COMPSTAT 2008: Proceedings in Computational Statistics

Front Matter....Pages I-XVII
Front Matter....Pages 1-1
Nonparametric Methods for Estimating Periodic Functions, with Applications in Astronomy....Pages 3-18
Front Matter....Pages 19-19
Back to the Future: Lisp as a Base for a Statistical Computing System....Pages 21-33
Computable Statistical Research and Practice....Pages 35-42
Implicit and Explicit Parallel Computing in R....Pages 43-51
Front Matter....Pages 53-53
Probabilistic Modeling for Symbolic Data....Pages 55-65
Monothetic Divisive Clustering with Geographical Constraints....Pages 67-76
Comparing Histogram Data Using a Mahalanobis–Wasserstein Distance....Pages 77-89
Front Matter....Pages 91-91
Iterative Conditional Fitting for Discrete Chain Graph Models....Pages 93-104
Graphical Models for Sparse Data: Graphical Gaussian Models with Vertex and Edge Symmetries....Pages 105-116
Parameterization and Fitting of a Class of Discrete Graphical Models....Pages 117-128
Front Matter....Pages 129-129
Exploring the Bootstrap Discrepancy....Pages 131-142
On Diagnostic Checking Time Series Models with Portmanteau Test Statistics Based on Generalized Inverses and....Pages 143-154
New Developments in Latent Variable Models: Non-linear and Dynamic Models....Pages 155-164
Front Matter....Pages 165-165
Estimating Spatiotemporal Effects for Ecological Alcohol Systems....Pages 167-178
A Directed Graph Model of Ecological Alcohol Systems Incorporating Spatiotemporal Effects....Pages 179-190
Spatial and Computational Models of Alcohol Use and Problems....Pages 191-202
Front Matter....Pages 203-203
Optimal Investment for an Insurer with Multiple Risky Assets Under Mean-Variance Criterion....Pages 205-216
Inhomogeneous Jump-GARCH Models with Applications in Financial Time Series Analysis....Pages 217-228
The Classical Risk Model with Constant Interest and Threshold Strategy....Pages 229-240
Estimation of Structural Parameters in Crossed Classification Credibility Model Using Linear Mixed Models....Pages 241-251
Front Matter....Pages 253-253
A Hybrid Approach for Taxonomy Learning from Text....Pages 255-266
Image and Image-Set Modeling Using a Mixture Model....Pages 267-275
Strategies in Identifying Issues Addressed in Legal Reports....Pages 277-288
Front Matter....Pages 289-289
Sequential Automatic Search of a Subset of Classifiers in Multiclass Learning....Pages 291-302
Possibilistic PLS Path Modeling: A New Approach to the Multigroup Comparison....Pages 303-314
Models for Understanding Versus Models for Prediction....Pages 315-322
Posterior Prediction Modelling of Optimal Trees....Pages 323-334
Front Matter....Pages 335-335
Selecting Models Focussing on the Modeller’s Purpose....Pages 337-348
A Regression Subset-Selection Strategy for Fat-Structure Data....Pages 349-358
Fast Robust Variable Selection....Pages 359-370
Front Matter....Pages 371-371
Latent Classes of Objects and Variable Selection....Pages 373-383
Modelling Background Noise in Finite Mixtures of Generalized Linear Regression Models....Pages 385-396
Clustering via Mixture Regression Models with Random Effects....Pages 397-407
Front Matter....Pages 409-409
Testing Effects in ANOVA Experiments: Direct Combination of All Pair-Wise Comparisons Using Constrained Synchronized Permutations....Pages 411-422
Multiple Comparison Procedures in Linear Models....Pages 423-431
Inference for the Top- k Rank List Problem....Pages 433-444
Front Matter....Pages 445-445
Monitoring Random Start Forward Searches for Multivariate Data....Pages 447-458
Generalized Differential Evolution for General Non-Linear Optimization....Pages 459-471
Statistical Properties of Differential Evolution and Related Random Search Algorithms....Pages 473-485
Front Matter....Pages 487-487
Robust Estimation of the Vector Autoregressive Model by a Least Trimmed Squares Procedure....Pages 489-501
Front Matter....Pages 487-487
The Choice of the Initial Estimate for Computing MM-Estimates....Pages 503-515
Metropolis Versus Simulated Annealing and the Black-Box-Complexity of Optimization Problems....Pages 517-527
Front Matter....Pages 529-529
Filters for Short Nonstationary Sequences: The Analysis of the Business Cycle....Pages 531-545
Estimation of Common Factors Under Cross-Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and Its Main Components....Pages 547-558
Back Matter....Pages 559-573