TAIL PROBABILITY APPROXIMATIONS

Chapters in this book

1. Frontmatter I
2. CONTENTS V
3. ABSTRACT INFERENCE (semi-parametric models...)(Session 1)
4. INVITED PAPERS
5. EFFICIENT TESTING IN A CLASS OF TRANSFORMATION MODELS: AN OUTLINE 3
6. ABSTRACT INFERENCE IN IMAGE PROCESSING 13
7. BAYES IAN INFERENCE IN SEMIPARAMETRIC PROBLEMS 27
8. SEMI-PARAMETRIC BAYES ESTIMATORS 31
9. ON ESTIMATING IN MODELS WITH INFINITELY MANY PARAMETERS 35
10. INFERENCE FOR STOCHASTIC PROCESSES (Session 2)
11. INVITED PAPERS
12. SEMMARTINGALE CONVERGENCE THEORY AND CONDITIONAL INFERENCE FOR STOCHASTIC PROCESSES 41
13. THE FOUNDATIONS OF FINITE SAMPLE ESTIMATION IN STOCHASTIC PROCESSES - II 49
14. CONTRIBUTED PAPERS
15. SOME USES OF MAXIMUM-ENTROPY METHODS FOR ILL-POSED PROBLEMS IN SIGNAL AND CRISTALLOGRAPHY THEORIES 55
16. On Asymptotic Efficiency of the Cox Estimator 59
17. ASYMPTOTIC PROPERTIBS OP THE MAXIMUM LIKBLIHOOD ESTIMATOR, ITO-VENTZSL'S FORMULA FOR SEMIMARTINGALES AND ITS APPLICATION TO THE RECURSIVE ESTIMATION IN A GENERAL SCHEME OP STATISTICAL MODELS 63
18. MAXIMUM ENTROPY SELECTION OF SOLUTIONS TO ILL-POSED MARTINGALE PROBLEMS 67
19. ASYMPTOTIC INFERENCE FOR THE GALTON-WATSON PROCESS WITHOUT RESTRICTION TO THE SUPER-CRITICAL CASE 71
20. CROSS-VALIDATION (Session 3)
21. INVITED PAPERS
22. ON RESAMPLING METHODS FOR CONFIDENCE LIMITS 77
23. THE INTERPLAY BETWEEN CROSS-VALIDATION AND SMOOTHING METHODS 87
24. BOOTSTRAP OF THE MEAN IN THE INFINITE VARIANCE CASE 95
25. AUTOMATIC CURVE SMOOTHING 99
26. NON-PARAMETRIC SMOOTHING OF THE BOOTSTRAP 105
27. DATA ANALYSIS (projection pursuit, curve estimation . . .) (Session 4)
28. INVITED PAPERS
29. ON CONSTRUCTING A GENERAL THEORY OP AUTOMATIC CLASSIFICATION 111
30. DATA ANALYSIS : GEOMETRIC AND ALGEBRAIC STRUCTURES 123
31. CONTRIBUTED PAPERS
32. GENERALIZED CANONICAL ANALYSIS 133
33. DETECTING OUTLIERS AND CLUSTERS IN MULTIVARIATE DATA BASED ON PROJECTION PURSUIT 137
34. THE INVERSE PROBLEM OP THE PRINCIPAL COMPONENT ANALYSIS 141
35. DESIGN OF EXPERIMENTS (nearest neighbour designs . . .) (Session 5)
36. INVITED PAPERS
37. NUMERICAL METHODS OF OPTIMAL DESIGN CONSTRUCTION 147
38. ORDERING EXPERIMENTAL DESIGNS 157
39. OBSERVATION AND EXPERIMENTAL DESIGN FOR AUTOCORRELATED PROCESSES 167
40. CONTRIBUTED PAPERS
41. THE DESIGN OF EXPERIMENTS FOR MODEL SELECTION 175
42. THE DESIGN AND ANALYSIS OF FIELD TRIALS IN THE PRESENCE OF FERTILITY EFFECTS 179
43. ON THE EXISTENCE OF MULTIFACTOR DESIGNS WITH GIVEN MARGINAIS 183
44. LOCAL ASYMPTOTIC NORMALITY IN GAUSSIAN MODEL OF VARIANCE COMPONENTS 187
45. ASYMPTOTIC METHODS IN STATISTICS (second order asymptotics, saddle points methods e etc.)(Session 6)
46. INVITED PAPERS
47. DIFFERENTIAL GEOMETRICAL METHOD IN ASYMPTOTICS OF STATISTICAL INFERENCE 195
48. LIKELIHOOD, ANCILLARITY AND STRINGS 205
49. ON ASYMPTOTICALLY COMPLETE CLASSES OF TESTS 215
50. TAIL PROBABILITY APPROXIMATIONS 223
51. ON SECOND ORDER ADMISSIBILITY IN SIMULTANEOUS ESTIMATION 225
52. Bounds for the asymptotic efficiency of estimators based on functional contractions; applications to the problem of estimation in the presence of random nuisance parameters 237
53. CONTRIBUTED PAPERS
54. ON CHI-SQUARED GOODNESS-OF-FIT TESTS FOR LOCATION-SCALE MODELS 249
55. SOME PROBLEMS IN STATISTICS 253
56. ADAPTIVE PROCEDURES FOR DETECTION OF CHANGE 257
57. ON LOCAL AND NON-LOCAL MEASURES OF EFFICIENCY 263
58. MAXIMAL DEVIATIONS OP GAUSSIAN PROCESSES AND EMPIRICAL DENSITY FUNCTIONS 267
59. CHI-SQUARED TEST STATISTICS BASED ON SUBSAMPLES 271
60. ON HODGES-LEHMANN INDICES OP NONPARAMETRIC TESTS 275
61. DIFFERENTIAL GEOMETRY AND STATISTICAL INFERENCE 279
62. LARGE SAMPLE PROPERTIES FOR GENERALIZATIONS OF THE TRIMMED MEAN 283
63. MULTIVARIATE ANALYSIS (large number of parameters . . .) (Session 7)
64. INVITED PAPERS
65. DISCRIMINANT ANALYSIS FOR SPECIAL PARAMETER STRUCTURES 289
66. ASYMPTOTICS OF INCREASING DIMENSIONALITY IN CLASSIFICATION 299
67. EXTENSIONS AND ASYMPTOTIC STUDIES OF MULTIVARIATE ANALYSES 307
68. ESTIMATION OF SYMMETRIC FUNCTIONS OF PARAMETERS AND ESTIMATION OF (»VARIANCE MATRIX 317
69. CONTRIBUTED PAPERS
70. INTRODUCTION IN GENERAL STATISTICAL ANALYSIS 327
71. ESTIMATION AND TESTING OP HYPOTHESES IN MULTIVARIATE GENERAL GAUSS-MARKOFF MODEL 331
72. SYMMETRY GROUPS AND INVARIANT STATISTICAL TESTS FOR FAMILIES OF MULTIVARIATE GAUSSIAN DISTRIBUTIONS 335
73. PRESCRIBED CONDITIONAL INTERACTION MODELS FOR BINARY CONTINGENCY TABLES 339
74. QUADRATIC INVARIANT ESTIMATORS WITH MAXIMALLY BOUNDED MEAN SQUARE ERROR 343
75. TIME SERIES (long range dependence, non-linear processes, estimation of spectra) >(Session 8)
76. INVITED PAPERS
77. NON-GAUSSIAN SEQUENCES AND DECONVOLUTION 349
78. NON-LINEAR TIME SERIES MODELS OF REGULARLY SAMPLED DATA: A REVIEW 355
79. ROBUST SPECTRAL ESTIMATION 369
80. CONTRIBUTED PAPERS
81. ON MARGINAL DISTRIBUTIONS OF THRESHOLD MODELS 379
82. ON THE BOUNDARY OF THE CENTRAL LIMIT THEOREM FOR STATIONARY p-MIXING SEQUENCES 385
83. DETECTION OF PARAMETER CHANGES AT UNKNOWN TIMES IN LINEAR REGRESSION MODELS 389
84. SOME ASPECTS OF DIRECTIONALITY IN TIME SERIES ANALYSIS 393
85. THE ALGORITHM OF MAXIMUM MUTUAL INFORMATION FOR MODEL FITTING AND SPECTRUM ESTIMATION 397
86. BOUNDARY CROSSING PROBLEMS AND SEQUENTIAL ANALYSIS (Session 11)
87. INVITED PAPERS
88. OPTIMAL SEQUENTIAL TESTS FOR RELATIVE ENTROPY COST FUNCTIONS 403
89. ASYMPTOTIC EXPANSIONS IN SOME PROBLEMS OF SEQUENTIAL TESTING 411
90. CONTRIBUTED PAPERS
91. ASYMPTOTIC METHODS FOR BOUNDARY CROSSINGS OF VECTOR PROCESSES 421
92. FIRST PASSAGE DENSITIES OF GAUSSIAN AND POINT PROCESSES TO GENERAL BOUNDARIES WITH SPECIAL REFERENCE TO KOLMOGOROV-SMIRNOV TESTS WHEN PARAMETERS ARE ESTIMATED 425
93. CONVERSE RESULTS FOR EXISTENCE OF MOMENTS FOR STOPPED RANDOM WALKS 429
94. MATHEMATICAL PROGRAMMING IN SEQUENTIAL TESTING THEORY 435
95. EXTREME VALUES AND APPLICATIONS ( strength of materials) (Session 12)
96. INVITED PAPERS
97. THEORY OP EXTREMES AND ITS APPLICATIONS TO MECHANICS OP SOLIDS AND STRUCTURES 443
98. EXTREMES, LOADS, AND STRENGTHS 461
99. STATISTICAL MODELS FOR COMPOSITE MATERIALS 471
100. CONTRIBUTED PAPERS
101. THE DISTRIBUTION OF BUNDLE STRENGTH UNDER GENERAL ASSUMPTIONS 485
102. AN ESTIMATE OP THE HATE OP CONVERGENCE IN THE LAW OP LARGE NUMBERS FOR SUMS OP ORDER STATISTICS AND THEIR APPLICATIONS 489
103. THE INDEX OF THE OUTSTANDING OBSERVATION AMONG N INDEPENDENT ONES 493
104. RAIN FLOW CYCLE DISTRIBUTIONS FOR FATIGUE LIFE PREDICTION UNDER GAUSSIAN LOAD PROCESSES 495
105. HIGH-LEVEL EXCURSIONS OP GAUSSIAN FIELDS: A GEOMETRICAL APPROACH BASED ON CONVEXITY 501
106. EPIDEMIOLOGY (mainly observational studies) (Session 13)
107. INVITED PAPERS
108. EPIDEMIC PREDICTION AND PUBLIC HEALTH CONTROL, WITH SPECIAL REFERENCE TO INFLUENZA AND AIDS 507
109. MATHEMATICAL MODELS FOR CHRONIC DISEASE EPIDEMIOLOGY 517
110. GLOBAL FORECAST AND CONTROL OF FAST-SPREADING EPIDEMIC PROCESS 527
111. CONTRIBUTED PAPERS
112. A STATISTICAL ANALYSIS OF THE SEASONALITY IN SUDDEN INFANT DEATH SYNDROME (SIDS) 535
113. EPIDEMIOLOGICAL MODELS FOR SEXUALLY TRANSMITTED INFECTIONS 539
114. RESULTS AM) PERSPECTIVES OP THE MATHEMATICAL FORECASTING OF INFLUENZA EPIDEMICS IN USSR 543
115. THE GENERALIZED DISCRETE-TIME EPIDEMIC MODEL WITH IMMUNITY 547
116. GEOLOGY AND GEOPHYSICS (Session 14)
117. INVITED PAPERS
118. STOCHASTIC KODEL OF MIESRAL CRYSTALLIZATION PROCESS FROM MAGMATIC MELT 555
119. APPLICATIONS OP STOCHASTIC GEOMETRY IN GEOLOGY 563
120. CLASSIFICATION AND PARTITIONING OF IGNEOUS ROCKS 573
121. CONTRIBUTED PAPERS
122. APPLICATION OP FUZZY SETS THEORY TO THE SOLUTION OP PATTERN RECOGNITION PROBLEMS IN OIL AND GAS GEOLOGY 579
123. THE APPLICATION OP MULTIDIMENSIONAL RANDOM FUNCTIONS FOR STRUCTURAL MODELLING OF THE PLATFORM COVER 583
124. PREDICTION OF ROCK TYPES IN OIL WELLS FROM LOG DATA 589
125. ON TESTS FOR OUTLYING OBSERVATIONS 593
126. THE IDEAS OP PERCOLATION THEORY IN GEOPHYSICS AND FAILURE THEORY 597
127. HYDROLOGY AND METEOROLOGY (Session 15)
128. INVITED PAPERS
129. SOME STOCHASTIC MODELS OF RAINFALL WITH PARTICULAR REFERENCE TO HYDROLOGICAL APPLICATIONS 605
130. CANONICAL CORRELATIONS FOR RANDOM PROCESSES AND THEIR METEOROLOGICAL APPLICATIONS 611
131. STATISTICAL DECISIONS AND PROBLEMS OF THE OPTIMUM USE OF METEOROLOGICAL INFORMATION 625
132. CONTRIBUTED PAPERS
133. APPLICATION OF DATA ANALYSIS METHODS FOR THE EVALUATIONS OF EFFICIENCY OF WEATHER MODIFICATIONS EXPERIMENTS 637
134. PREDICTOR-COUNTING CONFIDENCE INTERVALS FOR THE VALUE OF EFFECT IN RANDOMIZED RAINFALL ENHANCEMENT EXPERIMENTS 643
135. ON BEHAVIOUR OF SEA SURFACE TEMPERATURE ANOMALIES 647
136. THE SAMPLING VARIABILITY OF THE AUTOREGRESSIVE SPECTRAL ESTIMATES FOR TWO-VARIATE HYDROMETEOROLOGICAL PROCESSES 651
137. ON THE FORECASTING OF THE FLUCTUATIONS IN LEVELS OF CLOSED LAKES 655
138. BIOLOGICAL MODELS AND GENETICS (Session 16)
139. INVITED PAPERS
140. THE EQUILIBRIUM LAWS AMD DYNAMIC PROCESSES IN POPULATION GENETICS 661
141. COMMUNITY SIZE AND AGE AT INFECTION: HOW ARE THEY RELATED? 671
142. BRANCHING PROCESSES AND NEUTRAL MUTATIONS 683
143. CONTRIBUTED PAPERS
144. LIMIT THEOREM FOR SOME STATISTICS OP MULTITYPE GALTON-WATSON PROCESS 693
145. THE REGULARITY OP METAPHASE CHROMOSOMES ORGANIZATION IN CEREALS 697
146. THE GENEALOGY OP THE INFINITE ALLELES MODEL 701
147. THE RELATIONSHIP BETWEEN THE STOCHASTIC AND DETERMINISTIC VERSION OF A MODEL FOR THE GROWTH OF A PLANT CELL POPULATION 705
148. GENE ACTION FOR AGRONOMIC CHARACTERS IN WINTER WHEAT 709
149. TOTAL PROGENY OF A CRITICAL BRANCHING PROCESS 713
150. LIMIT THEOREMS POE A CRITICAL BRANCHING CRUMP-MODE-JAGERS PROCESSES 717
151. THE BEHAVIOUR OF THE PRAY-EDITOR SYSTEM IN THE NEIGHBOURHOOD OF STATISTIC EQUILIBRIUM 721
152. BELLMAN-HARRIS BRANCHING PROCESSES AND DISTRIBUTIONS OP MARKS IN PROLIFERATING CELL POPULATIONS 725
153. STOCHASTIC SIMULATION (Session 18)
154. INVITED PAPERS
155. METHODS IN QUANTUM MONTE CARLO 731
156. THE MONTE-CARLO METHOD AND ASYNCHRONIC CALCULATIONS 739
157. INCREASING THE EFFICIENCY OF STATISTICAL SAMPLING WITH THE AID OF INFINITE-DIMENSIONAL UNIFORMLY DISTRIBUTED SEQUENCES 743
158. CONTROLLED UNBIASED ESTIMATORS FOR CERTAIN FUNCTIONAL INTEGRALS 747
159. KAC'S MODEL FOR A GAS OF N PARTICLES AND MONTE-CARLO SIMULATION IN RAREFIED GAS DYNAMICS 751
160. STATISTICAL COMPUTING (Session 21)
161. INVITED PAPERS
162. MATHEMATICAL PROGRAMMING IN STATISTICS : an overview 757
163. MODEL SEARCH IN LARGE MODEL FAMILIES 767
164. PROGRAMMING LANGUAGES AND OPPORTUNITIS THEY OFFER TO THE STATISTICAL COMMUNITY 779
165. CONTRIBUTED PAPERS
166. STATISTICAL SOFTWARE FOR MICRO-COMPUTERS 793
167. DATA CLASSIFICATION BY COMPARING OP COMPUTER IMPLEMENTATIONS OP STATISTICAL ALGORITHMS 797
168. TIME DISCRETE APPROXIMATION OF ITO PROCESSES 801
169. FAST ALGORITHM OF PEAK LOCATION IN SPECTRUM 805
170. EMPIRICAL PROCESSES (Session 23)
171. INVITED PAPERS
172. APPROXIMATIONS OF WEIGHTED EMPIRICAL PROCESSES WITH APPLICATIONS TO EXTREME, TRIMMED AND SELF-NORMALIZED SUMS 811
173. MINIMIZATION OF EXPECTED RISK BASED ON EMPIRICAL DATA 821
174. CONTRIBUTED PAPERS
175. RATES OP CONVERGENCE IN THE INVARIANCE PRINCIPLE FOR EMPIRICAL MEASURES 833
176. ALMOST SURE BEHAVIOUR OF WEIGHTED EMPIRICAL PROCESSES IN THE TAILS 837
177. CONVERGENCE OF THE EMPIRICAL CHARACTERISTIC FUNCTIONAL 841
178. SAMPLE APPROXIMATION OF THE DISTRIBUTION BY MEANS OF k POINTS: A CONSISTENCY RESULT FOR SEPARABLE METRIC SPACES 845
179. AUTHOR INDEX 849