Efficiency rate and local deficiency of the most powerful tests in the model of contaminacy with general neighbourhoods
Einfache Begründung für die Irrtumswahrscheinlichkeitsschranke der HOMMEL'schen Mehrheitstestkombination.
Empiric Bayes Estimation of Hypergeometric Probability.
Empirical justification of the uncertain equivalence method
Equivalencia de problemas de decisión.
En este trabajo se introduce una definición de equivalencia de problemas de decisión. Los resultados y ejemplos que presentamos muestran que esta definición de equivalencia se adapta bien a la metodología de la estadística.
Error analysis of dynamical models in epidemiology.
Estimación bayesiana múltiple de un parámetro.
The problem to be analyzed in this paper deals with the finding of n values x1, x2, ..., xn ∈ R which minimize the function:E [míni=1,...,n c (ξ - xi)]where ξ is a one-dimensional random variable with known distribution function φ and c is a measurable and positive function.First, conditions on c in order to ensure the existence of a solution to this problem are determined. Next, necessary conditions to be satisfied by the point (x1, x2, ..., xn) in which the function attains the minimum are looked...
Estimating a discrete distribution via histogram selection
Our aim is to estimate the joint distribution of a finite sequence of independent categorical variables. We consider the collection of partitions into dyadic intervals and the associated histograms, and we select from the data the best histogram by minimizing a penalized least-squares criterion. The choice of the collection of partitions is inspired from approximation results due to DeVore and Yu. Our estimator satisfies a nonasymptotic oracle-type inequality and adaptivity properties in the minimax...
Estimating a discrete distribution via histogram selection
Our aim is to estimate the joint distribution of a finite sequence of independent categorical variables. We consider the collection of partitions into dyadic intervals and the associated histograms, and we select from the data the best histogram by minimizing a penalized least-squares criterion. The choice of the collection of partitions is inspired from approximation results due to DeVore and Yu. Our estimator satisfies a nonasymptotic oracle-type inequality and adaptivity properties in the minimax...
Estimating normal density and normal distribution function: is Kolmogorov's estimator admissible?
The statistical estimation problem of the normal distribution function and of the density at a point is considered. The traditional unbiased estimators are shown to have Bayes nature and admissibility of related generalized Bayes procedures is proved. Also inadmissibility of the unbiased density estimator is demonstrated.
Estimation and experimental design in a linear regression model using prior information
Estimation fonctionnelle. Risque minimax
Estimation of Multiple Poisson Means: A Compromise Between Maximum Likelihood and Empirical Bayes Estimators.
Estimation of the scale parameter of gamma model in the presence of outlier observations.
Estimation of the size of a closed population
The problem considered is that of estimation of the size (N) of a closed population under three sampling schemes admitting unbiased estimation of N. It is proved that for each of these schemes, the uniformly minimum variance unbiased estimator (UMVUE) of N is inadmissible under square error loss function. For the first scheme, the UMVUE is also the maximum likelihood estimator (MLE) of N. For the second scheme and a special case of the third, it is shown respectively that an MLE and an estimator...
Estimation with delayed observations
Estudio de una medida para la incertidumbre correspondiente a las utilidades.
En este trabajo se propone y estudia una medida para la incertidumbre correspondiente a las utilidades, o inquietud. Este concepto recibe por vez primera un tratamiento matemático. En la etapa inicial del trabajo se consideran conjuntos constituidos por resultados elementales, y en una segunda etapa se consideran conjuntos constituidos por pares de resultados.
Evaluación multiatributo con información parcial sobre las referencias.
En este trabajo consideramos el problema de la evaluación multiatributo en términos de una función de valor vectorial que conduce a un espacio de criterios en el que suponemos es posible obtener información parcial secuencial sobre las preferencias la cual se traduce en conos definidos sobre el espacio de criterios. También consideramos dentro del esquema señalado la situación en la cual el decisor parte de un subconjunto del conjunto total de decisiones, introduciendo el conjunto K-eficiente aproximado...
Evaluating default priors with a generalization of Eaton’s Markov chain
We consider evaluating improper priors in a formal Bayes setting according to the consequences of their use. Let be a class of functions on the parameter space and consider estimating elements of under quadratic loss. If the formal Bayes estimator of every function in is admissible, then the prior is strongly admissible with respect to . Eaton’s method for establishing strong admissibility is based on studying the stability properties of a particular Markov chain associated with the inferential...
Existencia de reglas de decisión con mínimo riesgo R-ε.
R-ε criterion is considered in a decision problem (Θ, D*, R). Some considerations are made for the case in which the parameter space Θ is finite. Finally the existence of a decision rule with the minimum R-ε risk is examined, when the risk set is closed from below and bounded.