Statistical Modelling and Regression Structures

1. Front Matter

   Pages i-xxi

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2. The Smooth Complex Logarithm and Quasi-Periodic Models

   • H. C. Eilers

   Pages 1-17

3. P-spline Varying Coefficient Models for Complex Data

   • Brian D. Marx

   Pages 19-43

4. Penalized Splines, Mixed Models and Bayesian Ideas

   • Göran Kauermann

   Pages 45-58

5. Bayesian Linear Regression — Different Conjugate Models and Their (In)Sensitivity to Prior-Data Conflict

   • Gero Walter, Thomas Augustin

   Pages 59-78

6. An Efficient Model Averaging Procedure for Logistic Regression Models Using a Bayesian Estimator with Laplace Prior

   • Christian Heumann, Moritz Grenke

   Pages 79-90

7. Posterior and Cross-validatory Predictive Checks: A Comparison of MCMC and INLA

   • Leonhard Held, Birgit Schrödle, Håvard Rue

   Pages 91-110

8. Data Augmentation and MCMC for Binary and Multinomial Logit Models

   • Sylvia Frühwirth-Schnatter, Rudolf Frühwirth

   Pages 111-132

9. Generalized Semiparametric Regression with Covariates Measured with Error

   • Thomas Kneib, Andreas Brezger, Ciprian M. Crainiceanu

   Pages 133-154

10. Determinants of the Socioeconomic and Spatial Pattern of Undernutrition by Sex in India: A Geoadditive Semi-parametric Regression Approach

    • Christiane Belitz, Judith Hübner, Stephan Klasen, Stefan Lang

    Pages 155-179

11. Boosting for Estimating Spatially Structured Additive Models

    • Nikolay Robinzonov, Torsten Hothorn

    Pages 181-196

12. Generalized Linear Mixed Models Based on Boosting

    • Gerhard Tutz, Andreas Groll

    Pages 197-215

13. Measurement and Predictors of a Negative Attitude towards Statistics among LMU Students

    • Carolin Strobl, Friedrich Leisch, Christian Dittrich, Christian Seiler, Sandra Hackensperger

    Pages 217-230

14. Graphical Chain Models and their Application

    • Iris Pigeot, Stephan Klasen, Ronja Foraita

    Pages 231-247

15. Indirect Comparison of Interaction Graphs

    • Ulrich Mansmann, Markus Schmidberger, Ralf Strobl, Vindi Jurinovic

    Pages 249-265

16. Modelling, Estimation and Visualization of Multivariate Dependence for High-frequency Data

    • Erik Brodin, Claudia Klüppelberg

    Pages 267-300

17. Ordinal- and Continuous-Response Stochastic Volatility Models for Price Changes: An Empirical Comparison

    • Claudia Czado, Gernot Müller, Thi-Ngoc-Giau Nguyen

    Pages 301-320

18. Copula Choice with Factor Credit Portfolio Models

    • Alfred Hamerle, Kilian Plank

    Pages 321-336

19. Penalized Estimation for Integer Autoregressive Models

    • Konstantinos Fokianos

    Pages 337-352

20. Bayesian Inference for a Periodic Stochastic Volatility Model of Intraday Electricity Prices

    • Michael Stanley Smith

    Pages 353-376

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 65^th birthday. The contributions cover broad areas of contemporary statistical model building, including semiparametric and geoadditive regression, Bayesian inference in complex regression models, time series modelling, statistical regularization, graphical models and stochastic volatility models.

• Bayesian Statistics
• Estimator
• Logistic Regression
• Regression Models
• Semiparametric Regression
• Statistical Modelling
• Time series
• expectation–maximization algorithm
• linear regression
• statistical model

From the reviews:

“The festschrift is a collection of 24 contributions stemming from a wide area of statistical models ranging from semiparametric and geoadditive regression to Bayesian inference, time series modeling, statistical regularization, and others. The topics are of current interest. … The format of the volume is uniform and nicely presented … . will be a useful resource for graduate students, researchers, and practitioners with an interest in these topics. I think the festschrift deserves a broad readership.” (Technometrics, Vol. 52 (3), August, 2010)

• Fak. V - Mathematik und, Universität Oldenburg, Oldenburg, Germany

  Thomas Kneib

• Institut für Statistik, Universität München, München, Germany

  Gerhard Tutz

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