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 Modelling 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.
Author(s): V.B. Melas, Stefania Mignani, Paola Monari, Luigi Salmaso (eds.)
Series: Springer Proceedings in Mathematics & Statistics 114
Edition: 1
Publisher: Springer-Verlag New York
Year: 2014
Language: English
Pages: 539
Tags: Statistical Theory and Methods; Statistics, general
Front Matter....Pages i-xviii
Queueing Systems with Unreliable Servers in a Random Environment....Pages 1-9
Sequential Combining of Expert Information Using Mathematica....Pages 11-27
Markov-Modulated Samples and Their Applications....Pages 29-35
Simulating Correlated Ordinal and Discrete Variables with Assigned Marginal Distributions....Pages 37-46
Probabilistic Counterparts for Strongly Coupled Parabolic Systems....Pages 47-55
Algorithms for Linear Stochastic Delay Differential Equations....Pages 57-65
Combined Tests for Comparing Mutabilities of Two Populations....Pages 67-78
Development of an Extensive Forensic Handwriting Database: Statistical Components....Pages 79-96
Bayes Factors and Maximum Entropy Distribution with Application to Bayesian Tests....Pages 97-107
Monte Carlo Algorithm for Simulation of the Vehicular Traffic Flow Within the Kinetic Model with Velocity Dependent Thresholds....Pages 109-117
Importance Sampling for Multi-Constraints Rare Event Probability....Pages 119-128
Generating and Comparing Multivariate Ordinal Variables by Means of Permutation Tests....Pages 129-138
A Method for Selection of the Optimal Bandwidth Parameter for Beran’s Nonparametric Estimator....Pages 139-147
Simulating from a Family of Generalized Archimedean Copulas....Pages 149-156
PS-Algorithms and Stochastic Computations....Pages 157-166
Laws of Large Numbers for Random Variables with Arbitrarily Different and Finite Expectations Via Regression Method....Pages 167-181
D -optimal Saturated Designs: A Simulation Study....Pages 183-190
Nonparametric Testing of Saturated D -optimal Designs....Pages 191-198
Timely Indices for Residential Construction Sector....Pages 199-208
Measures of Dependence for Infinite Variance Distributions....Pages 209-216
Design of Experiments Using R....Pages 217-228
The Influence of the Dependency Structure in Combination-Based Multivariate Permutation Tests in Case of Ordered Categorical Responses....Pages 229-238
Potential Advantages and Disadvantages of Stratification in Methods of Randomization....Pages 239-246
Additive Level Outliers in Multivariate GARCH Models....Pages 247-255
A Comparison of Efficient Permutation Tests for Unbalanced ANOVA in Two by Two Designs and Their Behavior Under Heteroscedasticity....Pages 257-269
Likelihood-Free Simulation-Based Optimal Design: An Introduction....Pages 271-278
Time Change Related to a Delayed Reflection....Pages 279-289
Et tu “Brute Force”? No! A Statistically Based Approach to Catastrophe Modeling....Pages 291-298
Optimizing Local Estimates of the Monte Carlo Method for Problems of Laser Sensing of Scattering Media....Pages 299-307
Computer Experiment Designs via Particle Swarm Optimization....Pages 309-317
Application of Nonparametric Goodness-of-Fit Tests for Composite Hypotheses in Case of Unknown Distributions of Statistics....Pages 319-331
Simulating from the Copula that Generates the Maximal Probability for a Joint Default Under Given (Inhomogeneous) Marginals....Pages 333-341
Optimization via Information Geometry....Pages 343-351
Combined Nonparametric Tests for the Social Sciences....Pages 353-361
The Use of the Scalar Monte Carlo Estimators for the Optimization of the Corresponding Vector Weight Algorithms....Pages 363-372
Additive Cost Modelling in Clinical Trial....Pages 373-381
Mathematical Problems of Statistical Simulation of the Polarized Radiation Transfer....Pages 383-391
Using a Generalized Δ 2 -Distribution for Constructing Exact D -Optimal Designs....Pages 393-400
Sample Size in Approximate Sequential Designs Under Several Violations of Prerequisites....Pages 401-408
Numerical Stochastic Models of Meteorological Processes and Fields....Pages 409-417
Comparison of Resampling Techniques for the Non-causality Hypothesis....Pages 419-429
A Review of Multilevel Modeling: Some Methodological Issues and Advances....Pages 431-438
On a Generalization of the Modified Gravity Model....Pages 439-446
Bivariate Lorenz Curves Based on the Sarmanov–Lee Distribution....Pages 447-455
Models with Cross-Effect of Survival Functions in the Analysis of Patients with Multiple Myeloma....Pages 457-463
Monte Carlo Method for Partial Differential Equations....Pages 465-473
The Calculation of Effective Electro-Physical Parameters for a Multiscale Isotropic Medium....Pages 475-482
An Approximate Solution of the Travelling Salesman Problem Based on the Metropolis Simulation with Annealing....Pages 483-491
The Supertrack Approach as a Classical Monte Carlo Scheme....Pages 493-504
The Dependence of the Ergodicity on the Time Effect in the Repeated Measures ANOVA with Missing Data Based on the Unbiasedness Recovery....Pages 505-513
Mixture of Extended Linear Mixed-Effects Models for Clustering of Longitudinal Data....Pages 515-530
The Study of the Laplace Transform of Marshall–Olkin Multivariate Exponential Distribution....Pages 531-539
