Call for Papers

We invite high quality submissions of extended abstracts on topics related to the workshop including, but not limited to:

  • Nonparametric Methods
  • Sequential Experimental Design
  • Survival Analysis and Reliability
  • Panel Data
  • Simultaneous Statistical Inference
  • Graphical Models and Network Analysis
  • Nonparametric Regression and Density Estimation
  • Multivariate Distributions and Copula
  • Functional Data Analysis
  • Cluster Analysis
  • Bootstrap and Nonparametric Curve Estimation
  • Nonparametric and Semiparametric Testing
  • Stochastic Models and Statistics in Neuroimaging
  • Statistics for Stochastic Processes
  • SPC for time dependent data
  • High-Dimensional Problems in Engineering
  • Machine Learning
  • Analysis, Testing and Change Detection in High Dimensions
  • Distance-based Statistical Methods
  • Discrete-Valued Time Series
  • Energy Statistics
  • Errors-in-Variables Models
  • Optimal decision in change point models
Furthermore you we welcome contributions to two special sessions:
  • DStatG-AGZQS-Session Stochastic Models in Technology, Reliability and Quality (joint with the Committee Statistics in Natural Science and Technology of the German Statistical Society)
  • ENBIS-Session Business and Industrial Statistics (ENBIS is the European Network for Business and Industrial Statistics)

We also invite proposals for contributed sessions. Please contact the organizers.

Renowned experts will be invited to give plenary lectures and invited session talks. The workshop aims at stimulating discussions and research across various fields and disciplines. Continuing the series of past workshops, it intends to foster collaborations and to promote young researchers. Thus, Ph.D. students and PostDocs are particularly invited to participate and present their work.

Contribution of talks: Please submit a preliminary abstract of reasonable length (A4, not much longer than 2 pages) via e-mail. The body of this e-mail will not be read, all information shall be contained in one attached PDF file. Mandatory information includes session, title, authors and e-mail address of the corresponding author. Deadline for contribution is December 15th, 2016. Your talk will be accepted or rejected until January 5th. Once your contribution is accepted, please prepare your final abstract as described here.

Publication: Selected papers will be published in a special issue of the journal Applied Stochastic Models in Industry and Business. The guest editors of this issue will be Adam Krzyzak (Concordia University Montreal, Canada) and Ansgar Steland (RWTH Aachen University, Germany). The journal, especially known in North America, prefers papers providing solutions for real world problems. It is well connected to first tier American industrial research institutions such as IBM Research or Yahoo, which are also represented in the Editorial Board. Submissions to the special issues should contain an application to a real problem or discuss the potential for doing so, e.g. by means of a simulation study or a thorough discussion. Further details including deadlines etc. will be provided later.