Inadmissibility of two estimators of reliability in the exponential case
Incertidumbre e información condicionada.
En el contexto de información e incertidumbre generalizada, establecido por J. Kampé de Fériet y B. Forte, se axiomatizan las medidas de incertidumbre e información condicionada y se determinan tales medidas bajo la hipótesis de total componibilidad de las mismas.
Incomplete homogeneous multiresponse models: estimation
Incomplete homogeneous multiresponse models: testing of hypotheses
Incomplete time series prediction using max-margin classification of data with absent features.
Incorporating patients' characteristics in cost-effectiveness studies with clinical trial data: a flexible Bayesian approach.
Most published research on the comparison between medical treatment options merely compares the results (effectiveness and cost) obtained for each treatment group. The present work proposes the incorporation of other patient characteristics into the analysis. Most of the studies carried out in this context assume normality of both costs and effectiveness. In practice, however, the data are not always distributed according to this assumption. Alternative models have to be developed.In this paper,...
Indépendance conditionnelle dans le modèle statistique bayésien
Independencia entre las cuestiones en el análisis factorial de tablas disyuntivas incompletas con preguntas condicionadas.
El análisis de correspondencias múltiples (ACM) estudia la relación entre varias variables cualitativas definidas sobre una misma población. Sin embargo, una de las principales fuentes de información son las encuestas donde es frecuente encontrar cierto número de datos ausentes y de preguntas condicionadas. Escofier (Escofier 1981) propone analizar la tabla disyuntiva incompleta sustituyendo la marginal real de la tabla sobre los individuos por una marginal impuesta constante. El análisis de la...
Indice de redondance basé sur les rangs et inférence non paramétrique
Indices d'association partielle entre variables «qualitatives nominales»
Indices económicos. Modelo dinámico de inversión.
Se estudia el problema de inversión en un mercado en donde las rentabilidades aleatorias de los títulos satisfacen una relación temporal con rentabilidades anteriores y las interrelaciones vendrán dadas a través de unos índices, uno común a todos los títulos y otro específico del sector en que pueda incluirse cada título.
Indirect inference for survival data.
In this paper we describe the so-called indirect method of inference, originally developed from the econometric literature, and apply it to survival analyses of two data sets with repeated events. This method is often more convenient computationally than maximum likelihood estimation when handling such model complexities as random effects and measurement error, for example; and it can also serve as a basis for robust inference with less stringent assumptions on the data generating mechanism. The...
Inefficient estimators of the bivariate survival function for three models
Inequalities between hypergeometric tails.
Inequalities for sums of independent geometrical random variables.
Inference about stationary distributions of Markov chains based on divergences with observed frequencies
For data generated by stationary Markov chains there are considered estimates of chain parameters minimizing –divergences between theoretical and empirical distributions of states. Consistency and asymptotic normality are established and the asymptotic covariance matrices are evaluated. Testing of hypotheses about the stationary distributions based on –divergences between the estimated and empirical distributions is considered as well. Asymptotic distributions of –divergence test statistics are...
Inference about the tail of a distribution: improvement on the Hill estimator.
Inference for random effects in prime basis factorials using commutative Jordan algebras
Commutative Jordan algebras are used to drive an highly tractable framework for balanced factorial designs with a prime number p of levels for their factors. Both fixed effects and random effects models are treated. Sufficient complete statistics are obtained and used to derive UMVUE for the relevant parameters. Confidence regions are obtained and it is shown how to use duality for hypothesis testing.
Inference in linear models with inequality constrained parameters
In many econometric applications there is prior information available for some or all parameters of the underlying model which can be formulated in form of inequality constraints. Procedures which incorporate this prior information promise to lead to improved inference. However careful application seems to be necessary. In this paper we will review some methods proposed in the literature. Among these there are inequality constrained least squares (ICLS), constrained maximum likelihood (CML) and...
Inference on overlap coefficients under the Weibull distribution : equal shape parameter
In this paper we consider three measures of overlap, namely Matusia’s measure , Morisita’s measure and Weitzman’s measure . These measures are usually used in quantitative ecology and stress-strength models of reliability analysis. Herein we consider two Weibull distributions having the same shape parameter and different scale parameters. This distribution is known to be the most flexible life distribution model with two parameters. Monte Carlo evaluations are used to study the bias and precision...