New Advances in Statistical Modeling and Applications

This volume of the Selected Papers is a product of the XIX Congress of the Portuguese Statistical Society, held at the Portuguese town of Nazaré, from September 28 to October 1, 2011. All contributions were selected after a thorough peer-review process. It covers a broad scope of papers in the areas of Statistical Science, Probability and Stochastic Processes, Extremes and Statistical Applications.

All contributions selected after a thorough peer-review process Broad scope of papers in the areas of Statistical Science, Probability and Stochastic Processes, Extremes and Statistical Applications SPE annual congress is the most important statistical meeting held in Portugal every year Includes supplementary material: sn.pub/extras

Autorentext
António Pacheco is Professor of Probability and Statistics, President of CEMAT (Center for Mathematics and its Applications), and Head of the Department of Mathematics at Instituto Superior Técnico University of Lisbon. He graduated in Probability and Statistics in 1987 from the University of Lisbon, obtained a M.Sc. Degree in Applied Mathematics from the Technical University of Lisbon in 1991 and received a Ph.D. in Operations Research from Cornell University in 1994. His main research interests include applied stochastic processes, queueing networks, statistical process control, and stochastic models in telecommunications. Rui Santos is Assistant Professor at the Department of Mathematics of the School of Technology and Management, Polytechnic Institute of Leiria and a member of the research unit CEAUL (Center of Statistics and its Applications). He holds a doctorate in Probability and Statistics (University of Lisbon, 2008). His main research interests include group testing, simulation, statistical inference, sampling and history of probability and statistics. M. Rosário de Oliveira is Assistant Professor at the Department of Mathematics of Instituto Superior Técnico, University of Lisbon and a member of the research center CEMAT. She holds a doctorate in Mathematics (Technical University of Lisbon, 2002). Her main research interests include robust statistics, multivariate analysis, applied statistics to telecommunications and biostatistics. Carlos Daniel Paulino, who currently serves as President of SPE (Portuguese Statistical Society), is a member of CEAUL (Center of Statistics and its Applications of University of Lisbon). He is Associate Professor in Probability and Statistics at Instituto Superior Técnico - University of Lisbon and holds a Ph.D. in Statistical Sciences from University of São Paulo. His main research interests include Categorical Data Analysis, Bayesian Statistics, Statistical Inference and Missing Data.

Klappentext
This volume presents selected papers from the XIXth Congress of the Portuguese Statistical Society, held in the town of Nazaré, Portugal, from September 28 to October 1, 2011. All contributions were selected after a thorough peer-review process. It covers a broad range of papers in the areas of statistical science, probability and stochastic processes, extremes and statistical applications.

Inhalt
Part I Statistical Science: The Non-Mathematical Side of Statistics (João A. Branco).- Outliers: The Strength of Minors (Fernando Rosado).- Resampling Methodologies in the Field of Statistics of Univariate Extremes (M. Ivette Gomes).- Robust Functional Principal Component Analysis (Juan Lucas Bali and Graciela Boente).- Testing the Maximum by the Mean in Quantitative Group (João Paulo Martins, Rui Santos and Ricardo Sousa).- Testing Serial Correlation Using the Gauss-Newton Regression (Efigénio Rebelo, Patrícia Oom do Valle and Rui Nunes).- Part II Probability and Stochastic Processes: Cantor Sets with Random Repair (M. Fátima Brilhante, Dinis Pestana and M. Luísa Rocha).- Nearest Neighbor Connectivity in Two-Dimensional Multihop MANETs (Gonçalo Jacinto, Nelson Antunes and António Pacheco).- Modeling Human Population Death Rates: A Bi-dimensional Stochastic Gompertz Model with Correlated Wiener Processes (Sandra Lagarto and Carlos A. Braumann).- Consequences of an Incorrect Model Specification on Population Growth (Clara Carlos and Carlos A. Braumann).- Individual Growth in a Random Environment: an Optimization Problem (Patrícia A. Filipe, Carlos A. Braumann, Clara Carlos and Carlos J. Roquete).- Valuation of Bond Options under the CIR Model: Some Computational Remarks (Manuela Larguinho, José Carlos Dias, and Carlos A. Braumann).- Part III Extremes: A Semi-Parametric Estimator of a Shape Second Order Parameter (Frederico Caeiro and M. Ivette Gomes).- Peaks over Random Threshold Asymptotically Best Linear Estimation of the Extreme Value Index (L. Henriques-Rodrigues and M. Ivette Gomes).- Extremal Quantiles, Value-at-Risk, quasi-PORT and DPOT (P. Araújo Santos and M.I. Fraga Alves).- The MOP EVI-Estimator Revisited (M. Fátima Brilhante, M. Ivette Gomes and Dinis Pestana).- Tail Dependence of a Pareto Process (Marta Ferreira).- Application of the Theory of Extremes to the Study of Precipitation in Madeira Island: Statistical Choice ofExtreme Domains of Attraction (Délia Gouveia, Luiz Guerreiro Lopes and Sandra Mendonça).- The Traveling Salesman Problem and the Gnedenko Theorem (Tiago Salvador and Manuel Cabral Morais).- Part IV Statistical Applications: Brugada Syndrome Diagnosis Three Approaches to Combining Diagnostic Markers (Carla Henriques, Ana Cristina Matos, and Luís Ferreira dos Santos).- Hierarchical Normal Mixture Model to Analyse HIV/AIDS LOS (Sara Simões Dias, Valeska Andreozzi and Maria Oliveira Martins).- Volatility and Returns of the Main Stock Indices (Thelma Sáfadi and Airlane P. Alencar).- Fires in Portugal (Isabel Natário, M. Manuela Oliveira and Susete Marques).- Forecast Intervals with Boot. EXPOS (Clara Cordeiro and M. Manuela Neves).- Table-graph: a New Approach to Visualize Multivariate Data. Analysis of Chronic Diseases in Portugal (Alexandra Pinto).- Application of Item Response Theory to Mathematics High School Exams in Portugal (Gonçalo Jacinto, Paulo Infante and Claudia Pereira).- Evora Residents and Sports Activity (Luísa Carvalho, Paulo Infante and Anabela Afonso).