      • Zuzana Prášková
      Pages 129-137

    14. Detecting Changes in Spatial-Temporal Image Data Based on Quadratic Forms

      • Annabel Prause, Ansgar Steland
      Pages 139-147

    15. Optimal Designs for Steady-State Kalman Filters

      • Guillaume Sagnol, Radoslav Harman
      Pages 149-157
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Keywords

About this book

This volume presents the latest advances and trends in stochastic models and related statistical procedures. Selected peer-reviewed contributions focus on statistical inference, quality control, change-point analysis and detection, empirical processes, time series analysis, survival analysis and reliability, statistics for stochastic processes, big data in technology and the sciences, statistical genetics, experiment design, and stochastic models in engineering.

Stochastic models and related statistical procedures play an important part in furthering our understanding of the challenging problems currently arising in areas of application such as the natural sciences, information technology, engineering, image analysis, genetics, energy and finance, to name but a few.

This collection arises from the 12th Workshop on Stochastic Models, Statistics and Their Applications, Wroclaw, Poland.

Editors and Affiliations

  • Institute of Statistics, RWTH Aachen University, Aachen, Germany

    Ansgar Steland

  • Dept. of Computer Engineering, Control and Robotics, Wrocław University of Technology, Wrocław, Poland

    Ewaryst Rafajłowicz

  • Inst. of Mathematics and Computer Science, Wrocław University of Technology, Wrocław, Poland

    Krzysztof Szajowski

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