In this entry we seek to put into perspective some of the ways in which statistical methods contribute to modern engineering practice. Engineers design and oversee the production, operation, and maintenance of the products and systems that under-gird modern technological society. Their work is...

Observations which seem to deviate strongly from the main part of the data may occur in every statistical analysis. These observations usually labelled as outliers, may cause completely misleading results when using standard methods and may also contain information about special events or...

This paper concerns locally optimal experimental designs for non- linear regression models. It is based on the functional approach intro- duced in (Melas, 1978). In this approach locally optimal design points and weights are studied as implicitly given functions of the nonlinear parameters...

We consider problems of quantifying and monitoring accuracy and precision of measurement in mass spectrometry, particularly in contexts where there is unavoidable day-to-day/period-to-period changes in instrument sensitivity. First we consider the issue of estimating instrument sensitivity based...

In many applications one is interested to detect certain (known) patterns in the mean of a process with smallest delay. Using an asymptotic framework which allows to capture that feature, we study a class of appropriate sequential nonparametric kernel procedures under local nonparametric...

Markov Chains are introduced by only assuming some knowledge of the notion of probability. The modelling of a situation in a context of biology gives the opportunity to students to approach various concepts of probability theory themselves.

The problem of constructing standardized maximin D-optimal designs for weighted polynomial regression models is addressed. In particular it is shown that, by following the broad approach to the construction of maximin designs introduced recently by Dette, Haines and Imhof (2003), such designs...

An attractive nonparametric method to detect change-points sequentially is to apply control charts based on kernel smoothers. Recently, the strong convergence of the associated normed delay associated with such a sequential stopping rule has been studied under sequences of out-of-control models....

The paper explores the relationship between various orderings among probability forecasts that have been suggested in the literature. It is shown that well calibrated forecasters are in general not comparable according to the domination ordering suggested by Vardeman and Meeden (1983), that the...

The paper considers the Markov-Switching GARCH(1,1)-model with time-varying transition probabilities. It derives su±cient conditions for the square of the process to display long memory and provides some additional intuition for the empirical observation that estimated GARCH-parameters often...