This volume of the Selected Papers from Portugal is a product of the Seventeenth Congress of the Portuguese Statistical Society, held at the beautiful resort seaside city of Sesimbra, Portugal, from September 30 to October 3, 2009. It covers a broad scope of theoretical, methodological as well as application-oriented articles in domains such as: Linear Models and Regression, Survival Analysis, Extreme Value Theory, Statistics of Diffusions, Markov Processes and other Statistical Applications.

A broad scope of theoretical, methodological as well as application-oriented articles in domains such as: Linear Models and Regression Survival Analysis Extreme Value Theory Statistics of Diffusions, Markov Processes and other Statistical Applications

Autorentext

João Lita da Silva , born in November 1975, completed his first degree in Mathematics in 1997 and his M.Sc. on Functional Analysis and Partial Differential Equations in 2001 at the University of Lisbon. He received his Ph.D. in Statistics from the New University of Lisbon in 2007. His research interests include Partial Differential Equations, Probability Theory and Statistics.

Frederico Caeiro is an Assistant Professor at the Department of Mathematics, Faculdade de Ciências e Tecnologia Universidade Nova de Lisboa (Faculty of Sciences and Technology - New University of Lisbon). He received his Ph.D. in Statistics at the University of Lisbon in 2006. His main research interests are Extreme Value Theory, Computational Statistics and Distributional Theory. Isabel Natário is a Professor at the Mathematics Department of Faculdade de Ciências e Tecnologia of Universidade Nova de Lisboa and a member of the research center CEAUL. She holds a doctorate in Probability and Statistics (Universidade de Lisboa, 2005), her main research interests being in spatial statistics, hierarchical and dynamic modeling, Bayesian statistics and statistical epidemiology.

Carlos A. Braumann , born 1951, is a Professor at the University of Évora (UE) and its current Rector, with publications mostly on Stochastic Differential Equations and its applications. He completed his Ph.D. at the State University of New York at Stony Brook in 1979 and his postdoctoral studies in Stochastic Processes at the UE in 1988. He has been an elected member of the International Statistical Institute since 1992, is a former President of the European Society for Mathematical and Theoretical Biology (2009-12) and of the Portuguese Statistical Society (2006-09 and 2009-12), and a former member of the European Regional Committee of the Bernoulli Society (2008-12).

Manuel L. Esquível is an Associate Professor of Probability andStochastic Processes at FCT/UNL. He has previously served as the Faculty Deputy Director for Continuing Education 1999-2004, as Chief Editor of the Bulletin of the Portuguese Institute of Actuaries 2005-2008, Coordinator of the Centre of Mathematics and Applications of UNL 2009, and as a member of the certifying committee of non-life actuaries. He has produced publications on harmonic analysis of stochastic processes, probability and statistics and mathematical models for risk assessment.

João Tiago Mexia is an Emeritus Full Professor at Faculdade de Ciências e Tecnologia Universidade Nova de Lisboa (Faculty of Sciences and Technology - New University of Lisbon). His first degree was in Forestry, from Universidade Técnica de Lisboa (Lisbon University of Technology). He received his Ph.D. from the Universidade Nova de Lisboa (New University of Lisbon) in 1988. He directed the University's mathematics research center (CMA - Center for Mathematics and its Applications) from 1999 to 2009. His research chiefly focused on Linear Statistical Inference.

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Part I Invited Sessions: Youden Square with Split Units (Stanisaw Franciszek Mejza and Shinji Kuriki).- Likelihood and PLS Estimators for Structural Equation Modeling: an Assessment of Sample Size, Skewness and Model Misspecification Effects (Manuel J. Vilares and Pedro S. Coelho).- Part II Communications: A Parametric Cure Model with Covariates (Ana M. Abreu and Cristina S. Rocha).- Survival Analysis Applied to the Study of Time from Diagnosis of HIV-1 Infection to AIDS in Portugal (Marta Alves, Cristina S. Rocha and Maria Teresa Paixão).- A new Independence Test for VaR Violations (P. Araújo Santos and M. I. Fraga Alves).- Discrimination Between Parametric Survival Models for Removal Times of Bird Carcasses in Scavenger Removal Trials at Wind Turbines Sites (Regina Bispo, Joana Bernardino, Tiago A. Marques and Dinis Pestana).- Uniformity (M. F. Brilhante, M. Malva, S. Mendonça, D. Pestana, F. Sequeira and S. Velosa).- Asymptotic Comparison at Optimal Levels of Minimum-Variance Reduced-Bias Tail Index Estimators (Frederico Caeiro and M. Ivette Gomes).- Extremal Behavior of the Generalized Integer-valued Random Coefficient Autoregressive Process (Luísa Canto e Castro, Dulce Gomes and Maria da Graça Temido).- Models of Individual Growth in a Random Environment: Study and Application of First Passage Times (Clara Carlos, Carlos A. Braumann and Patrícia A. Filipe).- Generalized Linear Mixed Effects Model in the Analysis of Longitudinal Discrete Data (Eunice Carrasquinha, M. Helena Gonçalves and M. Salomé Cabral).- Risk Assessment on **Campylobacter ** in Broiler Meat at Slaughter Level in Portugal (Marta Castel-Branco, Marília Antunes, Patrícia Inácio and Miguel Cardo).- Predicting and Treating Missing Data with Boot.EXPOS (Clara Cordeiro and M. Manuela Neves).- Bayesian Genetic Mapping of Binary Trait Loci (César Correia, Nuno Sepúlveda and Carlos Daniel Paulino).- Concomitant Latent Class Models Applied to MathematicsEducation (Maria Eugénia Ferrão and José G. Dias).- Evaluating Discriminant Analysis Results (Ana Sousa Ferreira and Margarida Cardoso).- Distribution of the Number of Losses in Busy-periods of M X / G /1/ n Systems (Fátima Ferreira, António Pacheco and Helena Ribeiro).- Misleading Signals in Simultaneous Residual Schemes for the Process Mean and Variance of AR(1) Processes: A Stochastic Ordering Approach (Patrícia Ferreira Ramos, Manuel Cabral Morais and António Pacheco).- Conditional EVT for VAR Estimation: Comparison with a new Independence Test (M. I. Fraga Alves and P. Araújo Santos).- Asymptotic Distribution of the Maximum for a Chaotic Economic Model (Ana Cristina Moreira Freitas).- Adaptive Choice of Thresholds and the Bootstrap Methodology: An Empirical Study (M. Ivette Gomes, Fernanda Figueiredo and M. Manuela Neves).- Distributional Properties of Generalized Threshold ARCH Models (E. Gonçalves and N. Mendes-Lopes).- Preliminary Results on Confidence Intervals for Open **Bonus Malus ** (Gracinda R. Guerreiro, João T. Mexia and Maria F. Miguens).- Study of the Electrocardiographic Fluctuations on Brugada Syndrome Screening (Carla Henriques, Ana Cristina Matos and Luís Ferreira dos Santos).- Circulatory System Diseases and Neoplasms Mortality on Older Portuguese Population: A Spatio-temporal Analysis by Age and Sex (Sandra Lagarto, Carla Nunes, Dulce Gomes and Maria Filomena Mendes).- Absolute Diffusion Process: Sensitivity Measures (Manuela Larguinho, José Carlos Dias and Carlos A. Braumann).- Scaling Exponents in Heart Rate Variability (Argentina Leite, Maria Eduarda Silva and Ana Paula Rocha).- Prediction of Dementia Patients: A Comparative Approach Using Parametric vs . non Parametric Classifiers (João Maroco, Dina Silva, Manuela Guerreiro, Alexandre de Mendonça and Isabel Santana).- Pareto Scale Mixtures (Miguel Martins Felgueiras).- Fitting Johnson's S B ** distributionto Forest Tree Diameter (Ayana Mateus and Margarida Tomé).- On a Continuous Time Stock Price Model With two Mean Reverting Regimes (Pedro P. Mota).- Generalized F Tests in Models With Random Perturbations: The Truncated Normal Case (Célia Nunes, Dário Ferreira, Sandra Ferreir…