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Statistical Modelling and Regression Structures: Festschrift in Honour of Ludwig Fahrmeir 2010 Edition
Contributor(s): Kneib, Thomas (Editor), Tutz, Gerhard (Editor)

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 ISBN: 379082898X     ISBN-13: 9783790828986
Publisher: Physica-Verlag
OUR PRICE: $104.49  

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Published: November 2014
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BISAC Categories:
- Mathematics | Probability & Statistics - General
Dewey: 519.2
Physical Information: 1" H x 6.14" W x 9.21" L (1.52 lbs) 472 pages
 
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Publisher Description:
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. 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. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17 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. .
 
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