Recent Studies on Risk Analysis and Statistical Modeling

Description

This book provides an overview of the latest developments in the field of risk analysis (RA). Statistical methodologies have long-since been employed as crucial decision support tools in RA. Thus, in the context of this new century, characterized by a variety of daily risks - from security to health risks - the importance of exploring theoretical and applied issues connecting RA and statistical modeling (SM) is self-evident. In addition to discussing the latest methodological advances in these areas, the book explores applications in a broad range of settings, such as medicine, biology, insurance, pharmacology and agriculture, while also fostering applications in newly emerging areas. This book is intended for graduate students as well as quantitative researchers in the area of RA. Front Matter ....Pages i-xvii Front Matter ....Pages 1-1 Assessment of Maximum A Posteriori Image Estimation Algorithms for Reduced Acquisition Time Medical Positron Emission Tomography Data (Daniel Deidda, Robert G. Aykroyd, Charalampos Tsoumpas)....Pages 3-16 Multifractal Analysis on Cancer Risk (Milan Stehlík, Philipp Hermann, Stefan Giebel, Jens-Peter Schenk)....Pages 17-33 Traditional Versus Alternative Risk Measures in Hedge Fund Investment Efficiency (Izabela Pruchnicka-Grabias)....Pages 35-49 Estimating the Extremal Coefficient: A Simulation Comparison of Methods (Marta Ferreira)....Pages 51-65 On a Business Confidence Index and Its Data Analytics: A Chilean Case (Víctor Leiva, Camilo Lillo, Rodrigo Morrás)....Pages 67-85 On the Application of Sample Coefficient of Variation for Managing Loan Portfolio Risks (Rahim Mahmoudvand, Teresa A. Oliveira)....Pages 87-97 Acceptance-Sampling Plans for Reducing the Risk Associated with Chemical Compounds (Fernanda Figueiredo, Adelaide Figueiredo, M. Ivette Gomes)....Pages 99-111 Risk of Return Levels for Spatial Extreme Events (Luísa Pereira, Cecília Fonseca)....Pages 113-126 Nonparametric Individual Control Charts for Silica in Water (Luís M. Grilo, Mário A. Santos, Helena L. Grilo)....Pages 127-139 Revisiting Resampling Methods in the Extremal Index Estimation: Improving Risk Assessment (D. Prata Gomes, M. M. Neves)....Pages 141-153 Improving Asymptotically Unbiased Extreme Value Index Estimation (Frederico Caeiro, Ivanilda Cabral, M. Ivette Gomes)....Pages 155-163 Hazard Rate and Future Lifetime for the Generalized Normal Distribution (Thomas L. Toulias, Christos P. Kitsos)....Pages 165-180 Front Matter ....Pages 181-181 Wavelet-Based Detection of Outliers in Poisson INAR(1) Time Series (Isabel Silva, Maria Eduarda Silva)....Pages 183-195 Surveillance in Discrete Time Series (Maria da Conceição Costa, Isabel Pereira, Manuel G. Scotto)....Pages 197-212 On the Maxima of Integer Models Based on a New Thinning Operator (Sandra Dias, Maria da Graça Temido)....Pages 213-226 Exact and Approximate Probabilities for the Null Distribution of Bartels Randomness Test (Ayana Mateus, Frederico Caeiro)....Pages 227-240 Gamma-Series Representations for the Sum of Independent Gamma Random Variables and for the Product of Independent Beta Random Variables (Filipe J. Marques)....Pages 241-253 Likelihood Ratio Tests for Equality of Mean Vectors with Circular Covariance Matrices (Carlos A. Coelho)....Pages 255-269 Optimal Estimators in Mixed Models with Orthogonal Block Structures (Dário Ferreira, Sandra S. Ferreira, Célia Nunes, João T. Mexia)....Pages 271-276 Constructing Random Klein Surfaces Without Boundary (Antonio F. Costa, Eran Makover)....Pages 277-283 Performance Analysis of a GPS Equipment (M. Filomena Teodoro, Fernando M. Gonçalves, Anacleto Correia)....Pages 285-298 Multivariate Generalized Birnbaum-Saunders Models Applied to Case Studies in Bio-Engineering and Industry (Víctor Leiva, Carolina Marchant)....Pages 299-320 Energy Prices Forecasting Using GLM (M. Filomena Teodoro, Marina A. P. Andrade, Eliana Costa e Silva, Ana Borges, Ricardo Covas)....Pages 321-334 Pseudo Maximum Likelihood and Moments Estimators for Some Ergodic Diffusions (Pedro Mota, Manuel L. Esquível)....Pages 335-343 Statistical Modelling of Counts with a Simple Integer-Valued Bilinear Process (Isabel Pereira, Nélia Silva)....Pages 345-357 A Comparative Study of the Estimators for the Demand of Engineering Courses in Portugal (Raquel Oliveira, A. Manuela Gonçalves, Rosa M. Vasconcelos)....Pages 359-373 Statistical Methods for Word Association in Text Mining (Anacleto Correia, M. Filomena Teodoro, Victor Lobo)....Pages 375-384 Back Matter ....Pages 385-393