Some remarks on the existence of doubly stochastic measures with latticework hairpin support.
Bounds for trivariate copulas with given bivariate marginals.
Remarks on Two Product-like Constructions for Copulas
We investigate two constructions that, starting with two bivariate copulas, give rise to a new bivariate and trivariate copula, respectively. In particular, these constructions are generalizations of the -product and the -product for copulas introduced by Darsow, Nguyen and Olsen in 1992. Some properties of these constructions are studied, especially their relationships with ordinal sums and shuffles of Min.
Semicopulas: characterizations and applicability
We characterize some bivariate semicopulas and, among them, the semicopulas satisfying a Lipschitz condition. In particular, the characterization of harmonic semicopulas allows us to introduce a new concept of depedence between two random variables. The notion of multivariate semicopula is given and two applications in the theory of fuzzy measures and stochastic processes are given.
On semiprime twisted semigroup rings.
Nova reperta geometrica Iohannis Alfonsi Molinensis Cani
On the -th extension of the sieve of Eratosthenes.
On independence in some families of multivariate distributions.
In this paper we will prove a characterization for the independence of random vectors with positive (negative) orthant dependence according to a direction. The result can be seen as a generalization of a result by Lehmann [4].
Procesos de decisión Bayesiana no paramétricos.
Una Propuesta de Cambio Curricular: Integración del Pensamiento Algebraico en Educación Primaria.
Rth order Markov models based in multiple logistic regression for covariate dependence of sequences.
Some functionals for copulas.
Rate of convergence of the discrete Pólya algorithm from convex sets. A particular case.
Estimation of random survival functions: a linear approach.
In the first part of this work, a Survival function is considered which is supposed to be an Exponential Gamma Process. The main statistical and probability properties of this process and its Bayesian interpretation are considered. In the second part, the problem to estimate, from a Bayesian view point, the Survival function is considered, looking for the Bayes rule inside of the set of linear combinations of a given set of sample functions. We finish with an estimation,...
Nonparametric Bayesian estimation and goodness of fit test.
We first make a review of prior distributions neutral to the right, and then we get the Bayes rule for the survival function S(t) = 1 - F(t), with quadratic loss, with these prior distributions. We give, after that, the estimator with a special kind of processes neutral to the right, the homogeneous processes. We get in point four the linear Bayes rule and we give there an interpretation of the parameters. We finish with a Bayesian generalization of the Kolmogorov-Smirnov goodness of...
Estimación bayesiana de una función de fiabilidad con conocimiento a priori gamma expendido.
Se plantea el problema de estimar una función de fiabilidad en el contexto bayesiano no paramétrico, pero utilizando técnicas paramétricas de estimación en procesos estocásticos. Se define el proceso gamma extendido, cuyas trayectorias son tasas de azar crecientes cuando se eligen convenientemente los parámetros del proceso. Se obtienen estimadores basados en este proceso, se estudian sus propiedades asintóticas bayesianas, y se termina con un ejemplo de aplicación mediante simulación.
Estimación paramétrica bayesiana no paramétrica de funciones de supervivencia con observaciones parcialmente censuradas.
The problem of nonparametric estimation of a survival function based on a partially censored on the right sample is established in a Bayesian context, using parametric Bayesian techniques. Estimates are obtained considering neutral to the right processes, they are particularized to some of them, and their asymptotic properties are studied from a Bayesian point of view. Finally, an application to a Dirichlet process is simulated.
Las medidas de f*-divergencia en el diseño secuencial de experimentos en un contexto bayesiano.
Se presenta un método de selección secuencial de un número fijo de experimentos a partir de las medidas de f*-divergencia introducidas por Csiszar (1967). Este trabajo es similar al desarrollado por De Groot (1970) con funciones de incertidumbre; sin embargo, no sólo se considera el problema de espacio paramétrico finito, sino que se estudia además el .
Plan de muestreo secuencial basado en la energía informacional para una población exponencial.
En Pardo (1984), se propuso un Plan de Muestreo Secuencial basado en la Energía Informacional (P.M.S.E.I.), análogo al propuesto por Lindley (1956, 1957) a partir de la Entropía de Shannon, con el fin de recoger información acerca de un parámetro desconocido θ. En esta comunicación se aplica el P.M.S.E.I. al caso concreto de la recogida de información acerca del parámetro θ de una distribución exponencial y se extiende el concepto de P.M.S.E.I. al caso en que el estadístico esté interesado en recoger...
A note on the extensions of Eratosthenes' sieve.
Page 1 Next