SORT

SORT Encontrados 8 registros  La búsqueda tardó 0.01 segundos. 
1.
30 p, 729.0 KB Modelling human network behaviour using simulation and optimization tools : the need for hybridization / Gruler, Aljoscha (Universitat Oberta de Catalunya. Internet Interdisciplinary Institute (IN3)) ; Armas Adrián, Jésica de (Universitat Pompeu Fabra) ; Juan, Ángel A. (Universitat Oberta de Catalunya. Internet Interdisciplinary Institute (IN3)) ; Goldsman, David (Georgia Institute of Technology. Stewart School of Industrial and Systems Engineering)
The inclusion of stakeholder behaviour in Operations Research / Industrial Engineering (OR/IE) models has gained much attention in recent years. Behavioural and cognitive traits of people and groups have been integrated in simulation models (mainly through agent-based approaches) as well as in optimization algorithms. [...]
2019 - 10.2436/20.8080.02.85
SORT : statistics and operations research transactions, Vol. 43 Núm. 2 (July-December 2019) , p. 193-222  
2.
14 p, 847.9 KB Tail risk measures using flexible parametric distributions / Sarabia, José María (Universidad de Cantabria. Departamento de Economía) ; Guillén, Montserrat (Universitat de Barcelona. Departament d'Econometria) ; Chuliá, Helena (Universitat de Barcelona. Departament d'Econometria) ; Prieto, Faustino (Universidad de Cantabria. Departamento de Economía)
We propose a new type of risk measure for non-negative random variables that focuses on the tail of the distribution. The measure is inspired in general parametric distributions that are well-known in the statistical analysis of the size of income. [...]
2019 - 10.2436/20.8080.02.86
SORT : statistics and operations research transactions, Vol. 43 Núm. 2 (July-December 2019) , p. 223-236  
3.
22 p, 1.1 MB False discovery rate control for grouped or discretely supported p-values with application to a neuroimaging study / Nguyen, Hien (La Trobe University (Victòria, Austràlia). Department of Mathematics and Statistics) ; Yee, Yohan (Hospital for Sick Children (Toronto, Canadà). Mouse Imaging Centre) ; McLachlan, Geoffrey (University of Queensland. School of Mathematics and Physics) ; Lerch, Jason (Hospital for Sick Children (Toronto, Canadà). Mouse Imaging Centre)
False discovery rate (FDR) control is important in multiple testing scenarios that are common in neuroimaging experiments, and p-values from such experiments may often arise from some discretely supported distribution or may be grouped in some way. [...]
2019 - 10.2436/20.8080.02.87
SORT : statistics and operations research transactions, Vol. 43 Núm. 2 (July-December 2019) , p. 237-258  
4.
30 p, 418.7 KB Kernel distribution estimation for grouped data / Reyes, Miguel (Universidad de las Américas-Puebla (Puebla, Mèxic). Departamento de Actuaría, Física y Matemáticas) ; Francisco-Fernández, Mario (Universidade da Coruña. Departamento de Matemáticas) ; Cao, Ricardo (Universidade da Coruña. Departamento de Matemáticas) ; Barreiro-Ures, Daniel (Universidade da Coruña. Departamento de Matemáticas)
Interval-grouped data appear when the observations are not obtained in continuous time, but monitored in periodical time instants. In this framework, a nonparametric kernel distribution estimator is proposed and studied. [...]
2019 - 10.2436/20.8080.02.88
SORT : statistics and operations research transactions, Vol. 43 Núm. 2 (July-December 2019) , p. 259-288  
5.
28 p, 2.6 MB Detecting outliers in multivariate volatility models : a wavelet procedure / Grané, Aurea (Universidad Carlos III de Madrid. Departamento de Estadística) ; Martín-Barragán, Belén (University of Edinburgh Business Schoo) ; Veiga, Helena (Instituto Universitario de Lisboa)
It is well known that outliers can affect both the estimation of parameters and volatilities when fitting a univariate GARCH-type model. Similar biases and impacts are expected to be found on correlation dynamics in the context of multivariate time series. [...]
2019 - 10.2436/20.8080.02.89
SORT : statistics and operations research transactions, Vol. 43 Núm. 2 (July-December 2019) , p. 289-316  
6.
20 p, 278.3 KB A class of goodness-of-fit tests for circular distributions based on trigonometric moments / Rao Jammalamadaka, Sreenivasa (University of California Santa Barbara. Department of Statistics and Applied Probability) ; Jiménez-Gamero, María Dolores (Universidad de Sevilla. Departamento de Estadística) ; Meintanis, Simos G.
We propose a class of goodness-of-fit test procedures for arbitrary parametric families of circular distributions with unknown parameters. The tests make use of the specific form of the characteristic function of the family being tested, and are shown to be consistent. [...]
2019 - 10.2436/20.8080.02.90
SORT : statistics and operations research transactions, Vol. 43 Núm. 2 (July-December 2019) , p. 317-336  
7.
18 p, 163.2 KB Data envelopment analysis efficiency of public services : bootstrap simultaneous confidence region / Tapia, Jesús A. (Universidad de Valladolid. Departamento de Estadística e Investigación Operativa) ; Salvador González, Bonifacio (Universidad de Valladolid. Departamento de Estadística e Investigación Operativa) ; Rodríguez, Jesús M. (Universidad de Valladolid. Departamento de Estadística e Investigación Operativa)
Public services, such as higher education, medical services, libraries or public administration offices, provide services to their customers. To obtain opinion-satisfaction indices of customers, it would be necessary to survey all the customers of the service (census), which is impossible. [...]
2019 - 10.2436/20.8080.02.91
SORT : statistics and operations research transactions, Vol. 43 Núm. 2 (July-December 2019) , p. 337-354  
8.
30 p, 425.8 KB Forecasting with two generalized integer-valued autoregressive processes of order one in the mutual random environment / Popović, Predrag M. (University of Nis (Sèrbia). Faculty of Civil Engineering and Architecture) ; Laketa, Petra N. (University of Nis (Sèrbia). Faculty of Sciences and Mathematic) ; Nastić, Aleksandar S. (University of Nis (Sèrbia). Faculty of Sciences and Mathematic)
In this article, we consider two univariate random environment integer-valued autoregressive processes driven by the same hidden process. A model of this kind is capable of describing two correlated non-stationary counting time series using its marginal variable parameter values. [...]
2019 - 10.2436/20.8080.02.92
SORT : statistics and operations research transactions, Vol. 43 Núm. 2 (July-December 2019) , p. 355-384  

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