Statistical Modelling Society



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

Cover 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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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
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



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