Joseph Hilbe, Jet Propulsion Laboratory and Arizona State University, Astrostatistics: A brief history and view to the future
Thomas Loredo, Cornell Univ, Bayesian astrostatistics: A backward look to the future
Stefano Andreon, INAF-Osservatorio Astronomico di Brera, Italy, Understanding better (some) astronomical data using Bayesian methods
Martin Kunz, Institute for Theoretical Physics, Univ of Geneva, BEAMS: separating the wheat from the chaff in supernova analysis
Benjamin Wandelt, Institut d'Astrophysique de Paris, Université Pierre et Marie Curie, France, Cosmostatistics
Roberto Trotta, Astrophysics Group, Dept of Physics, Imperial College London (with Farhan Feroz (Cambridge), Mike Hobson (Cambridge), and Roberto Ruiz de Austri (Univ of Valencia, Spain), Recent advances in Bayesian inference in cosmology and astroparticle physics thanks to the Multinest Algorithm
Phillip Gregory, Department of Astronomy, Univ of British Columbia, Canada, Extrasolar planets via Bayesian model fitting
Marc Henrion, Dept of Mathematics, Imperial College, London, UK (with Daniel Mortlock (Imperial), Axel Gandy (Imperial), and David J. Hand (Imperial)), Subspace methods for anomaly detection in high dimensional astronomical databases
Asis Kumar Chattopadhyay, Dept of Statistics, Univ of Calcutta, India (with Tanuka Chattyopadhyay, Tuli De, and Saptarshi Mondal), Independent Component Analysis for dimension reduction classification: Hough transform and CASH Algorithm
Marisa March, Astrophysics Group, Dept of Physics, Imperial College London (with Roberto Trotta), Improved cosmological constraints from a Bayesian hierarchical model of supernova type Ia data
Joseph Hilbe, Jet Propulsion Laboratory and Arizona State University, Astrostatistics: A brief history and view to the future
Thomas Loredo, Cornell Univ, Bayesian astrostatistics: A backward look to the future
Stefano Andreon, INAF-Osservatorio Astronomico di Brera, Italy, Understanding better (some) astronomical data using Bayesian methods
Roles of Modeling in Statistical Inference.- Likelihood Construction and Estimation.- Likelihood-Based Tests and Confidence Regions.- Bayesian Inference.- Large Sample Theory: The Basics.- Large Sample Results for Likelihood-Based Methods.- M-Estimation (Estimating Equations).- Hypothesis Tests under Misspecification and Relaxed Assumptions .- Monte Carlo Simulation Studies .- Jackknife.- Bootstrap.- Permutation and Rank Tests.- Appendix: Derivative Notation and Formulas.- References.- Author Index.- Example Index
R-code Index
Subject Index.
Roles of Modeling in Statistical Inference.- Likelihood Construction and Estimation.- Likelihood-Based Tests and Confidence Regions.- Bayesian Inference.- Large Sample Theory: The Basics.- Large Sample Results for Likelihood-Based Methods.- M-Estimation (Estimating Equations).- Hypothesis Tests under Misspecification and Relaxed Assumptions .- Monte Carlo Simulation Studies .- Jackknife.- Bootstrap.- Permutation and Rank Tests.- Appendix: Derivative Notation and Formulas.- References.- Author Index.- Example Index
Part I Univariate and Multivariate Robust Methods: Multivariate Median (Hannu Oja)
Depth Statistics (Karl Mosler)
Multivariate Extremes: A Conditional Quantile Approach (Marie-Françoise Barme-Delcroix)
High-Breakdown Estimators of Multivariate Location and Scatter (Peter Rousseeuw and Mia Hubert)
Upper and Lower Bounds for Breakdown Points (Christine H. Müller)
The Concept of α-outliers in Structured Data Situations (Sonja Kuhnt and André Rehage)
Multivariate OutlierIidentification Based on Robust Estimators of Location and Scatter (Claudia Becker, Steffen Liebscher and Thomas Kirschstein)
Robustness for Compositional Data (Peter Filzmoser and Karel Hron)
Part II Regression and Time Series Analysis: Least Squares Estimation in High Dimensional Sparse Heteroscedastic Models (Holger Dette and Jens Wagener)
Bayesian Smoothing, Shrinkage and Variable Selection in Hazard Regression (Susanne Konrath, Ludwig Fahrmeir and Thomas Kneib)
Robust Change Point Analysis (Marie Hušková)
Robust Signal Extraction From Time Series in Real Time (Matthias Borowski, Roland Fried and Michael Imhoff)
Robustness in Time Series: Robust Frequency Domain Analysis (Bernhard Spangl and Rudolf Dutter)
Robustness in Statistical Forecasting (Yuriy Kharin)
Finding Outliers in Linear and Nonlinear Time Series (Pedro Galeano and Daniel Peña)
Part III Complex Data Structures: Qualitative Robustness of Bootstrap Approximations for Kernel Based Methods (Andreas Christmann, Matías Salibián-Barrera and Stefan Van Aels)
Some Machine Learning Approaches to the Analysis of Temporal Data (Katharina Morik)
Correlation, Tail Dependence and Diversification (Dietmar Pfeifer)
Evidence for Alternative Hypotheses (Stephan Morgenthaler and Robert G. Staudte)
Concepts and a Case Study for a Flexible Class of Graphical Markov Models (NannyWermuth and David R. Cox)
Data Mining in Pharmacoepidemiological Databases (Marc Suling, Robert Weber and Iris Pigeot)
Meta-Analysis of Trials with Binary Outcomes (JürgenWellmann)
Part I Univariate and Multivariate Robust Methods: Multivariate Median (Hannu Oja)
Depth Statistics (Karl Mosler)
Multivariate Extremes: A Conditional Quantile Approach (Marie-Françoise Barme-Delcroix)
István Berkes and Robert Tichy: Lacunary Series and Stable Distributions
Gérard Biau and David M. Mason: High-Dimensional p-Norms
Denis Bosq: Estimating and Detecting Jumps – Applications to D[0,1]-valued Linear Processes
Maëva Biret, Michel Broniatowski and Zansheng Cao: A Sharp Abelian Theorem for the Laplace Transform
Endre Csáki and Miklós Csörgő: On Bahadur-Kiefer Type Processes for Sums and Renewals in Dependent Cases
El hadji Deme, Stéphane Girard, and Armelle Guillou: Reduced-bias Estimator of the Conditional Tail Expectation of Heavy-tailed Distributions
Erich Haeusler and Stefan Horni: On Sequential Empirical Distribution Functions for Random Variables with Mean Zero
Marc Hallin, Ramon van den Akker, and Bas J.M. Werker: On Quadratic Expansions of Log-Likelihoods and a General Asymptotic Linearity Result
Michel Harel, Jean-François Lenain and Joseph Ngatchou-Wandji: Asymptotic Normality of Binned Kernel Density Estimators for Non-Stationary Dependent Random Variables
Enkelejd Hashorva, Mikhail Lifshits, Oleg Seleznjev: Approximation of a Random Process with Variable Smoothness
Gennady Martynov: A Cramér-von Mises Test for Gaussian Processes
Ya. Yu. Nikitin and M. Ahsanullah: New U-empirical Tests of Symmetry Based on Extremal Order Statistics, and Their Efficiencies
Davy Paindaveine and Thomas Verdebout: Optimal Rank-Based Tests for the Location Parameter of a Rotationally Symmetric Distribution on the Hypersphere
Dominic Lauterbach and Dietmar Pfeifer: Some Extensions of Singular Mixture Copulas
Adrian E. Raftery: Paul Deheuvels – Mentor, Advocate for Statistics, and Applied Statistician
Paul Doukhan, Oleg I. Klesov, and Josef G. Steinebach: Strong Laws of Large Numbers in an Fα-scheme
Ju-Yi Yen and Marc Yor: On Two Results of P. Deheuvels
Ju-Yi Yen and Marc Yor: Some Topics in Probability Theory
István Berkes and Robert Tichy: Lacunary Series and Stable Distributions
Gérard Biau and David M. Mason: High-Dimensional p-Norms
Denis Bosq: Estimating and Detecting Jumps – Applications to D[0,1]-valued Linear Processes
ＥＢ
