Méthodes de segmentation non paramétriques
Minimax and Bayes estimation when the loss function is unknown
Minimax Estimation for the Bounded Mean of a Bivariate Normal Distribution.
Minimax prediction of the difference of multinomial random variables
Minimax prediction of the difference of sample distribution functions
Modelos para la asignación de tratamiento.
In this paper the problem of treatment allocation is studied from the predictive decision theoretical point of view. The utility of obtaining some final characteristics y when a treatment a is applied to a person with initial facet x is assumed to be known. The problem is then reduced to the derivation of the expected utility of a given x, by means of either prognostic or diagnostic distributions.To find prognostic distributions, regression models and appropriate partitions of the population, according...
Monotonicity of Bayes estimators
Let X=(X₁,..., Xₙ) be a sample from a distribution with density f(x;θ), θ ∈ Θ ⊂ ℝ. In this article the Bayesian estimation of the parameter θ is considered. We examine whether the Bayes estimators of θ are pointwise ordered when the prior distributions are partially ordered. Various cases of loss function are studied. A lower bound for the survival function of the normal distribution is obtained.