AHA-BUCH

Statistical Modelling and Regression Structures

Festschrift in Honour of Ludwig Fahrmeir
 Book
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ISBN-13:
9783790824124
Einband:
Book
Erscheinungsdatum:
04.02.2010
Seiten:
464
Autor:
Thomas Kneib
Gewicht:
899 g
Format:
240x165x33 mm
Sprache:
Englisch
Beschreibung:

The Smooth Complex Logarithm and Quasi-Periodic Models.- P-spline Varying Coefficient Models for Complex Data.- Penalized Splines, Mixed Models and Bayesian Ideas.- Bayesian Linear Regression - Different Conjugate Models and Their (In)Sensitivity to Prior-Data Conflict.- An Efficient Model Averaging Procedure for Logistic Regression Models Using a Bayesian Estimator with Laplace Prior.- Posterior and Cross-validatory Predictive Checks: A Comparison of MCMC and INLA.- Data Augmentation and MCMC for Binary and Multinomial Logit Models.- Generalized Semiparametric Regression with Covariates Measured with Error.- Determinants of the Socioeconomic and Spatial Pattern of Undernutrition by Sex in India: A Geoadditive Semi-parametric Regression Approach.- Boosting for Estimating Spatially Structured Additive Models.- Generalized Linear Mixed Models Based on Boosting.- Measurement and Predictors of a Negative Attitude towards Statistics among LMU Students.- Graphical Chain Models and their Application.- Indirect Comparison of Interaction Graphs.- Modelling, Estimation and Visualization of Multivariate Dependence for High-frequency Data.- Ordinal- and Continuous-Response Stochastic Volatility Models for Price Changes: An Empirical Comparison.- Copula Choice with Factor Credit Portfolio Models.- Penalized Estimation for Integer Autoregressive Models.- Bayesian Inference for a Periodic Stochastic Volatility Model of Intraday Electricity Prices.- Online Change-Point Detection in Categorical Time Series.- Multiple Linear Panel Regression with Multiplicative Random Noise.- A Note on Using Multiple Singular Value Decompositions to Cluster Complex Intracellular Calcium Ion Signals.- On the self-regularization property of the EM algorithm for Poisson inverse problems.- Sequential Design of Computer Experiments for Constrained Optimization.
Thecollectedcontributionscontainedwithinthisbookhavebeenwrittenbyfriends andcolleaguestoacknowledgeLudwigFahrmeir swidespreadandimportantimpact onStatisticsasascience,whilecelebratinghis65thBirthday. Asayoungstudent,LudwigstartedhiscareerasaMathematician,buthequickly turnedintoarisingandshiningstarwithintheGermanandinternationalStatistics community. HesoonobtainedbothhisPhDandhisHabilitationattheTechnical UniversityofMunich. AfterashortperiodasavisitingprofessorattheUniversity ofDortmund,hereturnedtohishomelandBavariaandwasappointedFullProfessor ofStatisticsattheUniversityofRegensburg,attheageof32. Someyearslater,hemovedtothecapitalofBavariaandbecameProfessoratthe DepartmentofStatisticsattheUniversityofMunich. Hisappointmenthadsigni?cant impactontheDepartmentsince,soonafterhisarrival,Ludwigstartedaninitiative toestablishacollaborativeresearchcenteronthe StatisticalAnalysisofDiscrete Structures. Afterasuccessfulapplicationforinitialfunding,furtherfundingwas extendedseveraltimes,untiltheresearchcenterreachedthemaximumperiodfor fundingin2006. Duringthecompleteduration,Ludwigservedasaspeakerofthe researchcenterand tociteoneofthe?nalreferees manageditinaneasyand ef?cientwayandcontributedseveralimportantresults. Duringthelastfortyyears,Ludwig sworkhashadtremendousimpactontheS- tisticscommunity. Hewasamongthe?rstresearcherstorecognizetheimportance ofgeneralizedlinearmodelsandcontributedinaseriesofpaperstothetheoretical backgroundofthatmodelclass. Hisinterestinstatisticalmodellingledtothe- ganizationofaworkshopon StatisticalModellingandGeneralizedLinearModels (GLIM) inMunichin1992andculminatedinthehighlycitedmonographon M- tivariateStatisticalModellingBasedonGeneralizedLinearModels thatsawtwo printingsandremainstobeakeyreferenceonappliedstatisticalmodellingutilizing generalizedlinearmodels. Ludwigalsohadgreatin?uenceonthecreationofthe StatisticalModellingSociety,andiscurrentlyontheadvisoryboardofthecor- spondingjournalon StatisticalModelling. Boththesocietyandjournalemerged outoftheearlyGLIMworkshopsandproceedings. v vi Foreword Ofcourse,Ludwig sworkisde?nitelynotrestrictedtogeneralizedlinearmodels but onthecontrary spansawiderangeofmodernStatistics. Heco-authoredor co-editedseveralmonographs,e. g. onMultivariateStatistics,StochasticProcesses, MeasurementofCreditRisks,aswellaspopulartextbooksonRegressionandan IntroductiontoStatistics. Hisrecentresearchcontributionsaremostlyconcentrated insemiparametricregressionandspatialstatisticswithinaBayesianframework. When?rstcirculatingtheideaofaFestschriftforthecelebrationofLudwig s 65thbirthday,allpotentialcontributorswereextremelypositive,manyimmediately agreeingtocontribute. ThesereactionsatesttoLudwig shighpersonalandp- fessionalappreciationinthestatisticalcommunity. Thefarreachingandvarietyof subjectscoveredwithinthesecontributionsalsorepresentsLudwig sbroadinterest andimpactinmanybranchesofmodernStatistics. BotheditorsofthisFestschriftwereluckyenoughtoworkwithLudwigatseveral occasionsandinparticularearlyintheircareersasPhDstudentsandPostDocs. His personalandprofessionalmentorshipandhisstrongcommitmentmadehimaperfect supervisorandhispatient,con?dentandencouragingworkingstylewillalwaysbe rememberedbyallofhisstudentsandcolleagues. Ludwigalwaysprovidedafriendly workingenvironmentthatmadeitapleasureandanhonortobeapartofhisworking group. WeareproudtobeabletosaythatLudwigismuchmorethanacolleague butturnedintoafriendforbothofus. OldenburgandMunich,January2010 ThomasKneib,GerhardTutz Acknowledgements Theeditorswouldliketoexpresstheirgratitudeto allauthorsofthisvolumefortheiragreementtocontributeandtheireasyco- erationatseveralstagesofputtingtogetherthe?nalversionoftheFestschrift. JohannaBrandt,JanGertheiss,AndreasGroll,FelixHeinzl,SebastianPetry,Jan UlbrichtandStephanieRubenbauerfortheirinvaluablecontributionsinproof- A readingandcorrectionofthepapers,aswellasinsolvingseveralLTX-related E problems. theSpringerVerlagforagreeingtopublishthisFestschriftandinparticularNils- PeterThomas,AliceBlanck