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Statistics and Simulation : IWS 8, Vienna, Austria, September 2015
Statistics and Simulation : IWS 8, Vienna, Austria, September 2015
Click to enlarge
ISBN No.: 9783319760346
Pages: xvi, 417
Year: 201805
Format: Trade Cloth (Hard Cover)
Price: £115.80
Dispatch delay: Dispatched between 7 to 15 days
Status: Available (Active record)

Preface.- Part I: Invited Papers.- 1. Design and analysis of simulation experiments (Jack P. C. Kleijnen).- 2. A review of simulation usage in the New Zealand electricity market (Golbon Zakeri, Geoff Pritchard).


- 3. Power and sample size considerations in psychometrics (Clemens Draxler, Klaus D. Kubinger).- 4. Bootstrap change point testing for dependent data (Zuzana Prásková).- Part II: Simulation for mathematical modeling and analysis.- 5. The covariation matrix of solution of a linear algebraic system by the Monte Carlo method (Tatiana M.


Tovstik).- 6. Large-scale simulation of acoustic waves in random multiscale media (Olga N. Soboleva, Ekaterina P. Kurochkina).- 7. Parameter inference for stochastic differential equations with density tracking by quadrature (Harish S. Bhat, R.


W. M. A. Madushani, Shagun Rawat).- 8. New Monte Carlo algorithm for evaluation of outgoing polarized radiation (Gennady A. Mikhailov, Natalya V. Tracheva, Sergey A.


Ukhinov).- Part III: Simulation for stochastic processes and their applications.- 9. Simulation of stochastic processes with generation and transport of particles (Elena Ermishkina, Elena Yarovaya).- 10. Stochastic models for nonlinear cross-diffusion systems (Yana Belopolskaya).- 11. Benefits and application of tree structures in Gaussian process models to optimize magnetic field shaping problems (Natalie Vollert, Michael Ortner, Jürgen Pilz).


- 12. Insurance models under incomplete information (Ekaterina Bulinskaya, Julia Gusak).- 13. Comparison and modeling of pension systems (Christian Quast, Lubos Strelec, Rastislav Potocký, Jozef Kiselák, Milan Stehlík).- 14. Markowitz problem for a case of random environment existence (Alexander Andronov, Tatjana Jurkina).- Part IV: Testing and classification problems in statistics.- 15.


Signs of residuals for testing coefficients in quantile regression (Sergey Tarima, Peter Tarassenko, Bonifride Tuyishimire, Rodney Sparapani, Lisa Rein, John Meurer).- 16. Classification of multivariate time series of arbitrary nature based on the -complexity theory (Boris Darkhovsky, Alexandra Piryatinska).- 17. EEG, nonparametric multivariate statistics, and dementia classification (Patrick Langthaler, Yvonne Höller, Zuzana Hübnerová, Vítezslav Veselý, Arne C. Bathke).- 18. Change point in panel data with small fixed panel size: ratio and non-ratio test statistics(Barbora Pestová, Michal Pesta).


- 19. How robust is the two-sample triangular sequential t-test against variance heterogeneity? (Dieter Rasch, Takuya Yanagida).- Part V. Clinical trials and design of experiments.- 20. Performances of Poisson-gamma model for patients'' recruitment in clinical trials when there are pauses in recruitment or when the number of centres is small (Nathan Minois, Guillaume Mijoule, Stéphanie Savy, Valérie Lauwers-Cances, Sandrine Andrieu, Nicolas Savy).- 21. Simulated clinical trials: principle, good practices, and focus onvirtual patients generation (Nicolas Savy, Stéphanie Savy, Sandrine Andrieu, Sébastien Marque).


- 22. Determination of the optimal size of subsamples for testing a correlation coefficient by a sequential triangular test (Dieter Rasch, Takuya Yanagida, Klaus D. Kubinger, Berthold Schneider).- 23. Explicit T -optimal designs for trigonometric regression models (Viatcheslav B. Melas, Petr V. Shpilev).- 24.


Simulations on the combinatorial structure of D-optimal designs (Roberto Fontana, Fabio Rapallo).- Part VI: Simulations for reliability and queueing models.- 25. On the consequences of model misspecification for biased samples from the Weibull distribution (George Tzavelas, Polychronis Economou).-26. An overview on recent advances in statistical burn-in modeling for semiconductor devices (Daniel Kurz, Horst Lewitschnig, Jürgen Pilz).- 27. Simplified analysis of queueing systems with random requirements (Konstantin E.


Samouylov, Yuliya V. Gaidamaka, Eduard S. Sopin).- 28. On sensitivity of steady-state probabilities of a cold redundant system to the shapes of life and repair time distributions of its elements (Vladimir Rykov, Dmitry Kozyrev).- 29. Reliability analysis of an aging unit with a controllable repair facility activation (Dmitry Efrosinin, Janos Sztrik, Mais Farkhadov, Natalia Stepanova).-.



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