Resultats globals: 4 registres trobats en 0.01 segons.
Articles, 2 registres trobats
Documents de recerca, 2 registres trobats
Articles 2 registres trobats  
1.
14 p, 133.9 KB Testing extreme value copulas to estimate the quantile / Bahraoui, Zuhair (Universitat de Barcelona. Departament d'Econometria) ; Bolancé, Catalina (Universitat de Barcelona. Departament d'Econometria) ; Pérez-Marín, Ana M.. (Universitat de Barcelona)
We generalize the test proposed by Kojadinovic, Segers and Yan which is used for testing whether the data belongs to the family of extreme value copulas. We prove that the generalized test can be applied whatever the alternative hypothesis. [...]
2014
SORT : statistics and operations research transactions, Vol. 38, Núm. 1 (January-June 2014) , p. 89-102  
2.
10 p, 535.4 KB Empirical comparison between the Nelson-Aalen Estimator and the Naive Local Constant Estimator / Pérez-Marín, Ana M.. (Universitat de Barcelona)
The Nelson-Aalen estimator is widely used in biostatistics as a non-parametric estimator of the cumulative hazard function based on a right censored sample. A number of alternative estimators can be mentioned, namely, the naive local constant estimator (Guillén, Nielsen and Pérez-Marín, 2007) which provides improved bias versus variance properties compared to the traditional Nelson-Aalen estimator. [...]
2008
SORT : statistics and operations research transactions, Vol. 32, Núm. 1 (January-June 2008) , p. 67-76  

Documents de recerca 2 registres trobats  
1.
31 p, 240.4 KB Testing extreme value copulas to estimate the quantile / Bahraou, Zuhair ; Bolancé, Catalina ; Pérez-Marín, Ana M.. ; Xarxa de Referència en Economia Aplicada (XREAP)
Testing weather or not data belongs could been generated by a family of extreme value copulas is difficult. We generalize a test and we prove that it can be applied whatever the alternative hypothesis. [...]
Xarxa de Referència en Economia Aplicada (XREAP) 2013 (XREAP ; 2013-09)  
2.
39 p, 183.4 KB A logistic regression approach to estimating customer profit loss due to lapses in insurance / Guillén, Montserrat (Universitat de Barcelona. Departament d'Econometria) ; Pérez-Marín, Ana M.. (Universitat de Barcelona. Departament d'Econometria) ; Alcañiz, Manuela (Universitat de Barcelona. Departament d'Econometria) ; Xarxa de Referència en Economia Aplicada (XREAP)
This article focuses on business risk management in the insurance industry. A methodology for estimating the profit loss caused by each customer in the portfolio due to policy cancellation is proposed. [...]
Xarxa de Referència en Economia Aplicada (XREAP) 2011 (XREAP ; 2011-13)  

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4 Pérez-Marín, Ana M..
2 Pérez-Marín, Antonio Pablo
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