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Using Copula Functions to Estimate The AUC for Two Dependent Diagnostic Tests 用Copula函数估计两个相关诊断试验的AUC
Revista Colombiana De Estadistica Pub Date : 2020-07-17 DOI: 10.15446/rce.v43n2.80288
Luis Carlos Bravo Melo, Jennyfer Portilla Yela, J. Cuevas
{"title":"Using Copula Functions to Estimate The AUC for Two Dependent Diagnostic Tests","authors":"Luis Carlos Bravo Melo, Jennyfer Portilla Yela, J. Cuevas","doi":"10.15446/rce.v43n2.80288","DOIUrl":"https://doi.org/10.15446/rce.v43n2.80288","url":null,"abstract":"Cuando se realizan estudios de validacion en procedimientos de clasificacion diagnostica, normalmente se miden uno o mas biomarcadores en los individuos. Algunos biomarcadores pueden proporcionar mejor informacion que otros y en muchos casos, mas de uno puede ser necesario. Cuando se utilizan varios biomarcadores para hacer clasificacion, se presenta dependencia entre ellos.  En este trabajo se estima el area bajo la curva caracteristica de operacion (ABCOR) para establecer la capacidad clasificadora de dos biomarcadores en un procedimiento para diagnostico clinico. Se estudia mediante copulas (FGM y Gumbel-Barnett) la dependencia entre pruebas y se estima la respectiva area bajo la curva, asumiendo tres niveles para cada estructura de dependencia. En la literatura revisada los autores asumen un modelo normal para representar el comportamiento de los biomarcadores utilizados para el diagnostico clinico. Hay situaciones en las que no es posible asumir este modelo porque no es adecuado para uno o ambos biomarcadores. El metodo estadistico propuesto no depende de un supuesto distribucional para los biomarcadores utilizados en el procedimiento de diagnostico y tampoco es necesario considerar una dependencia lineal fuerte o moderada entre ellos.","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":"29 1","pages":"315-344"},"PeriodicalIF":0.0,"publicationDate":"2020-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"91194431","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: 0
On Predictive Distribution of K-Inflated Poisson Models with and Without Additional Information 有无附加信息的k -膨胀泊松模型的预测分布
Revista Colombiana De Estadistica Pub Date : 2020-07-01 DOI: 10.15446/rce.v43n2.81979
A. Sadeghkhani, S. Ahmed
{"title":"On Predictive Distribution of K-Inflated Poisson Models with and Without Additional Information","authors":"A. Sadeghkhani, S. Ahmed","doi":"10.15446/rce.v43n2.81979","DOIUrl":"https://doi.org/10.15446/rce.v43n2.81979","url":null,"abstract":"Este  articulo  presenta  diferentes enfoques  para   buscar la distribucion bayesiana predictiva de  una  variable aleatoria con  un  valor  inflado k ∈ N  conocido   como  el  modelo   KIP.      Se  explora  como  usar   una   fuente   de informacion adicional para  encontrar el estimador. Especificamente, se busca un estimador Bayesiano de la densidad futura de una  variable aleatoria Y 1 , basada en  una  variable observable X 1   a  partir del  modelo  K1 IP( p 1 , λ 1 ), con  y  sin  el supuesto de  que  existe  otra  variable aleatoria X 2   del  modelo K2 IP( p 2  , λ 2 ), independiente de X 1 , si λ 1 ≥ λ 2 , y se compara su desempenousando  un metodo  de simulacion.","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":"112 1","pages":"173-182"},"PeriodicalIF":0.0,"publicationDate":"2020-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77480397","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
Method to Obtain a Vector of Hyperparameters: Application in Bernoulli Trials 获取超参数向量的方法:在伯努利试验中的应用
Revista Colombiana De Estadistica Pub Date : 2020-07-01 DOI: 10.15446/rce.v43n2.81744
Llerzy Esneider Torres Ome, José Rafael Tovar Cuevas
{"title":"Method to Obtain a Vector of Hyperparameters: Application in Bernoulli Trials","authors":"Llerzy Esneider Torres Ome, José Rafael Tovar Cuevas","doi":"10.15446/rce.v43n2.81744","DOIUrl":"https://doi.org/10.15446/rce.v43n2.81744","url":null,"abstract":"Las  principales dificultades cuando  se utiliza  el enfoque Bayesiano son la  obtencion  de  informacion  del  especialista  y  la obtencion de  valores de los hiperparametros de la distribucion de probabilidad asumida como representante del conocimiento a priori. Adicionalmente, gran parte  de la literatura sobre este tema considera distribuciones a priori conjugadas para  el parametro de interes.  Un metodo  es propuesto para  encontrar los valores de los hiperparametros de una distribucion a priori no conjugada. Los siguientes escenarios son  considerados para  ensayos Bernoulli:  cuatro distribuciones a  priori  (Beta, Kumaraswamy, Gamma  Truncada y  Weibull  Truncada) y cuatro escenarios para  el  proceso  generador. Dos condiciones necesarias, pero  no  suficientes fueron  identificadas para  asegurar la  existencia de  un vector de valores para  los hiperparametros. La distribucion a priori  Weibull Truncada fue la que peor desempeno presento.  La metodologia fue utilizada para  estimar la prevalencia de dos infecciones de transmision sexual en una comunidad indigena  de Colombia.","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":"21 1","pages":"183-209"},"PeriodicalIF":0.0,"publicationDate":"2020-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85197709","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: 0
Bayesian Analysis of Multiplicative Seasonal Threshold Autoregressive Processes 乘法季节阈值自回归过程的贝叶斯分析
Revista Colombiana De Estadistica Pub Date : 2020-07-01 DOI: 10.15446/rce.v43n2.81261
Joaquín González Borja, Fabio Humberto Nieto Sánchez
{"title":"Bayesian Analysis of Multiplicative Seasonal Threshold Autoregressive Processes","authors":"Joaquín González Borja, Fabio Humberto Nieto Sánchez","doi":"10.15446/rce.v43n2.81261","DOIUrl":"https://doi.org/10.15446/rce.v43n2.81261","url":null,"abstract":"Seasonal fluctuations are  often  found  in many  time  series.   In addition, non-linearity  and  the  relationship  with  other   time series   are  prominent behaviors  of  several,  of  such   series. In this   paper,    we  consider   the modeling  of multiplicative seasonal threshold autoregressive processes with exogenous input (TSARX), which explicitly and simultaneously incorporate multiplicative seasonality and threshold nonlinearity. Seasonality is modeled to  be  stochastic and  regime  dependent.  The  proposed model  is  a  special case  of a  threshold autoregressive process with  exogenous input  (TARX). We  develop   a   procedure  based  on  Bayesian  methods   to   identify  the model,   estimate parameters,  validate  the  model  and  calculate  forecasts. In  the identification stage   of  the  model,   we  present a  statistical test   of regime  dependent multiplicative seasonality.  The proposed methodology is illustrated with a simulated example and applied  to economic empirical data.","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":"26 1","pages":"251-284"},"PeriodicalIF":0.0,"publicationDate":"2020-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81679804","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
Corrigendum to ``Descriptive Measures of Poisson-Lomax Distribution'' “泊松-洛马克斯分布的描述性测度”的勘误表
Revista Colombiana De Estadistica Pub Date : 2020-07-01 DOI: 10.15446/rce.v43n2.90242
Khushnoor Khan
{"title":"Corrigendum to ``Descriptive Measures of Poisson-Lomax Distribution''","authors":"Khushnoor Khan","doi":"10.15446/rce.v43n2.90242","DOIUrl":"https://doi.org/10.15446/rce.v43n2.90242","url":null,"abstract":"This corrigendum focuses on the correction of numerical results derived from Poisson-Lomax Distribution (PLD) originally proposed by Al-Zahrani & Sagor (2014). Though the mathematical properties and derivations by Al-Zahrani & Sagor (2014) were immaculate but during the execution ofthe R codes using Monte Carlo simulation some anomalies occurred in the calculation of the mean values. The same  anomalies are addressed in thepresent corrigendum. The outcome of the corrigendum will provide basic guidelines for the academia and reviewers of various journals to match thenumerical results with the shape of the probability distribution under study. The results will also emphasize the fact that code writing is a cumbersome process and due diligence be exercised in executing the codes using any programming language. Relevant R codes are appended in Appendix 'A'.","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":"56 1","pages":"345-353"},"PeriodicalIF":0.0,"publicationDate":"2020-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82842758","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: 0
On the Alpha Power Kumaraswamy Distribution: Properties, Simulation and Application 关于Alpha幂Kumaraswamy分布:性质、模拟与应用
Revista Colombiana De Estadistica Pub Date : 2020-07-01 DOI: 10.15446/rce.v43n2.83598
M. Ahmed
{"title":"On the Alpha Power Kumaraswamy Distribution: Properties, Simulation and Application","authors":"M. Ahmed","doi":"10.15446/rce.v43n2.83598","DOIUrl":"https://doi.org/10.15446/rce.v43n2.83598","url":null,"abstract":"Adding  new  parameters to  classical distributions becomes one  of  the most  important methods  for  increasing distributions flexibility,  especially, in  simulation   studies   and real data sets. In this paper, alpha power  transformation (APT) is used  and  applied  to  the Kumaraswamy (K) distribution and a proposed distribution, so called the alpha power Kumaraswamy (AK) distribution, is presented.  Some important mathematical properties are derived, parameters estimation of the AK distribution using maximum likelihood  method  is considered. A simulation study and  a  real  data   set  are  used  to  illustrate the  flexibility of the  AK distribution compared with other  distributions.","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":"90 1","pages":"285-313"},"PeriodicalIF":0.0,"publicationDate":"2020-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"72908637","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: 4
Optimal Detection of Bilinear Dependence in Short Panels of Regression Data 短组回归数据双线性相关性的最优检测
Revista Colombiana De Estadistica Pub Date : 2020-07-01 DOI: 10.15446/rce.v43n2.83044
A. Lmakri, A. Akharif, A. Mellouk
{"title":"Optimal Detection of Bilinear Dependence in Short Panels of Regression Data","authors":"A. Lmakri, A. Akharif, A. Mellouk","doi":"10.15446/rce.v43n2.83044","DOIUrl":"https://doi.org/10.15446/rce.v43n2.83044","url":null,"abstract":"In this paper, we propose parametric and nonparametric locally and asymptotically optimal tests for regression models with superdiagonal bilinear time series errors in short panel data (large n , small T ). We establish a local asymptotic normality property– with respect to intercept μ, regression coefficient β, the scale parameter σ of the error, and the parameter b of panel superdiagonal bilinear model (which is the parameter of interest)– for a given density f1 of the error terms. Rank-based versions of optimal parametric tests are provided. This result, which allows, by Hajek’s representation theorem, the construction of locally asymptotically optimal rank-based tests for the null hypothesis b = 0 (absence of panel superdiagonal bilinear model). These tests –at specified innovation densities f1– are optimal (most stringent), but remain valid under any actual underlying density. From contiguity, we obtain the limiting distribution of our test statistics under the null and local sequences of alternatives. The asymptotic relative efficiencies, with respect to the pseudo-Gaussian parametric tests, are derived. A Monte Carlo study confirms the good performance of the proposed tests.","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":"153 7 1","pages":"143-171"},"PeriodicalIF":0.0,"publicationDate":"2020-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83130198","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: 2
Editorial 编辑
Revista Colombiana De Estadistica Pub Date : 2020-07-01 DOI: 10.15446/rce.v43n2.89232
Ramón Giraldo
{"title":"Editorial","authors":"Ramón Giraldo","doi":"10.15446/rce.v43n2.89232","DOIUrl":"https://doi.org/10.15446/rce.v43n2.89232","url":null,"abstract":"","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47045576","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: 0
An Optimal Design Criterion for Within-Individual Covariance Matrices Discrimination and Parameter Estimation in Nonlinear Mixed Effects Models 非线性混合效应模型中个体内协方差矩阵判别和参数估计的优化设计准则
Revista Colombiana De Estadistica Pub Date : 2020-07-01 DOI: 10.15446/rce.v43n2.81938
V. López-Ríos, M. E. Castañeda-López
{"title":"An Optimal Design Criterion for Within-Individual Covariance Matrices Discrimination and Parameter Estimation in Nonlinear Mixed Effects Models","authors":"V. López-Ríos, M. E. Castañeda-López","doi":"10.15446/rce.v43n2.81938","DOIUrl":"https://doi.org/10.15446/rce.v43n2.81938","url":null,"abstract":"In this paper, we consider the problem of nding optimal populationdesigns for within-individual covariance matrices discrimination andparameter estimation in nonlinear mixed eects models. A compound optimality criterion is provided, which combines an estimation criterion and a discrimination criterion. We used the D-optimality criterion for parameter estimation, which maximizes the determinant of the Fisher information matrix. For discrimination, we propose a generalization of the T-optimality criterion for xed-eects models. Equivalence theorems are provided for these criteria. We illustrated the application of compound criteria with an example in a pharmacokinetic experiment.","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":"1 1","pages":"127-141"},"PeriodicalIF":0.0,"publicationDate":"2020-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77074552","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: 0
Convergence Theorems in Multinomial Saturated and Logistic Models 多项饱和和Logistic模型的收敛定理
Revista Colombiana De Estadistica Pub Date : 2020-07-01 DOI: 10.15446/rce.v43n2.79151
E. Orozco-Acosta, Humberto Llinás-Solano, Javier Fonseca-Rodríguez
{"title":"Convergence Theorems in Multinomial Saturated and Logistic Models","authors":"E. Orozco-Acosta, Humberto Llinás-Solano, Javier Fonseca-Rodríguez","doi":"10.15446/rce.v43n2.79151","DOIUrl":"https://doi.org/10.15446/rce.v43n2.79151","url":null,"abstract":"In this paper, we develop a theoretical study about the logistic and saturated multinomial models when the response variable takes one of R ≥ 2 levels. Several theorems on the existence and calculations of the maximum likelihood (ML) estimates of the parameters of both models are presented and demonstrated. Furthermore, properties are identified and, based on an asymptotic theory, convergence theorems are tested for score vectors and information matrices of both models. Finally, an application of this theory is presented and assessed using data from the R statistical program.","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":"77 1","pages":"211-231"},"PeriodicalIF":0.0,"publicationDate":"2020-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75352200","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: 0
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