Annual Report 2008.pdf - SAMSI

• Das, S., “Analyzing Fatal Drinking Behavior of Patients suffering Alcohol Dependence
Disorder using Pareto Regression” sponsored by the University of Connecticut Health
Center, in preparation
• Dey, D., Grigoriu, M., Gaioni, E., “Semiparametric Functional Estimation Using
Quantile Based Prior Elicitation” in preparation
• Gaioni, E., Dey, D., “Incorporating Expert Opinion into the Joint Modeling of Extreme
and Non-extreme Components of River Flow” sponsored by University of Connecticut,
Center for Environmental Statistics and Engineering, in preparation
• Madar, V., “Bayesian Model Selection for the Generalized FGM Copula in the Bivariate
Case when both Marginal Distributions are General Extreme Value” in preparation
• Madar, V., “Prior Elicitation in the Bivariate Extreme Value Situation and Some Related
Modeling Issues” in preparation
• Madar, V. “The Variable-Ratio Simultaneous Confidence Intervals” in preparation
• Madar, V., Benjamini, Y., and Stark, P.B. “The Quasi-Conventional Simultaneous
Confidence Intervals for Better Sign Determination” in preparation
• Madar, V. “The Quasi-Conventional Intervals under Dependence” in preparation
• Madar, V. “An Inequality for Multivariate Normal Probabilities of Nonsymmetric
Rectangles” in preparation
• Pal, J. “Penalized Likelihood Ratio in the Density Estimation Problem” Invited revision
from Scandinavian Journal of Statistics
• Rios, J., “Adversarial Risk Analysis” Paper almost completed (99%)
• Rios, J., “Computations in Adversarial Risks” in preparation
• Rios, J., “Reduced Order Model for Bayesian Risk Analysis” in preparation
• Rios, J., “Bayesian Discrete Event Simulation” in preparation
• Spiller, E.T., and G. Biondini “Importance Sampling for Dispersion Managed Solitons”
in preparation
• Werker, B., Renault, E., “Causality Effects in Return Volatility Measures with Random
Times” in preparation