Topics in Statistical Simulation : Research Papers from the 7th International Workshop on Statistical Simulation / edited by V.B. Melas, Stefania Mignani, Paola Monari, Luigi Salmaso.

Format:

Book

Conference/Event

Author/Creator:

International Workshop on Statistical Simulation, Corporate Author.

Contributor:

Melas, V.B., Editor.

Mignani, Stefania., Editor.

Monari, Paola., Editor.

Salmaso, Luigi., Editor.

Conference Name:

International Workshop on Statistical Simulation (7th : 2013 : Rimini, Italy)

International Workshop on Statistical Simulation

Series:

Springer Proceedings in Mathematics & Statistics, 2194-1017 ; 114

Language:

English

Subjects (All):

Statistics.

Statistical Theory and Methods.

Local Subjects:

Statistical Theory and Methods.

Statistics.

Physical Description:

1 online resource (531 p.)

Edition:

1st ed. 2014.

Place of Publication:

New York, NY : Springer New York : Imprint: Springer, 2014.

Language Note:

English

Summary:

The Department of Statistical Sciences of the University of Bologna in collaboration with the Department of Management and Engineering of the University of Padova, the Department of Statistical Modelling of Saint Petersburg State University, and INFORMS Simulation Society sponsored the Seventh Workshop on Simulation. This international conference was devoted to statistical techniques in stochastic simulation, data collection, analysis of scientific experiments, and studies representing broad areas of interest. The previous workshops took place in St. Petersburg, Russia in 1994, 1996, 1998, 2001, 2005, and 2009. The Seventh Workshop took place in the Rimini Campus of the University of Bologna, which is in Rimini’s historical center.

Contents:

Queueing Systems with Unreliable Servers in a Random Environment

Sequential Combining of Expert Information using Mathematica

Markov-Modulated Samples and Their Applications

Simulating correlated ordinal and discrete variables

Probabilistic counterparts for strongly coupled parabolic systems

Algorithms for Linear Stochastic Delay Differential Equations

Combined tests for comparing mutabilities of two populations

Development of an Extensive Forensic Handwriting Database

Bayes factors and maximum entropy distribution with application to Bayesian tests

Carlo Algorithm for Simulation of the Vehicular Traffic Flow

Importance Sampling for multi-constraints rare event probability

Generating and comparing multivariate ordinal variables by means of permutation tests

A method for selection of the optimal bandwidth parameter for Beran’s nonparametric Estimator

Simulating from a family of generalized Archimedean copulas

PS-algorithms and stochastic computations

Laws of Large Numbers for Random Variables

D-optimal saturated designs: a simulation study

Nonparametric testing of saturated D-optimal designs

Timely Indices for Residential Construction Sector

Measures of dependence for infinite variance distributions

Design of Experiments using R

The Influence of the Dependency Structure in Combination-Based Multivariate Permutation

Potential advantages and disadvantages of stratification in methods of randomization

Additive level outliers in multivariate GARCH models

A comparison of efficient permutation tests for unbalanced ANOVA in two by two designs

Likelihood-free Simulation-based Optimal Design: an Introduction

Time change related to a delayed reflection

Et tu “Brute Force”? No! A Statistically-Based Approach to Catastrophe Modeling

Optimizing Local Estimates of the Monte Carlo Method for Problems

Computer Experiment Designs via Particle Swarm Optimization

Application of Nonparametric Goodness-of-Fit Testsfor Composite Hypotheses

Simulating from the copula that generates the maximal probability

Optimization via Information Geometry

Combined nonparametric tests for the social sciences

The use of the scalar Monte Carlo estimators for the optimization of the corresponding vector weight algorithms

Additive cost modelling in clinical trial

Mathematical problems of statistical simulation of the polarized radiation transfer

Using a Generalized D2-Distribution for Constructing Exact D-Optimal Designs

Sample size in approximate sequential designs under several violations of prerequisites

Numerical stochastic models of meteorological processes and fields

Comparison of Resampling Techniques for the Non-Causality Hypothesis

A review of Multilevel Modeling: some methodological issues and advances

On a Generalization of the Modified Gravity Model

Bivariate Lorenz Curves based on the Sarmanov-Lee Distribution

Models with Cross-Effect of Survival Functions in the Analysis of Patients with Multiple Myeloma

Monte Carlo method for partial differential equations

The calculation of effective electro-physical parameters for a multiscale isotropic medium

An Approximate Solution of the Travelling Salesman Problem Based on the Metropolis Simulation with Annealing

The Supertrack Approach as a Classical Monte Carlo Scheme

The dependence of the ergodicity on the time effect in the repeated measures ANOVA

Mixture of extended linear mixed-effects models for clustering of longitudinal data

The study of the Laplace transform of Marshall-Olkin multivariate exponential distribution.

Notes:

Description based upon print version of record.

Includes bibliographical references at the end of each chapters.

ISBN:

1-4939-2104-5

OCLC:

897810373