Mindful Topics on Risk Analysis and Design of Experiments

Name: Mindful Topics on Risk Analysis and Design of Experiments | Selected contributions from ICRA8, Vienna 2019
Brand: Springer
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Selected contributions from ICRA8, Vienna 2019

Jürgen Pilz Teresa A. Oliveira Karl Moder Christos P. Kitsos(Editor)

Springer (Publisher)

1st Edition

Published on 20. May 2022

VIII, 161 pages

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978-3-031-06685-6 (ISBN)

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Content

Intro
Preface
Contents
Risk Analysis
Asset and Liability Risk Management in Financial Markets
1 Introduction
2 Duration Immunisation
3 Multi-stage Stochastic Programming
4 Dynamic Stochastic Control
5 Need for Metaheuristics and Simheuristics
6 Conclusions and Future Work
References
A Critical Discussion on Systemic Risk Measures
1 Introduction
2 Theoretical Background and Main Concepts
2.1 Var - Value at Risk
2.2 CoVaR
2.3 CoVaR
2.4 Probability of Rare Events - Extreme Values Theory
2.5 Quantile Regression
3 Methodology
3.1 Methodology Description
3.2 Calculating VaR
4 Application
4.1 Data
4.2 Comparing VaR, CoVaR and CoVaR
4.3 Identifying Systemic Risky Financial Institutions
5 Conclusions
References
Model Oriented Statistical Analysis for Cancer Problems
1 Statistical Models in Carcinogenesis
2 Different Classes of Cancer Models
3 Melanoma Analysis: Biological Insight and Management of Disease
4 Discussion
References
Two-Stage Clonal Expansion Model Using Conditional Likelihood to Discern the Initiation and Promotion Effects: Numerical Study
1 Introduction
2 Methods
2.1 Parameter Setting and Data Generation
2.2 Models for the Estimation of Parameters
2.3 Algorithm Searching for MLEs
2.4 Model Selection Strategy
3 Results and Discussion
4 Concluding Remarks
References
Business Failure Prediction Models: A Bibliometric Analysis
1 Introduction
2 Research Methodology
3 Main Results
3.1 Trends in the Business Failure Prediction Field
3.2 Conceptual Structures and Networks
4 Conclusions and Discussion
References
Use of Previously Published Data in Statistical Estimation
1 Introduction
2 Association Between Gestational Age at Birth and Third Grade Academic Performance
2.1 Previously Published Findings on New York City
2.2 Data on Milwaukee Public Schools
2.3 The Use of Both Data Sources
3 Methodology
3.1 Sub-optimality of 0 Under =0
3.2 Sensitivity Analysis Conditional on =c
4 Association Between Gestational Age and Academic Performance (continuation)
5 Conclusion
References
Experimental Design
An Efficient Operational Matrices to Solve Biochemical Reaction Model with Error Analysis
1 Introduction
2 Description of Method with Application
2.1 Residual Correction Procedure
3 Conclusions
References
Some Notes on Types of Symmetry for Crossover Designs
1 Introduction
2 Some Critical Steps in Literature
3 Pseudo Symmetric Designs
3.1 A General Solution: OAI of Strength 2
3.2 The Case of V=Ip and tp-1
3.3 An Example
4 Recent Advances on Related Problems
5 Discussions
References
Optimal Stress Levels in Accelerated Degradation Testing for Various Degradation Models
1 Introduction
2 Accelerated Degradation Testing Based on a Gamma Process
2.1 Model Formulation
2.2 Estimation and Information
2.3 Optimality Criterion Based on the Failure Time Distribution
2.4 Numerical Example
3 Bivariate Accelerated Degradation Testing with Two Gamma Processes
3.1 Model Formulation
3.2 Information
3.3 Optimality Criterion Based on the Failure Time Distribution
3.4 Numerical Example
4 Bivariate Accelerated Degradation Testing with a Gamma Process and a Linear Mixed Model
4.1 Model Formulation of the Second Degradation Component: Linear Mixed Model
4.2 Information for the Second Degradation Component: Linear Mixed Model
4.3 Failure Time Distribution for the Second Degradation Component: Linear Mixed Model
4.4 Estimation and Information in the Combined Model
4.5 Optimality Criterion Based on the Joint Failure Time
4.6 Numerical Example
5 Concluding Remarks
References
Testing Interaction and Estimating Variance Components in Block Designs - Based on a Linear Model
1 Introduction
1.1 Tukey's Test
1.2 Johnson and Graybill's Test
1.3 Mandel's Test
2 Deriving Sum of Squares for Error Term and Interaction in Block Designs
2.1 Sum of Squares in Two Factorial Designs
2.2 Separating Error from Interaction in Block Designs
3 Illustrative Example
3.1 Calculation of Column Block Means
3.2 Calculation of Sum of Squares and Degrees of Freedom
3.3 ANOVA Table
4 Simulations
5 Estimating Variance Components
6 Conclusions
References
Optimal Designs for Prediction in Two Treatment Groups Random Coefficient Regression Models
1 Introduction
2 Two Treatment Groups RCR Model
3 Estimation and Prediction
4 Experimental Design
4.1 Optimal Designs for Estimation of Population Parameter
4.2 Optimal Designs for Prediction of Individual Response Parameters
4.3 Numerical Example
5 Discussion
References
Author Index

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Mindful Topics on Risk Analysis and Design of Experiments

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