Recent Studies on Risk Analysis and Statistical Modeling

Preface.- Introduction.- Part I. Risk Methodologies and Applications.- Assessment of maximum a posteriori image estimation algorithms for reduced acquisition time medical positron emission tomography data.- On mixed cancer risk assessment.- Traditional versus alternative risk measures in hedge fund investment efficiency.- Estimating the extremal coefficient: a simulation comparison of methods.- On a business condence index and its data analytics: A Chilean case.- On the Application of Sample Coefficient of Variation for Managing Loan Portfolio Risks.- Acceptance-sampling plans for reducing the risk associated with chemical compounds.- Risk of Return Levels for Spatial Extreme Events.- Nonparametric Individual Control Charts for Silica in Water.- Revisiting resampling methods in the extremal index estimation: improving risk assessment.- Improving Asymptotically Unbiased Extreme Value Index Estimation.- Hazard Rate and Future Lifetime for the Generalized Normal Distribution.- Part II. Statistical Modeling and Risk issues in several areas.- Wavelet-based detection of outliers in Poisson INAR(1) time series.- Surveillance in Discrete Time Series.- On the maxima of integer models based on a new thinning operator.- Exact and Approximate Probabilities for the Null Distribution of Bartels Randomness Test.- Gamma-series representations for the sum of independent gamma random variables and for the product of independent beta random variables.- Likelihood ratio tests for equality of mean vectors with circular covariance matrices.- Optimal Estimators in Mixed Models with Orthogonal Block Struc- tures.- Constructing Random Klein surfaces without boundary.- Performance Analysis of a GPS Equipment.- Multivariate generalized Birnbaum-Saunders models applied to case studies in bio-engineering and industry.- Energy Prices Forecasting Using GLM.- Pseudo Maximum Likelihood and Moments Estimators for some Ergodic Diffusions.- Statistical Modelling of Counts with a Simple Integer-Valued Bi-linear Process.- A comparative study of the estimators for the demand of Engi- neering Courses in Portugal.- Statistical Methods for Word Association in Text Mining.