Statistical Modelling and Regression Structures : Festschrift in Honour of Ludwig Fahrmeir

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 1 Foreword. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 2 Introduction. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 3 DataandModels. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 3. 1 TheBasicModel. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 3. 2 SplinesandPenalties. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 3. 3 StartingValues. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 3. 4 SimpleTrendCorrectionandPriorTransformation. . . . . 8 3. 5 AComplexSignal. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 3. 6 Non-normalDataandCascadedLinks. . . . . . . . . . . . . . . . 10 3. 7 AddingHarmonics. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11 4 MoretoExplore. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12 5 Discussion. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15 References. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17 P-splineVaryingCoef?cientModelsforComplexData. . . . . . . . . . . . . . . . 19 BrianD. Marx 1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19