Melas V.B., Mignani S., Monari P., Salmaso L. (eds.) Topics in Statistical Simulation. Research Papers from the 7th International Workshop on Statistical Simulation

Springer, 2014. — 539 p. — (Springer Proceedings in Mathematics & Statistics 114). — ISBN: 978-1-4939-2103-4.The Department of Statistical Sciences of the University of Bologna in collaboration with the Department of Management and Engineering of the University of Padova, the Department of Statistical Modeling of Saint Petersburg State University, and INFORMS Simulation Society sponsored the Seventh Workshop on Simulation. This international conference was devoted to statistical techniques in stochastic simulation, data collection, analysis of scientific experiments, and studies representing broad areas of interest. The previous workshops took place in St. Petersburg, Russia in 1994, 1996, 1998, 2001, 2005, and 2009. The Seventh Workshop took place in the Rimini Campus of the University of Bologna, which is in Rimini’s historical center.Larisa Afanasyeva and Elena Bashtova
Queueing Systems with Unreliable Servers in a Random Environment
Patrizia Agati, Luisa Stracqualursi, and Paola Monari
Sequential Combining of Expert Information Using Mathematica
Alexander Andronov
Markov-Modulated Samples and Their Applications
Alessandro Barbiero and Pier Alda Ferrari
Simulating Correlated Ordinal and Discrete Variables with Assigned Marginal Distributions
Ya. Belopolskaya
Probabilistic Counterparts for Strongly Coupled Parabolic Systems
Harish S. Bhat
Algorithms for Linear Stochastic Delay Differential Equations
Stefano Bonnini
Combined Tests for Comparing Mutabilities of Two Populations
Michèle Boulanger, Mark E. Johnson, and Thomas W. Vastrick
Development of an Extensive Forensic Handwriting Database: Statistical Components
Adriana Brogini and Giorgio Celant
Bayes Factors and Maximum Entropy Distribution with Application to Bayesian Tests
Aleksandr Burmistrov and Mariya Korotchenko
Monte Carlo Algorithm for Simulation of the Vehicular Traffic Flow Within the Kinetic Model with Velocity Dependent Thresholds
Virgile Caron
Importance Sampling for Multi-Constraints Rare Event Probability
Eleonora Carrozzo, Alessandro Barbiero, Luigi Salmaso, and Pier Alda Ferrari
Generating and Comparing Multivariate Ordinal Variables by Means of Permutation Tests
Victor Dentin and Ekaterina Chimitova
A Method for Selection of the Optimal Bandwidth Parameter for Beran's Nonparametric Estimator
Fabrizio Durante
Simulating from a Family of Generalized Archimedean Copulas
Sergej M. Ermakov
PS-Algorithms and Stochastic Computations
Silvano Florin
Laws of Large Numbers for Random Variables with Arbitrarily Different and Finite Expectations Ma Regression Method
Roberto Fonlana, Fabio Rapallo, and Maria Piera Rogantin
D-optimal Saturated Designs: A Simulation Study
Roberto Fonlana and Luigi Salmaso
Nonparametric Testing of Saturated D-optimal Designs
Altilio Gardini and Enrico Foscolo
Timely Indices for Residential Construction Sector
Bernard Garel
Measures of Dependence for Infinite Variance Distributions
Albrechl Gebhardt
Design of Experiments Using R
Rosa Arborelti Giancrislofaro, Eleonora Carrozzo, Iulia Cichi, Vasco Boatto, and Luigino Barisan
The Influence of the Dependency Structure in Combination-Based Multivariate Permutation Tests in Case of Ordered Categorical Responses
Aenne Glass and Guenther Kundt
Potential Advantages and Disadvantages of Stratification in Methods of Randomization
Aurea Grand, Helena Veiga, and Belén Martin-Barragan
Additive Level Outliers in Multivariate GARCH Models
Sonja Hahn, Frank Konictschke, and Luigi Salmaso
A Comparison of Efficient Permutation Tests for Unbalanced ANOVA in Two by Two Designs and Their Behavior Under Heteroscedasticity
Markus Hainy. Werner G. Muller, and Helga Wagner
Likelihood-Free Simulation-Based Optimal Design: An Introduction
B.P. Harlamov
Time Change Related to a Delayed Reflection
Mark E. Johnson, and Charles C. Watson Jr.
El tu "Brute Force"? No! A Statistically Based Approach to Catastrophe Modeling
Evgeniya Kablukova and Boris Kargin
Optimizing Local Estimates of the Monte Carlo Method for Problems of Laser Sensing of Scattering Media
Erin Leatherman. Angela Dean, and Thomas Sanlner
Computer Experiment Designs via Particle Swarm Optimization
Boris Yu. Lemeshko, Alisa A. Gorbunova. Stanislav B. Lemeshko, and Audrey P. Rogozhnikov
Application of Nonparametric Goodness-of-Fit Tests for Composite Hypotheses in Case of Unknown Distributions of Statistics
Jan-Frederik Mai and Matthias Scherer
Simulating from the Copula that Generates the Maximal Probability for a Joint Default Under Given (Inhomogeneous) Marginals
Luigi Malago and Giovanni Pistone
Optimization via Information Geometry
Marco Marozzi
Combined Nonparametric Tests for the Social Sciences
Ilya Medvedev
The Use of the Scalar Monte Carlo Estimators for the Optimization of the Corresponding Vector Weight Algorithms
Guillaume Mijoulc, Nathan Minois, Vladimir V. Anisimov, and Nicolas Savy
Additive Cost Modeling in Clinical Trial
Gennady A. Mikhailov. Anna S. Korda, and Sergey A. Ukhinov
Mathematical Problems of Statistical Simulation of the Polarized Radiation Transfer
Trifon I. Missov and Sergey M. Ermakov
Using a Generalized Δ2-Distribution for Constructing Exact D-Optimal Designs
Karl Moder
Sample Size in Approximate Sequential Designs Under Several Violations of Prerequisites
Vastly Ogorodnikov, Nina Kargapolova, and Olga Sereseva
Numerical Stochastic Models of Meteorological Processes and Fields
Angeliki Papana, Catherine Kyrtsou, Dimitris Kugiumtzis, and Cees G.H. Diks
Comparison of Resampling Techniques for the Non-causality Hypothesis
Giulia Roli and Paola Monari
A Review of Multilevel Modeling: Some Methodological Issues and Advances
Diana Sanlalova
On u Generalization of the Modified Gravity Model
Jose Maria Sarabia and Vanesa Jorda
Bivariate Lorenz Curves Based on the Sarmanov-Lee Distribution
Mariia Semenova. Ekaterina Chimitova, Oleg Rukavitsyn, and Alexander Bitukov
Models with Cross-Effect of Survival Functions in the Analysis of Patients with Multiple Myeloma
Alexander Sipin
Monte Carlo Method for Partial Differential Equations
Olga Soboleva and Ekaterina Kurochkina
The Calculation of Effective Electro-Physical Parameters for a Multiscale Isotropic Medium
Taliana M. Tovstik
An Approximate Solution of the Travelling Salesman Problem Based on the Metropolis Simulation with Annealing
Egor Tsvetkov
The Supertrack Approach as a Classical Monte Carlo Scheme
Anna Ufliand and Nina Alexeyeva
The Dependence of the Ergodicity on the Time Effect in the Repeated Measures ANOVA with Missing Data Based on the U nbiasedness Recovery
ChangJiang Xu, Celia M.T Greenwood, Vicky Tagalakis, Martin G. Cole, Jane McCusker, and Antonio Ciampi
Mixture of Extended Linear Mixed-Effects Models for Clustering of Longitudinal Data
Igor V. Zololukhin
The Study of the Laplace Transform of Marshall-Olkin Multivariate Exponential Distribution