Topics in Statistical Simulation: Research Papers from the 7th International Workshop on Statistical Simulation

Front Matter....Pages i-xviii
Queueing Systems with Unreliable Servers in a Random Environment....Pages 1-9
Sequential Combining of Expert Information Using Mathematica....Pages 11-27
Markov-Modulated Samples and Their Applications....Pages 29-35
Simulating Correlated Ordinal and Discrete Variables with Assigned Marginal Distributions....Pages 37-46
Probabilistic Counterparts for Strongly Coupled Parabolic Systems....Pages 47-55
Algorithms for Linear Stochastic Delay Differential Equations....Pages 57-65
Combined Tests for Comparing Mutabilities of Two Populations....Pages 67-78
Development of an Extensive Forensic Handwriting Database: Statistical Components....Pages 79-96
Bayes Factors and Maximum Entropy Distribution with Application to Bayesian Tests....Pages 97-107
Monte Carlo Algorithm for Simulation of the Vehicular Traffic Flow Within the Kinetic Model with Velocity Dependent Thresholds....Pages 109-117
Importance Sampling for Multi-Constraints Rare Event Probability....Pages 119-128
Generating and Comparing Multivariate Ordinal Variables by Means of Permutation Tests....Pages 129-138
A Method for Selection of the Optimal Bandwidth Parameter for Beran’s Nonparametric Estimator....Pages 139-147
Simulating from a Family of Generalized Archimedean Copulas....Pages 149-156
PS-Algorithms and Stochastic Computations....Pages 157-166
Laws of Large Numbers for Random Variables with Arbitrarily Different and Finite Expectations Via Regression Method....Pages 167-181
 D -optimal Saturated Designs: A Simulation Study....Pages 183-190
Nonparametric Testing of Saturated D -optimal Designs....Pages 191-198
Timely Indices for Residential Construction Sector....Pages 199-208
Measures of Dependence for Infinite Variance Distributions....Pages 209-216
Design of Experiments Using R....Pages 217-228
The Influence of the Dependency Structure in Combination-Based Multivariate Permutation Tests in Case of Ordered Categorical Responses....Pages 229-238
Potential Advantages and Disadvantages of Stratification in Methods of Randomization....Pages 239-246
Additive Level Outliers in Multivariate GARCH Models....Pages 247-255
A Comparison of Efficient Permutation Tests for Unbalanced ANOVA in Two by Two Designs and Their Behavior Under Heteroscedasticity....Pages 257-269
Likelihood-Free Simulation-Based Optimal Design: An Introduction....Pages 271-278
Time Change Related to a Delayed Reflection....Pages 279-289
Et tu “Brute Force”? No! A Statistically Based Approach to Catastrophe Modeling....Pages 291-298
Optimizing Local Estimates of the Monte Carlo Method for Problems of Laser Sensing of Scattering Media....Pages 299-307
Computer Experiment Designs via Particle Swarm Optimization....Pages 309-317
Application of Nonparametric Goodness-of-Fit Tests for Composite Hypotheses in Case of Unknown Distributions of Statistics....Pages 319-331
Simulating from the Copula that Generates the Maximal Probability for a Joint Default Under Given (Inhomogeneous) Marginals....Pages 333-341
Optimization via Information Geometry....Pages 343-351
Combined Nonparametric Tests for the Social Sciences....Pages 353-361
The Use of the Scalar Monte Carlo Estimators for the Optimization of the Corresponding Vector Weight Algorithms....Pages 363-372
Additive Cost Modelling in Clinical Trial....Pages 373-381
Mathematical Problems of Statistical Simulation of the Polarized Radiation Transfer....Pages 383-391
Using a Generalized Δ 2 -Distribution for Constructing Exact D -Optimal Designs....Pages 393-400
Sample Size in Approximate Sequential Designs Under Several Violations of Prerequisites....Pages 401-408
Numerical Stochastic Models of Meteorological Processes and Fields....Pages 409-417
Comparison of Resampling Techniques for the Non-causality Hypothesis....Pages 419-429
A Review of Multilevel Modeling: Some Methodological Issues and Advances....Pages 431-438
On a Generalization of the Modified Gravity Model....Pages 439-446
Bivariate Lorenz Curves Based on the Sarmanov–Lee Distribution....Pages 447-455
Models with Cross-Effect of Survival Functions in the Analysis of Patients with Multiple Myeloma....Pages 457-463
Monte Carlo Method for Partial Differential Equations....Pages 465-473
The Calculation of Effective Electro-Physical Parameters for a Multiscale Isotropic Medium....Pages 475-482
An Approximate Solution of the Travelling Salesman Problem Based on the Metropolis Simulation with Annealing....Pages 483-491
The Supertrack Approach as a Classical Monte Carlo Scheme....Pages 493-504
The Dependence of the Ergodicity on the Time Effect in the Repeated Measures ANOVA with Missing Data Based on the Unbiasedness Recovery....Pages 505-513
Mixture of Extended Linear Mixed-Effects Models for Clustering of Longitudinal Data....Pages 515-530
The Study of the Laplace Transform of Marshall–Olkin Multivariate Exponential Distribution....Pages 531-539