Statistical Modelling Society

Fifteenth International Workshop on Statistical Modelling, Bilbao, 2000, Proceedings

Vicente Núñez-Antón, Eva Ferreira (Eds.)
Statistical Modelling. Proceedings of the 15th International Workshop on Statistical Modelling. New Trends in Statistical Modelling. Bilbao, Spain, July 17-21, 2000
Bilbao: Servicio Editorial de la Universidad del País Vasco 2000

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Contents

Invited Papers

Christopher M. Bishop and Michael E. Tipping

Variational Relevance Vector Machines

Carmen Fernández, Gary Koop, and Mark F.J. Steel

Modelling Production with Undesirable Outputs

W. González Manteiga

Goodness of fit tests for regression models: A tutorial.

Joel L. Horowitz

Semiparametric and Nonparametric Estimation in Econometrics

Johannes Ledolter

Statistical Techniques for Quality Improvement: Improving the Manufacture of Viscose Fiber

V. Patilea , E. Renault

Iterative and recursive estimation in structural non-adaptive models

Winfried Stute

Jump Diffusion Processes with Shot Noise Effects and their Applications to Finance

James V Zidek , Jean Meloche, Nhu D Le and Li Sun.

Combining Statistical and Computer Models for Health Risk Assessment (Exposure Analysis)

Dale L. Zimmerman

Aids for Modeling the Covariance Structure of Longitudinal Data: Alternative Specifications and Graphical Diagnostics

Contributed Papers and Posters

Jesús Abaurrea, Ana Carmen Cebrián

Drought analysis based on a compound Poisson model

Marc Aerts, Gerda Claeskens, Geert Molenberghs

Bootstrapping Multiparameter Models, with Applications to Clustered Binary Data

J.T. Alcalá, J.A. Cristóbal and J. Ojeda

Nonparametric Regression Estimators in Biased Sampling Models

Manuel Arellano, Lars Peter Hansen and Enrique Sentana

Underidentification?

Francesco Bartolucci, Giovanni De Luca and Nicola Loperfido

A Generalization for Skewness of the Basic Stochastic Volatility Model

Dietmar Bauer and Martin Wagner

Subspace algorithm cointegration analysis - An application to interest rate data

Jörg Betzin

Structural Equation Models with Neural Network Techniques - The Idea of the Black Box

Arielle Beyaert and Juan José Pérez-Castejón

Rational expectations and switching regime models: theory and application to the term structure of interest rates

Natividad Blasco and Rafael Santamaría

Higuest-Density Forecast Regions: Some Evidence in the Spanish Stock Market

Heleno Bolfarine, Reiko Aoki, Julio M. Singer

Null Intercept Measurement Error Models

R. Crouchley and G. Oskrochi

Pattern mixture models for dropout in multi-spell multi-state labour market panel data

Gabriela Damilano and Pedro Puig

Location and Scale models with Type I Censored Data

Tamraparni Dasu, Theodore Johnson

Approximating Nonlinear Models

Antoine de Falguerolles and Michael Greenacre

Statistical Modelling for Matched Tables

Konstantinos Fokianos

Goodness of Fit Tests for Categorical Time Series

Jutta Gampe

Modelling Subject-specific Economic Behaviour by Random Coefficient Models

M. Ivette Gomes

The Second Order Framework and the Modeling of Rare Events

Mick Green

Statistical Models for Conjoint Analysis

Peter Kischka, Dietrich Eherler

Causal Graphs and Unconfoundedness

Corrado Lagazio, Emanuela Dreassi, Annibale Biggeri

A Hierarchical Bayesian Model for Space-Time Variation of Disease Risk

Brian D. Marx

On Ill-Conditioned GEEs and Toward Unified Biased Estimation

Geert Molenberghs, Herbert Thijs Geert Verbeke, Bart Michiels and Desmond Curran

Strategies to Fit Pattern-Mixture Models

Marco Reale and Granville Tunnicliffe Wilson

Identification of Vector AR and ARMA models with recursive structural errors using Conditional Independence Graphs

Ruiz-Molina, J.C., Navarro-Moreno, J. and Fernández, R.M.

A Recursive Solution for Continuous-Time Linear Estimation Problems

Elena Stanghellini and Peter G.M. van der Heijden

A capture-recapture method that takes observed and unobserved heterogeneity into account

S.J. Steel and N. Louw

Variable selection in discriminant analysis: measuring the influence of individual cases

Verena Trenkel and Dominique Pelletier

Using the bootstrap for bias estimation in population dynamics models

Brandon Whitcher

Wavelet Analysis of Seasonal Long Memory

Chun Shan Wong, Wai Keung Li

Generalized Mixture Autoregressive Model

Lijian Yang and Rolf Tschernig

Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models

David Allcroft and Chris Glasbey

Estimation of latent Gaussian ARMA models for categorical behaviour data

M.J. Bárcena and F. Tusell

Tree-based Algorithms for Multiple Imputation of Missing Data

Rami Bustami, Emmanuel Lesaffre, Geert Molenberghs

Goodness-of-fit Tests for Bivariate Ordinal Regression Models

Renato G. Flôres Jr. and Cristian Huse

Specification Testing of Univariate Continuous-Time Interest Rate Models

Stefan Lang and Andreas Brezger

Bayesian P-Splines

Germán Aneiros Pérez

LS estimation in a Semiparametric Additive Regression Model with dependent errors

Ursula Berger

Model Choice in the Bayesian Framework

Cecilia Candolo, Anthony Davison and Clarice Demétrio

Incorporating model selection uncertainty into statistical inference: a simple example

Mercedes G. Escribano

Residential Site Choice by Ethnicity: Demand Side Estimation

Graciela Estévez, Alejandro Quintela and Philippe Vieu

A modified cross-validacion bandwidth to estimate the hazard function under dependence

Sílvia M. de Freitas^,, John P. Hinde^, and Clarice G. B. Demétrio

Modelling Mortality as a Function of Time in a Clustered Data Bioassay

Naratip Jansakul^, and John P. Hinde^,

Score Tests for Zero-inflated Poisson Models

S.J. Knudsen

Bias Adjusted Pearson estimating functions

Miguel A.P.M. Lejeune

Optimization of Experimental Designs

Lieven Tack, Martina Vandebroek

An algorithm for the construction of cost-efficient and trend-resistant experiments

Olivia Wuethrich-Martone, Marc Müller, and Rolf Steyer

Controlling Qualitative Confounders in Nonrandomized Experiments: A Method and its Implementation in SPSS.

Nuria Agell, Xari Rovira, Carmen Ansotegui, Monica Sanchez, and Francesc Prats

Predicting Financial Risk by Qualitative Reasoning Techniques

Teresa Aparicio and Inmaculada Villanúa

Selection Criteria for Non Nested Binary Choice Models: A Comparative Study

Eva Artés Rodríguez and Amelia V. García Luengo

A note on Successive Sampling using Auxiliary Information

S A. Ayis

A Choice of Software for Measuring and Correcting for Unobserved Heterogeneity.

Knut Bartels

L₂-Tests with Fixed Kernel for Specification of Parametric Models

R. Bellio , C. U. Carlsen , M. V. Kröger-Ohlsen and L. H. Skibsted

An Application of Nonlinear Regression for Correlated Data in Chemical Kinetics

Monica Bernabe Fernandez

Taguchi Methods as a Powerful Engineering Tool

Bendix Carstensen, Jaana Lindström, Jaakko Tuomiletho and Knut Borch-Johnsen

Comparing and Predicting between Several Methods of Measurement

Raj S. Chhikara, Floyd M. Spears and Thomas English

Cox Proportional Hazard Model For Altitude Decompression Sickness

Iain Currie and Maria Durbán

Adjusted profile score: some applications

Mark A. P. Davies, Chris Manolis, Melvin Prince

Exploratory and Confirmatory Statistical Modelling of a Materialism Scale: US and UK Samples.

Angela D'Elia

A Shifted Binomial Model for Rankings

Dee Denteneer, Jan Engel, Gerard Hollemans

Combining response categories in ordinal response models

Paul H. C. Eilers

Robust and Quantile Smoothing with P-splines and the L₁ Norm

Consuelo García Tejedor and Frederic Utzet

Estimation of the exponent of a fractional brownian noise

Pilar Gargallo and Manuel Salvador

Sequential Diagnosis of Shocks in Dynamic Linear Models

Federica Giummolè, Laura Ventura and Alessandra Salvan

Estimating functions based on the modified directed likelihood

Concepción González García, Angel Martín Fernández, Alvaro Sánchez de Medina Garrido, Esperanza Ayuga Téllez and Susana Martín Fernández

Application of Multivariate Techniques to characterize the Structure of the Beechwoods of Burgos Province (Spain)

Aglagia G. Kalamatianou and Sally McClean

A Stratified Non-parametric Survival Model for Describing the Distribution of Duration of Studies in Various University Departaments

Göran Kauermann, Ludwig Heigenhauser and William Whobrey

Manuscripts in German Monasteries

Helmut Küchenhoff, Susanna Adelhardt , Brian Marx, Helmuth Winter

Modelling Data Down 9 Kilometers into the Earth's Crust

Hung-kung Liu, Gene Hwang and Gerard Stenbakken

HELP for Missing Data

Robert Lund, Ronald Butler, Robert Paige

Prediction of Shot Noise

Kenan M. Matawie

Statistical models with mediation variables for family moral thought

João Mexia, Manuela Oliveira

Transverse and Longitudinal Analysis, using Orthogonal Contrasts, for Rank one Common Structures

Jesús Miguel and Pilar Olave

Prediction in ARCH-M models: Bootstrap versus parametric methods

Laura Muñoz and Manuel Salvador

Bayesian Inference in GARCH Models

Célia Nunes , João Mexia

Perturbations in Sub-Normal Models

Samuel D. Oman, Yohay Carmel, Ronen Kadmon

Working Covariance Structures for Binary Spatial Data

Roberta Paroli and Luigi Spezia

Analysis of the Dynamics of an Air Pollutant by Gaussian Hidden Markov Models

Ana Pérez, Esther Ruiz

Finite Sample Properties of a QML Estimator of SV Models with Long Memory

Eva Petkova, Jeanne Teresi and Jian Kong

Estimation of Total and Direct Effects of Residence in Special Dementia Care Units on Function using Clustered Longitudinal Data

Christian Pfeifer and G.U.H. Seeber

On the Number of Letters Being Sent. An Applications of Semiparametric Mixed Models.

Pedro Puig and Michael A. Stephens

Modeling with the Laplace distribution: Goodness of Fit tests

Arminda Lucia Siqueira, Otaviano Francisco Neves, Ana Paula Scalia Carneiro

Evaluating Agreement in a Study on Diagnosis of Silicosis

Arminda Lucia Siqueira, Maria Cláudia F. M. C. Souza, Flávia Komatsuzaki, Eliane C. D. M. Gontijo and Leonor Bezerra Guerra

Exact Logistic Regression for Modelling Chagas' Disease Data

S. Tzortzios, N. Gitsakis and G. Adam

Management of Agricultural Data Using Qualitative and Statistical Modelling

Sam Weerahandi

Internet Statistics from NetSizer

Nien Fan Zhang, Michael T. Postek, Robert D. Larrabee and Andras E. Vladar

Multivariate Kurtosis for Measuring Image Sharpness