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株式会社極東書店トップ ＞ 商品一覧 ＞ Statistical Modelling and Regression Structures : Festschrift in Honour of Ludwig Fahrmeir.

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Statistical Modelling and Regression Structures

Statistical Modelling and Regression Structures : Festschrift in Honour of Ludwig Fahrmeir. 統計モデリングと回帰構造－L.ファールマイア記念論文集

・ISBN 978-3-7908-2412-4 hard EUR 99.99

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著者・編者Kneib, Thomas / Tutz, G. (eds.),
出版社(Physica-Vlg., GW)
出版年月2010
ページ数x, 500 pp.
言語ENG
ニュース番号＜572-177＞

解説

Thecollectedcontributionscontainedwithinthisbookhavebeenwrittenbyfriends andcolleaguestoacknowledgeLudwigFahrmeir'swidespreadandimportantimpact onStatisticsasascience,whilecelebratinghis65thBirthday. Asayoungstudent,LudwigstartedhiscareerasaMathematician,buthequickly turnedintoarisingandshiningstarwithintheGermanandinternationalStatistics community. HesoonobtainedbothhisPhDandhisHabilitationattheTechnical UniversityofMunich. AfterashortperiodasavisitingprofessorattheUniversity ofDortmund,hereturnedtohishomelandBavariaandwasappointedFullProfessor ofStatisticsattheUniversityofRegensburg,attheageof32. Someyearslater,hemovedtothecapitalofBavariaandbecameProfessoratthe DepartmentofStatisticsattheUniversityofMunich. Hisappointmenthadsigni?cant impactontheDepartmentsince,soonafterhisarrival,Ludwigstartedaninitiative toestablishacollaborativeresearchcenteronthe"StatisticalAnalysisofDiscrete Structures. "Afterasuccessfulapplicationforinitialfunding,furtherfundingwas extendedseveraltimes,untiltheresearchcenterreachedthemaximumperiodfor fundingin2006. Duringthecompleteduration,Ludwigservedasaspeakerofthe researchcenterand-tociteoneofthe?nalreferees-"manageditinaneasyand ef?cientwayandcontributedseveralimportantresults. " Duringthelastfortyyears,Ludwig'sworkhashadtremendousimpactontheS- tisticscommunity. Hewasamongthe?rstresearcherstorecognizetheimportance ofgeneralizedlinearmodelsandcontributedinaseriesofpaperstothetheoretical backgroundofthatmodelclass. Hisinterestinstatisticalmodellingledtothe- ganizationofaworkshopon"StatisticalModellingandGeneralizedLinearModels (GLIM)"inMunichin1992andculminatedinthehighlycitedmonographon"M- tivariateStatisticalModellingBasedonGeneralizedLinearModels"thatsawtwo printingsandremainstobeakeyreferenceonappliedstatisticalmodellingutilizing generalizedlinearmodels. Ludwigalsohadgreatin?uenceonthecreationofthe StatisticalModellingSociety,andiscurrentlyontheadvisoryboardofthecor- spondingjournalon"StatisticalModelling. "Boththesocietyandjournalemerged outoftheearlyGLIMworkshopsandproceedings. v vi Foreword Ofcourse,Ludwig'sworkisde?nitelynotrestrictedtogeneralizedlinearmodels but-onthecontrary-spansawiderangeofmodernStatistics. Heco-authoredor co-editedseveralmonographs,e. g. onMultivariateStatistics,StochasticProcesses, MeasurementofCreditRisks,aswellaspopulartextbooksonRegressionandan IntroductiontoStatistics. Hisrecentresearchcontributionsaremostlyconcentrated insemiparametricregressionandspatialstatisticswithinaBayesianframework. When?rstcirculatingtheideaofaFestschriftforthecelebrationofLudwig's 65thbirthday,allpotentialcontributorswereextremelypositive,manyimmediately agreeingtocontribute. ThesereactionsatesttoLudwig'shighpersonalandp- fessionalappreciationinthestatisticalcommunity. Thefarreachingandvarietyof subjectscoveredwithinthesecontributionsalsorepresentsLudwig'sbroadinterest andimpactinmanybranchesofmodernStatistics. BotheditorsofthisFestschriftwereluckyenoughtoworkwithLudwigatseveral occasionsandinparticularearlyintheircareersasPhDstudentsandPostDocs. His personalandprofessionalmentorshipandhisstrongcommitmentmadehimaperfect supervisorandhispatient,con?dentandencouragingworkingstylewillalwaysbe rememberedbyallofhisstudentsandcolleagues. Ludwigalwaysprovidedafriendly workingenvironmentthatmadeitapleasureandanhonortobeapartofhisworking group. WeareproudtobeabletosaythatLudwigismuchmorethanacolleague butturnedintoafriendforbothofus. OldenburgandMunich,January2010 ThomasKneib,GerhardTutz Acknowledgements Theeditorswouldliketoexpresstheirgratitudeto * allauthorsofthisvolumefortheiragreementtocontributeandtheireasyco- erationatseveralstagesofputtingtogetherthe?nalversionoftheFestschrift. * JohannaBrandt,JanGertheiss,AndreasGroll,FelixHeinzl,SebastianPetry,Jan UlbrichtandStephanieRubenbauerfortheirinvaluablecontributionsinproof- A readingandcorrectionofthepapers,aswellasinsolvingseveralLTX-related E problems. *swidespreadandimportantimpact onStatisticsasascience,whilecelebratinghis65thBirthday. Asayoungstudent,LudwigstartedhiscareerasaMathematician,buthequickly turnedintoarisingandshiningstarwithintheGermanandinternationalStatistics community. HesoonobtainedbothhisPhDandhisHabilitationattheTechnical UniversityofMunich. AfterashortperiodasavisitingprofessorattheUniversity ofDortmund,hereturnedtohishomelandBavariaandwasappointedFullProfessor ofStatisticsattheUniversityofRegensburg,attheageof32. Someyearslater,hemovedtothecapitalofBavariaandbecameProfessoratthe DepartmentofStatisticsattheUniversityofMunich. Hisappointmenthadsigni?cant impactontheDepartmentsince,soonafterhisarrival,Ludwigstartedaninitiative toestablishacollaborativeresearchcenteronthe"StatisticalAnalysisofDiscrete Structures. "Afterasuccessfulapplicationforinitialfunding,furtherfundingwas extendedseveraltimes,untiltheresearchcenterreachedthemaximumperiodfor fundingin2006. Duringthecompleteduration,Ludwigservedasaspeakerofthe researchcenterand-tociteoneofthe?nalreferees-"manageditinaneasyand ef?cientwayandcontributedseveralimportantresults. " Duringthelastfortyyears,Ludwig'sworkhashadtremendousimpactontheS- tisticscommunity. Hewasamongthe?rstresearcherstorecognizetheimportance ofgeneralizedlinearmodelsandcontributedinaseriesofpaperstothetheoretical backgroundofthatmodelclass. Hisinterestinstatisticalmodellingledtothe- ganizationofaworkshopon"StatisticalModellingandGeneralizedLinearModels (GLIM)"inMunichin1992andculminatedinthehighlycitedmonographon"M- tivariateStatisticalModellingBasedonGeneralizedLinearModels"thatsawtwo printingsandremainstobeakeyreferenceonappliedstatisticalmodellingutilizing generalizedlinearmodels. Ludwigalsohadgreatin?uenceonthecreationofthe StatisticalModellingSociety,andiscurrentlyontheadvisoryboardofthecor- spondingjournalon"StatisticalModelling. "Boththesocietyandjournalemerged outoftheearlyGLIMworkshopsandproceedings. v vi Foreword Ofcourse,Ludwig'sworkisde?nitelynotrestrictedtogeneralizedlinearmodels but-onthecontrary-spansawiderangeofmodernStatistics. Heco-authoredor co-editedseveralmonographs,e. g. onMultivariateStatistics,StochasticProcesses, MeasurementofCreditRisks,aswellaspopulartextbooksonRegressionandan IntroductiontoStatistics. Hisrecentresearchcontributionsaremostlyconcentrated insemiparametricregressionandspatialstatisticswithinaBayesianframework. When?rstcirculatingtheideaofaFestschriftforthecelebrationofLudwig's 65thbirthday,allpotentialcontributorswereextremelypositive,manyimmediately agreeingtocontribute. ThesereactionsatesttoLudwig'shighpersonalandp- fessionalappreciationinthestatisticalcommunity. Thefarreachingandvarietyof subjectscoveredwithinthesecontributionsalsorepresentsLudwig'sbroadinterest andimpactinmanybranchesofmodernStatistics. BotheditorsofthisFestschriftwereluckyenoughtoworkwithLudwigatseveral occasionsandinparticularearlyintheircareersasPhDstudentsandPostDocs. His personalandprofessionalmentorshipandhisstrongcommitmentmadehimaperfect supervisorandhispatient,con?dentandencouragingworkingstylewillalwaysbe rememberedbyallofhisstudentsandcolleagues. Ludwigalwaysprovidedafriendly workingenvironmentthatmadeitapleasureandanhonortobeapartofhisworking group. WeareproudtobeabletosaythatLudwigismuchmorethanacolleague butturnedintoafriendforbothofus. OldenburgandMunich,January2010 ThomasKneib,GerhardTutz Acknowledgements Theeditorswouldliketoexpresstheirgratitudeto * allauthorsofthisvolumefortheiragreementtocontributeandtheireasyco- erationatseveralstagesofputtingtogetherthe?nalversionoftheFestschrift. * JohannaBrandt,JanGertheiss,AndreasGroll,FelixHeinzl,SebastianPetry,Jan UlbrichtandStephanieRubenbauerfortheirinvaluablecontributionsinproof- A readingandcorrectionofthepapers,aswellasinsolvingseveralLTX-related E problems. * theSpringerVerlagforagreeingtopublishthisFestschriftandinparticularNils- PeterThomas,AliceBlanck and FrankHolzwarthfor the smooth collabo- tion in preparing th emanuscript. vii Contents ListofContributors...xix TheSmoothComplexLogarithmandQuasi-PeriodicModels ...1 PaulH. C. Eilers