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  • Book
  • © 2005

Statistical Modeling and Analysis for Complex Data Problems

  • One of ten volumes marking the 25th anniversary of GERAD covering most of the Center's research areas of expertise
  • Examines the methods and problems from a modeling perspective and surveys the state of current research on each topic and provides direction for further research exploration of the area

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Table of contents (15 chapters)

  1. Front Matter

    Pages i-xiv
  2. Dependence Properties of Meta-Elliptical Distributions

    • Belkacem Abdous, Christian Genest, Bruno Rémillard
    Pages 1-15
  3. The Statistical Significance of Palm Beach County

    • David Andrews, Andrey Feuerverger
    Pages 17-40
  4. Bias in Estimating the Variance of K-Fold Cross-Validation

    • Yoshua Bengio, Yves Grandvalet
    Pages 75-95
  5. Effective Construction of Modified Histograms in Higher Dimensions

    • Alain Berlinet, Laurent Rouvière
    Pages 97-119
  6. On Robust Diagnostics at Individual Lags Using RA-ARX Estimators

    • Imad Bou-Hamad, Pierre Duchesne
    Pages 121-140
  7. Bootstrap Confidence Intervals for Periodic Preventive Replacement Policies

    • Pascal Croteau, Robert Cléroux, Christian Léger
    Pages 141-159
  8. Large Deviations for Interacting Processes in the Strong Topology

    • Donald A. Dawson, Pierre Del Moral
    Pages 179-208
  9. Recent Results for Linear Time Series Models with Non Independent Innovations

    • Christian Francq, Jean-Michel Zakoïan
    Pages 241-265
  10. Filtering of Images for Detecting Multiple Targets Trajectories

    • Ivan Gentil, Bruno Rémillard, Pierre Del Moral
    Pages 267-280

About this book

Statistical Modeling and Analysis for Complex Data Problems treats some of today’s more complex problems and it reflects some of the important research directions in the field. Twenty-nine authors – largely from Montreal’s GERAD Multi-University Research Center and who work in areas of theoretical statistics, applied statistics, probability theory, and stochastic processes – present survey chapters on various theoretical and applied problems of importance and interest to researchers and students across a number of academic domains.

Editors and Affiliations

  • Université de Montréal and GERAD, Montréal

    Pierre Duchesne

  • HEC Montréal and GERAD, Montréal

    Bruno RÉMillard

Bibliographic Information

Buy it now

Buying options

eBook USD 84.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 119.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access