Recent Studies on Risk Analysis and Statistical Modeling

Front Matter ....Pages i-xvii
Front Matter ....Pages 1-1
 Assessment of Maximum A Posteriori Image Estimation Algorithms for Reduced Acquisition Time Medical Positron Emission Tomography Data  (Daniel Deidda, Robert G. Aykroyd, Charalampos Tsoumpas)....Pages 3-16
 Multifractal Analysis on Cancer Risk  (Milan Stehlík, Philipp Hermann, Stefan Giebel, Jens-Peter Schenk)....Pages 17-33
 Traditional Versus Alternative Risk Measures in Hedge Fund Investment Efficiency  (Izabela Pruchnicka-Grabias)....Pages 35-49
 Estimating the Extremal Coefficient: A Simulation Comparison of Methods  (Marta Ferreira)....Pages 51-65
 On a Business Confidence Index and Its Data Analytics: A Chilean Case  (Víctor Leiva, Camilo Lillo, Rodrigo Morrás)....Pages 67-85
 On the Application of Sample Coefficient of Variation for Managing Loan Portfolio Risks  (Rahim Mahmoudvand, Teresa A. Oliveira)....Pages 87-97
 Acceptance-Sampling Plans for Reducing the Risk Associated with Chemical Compounds  (Fernanda Figueiredo, Adelaide Figueiredo, M. Ivette Gomes)....Pages 99-111
 Risk of Return Levels for Spatial Extreme Events  (Luísa Pereira, Cecília Fonseca)....Pages 113-126
 Nonparametric Individual Control Charts for Silica in Water  (Luís M. Grilo, Mário A. Santos, Helena L. Grilo)....Pages 127-139
 Revisiting Resampling Methods in the Extremal Index Estimation: Improving Risk Assessment  (D. Prata Gomes, M. M. Neves)....Pages 141-153
 Improving Asymptotically Unbiased Extreme Value Index Estimation  (Frederico Caeiro, Ivanilda Cabral, M. Ivette Gomes)....Pages 155-163
 Hazard Rate and Future Lifetime for the Generalized Normal Distribution  (Thomas L. Toulias, Christos P. Kitsos)....Pages 165-180
Front Matter ....Pages 181-181
 Wavelet-Based Detection of Outliers in Poisson INAR(1) Time Series  (Isabel Silva, Maria Eduarda Silva)....Pages 183-195
 Surveillance in Discrete Time Series  (Maria da Conceição Costa, Isabel Pereira, Manuel G. Scotto)....Pages 197-212
 On the Maxima of Integer Models Based on a New Thinning Operator  (Sandra Dias, Maria da Graça Temido)....Pages 213-226
 Exact and Approximate Probabilities for the Null Distribution of Bartels Randomness Test  (Ayana Mateus, Frederico Caeiro)....Pages 227-240
 Gamma-Series Representations for the Sum of Independent Gamma Random Variables and for the Product of Independent Beta Random Variables  (Filipe J. Marques)....Pages 241-253
 Likelihood Ratio Tests for Equality of Mean Vectors with Circular Covariance Matrices  (Carlos A. Coelho)....Pages 255-269
 Optimal Estimators in Mixed Models with Orthogonal Block Structures  (Dário Ferreira, Sandra S. Ferreira, Célia Nunes, João T. Mexia)....Pages 271-276
 Constructing Random Klein Surfaces Without Boundary  (Antonio F. Costa, Eran Makover)....Pages 277-283
 Performance Analysis of a GPS Equipment  (M. Filomena Teodoro, Fernando M. Gonçalves, Anacleto Correia)....Pages 285-298
 Multivariate Generalized Birnbaum-Saunders Models Applied to Case Studies in Bio-Engineering and Industry  (Víctor Leiva, Carolina Marchant)....Pages 299-320
 Energy Prices Forecasting Using GLM  (M. Filomena Teodoro, Marina A. P. Andrade, Eliana Costa e Silva, Ana Borges, Ricardo Covas)....Pages 321-334
 Pseudo Maximum Likelihood and Moments Estimators for Some Ergodic Diffusions  (Pedro Mota, Manuel L. Esquível)....Pages 335-343
 Statistical Modelling of Counts with a Simple Integer-Valued Bilinear Process  (Isabel Pereira, Nélia Silva)....Pages 345-357
 A Comparative Study of the Estimators for the Demand of Engineering Courses in Portugal  (Raquel Oliveira, A. Manuela Gonçalves, Rosa M. Vasconcelos)....Pages 359-373
 Statistical Methods for Word Association in Text Mining  (Anacleto Correia, M. Filomena Teodoro, Victor Lobo)....Pages 375-384
Back Matter ....Pages 385-393