Statistical Modelling and Regression Structures: Festschrift in Honour of Ludwig Fahrmeir

Front Matter....Pages i-xxi
The Smooth Complex Logarithm and Quasi-Periodic Models....Pages 1-17
P-spline Varying Coefficient Models for Complex Data....Pages 19-43
Penalized Splines, Mixed Models and Bayesian Ideas....Pages 45-58
Bayesian Linear Regression — Different Conjugate Models and Their (In)Sensitivity to Prior-Data Conflict....Pages 59-78
An Efficient Model Averaging Procedure for Logistic Regression Models Using a Bayesian Estimator with Laplace Prior....Pages 79-90
Posterior and Cross-validatory Predictive Checks: A Comparison of MCMC and INLA....Pages 91-110
Data Augmentation and MCMC for Binary and Multinomial Logit Models....Pages 111-132
Generalized Semiparametric Regression with Covariates Measured with Error....Pages 133-154
Determinants of the Socioeconomic and Spatial Pattern of Undernutrition by Sex in India: A Geoadditive Semi-parametric Regression Approach....Pages 155-179
Boosting for Estimating Spatially Structured Additive Models....Pages 181-196
Generalized Linear Mixed Models Based on Boosting....Pages 197-215
Measurement and Predictors of a Negative Attitude towards Statistics among LMU Students....Pages 217-230
Graphical Chain Models and their Application....Pages 231-247
Indirect Comparison of Interaction Graphs....Pages 249-265
Modelling, Estimation and Visualization of Multivariate Dependence for High-frequency Data....Pages 267-300
Ordinal- and Continuous-Response Stochastic Volatility Models for Price Changes: An Empirical Comparison....Pages 301-320
Copula Choice with Factor Credit Portfolio Models....Pages 321-336
Penalized Estimation for Integer Autoregressive Models....Pages 337-352
Bayesian Inference for a Periodic Stochastic Volatility Model of Intraday Electricity Prices....Pages 353-376
Online Change-Point Detection in Categorical Time Series....Pages 377-397
Multiple Linear Panel Regression with Multiplicative Random Noise....Pages 399-417
A Note on Using Multiple Singular Value Decompositions to Cluster Complex Intracellular Calcium Ion Signals....Pages 419-430
On the self-regularization property of the EM algorithm for Poisson inverse problems....Pages 431-448
Sequential Design of Computer Experiments for Constrained Optimization....Pages 449-472