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COMPSTAT 2002
Proceedings in
Computational Statistics
Wolfgang H¨rdle
a
Bernd R¨nz
o
Humboldt-Universit¨t zu Berlin
a
School of Business and Economics
Institute of Statistics and Econometrics
Spandauer Strasse 1
D-10178 Berlin
Germany
e
book
Preface
This COMPSTAT 2002 book contains the Keynote, Invited and Full Contributed papers
presented in Berlin. A companion volume including Short Communications and Posters
is published on CD.
The COMPSTAT 2002 is the 15th conference in a series of biannual conferences with the
objective to present the latest developments in Computational Statistics and is taking
place from August 24th to August 28th 2002.
Previous COMPSTATs were in Vienna (1974), Berlin (1976), Leiden (1978), Edinburgh
(1980), Toulouse (1982), Prague (1984), Rome (1986), Copenhagen (1988), Dubrovnik
(1990), Neuchˆtel (1992), Vienna (1994), Barcelona (1996), Bristol (1998) and Utrecht
a
(2000).
COMPSTAT 2002 is organised by CASE, Center of Applied Statistics and Econometrics
at Humboldt-Universit¨t zu Berlin in cooperation with Freie Universit¨t Berlin and
a
University of Potsdam.
The topics of COMPSTAT include methodological applications, innovative software and
mathematical developments, especially in the following fields: statistical risk manage-
ment, multivariate and robust analysis, Markov Chain Monte Carlo Methods, statis-
tics of E-commerce, new strategies in teaching (Multimedia, Internet), computerbased
sampling/questionaires, analysis of large databases (with emphasis on computing in
memory), graphical tools for data analysis, classification and clustering new statistical
software and historical development of software.
A conference like COMPSTAT is not possible without an active scientific input from
many high class researchers. The contributions were classified by the Scientific Pro-
gramme Committee (SPC): Prof. Wolfgang H¨rdle (Berlin), Prof. Antony Unwin (Augs-
burg), Prof. Jaromir Antoch (Prague), Prof. Adrian Bowman (Glasgow), Prof. Michel
Delecroix (Paris), Prof. Wenceslao Gonzalez Manteiga (Santiago de Compostela), Prof.
Junji Nakano (Tokyo), Prof. Michael Schimek (Graz) and Prof. Peter van der Heijden
(Utrecht).
The papers were refereed by the SPC and we would like to thank our colleagues for all
their help. The resulting proceedings provide a broad overview of the current research
areas in statistical computing.
i
We are also very grateful to the members of the Local Organizing Committee: Dr.
Yasemin Boztug, Prof. Dr. Herbert B¨ning, Prof. Dr. Wolfgang H¨rdle, Prof. Dr. Lutz
u
a
Hildebrandt, Dr. Sigbert Klinke, Prof. Dr. Uwe K¨chler, Prof. Dr. Bernd R¨nz, Dr.
u
o
Peter Schirmbacher, Dipl.Ing. Benjamin Sch¨ler, Prof. Dr. Vladimir Spokoiny, Prof.
u
Dr. Hans Gerhard Strohe, Prof. Dr. J¨rgen Wolters and Uwe Ziegenhagen.
u
We would also like to thank Patricia Ahrend and Luise Richter who together with Dr.
Klinke did a great job in managing the papers.
Berlin, August 2002:
W. H¨rdle
a
B. R¨nz
o
ii
Contents
Preface
1 Invited papers
An Implementation for Regression Quantile Estimation . . . . . . . . . . . .
T.W. Yee
Computational Methods for Time Series Analysis . . . . . . . . . . . . . . . .
G. Kitagawa, T. Higuchi, S. Sato
Forecasting PC-ARIMA Models for Functional Data . . . . . . . . . . . . . .
M.J. Valderrama, F.A. Oca˜a, A.M. Aguilera
n
KyPlot as a Tool for Graphical Data Analysis . . . . . . . . . . . . . . . . . .
K. Yoshioka
Mice and Elephants Visualization of Internet Traffic . . . . . . . . . . . . . .
J.S. Marron, F. Hernandez-Campos, F.D. Smith
Relativity and Resolution for High Dimensional Information Visualization with
Generalized Association Plots (GAP) . . . . . . . . . . . . . . . . . . . .
S.-C. Chang, C.-H. Chen, Y.-Y. Chi, C.-W. Ouyoung
Supervised Learning from Microarray Data . . . . . . . . . . . . . . . . . . .
T. Hastie, R. Tibshirani, B. Narasimhan, G. Chu
Teaching Statistics with Electronic Textbooks . . . . . . . . . . . . . . . . . .
J. Symanzik, N. Vukasinovic
Trans-Dimensional Markov Chains and their Applications in Statistics . . . .
S.P. Brooks
2 Full papers
A Bayesian Model for Compositional Data Analysis . . . . . .
M.J. Brewer, C. Soulsby, S.M. Dunn
A Comparison of Marginal Likelihood Computation Methods .
C.S. Bos
A Hotelling Test Based on MCD . . . . . . . . . . . . . . . . .
G. Willems, G. Pison, P.J. Rousseeuw, S. van Aelst
A Resampling Approach to Cluster Validation . . . . . . . . .
V. Roth, T. Lange, M. Braun, J. Buhmann
A Self Documenting Programming Environment for Weighting
W. Grossmann, P. Ofner
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Contents
A State Space Model for Non-Stationary Functional Data . . . . . . . . . . .
M. Ortega-Moreno, M.J. Valderrama, J.C. Ruiz-Molina
A Wildlife Simulation Package (WiSP ) . . . . . . . . . . . . . . . . . . . . . .
W. Zucchini, M. Erdelmeier, D. Borchers
Algorithmical and Computational Procedures for a Markov Model in Survival
Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
J.E. Ruiz-Castro, R. P´rez-Oc´n, D. Montoro-Cazorla
e
o
An Algorithm for the Construction of Experimental Designs with Fixed and
Random Blocks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
P. Goos, A. N. Donev, M. Vandebroek
An Algorithm to Estimate Time Varying Parameter SURE Models under Dif-
ferent Type of Restrictions . . . . . . . . . . . . . . . . . . . . . . . . . .
S. Orbe, E. Ferreira, J.M. Rodr´
ıguez-P´o
o
Analyzing Data with Robust Multivariate Methods and Diagnostic Plots . . .
G. Pison, S. van Aelst
Application of ”Aggregated Classifiers” in Survival Time Studies . . . . . . .
A. Benner
Application of Hopfield-like Neural Networks to Nonlinear Factorization . . .
D. Husek, A.A. Frolov, H. Rezankova, V. Snasel
Bagging Tree Classifiers for Glaucoma Diagnosis . . . . . . . . . . . . . . . .
T. Hothorn, B. Lausen
Bayesian Automatic Parameter Estimation of Threshold Autoregressive (TAR)
Models using Markov Chain MonteCarlo (MCMC) . . . . . . . . . . . .
E. Amiri
Bayesian Semiparametric Seemingly Unrelated Regression . . . . . . . . . . .
S. Lang, S.B. Adebayo, L. Fahrmeir
Blockmodeling Techniques for Web Mining . . . . . . . . . . . . . . . . . . .
G. Schoier
Bootstrapping Threshold Autoregressive Models . . . . . . . . . . . . . . . .
¨
J. Ohrvik, G. Schoier
Canonical Variates for Recursive Partitioning in Data Mining . . . . . . . . .
C. Cappelli, C. Conversano
CAnoVa c : a Software for Causal Modeling . . . . . . . . . . . . . . . . . . .
O. W¨thrich-Martone, C. Nachtigall, M. M¨ller, R. Steyer
u
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Classification Based on the Support Vector Machine, Regression Depth, and
Discriminant Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . .
A. Christmann, P. Fischer, T. Joachims
Clockwise Bivariate Boxplots . . . . . . . . . . . . . . . . . . . . . . . . . . .
A. Corbellini
Combining Graphical Models and PCA for Statistical Process Control . . . .
R. Fried, U. Gather, M. Imhoff, M. Keller, V. Lanius
Comparing Two Partitions: Some Proposals and Experiments . . . . . . . . .
G. Saporta, G. Youness
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