Revista Colombiana De Estadistica最新文献_第4页

Elicitation of the Parameters of Multiple Linear Models 多线性模型参数的引出

Revista Colombiana De Estadistica Pub Date : 2021-01-15 DOI: 10.15446/RCE.V44N1.83525

C. Barrera-Causil, J. C. Correa-Morales

引用次数: 1

Editorial 编辑

Revista Colombiana De Estadistica Pub Date : 2021-01-15 DOI: 10.15446/rce.v44n1.92747

Ramón Giraldo

引用次数: 0

On a new procedure for identifying a dynamic common factor model 一种识别动态共因子模型的新方法

Revista Colombiana De Estadistica Pub Date : 2021-01-15 DOI: 10.15446/rce.v44n1.84816

Stevenson Bolívar, Fabio H. Nieto, D. Peña

引用次数: 1

Comparison of Correction Factors and Sample Size Required to Test the Equality of the Smallest Eigenvalues in Principal Component Analysis 主成分分析中检验最小特征值相等性所需的校正因子和样本量的比较

Revista Colombiana De Estadistica Pub Date : 2021-01-15 DOI: 10.15446/RCE.V44N1.83987

Eduard Gañan-Cardenas, J. C. Correa-Morales

{"title":"Comparison of Correction Factors and Sample Size Required to Test the Equality of the Smallest Eigenvalues in Principal Component Analysis","authors":"Eduard Gañan-Cardenas, J. C. Correa-Morales","doi":"10.15446/RCE.V44N1.83987","DOIUrl":"https://doi.org/10.15446/RCE.V44N1.83987","url":null,"abstract":"In the inferential process of Principal Component Analysis (PCA), one of the main challenges for researchers is establishing the correct number of components to represent the sample. For that purpose, heuristic and statistical strategies have been proposed. One statistical approach consists in testing the hypothesis of the equality of the smallest eigenvalues in the covariance or correlation matrix using a Likelihood-Ratio Test (LRT) that follows a χ2 limit distribution. Diﬀerent correction factors have been proposed to improve the approximation of the sampling distribution of the statistic. We use simulation to study the signiﬁcance level and power of the test under the use of these diﬀerent factors and analyze the sample size required for an dequate approximation. The results indicate that for covariance matrix, the factor proposed by Bartlett oﬀers the best balance between the objectives of low probability of Type I Error and high Power.\u0000 \u0000 \u0000 \u0000 \u0000 \u0000 \u0000If the correlation matrix is used, the factors W ∗\u0000 \u0000 \u0000 \u0000 \u0000 \u0000 \u0000and cχ2\u0000 \u0000 \u0000 \u0000 \u0000 \u0000 \u0000are the most\u0000 \u0000 \u0000 \u0000 \u0000 \u0000 \u0000 \u0000recommended. Empirically, we can observe that most factors require sample sizes 10 or 20 times the number of variables if covariance or correlationmatrices, respectively, are implemented.","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-01-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45538688","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 3

Combining Interval Time Series Forecasts. A First Step in a Long Way (Research Agenda) 结合区间时间序列预测。漫漫长路的第一步(研究议程)

Revista Colombiana De Estadistica Pub Date : 2021-01-15 DOI: 10.15446/RCE.V44N1.85116

C. Maté

{"title":"Combining Interval Time Series Forecasts. A First Step in a Long Way (Research Agenda)","authors":"C. Maté","doi":"10.15446/RCE.V44N1.85116","DOIUrl":"https://doi.org/10.15446/RCE.V44N1.85116","url":null,"abstract":"We observe every day a world more complex, uncertain, and riskier than the world of yesterday. Consequently, having accurate forecasts in economics, finance, energy, health, tourism, and so on; is more critical than ever. Moreover, there is an increasing requirement to provide other types of forecasts beyond point ones such as interval forecasts. After more than 50 years of research, there are two consensuses, “combining forecasts reduces the final forecasting error” and “a simple average of several forecasts often outperforms complicated weighting schemes”, which was named “forecast combination puzzle (FCP)”. The introduction of intervalvalued time series (ITS) concepts and several forecasting methods has been proposed in different papers and gives answers to some big data challenges. Hence, one main issue is how to combine several forecasts obtained for one ITS. This paper proposes some combination schemes with a couple or various ITS forecasts. Some of them extend previous crisp combination schemes incorporating as a novelty the use of Theil’s U. The FCP under the ITS forecasts framework will be analyzed in the context of different accuracy measures and some guidelines will be provided. An agenda for future research in the field of combining forecasts obtained for ITS will be outlined. ","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-01-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43297001","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 1

On Some Statistical Properties of the Spatio-Temporal Product Density 时空积密度的一些统计性质

Revista Colombiana De Estadistica Pub Date : 2021-01-15 DOI: 10.15446/RCE.V44N1.84779

Felipe Rodríguez-Berrio, F. Rodríguez-Cortés, J. Mateu, G. Adelfio

引用次数: 0

Stress-Strength Reliability Estimation of Time-Dependent Models with Fixed Stress and Phase Type Strength Distribution 具有固定应力和相位型强度分布的时变模型的应力-强度可靠性估计

Revista Colombiana De Estadistica Pub Date : 2021-01-15 DOI: 10.15446/RCE.V44N1.86519

Joby K. Jose, M. Drisya

引用次数: 2

Complete-Linkage Clustering Analysis of Surrogate Measures for Road Safety Assessment in Roundabouts 环形交叉路口道路安全评价替代测度的全联动聚类分析

Revista Colombiana De Estadistica Pub Date : 2021-01-15 DOI: 10.15446/rce.v44n1.81937

Lenin Alexander Bulla Cruz, L. Lyons, Enrique Darghan

{"title":"Complete-Linkage Clustering Analysis of Surrogate Measures for Road Safety Assessment in Roundabouts","authors":"Lenin Alexander Bulla Cruz, L. Lyons, Enrique Darghan","doi":"10.15446/rce.v44n1.81937","DOIUrl":"https://doi.org/10.15446/rce.v44n1.81937","url":null,"abstract":"This paper presents the findings of a comparative road safety assessment between an existing two-lane roundabout and proposed basic turboroundabout, both designed for the same intersection, to determine which one is safer, based on traffic conflicts and surrogate safety measures. We performed microsimulation models in VISSIM to replicate the fieldobserved traffic operation, and the SSAM to determinate six surrogate measures. We validated the consistency of values obtained by several statistical analyzes. The number of conflicts was 72% lower at the turboroundabout. Through a complete-linkage clustering analysis and Euclidean distances of the surrogate measures, we found that traffic conflicts at the turbo-roundabout tend to cluster in a group, whereas conflicts at the roundabout are scattered, suggesting better organization of traffic flows at the turbo-roundabout. Three-dimensional graphical analysis of clusters and its centroids allowed verifying that surrogate measures point out a safer operation at the turbo-roundabout, even though it presented higher operating speeds. Reducing the dimensionality by principal components analysis, the cumulative variance for the first two components (87.72%) allowed observing results on a two-dimensional graph and their clusters. To endorse conflicts classification, resulting of clusters, we used discriminant analysis. Results validate the methodology and the safety benefits of the turbo-roundabout.","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-01-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43042810","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 8

A Reparameterized Weighted Lindley Distribution: Properties, Estimation and Applications 一个重参数加权Lindley分布：性质、估计及应用

Revista Colombiana De Estadistica Pub Date : 2021-01-15 DOI: 10.15446/RCE.V44N1.86566

A. Mota, P. Ramos, P. Ferreira, V. Tomazella, F. Louzada

引用次数: 2

Concursos de modelos bayesianos para el salón de clases 课堂贝叶斯模型竞赛

Revista Colombiana De Estadistica Pub Date : 2021-01-01 DOI: 10.15446/RCE.V44N2.89102

Arthur Berg

引用次数: 0