Recent Advances in Statistics and Probability

01/07 This title is now available from Walter de Gruyter. Please see www.degruyter.com for more information. In recent years, significant progress has been made in statistical theory. New methodologies have emerged, as an attempt to bridge the gap between theoretical and applied approaches. This volume presents some of these developments, which already have had a significant impact on modeling, design, and analysis of statistical experiments. The chapters cover a wide range of topics of current interest in applied as well as theoretical statistics and probability. They include some aspects of the design of experiments in which there are current developments: regression methods, decision theory, nonparametric theory, simulation and computational statistics, time series, reliability, and queueing networks. Also included are chapters on some aspects of probability theory, which, apart from their intrinsic mathematical interest, have significant applications in statistics.

Table of Contents:
Preface CONFERENCE ''NICOLÁS DE ARRIQUIBAR'' Diagnostic procedures for analysis of variance W.T. Federer DESIGN OF EXPERIMENTS AND MULTIVARIATE ANALYSIS Clustering of treatment means using the mixture method K.E. Basford and D.R. Greenway Validation of multivariate Monte Carlo studies J.L. Romeu Comparison of variants of Barrodale and Roberts' L1 algorithm V.A. Sposito, J.E. Gentle and S.C. Narula The Kagan classification of multivariate distributions and the central limit theorem J. Wesolowski NONPARAMETRIC ESTIMATION Relationships between product moments of order statistics from non-identically distributed variables N. Balakrishnan Recent developments in elemental regression methods D. Bradu Consistency of a linear regression estimate with panel data, obtained by preliminary nonparametric estimation C. Fernández-Jardón Fernández and X.M. Martínez Filgueira Nonrecursive procedures for detecting change in simple regression models M. Husková Conditional rank tests for the two-sample problem under random censorship: treatment of ties G. Neuhaus Nonparametric estimation of regression functions based on dependent data A. Quintela del Río Process tracking of time series with change points S. Zacks and R.S. Kenett STATISTICAL DECISION THEORY Robust Bayesian bounds for outlier detection M.J. Bayarri and J.O. Berger Network designs for monitoring multivariate random spatial fields N.D. Le and J.V. Zidek Joint sensitivity analysis for covariance matrices in Bayesian linear regression W. Polasek Ambiguity, imprecision and sensitivity in decision theory D. Ríos Insúa Local and global sensitivity under some classes of priors F. Ruggeri STOCHASTIC PROCESSES Strong limit theorems for empirical processes E. Csáki Bahadur--Kiefer representations on the tails M. Csörgö and L. Horváth Strongh theorems for random walks and its local time A. Földes L2-rate of clustering for some Gaussian processes K. Grill On the effects of noise in systems involving products of random matrices C.C. Heyde Asymptotic normality of the spectral density estimators for periodically correlated stochastic processes J. Leskow Covering large domains by a Wiener process P. Révész On the existence and uniqueness for a stochastic differential equation Tran Hung Thao Nonparametric inference of a smooth distribution function from irregular observations on time series J.A. Vilar Fernández and J.M. Vilar Fernández QUEUEING THEORY AND APPLICATIONS Performance evaluation of ATM networks access protocols C. Blondia Approximate analysis of statistical multiplexing of variable bit rate and periodic sources J. García Vidal and O. Casals Torres Queues in tandem with blocking and priorities Ch. Langaris Assessing the effect of bursts of arrivals on the characteristics of a queue D. Liu and M.F. Neuts Transient analysis of finite state birth and death processes with absorbing boundary states O.P. Sharma and N.S.K. Nair Pollaczek method in queueing analysis R. Syski A study on a stochastic system with multiple MMPP inputs subject to access function L. Tralhão, J.M. Fernándes Craveirinha and J. Paixão RELIABILITY THEORY Re-thinking reliability theory: Schur-concave survival functions and survival analysis R.E. Barlow and M.B. Mendel De Finetti representations of survival functions level to a product measure R.M. Cooke Extendibility of Schur survival functions and aging properties of their one-dimensional marginals F. Spizzichino