A partir de una muestra de datos de supervivencia que contiene valores no observados en las covariantes de interés, presentamos una metodología que permite extraer toda la información contenida en covariantes completamente observadas, que estén fuertemente correlacionadas con las citadas covariantes de interés. El enfoque utilizado es completamente paramétrico y se basa en el método de máxima verosimilitud. Mostramos las dificultades, tanto de índole práctica como filosófica, que aparecen en la...

We evaluate the extreme differences between the consecutive expected record values appearing in an arbitrary i.i.d. sample in the standard deviation units. We also discuss the relevant estimates for parent distributions coming from restricted families and other scale units.

The subject of this paper is to estimate adaptively the common probability density of $n$ independent, identically distributed random variables. The estimation is done at a fixed point $x_0\in ℝ$, over the density functions that belong to the Sobolev class $W_n(\beta ,L)$. We consider the adaptive problem setup, where the regularity parameter $\beta$ is unknown and varies in a given set $B_n$. A sharp adaptive estimator is obtained, and the explicit asymptotical constant, associated to its rate of convergence is found.

The subject of this paper is to estimate adaptively the common probability density of n independent, identically distributed random variables. The estimation is done at a fixed point $x_0\in ℝ$, over the density functions that belong to the Sobolev class Wn(β,L). We consider the adaptive problem setup, where the regularity parameter β is unknown and varies in a given set Bn. A sharp adaptive estimator is obtained, and the explicit asymptotical constant, associated to its rate of convergence is found.

The failure time distribution for various items often follows a shifted (two-parameter) exponential model and not the traditional (one-parameter) exponential model. The shifted exponential is very useful in practice, in particular in the engineering, biomedical sciences and industrial quality control when modeling time to event or survival data. The open problem of simultaneous testing for differences in origin and scale parameters of two shifted exponential distributions is addressed. Two exact...

Robust methods similar to exponential smoothing are suggested in this paper. First previous results for exponential smoothing in $L_1$ are generalized using the regression quantiles, including a generalization to more parameters. Then a method based on the classical sign test is introduced that should deal not only with outliers but also with level shifts, including a detection of change points. Properties of various approaches are investigated by means of a simulation study. A real data example is...