El análisis canónico parcial introducido por R. B. Rao (1969) fue generalizado por Timm y Carlson (1976) dando lugar al análisis canónico biparcial. Sik-Yumm-Lee (1978) realiza una generalización del modelo biparcial que se concreta en el análisis canónico G2-biparcial.En este trabajo se expone una generalización del análisis canónico G2-biparcial a la que hemos denominado "Análisis canónico C(2n + 1)". Dicho análisis presenta el estudio de las interdependencias entre dos vectores de residuos resultantes...

This paper presents a generalization of the kappa coefficient for multiple observers and incomplete designs. This generalization involves ordinal categorical data and includes weights which permit pondering the severity of disagreement. A generalization for incomplete designs of the kappa coefficient based on explicit definitions of agreement is also proposed. Both generalizations are illustrated with data from a medical diagnosis pilot study.

We prove some inequalities for the difference between a joint distribution and the product of its marginals for arbitrary absolutely continuous random variables. Some applications of the obtained inequalities are also presented.

The aim of this paper is to set different lower bounds on the change of the expected net cash flow value at time H > 0 in general term structure models, referring to the studies of Fong and Vasiček (1984), Nawalkha and Chambers (1996), and Balbás and Ibáñez (1998) among others. New immunization strategies are derived with new risk measures: generalized duration and generalized M-absolute of Nawalkha and Chambers, and exponential risk measure. Furthermore, examples of specific one-factor HJM models...

The statistics of generalized F tests are quotients of linear combinations of independent chi-squares. Given a parameter, θ, for which we have a quadratic unbiased estimator, θ̃, the test statistic, for the hypothesis of nullity of that parameter, is the quotient of the positive part by the negative part of such estimator. Using generalized polar coordinates it is possible to obtain selective generalized F tests which are especially powerful for selected families of alternatives. We build both classes...

Generalized F tests were introduced for linear models by Michalski and Zmyślony (1996, 1999). When the observations are taken in not perfectly standardized conditions the F tests have generalized F distributions with random non-centrality parameters, see Nunes and Mexia (2006). We now study the case of nearly normal perturbations leading to Gamma distributed non-centrality parameters.

This paper deals with Bayesian models given by statistical experiments and standard loss functions. Bayes probability of error and Bayes risk are estimated by means of classical and generalized information criteria applicable to the experiment. The accuracy of the estimation is studied. Among the information criteria studied in the paper is the class of posterior power entropies which include the Shannon entropy as special case for the power $\alpha =1$. It is shown that the most accurate estimate is in this...

Generalized length biased distribution is defined as $h\left(x\right)={\phi }_r\left(x\right)f\left(x\right),x>0$, where $f\left(x\right)$ is a probability density function, ${\phi }_r\left(x\right)$ is a polynomial of degree $r$, that is, ${\phi }_r\left(x\right)=a_1(x/{\mu }_1^{\text{'}})+...+a_r(x^r/{\mu }_r^{\text{'}})$, with $a_i>0,i=1,...,r,a_1+...+a_r=1,{\mu }_i^{\text{'}}=E\left(x^i\right)$ for $f\left(x\right),i=1,2...,r$. If $r=1$, we have the simple length biased distribution of Gupta and Keating [1]. First, characterizations of exponential, uniform and beta distributions are given in terms of simple length biased distributions. Next, for the case of generalized distribution, the distribution of the sum of $n$ independent variables is put in the closed form when $f\left(x\right)$...

The Multivariate Extreme Value distributions have shown their usefulness in environmental studies, financial and insurance mathematics. The Logistic or Gumbel-Hougaard distribution is one of the oldest multivariate extreme value models and it has been extended to asymmetric models. In this paper we introduce generalized logistic multivariate distributions. Our tools are mixtures of copulas and stable mixing variables, extending approaches in Tawn [14], Joe and Hu [6] and Fougères et al. [3]. The...

Two general solutions of the collocation problem of physical geodesy are given. Their mutual equivalency and equivalency of them to the classical solution in the regular case are proved. The regularity means the non-singularity of the covariance matrix of those random variables by outcomes of which the measured values of the gravitational field are generated.

Integral functionals based on convex normal integrands are minimized subject to finitely many moment constraints. The integrands are finite on the positive and infinite on the negative numbers, strictly convex but not necessarily differentiable. The minimization is viewed as a primal problem and studied together with a dual one in the framework of convex duality. The effective domain of the value function is described by a conic core, a modification of the earlier concept of convex core. Minimizers...