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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, José André (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 - DOI (Digital Object Identifier)

10.2436/20.8080.02.66
SORT : statistics and operations research transactions, Vol. 42 Núm. 1 (January-June 2018) , p. 3-26 (Articles)

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18 p, 517.3 KB

Evaluating the complexity of some families of functional data / Bongiorno, Enea (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 - DOI (Digital Object Identifier)

10.2436/20.8080.02.67
SORT : statistics and operations research transactions, Vol. 42 Núm. 1 (January-June 2018) , p. 27-44 (Articles)

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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 - DOI (Digital Object Identifier)

10.2436/20.8080.02.68
SORT : statistics and operations research transactions, Vol. 42 Núm. 1 (January-June 2018) , p. 45-58 (Articles)

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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 Studentâs t test for difference between means. Pretesting for it (e. g. , by means of Leveneâs test) should be avoided as this also induces type I error. [...]
2018 - DOI (Digital Object Identifier)

10.2436/20.8080.02.69
SORT : statistics and operations research transactions, Vol. 42 Núm. 1 (January-June 2018) , p. 59-72 (Articles)

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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 - DOI (Digital Object Identifier)

10.2436/20.8080.02.70
SORT : statistics and operations research transactions, Vol. 42 Núm. 1 (January-June 2018) , p. 73-98 (Articles)

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