SORT : Statistics and Operations Research Transactions
SORT (ISSN 1696-2281 / ISSN electrònic 2013-8830) és una publicació semestral d'àmbit internacional coeditada per l'Idescat i quatre universitats catalanes (Universitat Politècnica de Catalunya, Universitat de Barcelona, Universitat Autònoma de Barcelona i Universitat de Girona) i amb la col•laboració de la Regió Espanyola de la Societat Internacional de Biometria. Publicada íntegrament en anglès (amb resums en català), promou la publicació d'articles originals d'estadística aplicada i metodologia estadística, investigació operativa, estadística oficial i biometria, així com la recensió de llibres i altres publicacions en aquests àmbits. SORT es publica des del 2003 i representa la tercera sèrie de Qüestiió (Quaderns d'Estadística i Investigació Operativa), publicada per l'Idescat des del 1992.
Darreres entrades:
2018-06-26
05:06
26 p, 426.3 KB Empirical analysis of daily cash flow time-series and its implications for forecasting / Salas-Molina, Francisco (Universitat de València) ; Rodríguez Aguilar, Juan Antonio (Institut d'Investigació en Intel·ligència Artificial (IIIA-CSIC)) ; Serra Sagristà, Joan (Telefónica Research (Barcelona, Catalunya)) ; Guillén, Montserrat (Universitat de Barcelona. Departament d'Econometria) ; Martin, Francisco J. (BigML, Inc. (Corvallis, Estats Units d'Amèrica))
Usual assumptions on the statistical properties of daily net cash flows include normality, absence of correlation and stationarity. We provide a comprehensive study based on a real-world cash flow data set showing that: (i) the usual assumption of normality, absence of correlation and stationarity hardly appear; (ii) non-linearity is often relevant for forecasting; and (iii) typical data transformations have little impact on linearity and normality. [...]
2018 - 10.2436/20.8080.02.70
SORT : statistics and operations research transactions, Vol. 42 Núm. 1 (January-June 2018) , p. 73-98 (Articles)  
2018-06-26
05:06
14 p, 370.8 KB Heteroscedasticity irrelevance when testing means difference / Flores M., Pablo (Escuela Superior Politécnica de Chimborazo (Equador). Grupo de Investigación en Ciencia de Datos CIDED) ; Ocaña, Jordi (Universitat de Barcelona)
Heteroscedasticity produces a lack of type I error control in Student’s t test for difference between means. Pretesting for it (e. g. , by means of Levene’s test) should be avoided as this also induces type I error. [...]
2018 - 10.2436/20.8080.02.69
SORT : statistics and operations research transactions, Vol. 42 Núm. 1 (January-June 2018) , p. 59-72 (Articles)  
2018-06-26
05:06
24 p, 434.0 KB Using a Bayesian change-point statistical model with autoregressive terms to study the monthly number of dispensed asthma medications by public health services / Mota de Queiroz, J. A. (Instituto Federal do Paraná – IFPR (Brasil)) ; Aragon, Davi Casale (Universidade de São Paulo. Ribeirão Preto Medical School) ; Mello, Luane Marques de (Universidade de São Paulo. Ribeirão Preto Medical School) ; Previdelli, Isolde Terezinha Santos (Universidade Estadual de Maringá) ; Martinez, Edson Z. (Universidade de São Paulo. Ribeirão Preto Medical School)
In this paper, it is proposed a Bayesian analysis of a time series in the presence of a random change-point and autoregressive terms. The development of this model was motivated by a data set related to the monthly number of asthma medications dispensed by the public health services of Ribeirao Preto, Southeast Brazil, from 1999 to 2011. [...]
2018 - 10.2436/20.8080.02.66
SORT : statistics and operations research transactions, Vol. 42 Núm. 1 (January-June 2018) , p. 3-26 (Articles)  
2018-06-26
05:06
18 p, 517.3 KB Evaluating the complexity of some families of functional data / Bongiorno, Enea G. (Università del Piemonte Orientale) ; Goia, Aldo (Università del Piemonte Orientale) ; Vieu, Philippe (Université Paul Sabatier. Institut de Mathématiques de Toulouse)
In this paper we study the complexity of a functional data set drawn from particular processes by means of a two-step approach. The first step considers a new graphical tool for assessing to which family the data belong: the main aim is to detect whether a sample comes from a monomial or an exponential family. [...]
2018 - 10.2436/20.8080.02.67
SORT : statistics and operations research transactions, Vol. 42 Núm. 1 (January-June 2018) , p. 27-44 (Articles)  
2018-06-26
05:06
14 p, 338.7 KB Preliminary test and Stein-type shrinkage LASSO-based estimators / Norouzirad, Mina (Shahrood University of Technology (Shahrood, Iran). Department of Statistics) ; Arashi, Mohammad (Shahrood University of Technology (Shahrood, Iran). Department of Statistics)
Suppose the regression vector-parameter is subjected to lie in a subspace hypothesis in a linear regression model. In situations where the use of least absolute and shrinkage selection operator (LASSO) is desired, we propose a restricted LASSO estimator. [...]
2018 - 10.2436/20.8080.02.68
SORT : statistics and operations research transactions, Vol. 42 Núm. 1 (January-June 2018) , p. 45-58 (Articles)  
2017-12-21
05:05
22 p, 1.0 MB Horizontal collaboration in freight transport : concepts, benefits and environmental challenges / Serrano-Hernández, Adrián (Universidad Pública de Navarra. Departamento de Estadística e Investigacion Operativa) ; Juan, Ángel A. (Universitat Oberta de Catalunya. Internet Interdisciplinary Institute (IN3)) ; Faulin, Javier (Universidad Pública de Navarra. Departamento de Estadística e Investigacion Operativa) ; Perez-Bernabeu, Elena (Universitat Politècnica de València. Departament d'Estadística Aplicada)
Since its appearance in the 1990s, horizontal collaboration (HC) practices have revealed themselves as catalyzers for optimizing the distribution of goods in freight transport logistics. After introducing the main concepts related to HC, this paper offers a literature review on the topic and provides a classification of best practices in HC. [...]
2017 - 10.2436/20.8080.02.65
SORT : statistics and operations research transactions, Vol. 41 Núm. 2 (July-December 2017) , p. 393-414 (Articles)  
2017-12-21
05:05
26 p, 788.6 KB Joint models for longitudinal counts and left-truncated time-to event data with applications to health insurance / Piulachs, Xavier (Universitat de Barcelona. Departament d'Econometria) ; Alemany Leira, Ramon (Universitat de Barcelona. Departament d'Econometria) ; Guillén, Montserrat (Universitat de Barcelona. Departament d'Econometria) ; Rizopoulos, Dimitris (Erasmus University Medical Center (Rotterdam, Països Baixos). Department of Biostatistics)
Aging societies have given rise to important challenges in the field of health insurance. Elderly policyholders need to be provided with fair premiums based on their individual health status, whereas insurance companies want to plan for the potential costs of tackling lifetimes above mean expectations. [...]
2017 - 10.2436/20.8080.02.63
SORT : statistics and operations research transactions, Vol. 41 Núm. 2 (July-December 2017) , p. 347-372 (Articles)  
2017-12-21
05:05
20 p, 419.8 KB Statistical and machine learning approaches for the minimization of trigger errors in parametric earthquake catastrophe bonds / Calvet, Laura (Universitat Oberta de Catalunya) ; Lopeman, Madeleine (Guy Carpenter & Company (Dublin, Irlanda)) ; Armas Adrián, Jésica de (Universitat Pompeu Fabra) ; Franco, Guillermo (Guy Carpenter & Company (Dublin, Irlanda)) ; Juan, Ángel A. (Universitat Oberta de Catalunya. Internet Interdisciplinary Institute (IN3))
Catastrophe bonds are financial instruments designed to transfer risk of monetary losses arising from earthquakes, hurricanes, or floods to the capital markets. The insurance and reinsurance industry, governments, and private entities employ them frequently to obtain coverage. [...]
2017 - 10.2436/20.8080.02.64
SORT : statistics and operations research transactions, Vol. 41 Núm. 2 (July-December 2017) , p. 373-392 (Articles)  
2017-12-21
05:05
28 p, 750.5 KB Estimating regional social accounting matrices to analyse rural development / Mainar-Causapé, Alfredo (Universidad de Sevilla. Departamento de Economía Aplicada III) ; Rueda-Cantuche, José M. (Universidad Pablo de Olavide (Sevilla). Departamento de Economia, Médodos Cuantitativos e Historia Económica) ; Cardenete Flores, Manuel Alejandro (Universidad Loyola Andalucía. Departamento de Economía) ; Fuentes-Saguar, Patricia (Universidad Pablo de Olavide (Sevilla). Departamento de Economia, Médodos Cuantitativos e Historia Económica) ; Delgado López, María del Carmen (Universidad Loyola Andalucía. Departamento de Economía) ; Santini, Fabien (Universidad Autónoma de Chile) ; Gómez y Paloma, Sergio (Universidad Autónoma de Chile)
This paper has two complementary objectives: on the one hand, it introduces the EURO method for the estimation of (regional) Social Accounting Matrices. This method is widely used by Eurostat for the estimation of missing national Supply, Use and Input-output tables but it has not been used before within the context of social accounting matrices or of regional statistics and/or regional impact analyses. [...]
2017 - 10.2436/20.8080.02.62
SORT : statistics and operations research transactions, Vol. 41 Núm. 2 (July-December 2017) , p. 319-346 (Articles)  
2017-12-21
05:05
22 p, 638.2 KB The Pareto IV power series cure rate model with applications / Gallardo, Diego I. (Universidad de Atacama (Copiapó, Xile). Departamento de Matemática) ; Gómez, Yolanda M. (Universidad de Atacama (Copiapó, Xile). Departamento de Matemática) ; Arnold, Barry C. (University of California. Statistics Department) ; Gómez, Héctor W. (Universidad de Antofagasta (Antofagasta, Xile). Departamento de Matemáticas)
Cutaneous melanoma is thought to be triggered by intense, occasional exposure to ultraviolet radiation, either from the sun or tanning beds, especially in people who are genetically predisposed to the disease. [...]
2017 - 10.2436/20.8080.02.61
SORT : statistics and operations research transactions, Vol. 41 Núm. 2 (July-December 2017) , p. 297-318 (Articles)