Recent Studies on Risk Analysis and Statistical Modeling
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Recent Studies on Risk Analysis and Statistical Modeling
Grilo, Luis; Kitsos, Christos P.; Oliveira, Amilcar; Oliveira, Teresa A.
Springer International Publishing AG
08/2018
375
Dura
Inglês
9783319766041
15 a 20 dias
781
Descrição não disponível.
Preface.- Introduction.- Part I. Risk Methodologies and Applications.- Assessment of maximum a posteriori image estimation algorithmsfor reduced acquisition time medical positron emission tomography data.- On mixed cancer risk assessment.- Traditional versus alternative risk measures in hedge fund investment efficiency.- Estimating the extremal coefficient: a simulation comparison of methods.- On a business condence index and its data analytics: A Chilean case.- On the Application of Sample Coefficient of Variation for Managing Loan Portfolio Risks.- Acceptance-sampling plans for reducing the risk associated withchemical compounds.- Risk of Return Levels for Spatial Extreme Events.- Nonparametric Individual Control Charts for Silica in Water.- Revisiting resampling methods in the extremal index estimation: improving risk assessment.- Improving Asymptotically Unbiased Extreme Value Index Estimation.- Hazard Rate and Future Lifetime for the Generalized Normal Distribution.- Part II. Statistical Modeling and Risk issues in several areas.- Wavelet-based detection of outliers in Poisson INAR(1) time series.- Surveillance in Discrete Time Series.- On the maxima of integer models based on a new thinning operator.- Exact and Approximate Probabilities for the Null Distribution of Bartels Randomness Test.- Gamma-series representations for the sum of independent gamma random variables and for the product of independent beta random variables.- Likelihood ratio tests for equality of mean vectors with circular covariance matrices.- Optimal Estimators in Mixed Models with Orthogonal Block Struc-tures.- Constructing Random Klein surfaces without boundary.- Performance Analysis of a GPS Equipment.- Multivariate generalized Birnbaum-Saunders models applied to case studies in bio-engineering and industry.- Energy Prices Forecasting Using GLM.- Pseudo Maximum Likelihood and Moments Estimators for some Ergodic Diffusions.- Statistical Modelling of Counts with a Simple Integer-Valued Bi-linear Process.- A comparative study of the estimators for the demand of Engi-neering Courses in Portugal.- Statistical Methods for Word Association in Text Mining.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Risk analysis;Statistical distributions;Health risk assessment;Risk quantification;Extreme value theory;Spatial Extreme events;Time Series Analysis;Mixed Models;Stochastic optimization;Hazard Rate;Entropy and conditional entropy;Loan portfolio risks;Risk return ratio;Exact and approximate probabilities;Likelihood Ratio Tests;Ergodic diffusion processes;Random Klein surfaces;Sampling and re-sampling plans;MSC 62-XX;quality control, reliability, safety and risk
Preface.- Introduction.- Part I. Risk Methodologies and Applications.- Assessment of maximum a posteriori image estimation algorithmsfor reduced acquisition time medical positron emission tomography data.- On mixed cancer risk assessment.- Traditional versus alternative risk measures in hedge fund investment efficiency.- Estimating the extremal coefficient: a simulation comparison of methods.- On a business condence index and its data analytics: A Chilean case.- On the Application of Sample Coefficient of Variation for Managing Loan Portfolio Risks.- Acceptance-sampling plans for reducing the risk associated withchemical compounds.- Risk of Return Levels for Spatial Extreme Events.- Nonparametric Individual Control Charts for Silica in Water.- Revisiting resampling methods in the extremal index estimation: improving risk assessment.- Improving Asymptotically Unbiased Extreme Value Index Estimation.- Hazard Rate and Future Lifetime for the Generalized Normal Distribution.- Part II. Statistical Modeling and Risk issues in several areas.- Wavelet-based detection of outliers in Poisson INAR(1) time series.- Surveillance in Discrete Time Series.- On the maxima of integer models based on a new thinning operator.- Exact and Approximate Probabilities for the Null Distribution of Bartels Randomness Test.- Gamma-series representations for the sum of independent gamma random variables and for the product of independent beta random variables.- Likelihood ratio tests for equality of mean vectors with circular covariance matrices.- Optimal Estimators in Mixed Models with Orthogonal Block Struc-tures.- Constructing Random Klein surfaces without boundary.- Performance Analysis of a GPS Equipment.- Multivariate generalized Birnbaum-Saunders models applied to case studies in bio-engineering and industry.- Energy Prices Forecasting Using GLM.- Pseudo Maximum Likelihood and Moments Estimators for some Ergodic Diffusions.- Statistical Modelling of Counts with a Simple Integer-Valued Bi-linear Process.- A comparative study of the estimators for the demand of Engi-neering Courses in Portugal.- Statistical Methods for Word Association in Text Mining.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Risk analysis;Statistical distributions;Health risk assessment;Risk quantification;Extreme value theory;Spatial Extreme events;Time Series Analysis;Mixed Models;Stochastic optimization;Hazard Rate;Entropy and conditional entropy;Loan portfolio risks;Risk return ratio;Exact and approximate probabilities;Likelihood Ratio Tests;Ergodic diffusion processes;Random Klein surfaces;Sampling and re-sampling plans;MSC 62-XX;quality control, reliability, safety and risk
