Compstat

This COMPSTAT 2002 book contains the Keynote, Invited, and Full Contributed papers presented in Berlin, August 2002. A companion volume including Short Communications and Posters is published on CD. The COMPSTAT 2002 is the 15th conference in a serie of biannual conferences with the objective to present the latest developments in Computational Statistics and is taking place from August 24th to August 28th, 2002. Previous COMPSTATs were in Vienna (1974), Berlin (1976), Leiden (1978), Edinburgh (1980), Toulouse (1982), Pra~ue (1984), Rome (1986), Copenhagen (1988), Dubrovnik (1990), Neuchatel (1992), Vienna (1994), Barcelona (1996), Bris­ tol (1998) and Utrecht (2000). COMPSTAT 2002 is organised by CASE, Center of Applied Statistics and Eco­ nomics at Humboldt-Universitat zu Berlin in cooperation with F'reie Universitat Berlin and University of Potsdam. The topics of COMPSTAT include methodological applications, innovative soft­ ware and mathematical developments, especially in the following fields: statistical risk management, multivariate and robust analysis, Markov Chain Monte Carlo Methods, statistics of E-commerce, new strategies in teaching (Multimedia, In­ ternet), computerbased sampling/questionnaires, analysis of large databases (with emphasis on computing in memory), graphical tools for data analysis, classification and clustering, new statistical software and historical development of software.

An Implementation for Regression Quantile Estimation.- Computational Methods for Time Series Analysis.- Forecasting PC-ARIMA Models for Functional Data.- KyPlot as a Tool for Graphical Data Analysis.- Mice and Elephants Visualization of Internet Traffic.- Relativity and Resolution for High Dimensional Information Visualization with Generalized Association Plots (GAP).- Supervised Learning from Microarray Data.- Teaching Statistics with Electronic Textbooks.- Trans-Dimensional Markov Chains and their Applications in Statistics.- A Bayesian Model for Compositional Data Analysis.- A Comparison of Marginal Likelihood Computation Methods.- A Hotelling Test Based on MCD.- A Resampling Approach to Cluster Validation.- A Self Documenting Programming Environment for Weighting.- A State Space Model for Non-Stationary Functional Data.- A Wildlife Simulation Package (WiSP).- Algorithmical and Computational Procedures for a Markov Model in Survival Analysis.- An Algorithm for the Construction of Experimental Designs with Fixed and Random Blocks.- An Algorithm to Estimate Time Varying Parameter SURE Models under Different Type of Restrictions.- Analyzing Data with Robust Multivariate Methods and Diagnostic Plots.- Application of “Aggregated Classifiers” in Survival Time Studies.- Application of Hopfield-like Neural Networks to Nonlinear Factorization.- Bagging Tree Classifiers for Glaucoma Diagnosis.- Bayesian Automatic Parameter Estimation of Threshold Autoregressive (TAR) Models using Markov Chain Monte Carlo (MCMC).- Bayesian Semiparametric Seemingly Unrelated Regression.- Blockmodeling Techniques for Web Mining.- Bootstrapping Threshold Autoregressive Models.- Canonical Variates for Recursive Partitioning in Data Mining.- CAnoVa©: a Software for Causal Modeling.- Classification Based on the Support Vector Machine Regression Depth, and Discriminant Analysis.- Clockwise Bivariate Boxplots.- Combining Graphical Models and PCA for Statistical Process Control.- Comparing Two Partitions: Some Proposals and Experiments.- Comparison of Nested Simulated Annealing and Reactive Tabu Search for Efficient Experimental Designs with Correlated Data.- Computational Connections between Robust Multivariate Analysis and Clustering.- Computer Intensive Methods for Mixed-effects Models.- Construction of T-Optimum Designs for Multiresponse Dynamic Models.- Data Compression and Selection of Variables with Respect to Exact Inference.- Data Extraction from Dense 3-D Surface Models.- Detection of Locally Stationary Segments in Time Series.- Detection of Outliers in Multivariate Data: A Method Based on Clustering and Robust Estimators.- Development of a Framework for Analyzing Process Monitoring Data with Applications to Semiconductor Manufacturing Process.- Different Ways to See a Tree – KLIMT.- e-stat: A Web-based Learning Environment in Applied Statistics.- e-stat: Automatic Evaluation of Online Exercises.- e-stat: Basic Stochastic Finance at School Level.- e-stat: Development of a Scenario for Statistics in Chemical Engineering..- e-stat: Web-based Learning and Teaching of Statistics in Secondary Schools.- EMILeA-stat: Structural and Didactic Aspects of Teaching Statistics through an Internet-based Multi-medial Environment.- Evaluating the GPH Estimator via Bootstrap Technique.- Evolutionary Algorithms with Competing Heuristics in Computational Statistics.- Exact Nonparametric Inference in R.- Exploring the Structure of Regression Surfaces by using SiZer Map for Additive Models.- Fast and Robus Filtering of Time Series with Trends.- Functional Principal Component Modelling of the Intensity of a Doubly Stochastic Poisson Process.- Growing and Visualizing Prediction Paths Trees in Market Basket Analysis.- Improved Fitting of Constrained Multivariate Regression Models using Automatic Differentiation.- Imputation of Continuous Variables Missing at Random using the Method of Simulated Scores.- Induction of Association Rules: Apriori Implementation.- Intelligent WBT: Specification and Architecture of the Distributed Multimedia e-Learning System e-stat.- Interactive Exploratory Analysis of Spatio-Temporal Data.- Interactive Graphics for Data Mining.- Least Squares Reconstruction of Binary Images using Eigenvalue Optimization.- Locally Adaptive Function Estimation for Categorical Regression Models.- Maneuvering Target Tracking by using Particle Filter Method with Model Switching Structure.- mathStatica: Mathematical Statistics with Mathematica.- MCMC Model for Estimation Poverty Risk Factors using Household Budget Data.- MD *Book online & e-stat: Generating e-stat Modules from LaTeX.- Missing Data Incremental Imputation through Tree Based Methods.- Missing Values Resampling for Time Series.- ModelBuilder – an Automated General-to-specific Modelling Tool.- On the Use of Particle Filters for Bayesian Image Restoration.- Optimally Trained Regression Trees and Occam’s Razor.- Parallel Algorithms for Inference in Spatial Gaussian Models.- Parameters Estimation of Block Mixture Models.- Pattern Recognition of Time Series using Wavelets.- Representing Knowledge in the Statistical System Jasp.- Robust Estimation with Discrete Explanatory Variables.- Robust Principal Components Regression.- Robust Time Series Analysis through the Forward Search.- Rough Sets and Association Rules – Which is Efficient?.- Skewness and Fat Tails in Discrete Choice Models.- Standardized Partition Spaces.- StatDataML: An XML Format for Statistical Data.- Statistical Computing on Web Browsers with the Dynamic Link Library.- Statistical Inference for a Robust Measure of Multiple Correlation.- Statistical Software VASMM for Variable Selection in Multivariate Methods.- Structural Equation Models for Finite Mixtures – Simulation Results and Empirical Applications.- Sweave: Dynamic Generation of Statistical Reports using Literate Data Analysis.- Testing for Simplification in Spatial Models.- The Forward Search.- The MISSION Client: Navigating Ontology Information for Query Formulation and Publication in Distributed Statistical Information Systems.- Time Series Modelling using Mobile Devices and Broadband Internet.- Unbiased Partial Spline Fitting under Autoregressive Errors.- Unobserved Heterogeneity in Store Choice Models.- Using the Forward Library in S-plus.- Variance Stabilization and Robust Normalization for Microarray Gene Expression Data.- Weights and Fragments.- XQS/MD* Crypt as a Means of Education and Computation.- Author’s Index.- Keyword Index.