Calculating summary measures of unimodal response curves by means of nonlinear regression models.
Cálculo de la distribución del tiempo de vida de componentes mediante autopsia en sistemas binarios aditivos, serie-paralelo y paralelo-serie.
En este artículo se estudia el problema de determinar la función de distribución del tiempo de vida de las componentes de un sistema binario, a partir del conocimiento de las leyes que rigen el funcionamiento del sistema y del conjunto de componentes que causa su fallo (obtenida mediante autopsia del sistema en el momento de su deterioro).Se presentan los resultados de Meilijson (1981) y Nowik (1990) que proponen un sistema de ecuaciones implícito para obtener estas distribuciones. Sin embargo,...
Calculus of the estimators of linear quantile regression by the method ACCPM.
Calibrating a household survey by using the CALMAR program.
Canonic inference and commutative orthogonal block structure
It is shown how to define the canonic formulation for orthogonal models associated to commutative Jordan algebras. This canonic formulation is then used to carry out inference. The case of models with commutative orthogonal block structures is stressed out.
Canonical non-symmetrical correspondence analysis: an alternative in constrained ordination.
Canonical non-symmetrical correspondence analysis is developed as an alternative method for constrained ordination, relating external information (e.g., environmental variables) with ecological data, considering species abundance as dependant on sites. Ordination axes are restricted to be linear combinations of the environmental variables, based on the information of the most abundant species. This extension and its associated unconstrained ordination method are terms of a global model that permits...
Cantidad de información de Fisher.
Este artículo está dedicado al estudio de la cantidad de información de Fisher como tal medida de información, ya que a pesar de su papel fundamental en las teorías de la estimación y tests clásicas, no había sido considerada con detalle en este sentido. Nuestro estudio, enfocado en modo análogo al usual en la información de Shannon y planteado bajo las condiciones de regularidad consideradas por Forgeaud (5), considera las informaciones conjuntas y condicionadas examinando en particular las propiedades...
Caractérisation, construction et dénombrement des ultramétriques supérieures minimales
Caracterización axiomática para la varianza.
En el artículo ([7]), M. Martín propone dos caracterizaciones axiomáticas para la varianza sugiriendo la posibilidad de caracterizarla de forma más intuitiva como una medida de incertidumbre que tenga en cuenta el soporte de la probabilidad, además del valor de ésta.El presente trabajo está dedicado a establecer una caracterización en tal sentido, siguiendo la línea de la axiomática de D. K. Faddeyew para la entropía de Shannon y de la axiomática propuesta en ([3]) para la medida definida en ([2]).Queremos...
Censored regression models with double exponential error distributions: an iterattive estimation procedure based on medians for correcting bias.
In this paper, we consider a simple iterative estimation procedure for censored regression models with symmetrical exponential error distributions. Although each step requires to impute the censored data with conditional medians, its tractability is guaranteed as well as its convergence at geometrical rate. Finally, as the final estimate coincides with a Huber M-estimator, its consistency and asymptotic normality are easily proved.
Center-based l₁-clustering method
In this paper, we consider the l₁-clustering problem for a finite data-point set which should be partitioned into k disjoint nonempty subsets. In that case, the objective function does not have to be either convex or differentiable, and generally it may have many local or global minima. Therefore, it becomes a complex global optimization problem. A method of searching for a locally optimal solution is proposed in the paper, the convergence of the corresponding iterative process is proved and the...
Central limit theorem for square error of multivariate nonparametric box spline density estimators
We prove the central limit theorem for the integrated square error of multivariate box-spline density estimators.
Central limit theorems for eigenvalues in a spiked population model
In a spiked population model, the population covariance matrix has all its eigenvalues equal to units except for a few fixed eigenvalues (spikes). This model is proposed by Johnstone to cope with empirical findings on various data sets. The question is to quantify the effect of the perturbation caused by the spike eigenvalues. A recent work by Baik and Silverstein establishes the almost sure limits of the extreme sample eigenvalues associated to the spike eigenvalues when the population and the...
Central limit theorems for linear spectral statistics of large dimensional F-matrices
In many applications, one needs to make statistical inference on the parameters defined by the limiting spectral distribution of an F matrix, the product of a sample covariance matrix from the independent variable array (Xjk)p×n1 and the inverse of another covariance matrix from the independent variable array (Yjk)p×n2. Here, the two variable arrays are assumed to either both real or both complex. It helps to find the asymptotic distribution of the relevant parameter estimators associated with the...
Certain new M-matrices and their properties with applications
The Mₙ-matrix was defined by Mohan [21] who has shown a method of constructing (1,-1)-matrices and studied some of their properties. The (1,-1)-matrices were constructed and studied by Cohn [6], Ehrlich [9], Ehrlich and Zeller [10], and Wang [34]. But in this paper, while giving some resemblances of this matrix with a Hadamard matrix, and by naming it as an M-matrix, we show how to construct partially balanced incomplete block designs and some regular graphs by it. Two types of these M-matrices...
Challenging the empirical mean and empirical variance: A deviation study
We present new M-estimators of the mean and variance of real valued random variables, based on PAC-Bayes bounds. We analyze the non-asymptotic minimax properties of the deviations of those estimators for sample distributions having either a bounded variance or a bounded variance and a bounded kurtosis. Under those weak hypotheses, allowing for heavy-tailed distributions, we show that the worst case deviations of the empirical mean are suboptimal. We prove indeed that for any confidence level, there...
Chance constrained problems: penalty reformulation and performance of sample approximation technique
We explore reformulation of nonlinear stochastic programs with several joint chance constraints by stochastic programs with suitably chosen penalty-type objectives. We show that the two problems are asymptotically equivalent. Simpler cases with one chance constraint and particular penalty functions were studied in [6,11]. The obtained problems with penalties and with a fixed set of feasible solutions are simpler to solve and analyze then the chance constrained programs. We discuss solving both problems...
Change point detection in vector autoregression
In the paper a sequential monitoring scheme is proposed to detect instability of parameters in a multivariate autoregressive process. The proposed monitoring procedure is based on the quasi-likelihood scores and the quasi-maximum likelihood estimators of the respective parameters computed from a training sample, and it is designed so that the sequential test has a small probability of a false alarm and asymptotic power one as the size of the training sample is sufficiently large. The asymptotic...
Change Point Tests Based on U-Statistics with Applications in Reliability.
Changepoint estimation for dependent and non-stationary panels
The changepoint estimation problem of a common change in panel means for a very general panel data structure is considered. The observations within each panel are allowed to be generally dependent and non-stationary. Simultaneously, the panels are weakly dependent and non-stationary among each other. The follow up period can be extremely short and the changepoint magnitudes may differ across the panels accounting also for a specific situation that some magnitudes are equal to zero (thus, no jump...