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Statistical Modelling and Regression Structures - Festschrift in Honour of Ludwig Fahrmeir
Thomas Kneib; Gerhard Tutz
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG (2010)
Kovakantinen kirja
101,40
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Statistical Modelling and Regression Structures - Festschrift in Honour of Ludwig Fahrmeir
Thomas Kneib; Gerhard Tutz
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG (2014)
Pehmeäkantinen kirja
101,40
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Regression - Modelle, Methoden Und Anwendungen
Ludwig Fahrmeir; Thomas Kneib; Stefan Lang
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG (2007)
Pehmeäkantinen kirja
37,70
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Regression - Modelle, Methoden und Anwendungen
Ludwig Fahrmeir; Thomas Kneib; Stefan Lang
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG (2009)
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71,50
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Bayesian Smoothing and Regression for Longitudinal, Spatial and Event History Data
Ludwig Fahrmeir; Thomas Kneib
Oxford University Press (2011)
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114,30
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Regression : Models, Methods and Applications
Ludwig Fahrmeir; Thomas Kneib; Stefan Lang; Brian Marx
Springer (2013)
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125,70
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Regression - Models, Methods and Applications
Ludwig Fahrmeir; Thomas Kneib; Stefan Lang; Brian Marx
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG (2015)
Pehmeäkantinen kirja
106,10
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Regression - Models, Methods and Applications
Ludwig Fahrmeir; Thomas Kneib; Stefan Lang; Brian D. Marx
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG (2022)
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134,60
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Regression - Models, Methods and Applications
Ludwig Fahrmeir; Thomas Kneib; Stefan Lang; Brian D. Marx
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG (2023)
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111,40
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Regression
Fahrmeir Ludwig Fahrmeir; Kneib Thomas Kneib; Lang Stefan Lang
Springer Nature B.V. (2022)
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119,80
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Generalized Additive Models for Location, Scale and Shape: A Distributional Regression Approach, with Applications
Mikis D. Stasinopoulos; Thomas Kneib; Nadja Klein; Andreas Mayr; Gillian Z. Heller
Cambridge University Press (2024)
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69,80
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Statistical Modelling and Regression Structures - Festschrift in Honour of Ludwig Fahrmeir
101,40 €
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Sivumäärä: 472 sivua
Asu: Kovakantinen kirja
Painos: 2010 ed.
Julkaisuvuosi: 2010, 04.02.2010 (lisätietoa)
Kieli: Englanti
Thecollectedcontributionscontainedwithinthisbookhavebeenwrittenbyfriends andcolleaguestoacknowledgeLudwigFahrmeir'swidespreadandimportantimpact onStatisticsasascience,whilecelebratinghis65thBirthday. Asayoungstudent,LudwigstartedhiscareerasaMathematician,buthequickly turnedintoarisingandshiningstarwithintheGermanandinternationalStatistics community. HesoonobtainedbothhisPhDandhisHabilitationattheTechnical UniversityofMunich. AfterashortperiodasavisitingprofessorattheUniversity ofDortmund,hereturnedtohishomelandBavariaandwasappointedFullProfessor ofStatisticsattheUniversityofRegensburg,attheageof32. Someyearslater,hemovedtothecapitalofBavariaandbecameProfessoratthe DepartmentofStatisticsattheUniversityofMunich. Hisappointmenthadsigni?cant impactontheDepartmentsince,soonafterhisarrival,Ludwigstartedaninitiative toestablishacollaborativeresearchcenteronthe"StatisticalAnalysisofDiscrete Structures. "Afterasuccessfulapplicationforinitialfunding,furtherfundingwas extendedseveraltimes,untiltheresearchcenterreachedthemaximumperiodfor fundingin2006. Duringthecompleteduration,Ludwigservedasaspeakerofthe researchcenterand-tociteoneofthe?nalreferees-"manageditinaneasyand ef?cientwayandcontributedseveralimportantresults.
" Duringthelastfortyyears,Ludwig'sworkhashadtremendousimpactontheS- tisticscommunity. Hewasamongthe?rstresearcherstorecognizetheimportance ofgeneralizedlinearmodelsandcontributedinaseriesofpaperstothetheoretical backgroundofthatmodelclass. Hisinterestinstatisticalmodellingledtothe- ganizationofaworkshopon"StatisticalModellingandGeneralizedLinearModels (GLIM)"inMunichin1992andculminatedinthehighlycitedmonographon"M- tivariateStatisticalModellingBasedonGeneralizedLinearModels"thatsawtwo printingsandremainstobeakeyreferenceonappliedstatisticalmodellingutilizing generalizedlinearmodels. Ludwigalsohadgreatin?uenceonthecreationofthe StatisticalModellingSociety,andiscurrentlyontheadvisoryboardofthecor- spondingjournalon"StatisticalModelling. "Boththesocietyandjournalemerged outoftheearlyGLIMworkshopsandproceedings. v vi Foreword Ofcourse,Ludwig'sworkisde?nitelynotrestrictedtogeneralizedlinearmodels but-onthecontrary-spansawiderangeofmodernStatistics. Heco-authoredor co-editedseveralmonographs,e. g. onMultivariateStatistics,StochasticProcesses, MeasurementofCreditRisks,aswellaspopulartextbooksonRegressionandan IntroductiontoStatistics.
Hisrecentresearchcontributionsaremostlyconcentrated insemiparametricregressionandspatialstatisticswithinaBayesianframework. When?rstcirculatingtheideaofaFestschriftforthecelebrationofLudwig's 65thbirthday,allpotentialcontributorswereextremelypositive,manyimmediately agreeingtocontribute. ThesereactionsatesttoLudwig'shighpersonalandp- fessionalappreciationinthestatisticalcommunity. Thefarreachingandvarietyof subjectscoveredwithinthesecontributionsalsorepresentsLudwig'sbroadinterest andimpactinmanybranchesofmodernStatistics. BotheditorsofthisFestschriftwereluckyenoughtoworkwithLudwigatseveral occasionsandinparticularearlyintheircareersasPhDstudentsandPostDocs. His personalandprofessionalmentorshipandhisstrongcommitmentmadehimaperfect supervisorandhispatient,con?dentandencouragingworkingstylewillalwaysbe rememberedbyallofhisstudentsandcolleagues. Ludwigalwaysprovidedafriendly workingenvironmentthatmadeitapleasureandanhonortobeapartofhisworking group. WeareproudtobeabletosaythatLudwigismuchmorethanacolleague butturnedintoafriendforbothofus.
OldenburgandMunich,January2010 ThomasKneib,GerhardTutz Acknowledgements Theeditorswouldliketoexpresstheirgratitudeto * allauthorsofthisvolumefortheiragreementtocontributeandtheireasyco- erationatseveralstagesofputtingtogetherthe?nalversionoftheFestschrift. * JohannaBrandt,JanGertheiss,AndreasGroll,FelixHeinzl,SebastianPetry,Jan UlbrichtandStephanieRubenbauerfortheirinvaluablecontributionsinproof- A readingandcorrectionofthepapers,aswellasinsolvingseveralLTX-related E problems. *swidespreadandimportantimpact onStatisticsasascience,whilecelebratinghis65thBirthday. Asayoungstudent,LudwigstartedhiscareerasaMathematician,buthequickly turnedintoarisingandshiningstarwithintheGermanandinternationalStatistics community. HesoonobtainedbothhisPhDandhisHabilitationattheTechnical UniversityofMunich. AfterashortperiodasavisitingprofessorattheUniversity ofDortmund,hereturnedtohishomelandBavariaandwasappointedFullProfessor ofStatisticsattheUniversityofRegensburg,attheageof32. Someyearslater,hemovedtothecapitalofBavariaandbecameProfessoratthe DepartmentofStatisticsattheUniversityofMunich. Hisappointmenthadsigni?cant impactontheDepartmentsince,soonafterhisarrival,Ludwigstartedaninitiative toestablishacollaborativeresearchcenteronthe"StatisticalAnalysisofDiscrete Structures.
"Afterasuccessfulapplicationforinitialfunding,furtherfundingwas extendedseveraltimes,untiltheresearchcenterreachedthemaximumperiodfor fundingin2006. Duringthecompleteduration,Ludwigservedasaspeakerofthe researchcenterand-tociteoneofthe?nalreferees-"manageditinaneasyand ef?cientwayandcontributedseveralimportantresults. " Duringthelastfortyyears,Ludwig'sworkhashadtremendousimpactontheS- tisticscommunity. Hewasamongthe?rstresearcherstorecognizetheimportance ofgeneralizedlinearmodelsandcontributedinaseriesofpaperstothetheoretical backgroundofthatmodelclass. Hisinterestinstatisticalmodellingledtothe- ganizationofaworkshopon"StatisticalModellingandGeneralizedLinearModels (GLIM)"inMunichin1992andculminatedinthehighlycitedmonographon"M- tivariateStatisticalModellingBasedonGeneralizedLinearModels"thatsawtwo printingsandremainstobeakeyreferenceonappliedstatisticalmodellingutilizing generalizedlinearmodels. Ludwigalsohadgreatin?uenceonthecreationofthe StatisticalModellingSociety,andiscurrentlyontheadvisoryboardofthecor- spondingjournalon"StatisticalModelling. "Boththesocietyandjournalemerged outoftheearlyGLIMworkshopsandproceedings. v vi Foreword Ofcourse,Ludwig'sworkisde?nitelynotrestrictedtogeneralizedlinearmodels but-onthecontrary-spansawiderangeofmodernStatistics.
Heco-authoredor co-editedseveralmonographs,e. g. onMultivariateStatistics,StochasticProcesses, MeasurementofCreditRisks,aswellaspopulartextbooksonRegressionandan IntroductiontoStatistics. Hisrecentresearchcontributionsaremostlyconcentrated insemiparametricregressionandspatialstatisticswithinaBayesianframework. When?rstcirculatingtheideaofaFestschriftforthecelebrationofLudwig's 65thbirthday,allpotentialcontributorswereextremelypositive,manyimmediately agreeingtocontribute. ThesereactionsatesttoLudwig'shighpersonalandp- fessionalappreciationinthestatisticalcommunity. Thefarreachingandvarietyof subjectscoveredwithinthesecontributionsalsorepresentsLudwig'sbroadinterest andimpactinmanybranchesofmodernStatistics. BotheditorsofthisFestschriftwereluckyenoughtoworkwithLudwigatseveral occasionsandinparticularearlyintheircareersasPhDstudentsandPostDocs. His personalandprofessionalmentorshipandhisstrongcommitmentmadehimaperfect supervisorandhispatient,con?dentandencouragingworkingstylewillalwaysbe rememberedbyallofhisstudentsandcolleagues. Ludwigalwaysprovidedafriendly workingenvironmentthatmadeitapleasureandanhonortobeapartofhisworking group.
WeareproudtobeabletosaythatLudwigismuchmorethanacolleague butturnedintoafriendforbothofus. OldenburgandMunich,January2010 ThomasKneib,GerhardTutz Acknowledgements Theeditorswouldliketoexpresstheirgratitudeto * allauthorsofthisvolumefortheiragreementtocontributeandtheireasyco- erationatseveralstagesofputtingtogetherthe?nalversionoftheFestschrift. * JohannaBrandt,JanGertheiss,AndreasGroll,FelixHeinzl,SebastianPetry,Jan UlbrichtandStephanieRubenbauerfortheirinvaluablecontributionsinproof- A readingandcorrectionofthepapers,aswellasinsolvingseveralLTX-related E problems. * theSpringerVerlagforagreeingtopublishthisFestschriftandinparticularNils- PeterThomas,AliceBlanck and FrankHolzwarthfor the smooth collabo- tion in preparing th emanuscript. vii Contents ListofContributors...xix TheSmoothComplexLogarithmandQuasi-PeriodicModels ...1 PaulH. C. Eilers 1 Foreword...1 2 Introduction...1 3 DataandModels...2 3. 1 TheBasicModel...3 3. 2 SplinesandPenalties...3 3. 3 StartingValues...7 3. 4 SimpleTrendCorrectionandPriorTransformation...8 3. 5 AComplexSignal...8 3. 6 Non-normalDataandCascadedLinks...10 3. 7 AddingHarmonics...11 4 MoretoExplore...12 5 Discussion...15 References...1
7 P-splineVaryingCoef?cientModelsforComplexData...19 BrianD. Marx 1 Introduction ...19 2 "LargeScale"VCM,withoutBack?tting...22 3 NotationandSnapshotofaSmoothingTool:B-splines...24 3. 1 GeneralKnotPlacement...25 3. 2 SmoothingtheKTBData...25 4 UsingB-splinesforVaryingCoef?cientModels...26 5 P-splineSnapshot:Equally-SpacedKnots&Penalization...28 5. 1 P-splinesforAdditiveVCMs...30 5. 2 StandardErrorBands...30 6 OptimallyTuningP-splines ...31 7 MoreKTBResults...33 8 ExtendingP-VCMintotheGeneralizedLinearModel...33 9 Two-dimensionalVaryingCoef?cientModels...36 ix x Contents 9. 1 Mechanicsof2D-VCMthroughExample ...37 9. 2 VCMsandPenaltiesasArrays...39 9. 3 Ef?cientComputationUsingArrayRegression...40 10 DiscussionTowardMoreComplexVCMs...41 References...42 PenalizedSplines,MixedModelsandBayesianIdeas...45 .. GoranKauermann 1 Introduction...45 2 NotationandPenalizedSplinesasLinearMixedModels...46 3 Classi?cationwithMixedModels...48 4 VariableSelectionwithSimplePriors...50 4. 1 MarginalAkaikeInformationCriterion...50 4. 2 ComparisoninLinearModels...

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