An asymptotic test for quantitative gene detection
An efficient estimator for Gibbs random fields
An efficient estimator for the expectation is constructed, where is a Gibbs random field, and is a local statistic, i. e. a functional depending on a finite number of coordinates. The estimator coincides with the empirical estimator under the conditions stated in Greenwood and Wefelmeyer [6], and covers the known special cases, namely the von Mises statistic for the i.i.d. underlying fields and the case of one-dimensional Markov chains.
An Elementary Method for the Statistical Analysis of Growth Curves.
An Elementary Model for Statistical Lot Inspection and its Application to Sampling by Variables.
An empirical investigation of Cressie and Read tests for the hypothesis of independence in three-way contingency tables
An exploratory canonical analysis approach for multinomial populations based on the -divergence measure
In this paper we consider an exploratory canonical analysis approach for multinomial population based on the -divergence measure. We define the restricted minimum -divergence estimator, which is seen to be a generalization of the restricted maximum likelihood estimator. This estimator is then used in -divergence goodness-of-fit statistics which is the basis of two new families of statistics for solving the problem of selecting the number of significant correlations as well as the appropriateness...
An extension of Billingsley’s uniform boundedness theorem to higher-dimensional -processes
An improper Cramer-Rao lower bound
An improved Bayes empirical Bayes estimator.
An integrated selection formulation for the best normal mean: The unequal and unknown variance case.
An occupancy problem with group drawings of different sizes
An Outlier Test for Linear Processes.
Análisis bayesiano de los contrastes de hipótesis paramétricos.
En este trabajo se demuestra que las soluciones clásicas a los contrastes de hipótesis paramétricos son casos particulares de la solución bayesiana a un problema de decisión con dos alternativas, en el que el incremento de utilidad por rechazar la hipótesis nula cuando es falsa es una función lineal de la discrepancia entre el modelo paramétrico aceptado y el más verosímil de los modelos compatibles con la hipótesis nula.
Análisis bayesiano de supervivencia basado en el modelo de Rayleigh: addendum.
In the printed version of the paper Bayesian survival analysis based on the Rayleigh model (Trabajos de Estadística Vol. 5, no. 1, 1990), figures num. 1, 2 and 3 mentioned on page 91 were not printed with the paper. That may create confusion and problems for the readers in understanding the conclusions, as in the absence of figures the paper is incomplete. For this reason we publish the figures in this issue.
Análisis Bayesiano del modelo ARE(1) con coeficiente independiente
En este trabajo se introduce el modelo ARE(I) con indicador de nivel mínimo J.l, parámetro que generaliza el modelo ARO) con errores exponenciales y se analiza desde un punto de vista bayesiano, obteniéndose una familia de distribuciones conjugadas para el hiperparámetro que describe el modelo.
Análisis de distribuciones a priori bajo cierta información parcial.
Se calculan las distribuciones menos informativas cuando se utilizan como medidas de información la entropía útil y la energía informacional de Onicescu, tanto si el espacio de estados Θ es continuo (intervalo de R) como si es discreto y suponiendo que el decisor posee información acerca de algunas características de la distribución a priori (monotonías de la función de densidad, probabilidades de subconjuntos de Θ, monotonías o cotas de la razón de fallo).
Analyse de mélanges gaussiens pour de petits échantillons : application à la cinématique stellaire
Analysis of generalized residuals in hazard regression models
Analysis on the individual efficiency prediction in the composed error frontier model. A Monte Carlo study.
This study seeks to analyse some important questions related to the Stochastic Frontier Model, such as the method proposed by Jondrow et al (1982) to separate the error term into its two components, and the measure of efficiency given by Timmer (1971). To this purpose, a Monte Carlo experiment has been carried out using the Half-Normal and Normal-Exponential specifications throughout the rank of the γ parameter. The estimation errors have been eliminated, so that the intrinsic variability of the...
Another Look at the Naive Estimator in a Regression Model.