This book presents a unique collection of contributions on modern topics in statistics and econometrics, written by leading experts in the respective disciplines and their intersections. It addresses nonparametric statistics and econometrics, quantiles and expectiles, and advanced methods for complex data, including spatial and compositional data, as well as tools for empirical studies in economics and the social sciences. The book was written in honor of Christine Thomas-Agnan on the occasion of her 65th birthday. Given its scope, it will appeal to researchers and PhD students in statistics and econometrics alike who are interested in the latest developments in their field.
Part I Nonparametric Statistics and Econometrics. - Profile least
squares estimators in the monotone single index model, (Fadoua Balabdaoui and
Piet Groeneboom). - Optimization by Gradient Boosting, (Gérard Biau and
Benoīt Cadre). - Nonparametric model-based estimators for the cumulative
distribution function of a right censored variable in a small area, (Sandrine
Casanova and Eve Leconte). - Relaxing monotonicity in endogenous selection
models and application to surveys, (Gautier Eric). - B-spline estimation in a
survey sampling framework, (Camelia Goga). - Computational outlier detection
methods in sliced inverse regression, (Hadrien Lorenzo and Jérōme Saracco). -
Uncoupled isotonic regression with discrete errors, (Jan Meis and Enno
Mammen). - Part II Spatial Statistics and Econometrics. - Partially linear
expectile regression using local polynomial fitting (Cécile Adam and Irčne
Gijbels). - Piecewise linear continuous estimators of the quantile
function (Delphine Blanke, Denis Bosq). - Single-index quantile regression
models for censored data (Axel Bücher, Anouar El Ghouch and Ingrid Van
Keilegom). - Extreme Lp quantile kernel regression (Stéphane Girard, Gilles
Stupfler and Antoine Usseglio-Carleve). - Robust efficiency analysis of
public hospitals in Queensland, Australia (Bao Hoang Nguyen and Valentin
Zelenyuk). - On the behavior of extreme 3-dimensional spatial quantiles under
minimal assumptions (Davy Paindaveine and Joni Virta). - Modelling flow in
gas transmission networks using shape-constrained
expectile regression (Fabian Otto-Sobotka, Radoslava Mirkov, Benjamin Hofner
and Thomas Kneib). - Part III Compositional Data Analysis and Applications.
- Asymptotic analysis of maximum likelihood estimation of covariance
parameters for Gaussian processes: an introduction with proofs (Franēois
Bachoc). - Global scan methods for comparing two spatial point processes
(FlorentBonneu and Lionel Cucala). - Assessing spillover effects of spatial
policies with semiparametric zero-inflated models and random forests (Hervé
Cardot and Antonio Musolesi). - Spatial autocorrelation in econometric land
use models: an overview (Raja Chakir and Julie Le Gallo). - Modeling
dependence in spatio-temporal econometrics (Noel Cressie and Christopher K.
Wikle). - Guidelines on areal interpolation methods (Van Huyen Do, Thibault
Laurent and Anne Vanhems). - Predictions in spatial econometric models:
Application to unemployment data (Thibault Laurent and Paula Margaretic). -
Lagrangian spatio-temporal nonstationary covariance functions (Mary Lai O.
Salvańa and Marc G. Genton). - Part IV Compositional Data Analysis.
- Logratio approach to distributional modeling (Peter Filzmoser, Karel Hron
and Alessandra Menafoglio). - A spatial Durbin model for compositional data
(Tingting Huang, Gilbert Saporta and Huiwen Wang ). - Compositional analysis
of exchange rates (Wilfredo L. Maldonado, Juan José Egozcue and Vera
Pawlowsky-Glahn). - Logcontrast and orthonormal logratio coordinates for
compositional data with a total (Josep Antoni Martķn-Fernįndez and Carles
Barceló-Vidal). - Independent component analysis for compositional data
(Christoph Muehlmann, Kamila Facevicovį, Albeta Gardlo, Hana Janeckovį and
Klaus Nordhausen) - Diet quality and food sources in Vietnam: First evidence
using compositional data analysis (Michel Simioni, Huong Thi Trinh, Tuyen Thi
Thanh Huynh and Thao-VyVuong). - Part V Tools for Empirical Studies in
Economics and Social Sciences. - Mobility for study and professional
integration: an empirical overview of the situation in France based on the
Cereq generational surveys (Bastien Bernela, Liliane Bonnal and Pascal
Favard). - Towards a FAIR reproducible research (Christophe Bontemps and
Valérie Orozco)- One man, one vote Part 2: Measurement of malapportionment
and disproportionality and theLorenz curve. - A: Introduction and measurement
tools (Olivier de Mouzon, Thibault Laurent and Michel Le Breton). - One man,
one vote Part 2: Measurement of malapportionment and disproportionality and
the Lorenz curve. - B: Applications (Olivier de Mouz on, Thibault Laurent and
Michel Le Breton). - Visualizing France with Cartograms (Jonathan Haughton
and Dominique Haughton)- Kernel and dissimilarity methods for exploratory
analysis in a social context (Jérōme Mariette, Madalina Olteanu and Nathalie
Vialaneix). - Of particles and molecules: application of particle filtering
to irrigated agriculture in Punjab, India (Alban Thomas).
Abdelaati Daouia is an Associate Professor of Applied Mathematics at the University of Toulouse Capitole, France. Having published in leading statistics and econometrics journals, his main research fields include frontier models and extreme value theory. His most recent works concern statistical methods in production econometrics and financial risk. His interests also include shape-constrained estimation and the problem of optimal location. He has been awarded a Marie Curie Intra-European Fellowship in Mathematics and is currently an Associate Editor of the Journal of Nonparametric Statistics and the Journal of Statistical Planning and Inference.
Anne Ruiz-Gazen is a Professor of Statistics at the University of Toulouse Capitole, France. Her research interests include multivariate data analysis, robust statistics, computational statistics, survey sampling, spatial statistics and econometrics. She has published more than sixty papers and is currently an Associate Editor of the Journal of Multivariate Analysis and Statistical Papers. In addition, she is the Director of the international Masters Program in Statistics and Econometrics at the Toulouse School of Economics.