Bøger i Lecture Notes in Statistics serien

This book is intended for anyone, regardless of discipline, who is interested in the use of statistical methods to help obtain scientific explanations or to predict the outcomes of actions, experiments or policies.

Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. This book is divided into two main parts: Part I - "Surveys" contains 11 chapters that provide an up-to-date account of essential aspects of copula models.

Dihedral Fourier Analysis introduces the theory and applications necessary to study experimental data indexed by, or associated with, the points in a dihedral symmetry orbit. This book looks at experimental data and analytical models indexed by certain dihedral rotations and reversals realized as vector fields.

Design of Experiments in Nonlinear Models: Asymptotic Normality, Optimality Criteria and Small-Sample Properties provides a comprehensive coverage of the various aspects of experimental design for nonlinear models.

There has been an enormous growth in recent years in the literature on discrete optimal designs. Since the details of the construction of the designs are available in excellent books, we have only pointed out the designs which have optimality proper ties.

The papers in this volume were presented at a symposium/workshop on "The Estimation and Analysis of Insect Populations" that was held at the University of Wyoming, Laramie, in January, 1988.

This volume constitutes the Proceedings of the joint meeting of GLIM89 and the 4th International Workshop on statistical Modelling, held in Trento, Italy, from 17 to 21 July 1989.

Represents a self-contained account of a new promising and generally applicable approach to a large class of one-sided testing problems, where the alternative is restricted by at least two linear inequalities.

This monograph extends the notion of locally most powerful rank tests to non-regular cases. An appendix derives the limit experiments needed to investigate the asymptotic optimality of these "non-standard" rank tests under local alternatives.

The aim of this book is to present a survey of the many ways in which the statistical package GLIM may be used to model and analyze stochastic processes.

The concept of conditional specification is not new. Arnold Riverside, California USA Enrique Castillo Jose Maria Sarabia Santander, Cantabria Spain January, 1991 Contents 1 Conditional Specification 1 1.1 Why? . 2 1.3 Early work on conditional specification 4 1.4 Organization of this monograph . . . . . . . . . . . . . . . . . . . . . . . . . . .

This volume comprises a collection of papers by world- renowned experts on image analysis. The papers range from survey articles to research papers, and from theoretical topics such as simulated annealing through to applied image reconstruction.

Proceedings of the Second Franco-Belgian Meeting of Statisticians, held in Louvain-la-Neuve, Belgium, October 15-16, 1981

Mason initiated their collaboration on the topics of this book while attending the CBMS-NSF Regional Confer ence at Texas A & M University in 1981. 2 of Technical Report Series of the Laboratory for Research in Statistics and Probability of Carleton University and University of Ottawa, 1983.

The people who will be interested in this material are physicists, economists, and engineers who have to deal with data on a daily basis; Any person with the equivalent of the mathematics background required for the graduate level study of physics should be able to follow the material contained in this book, though not without eIfort.

This monograph treats the question of determining how much to spend for the collection and analysis of public data. Of course it is too late to change the 1970 census program, but the method and techniques of analysis will apply to future data programs.

The theory and practice of decision making involves infinite or finite number of actions. In this work, we have applied general decision theory to develop some modified principles which are reasonable for problems in this field.

Chapter 2 deals with discrete time theory. The first one is to let the reader get acquainted with the main lines of the theory needed in continuous time without being bothered by tech nical details. Chapter 3 deals with continuous time theory. Three applications of the continuous time theory are given in Chapter 4.

However, there exists here a whole class of asymptotically efficient estimators which are thus asymptotically equivalent to the MLE. These are situations where the MLE or other estimators are not asymptotically normally distributed, or where l 2 their order of convergence (or consistency) is not n / , as in the regular cases.

The increasing power and decreasing price of smalI computers, especialIy "personal" computers, has made them increasingly popular in statistical analysis. The day may not be too far off when every statistician has on his or her desktop computing power on a par with the large mainframe computers of 15 or 20 years ago.

IV CONTENTS CHAPTER 1 INTRODUCTION 1. 1 Introduction 1 Appendix 1. 2 14 CHAPTER 2 STATIONARITY AND STABILITY 15 2. 1 Introduction 15 2. 2 Singly-Infinite Stationarity 16 2. 3 Doubly-Infinite Stationarity 19 2. 5 Stability of RCA Models 33 2. 6 Strict Stationarity 37 Appendix 2. 1 38 CHAPTER 3 LEAST SQUARES ESTIMATION OF SCALAR MODELS 40 3.

Since also this process theory is virtually inaccessible to non-probabilists, it would appear useful to have an account of what Aalen has done, that includes exactly the amount of probability required to deal satisfactorily and rigorously with statistical models for counting processes.

This volume of Lecture Notes in Statistics consists of the published proceedings of the first international conference to be held on the topic of generalised linear models.

Kurkjian and Zelen (1963) gave the analysis of block designs using the calculus and Zelen and Federer (1964) applied it to the analysis of designs with two-way elimination of heterogeneity.

Probabilistic models of technical systems are studied here whose finite state space is partitioned into two or more subsets. The systems considered are such that each of those subsets of the state space will correspond to a certain performance level of the system.

Held in the Physikzentrum in Bad Honnef from 3-7 May, 1982