Revista Colombiana De Estadistica最新文献_第6页

Spatial MCUSUM Control Chart 空间mcumum控制图

Revista Colombiana De Estadistica Pub Date : 2020-01-01 DOI: 10.15446/RCE.V43N1.78748

Juan David Giraldo Rojas, R. D. González

引用次数: 0

Two Useful Discrete Distributions to Model Overdispersed Count Data 对过分散计数数据建模的两个有用的离散分布

Revista Colombiana De Estadistica Pub Date : 2020-01-01 DOI: 10.15446/RCE.V43N1.77052

J. Mazucheli, Wesley Bertoli, R. P. Oliveira

{"title":"Two Useful Discrete Distributions to Model Overdispersed Count Data","authors":"J. Mazucheli, Wesley Bertoli, R. P. Oliveira","doi":"10.15446/RCE.V43N1.77052","DOIUrl":"https://doi.org/10.15446/RCE.V43N1.77052","url":null,"abstract":"The methods to obtain discrete analogues of continuous distributions have been widely considered in recent years. In general, the discretization process provides probability mass functions that can be competitive with the traditional model used in the analysis of count data, the Poisson distribution. The discretization procedure also avoids the use of continuous distribution in the analysis of strictly discrete data. In this paper, we seek to introduce two discrete analogues for the Shanker distribution using the method of the infinite series and the method based on the survival function as alternatives to model overdispersed datasets. Despite the difference between discretization methods, the resulting distributions are interchangeable. However, the distribution generated by the method of infinite series method has simpler mathematical expressions for the shape, the generating functions and the central moments. The maximum likelihood theory is considered for estimation and asymptotic inference concerns. A simulation study is carried out in order to evaluate some frequentist properties of the developed methodology. The usefulness of the proposed models is evaluated using real datasets provided by the literature.","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":"41 1","pages":"21-48"},"PeriodicalIF":0.0,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"91356316","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

Relationship Between Kendall's tau Correlation and Mutual Information 肯德尔tau相关与互信息的关系

Revista Colombiana De Estadistica Pub Date : 2020-01-01 DOI: 10.15446/rce.v43n1.78054

M. B. Ghalibaf

引用次数: 9

Generalized Poisson Hidden Markov Model for Overdispersed or Underdispersed Count Data 过分散或欠分散计数数据的广义泊松隐马尔可夫模型

Revista Colombiana De Estadistica Pub Date : 2020-01-01 DOI: 10.15446/RCE.V43N1.77542

Sebastian George, Ambily Jose

{"title":"Generalized Poisson Hidden Markov Model for Overdispersed or Underdispersed Count Data","authors":"Sebastian George, Ambily Jose","doi":"10.15446/RCE.V43N1.77542","DOIUrl":"https://doi.org/10.15446/RCE.V43N1.77542","url":null,"abstract":"El metodo estadistico mas adecuado para explicar la dependencia serial en los datos de recuento de series de tiempo se basan en los modelos ocultos de Markov (HMM). Estos modelos suponen que las observaciones se generan a partir de un finito mezcla de distribuciones regidas por el principio de la cadena de Markov (MC). El modelo de Markov oculto de Poisson (P-HMM) puede ser el metodo mas utilizado para modelar las situaciones mencionadas anteriormente. Sin embargo, en el escenario de la vida real, este modelo no puede considerarse como la mejor opcion. Teniendo en cuenta este hecho, nosotros, en este articulo, apostamos por la distribucion generalizada de Poisson (GPD) para modelar datos de conteo. Este metodo puede rectificar la sobredispersion y subdispersion en el modelo de Poisson. Aqui desarrollamos Poisson generalizado Modelo de Markov oculto (GP-HMM) combinando GPD con HMM para modelando tales datos. Los resultados del estudio sobre datos simulados y una aplicacion de datos reales, casos mensuales de leptospirosis en el estado de Kerala en South India, muestra buenas propiedades de convergencia, lo que demuestra que el GP-HMM Es un metodo mejor en comparacion con P-HMM.","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":"14 1","pages":"71-82"},"PeriodicalIF":0.0,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77717997","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 : 2020-01-01 DOI: 10.15446/rce.v43n1.84593

Ramón Giraldo

引用次数: 0

A Birnbaum-Saunders Model for Joint Survival and Longitudinal Analysis of Congestive Heart Failure Data 联合生存的Birnbaum-Saunders模型和充血性心力衰竭数据的纵向分析

Revista Colombiana De Estadistica Pub Date : 2020-01-01 DOI: 10.15446/RCE.V43N1.77851

Diana Carolina Franco Soto, Antonio Carlos Pedroso de Lima, J. Singer

{"title":"A Birnbaum-Saunders Model for Joint Survival and Longitudinal Analysis of Congestive Heart Failure Data","authors":"Diana Carolina Franco Soto, Antonio Carlos Pedroso de Lima, J. Singer","doi":"10.15446/RCE.V43N1.77851","DOIUrl":"https://doi.org/10.15446/RCE.V43N1.77851","url":null,"abstract":"Consideramos una modelacion conjunta parametrica de mediciones longitudinales y tiempos de supervivencia, motivados por un estudio realizado en el Instituto do Coracao (Incor), Sao Paulo, Brasil, con el objetivo de evaluar el impacto del Peptido Natriuretico tipo B (BNP) recolectado en diferentes instantes, sobre la supervivencia de pacientes con Insuficiencia Cardiaca Congestiva (ICC). Empleamos un modelo lineal de efectos mixtos para la respuesta longitudinal y un modelo Birnbaum-Saunders para los tiempos de supervivencia, permitiendo la inclusion de sujetos sin observaciones longitudinales. Obtenemos los estimadores de maxima verosimilitud de los parametros del modelo conjunto y realizamos un estudio de simulacion para comparar las probabilidades de supervivencia verdaderas con las predicciones dinamicas obtenidas al ajustar el modelo conjunto propuesto y para evaluar el desempeno del metodo para estimar los parametros del modelo. El modelo conjunto propuesto se aplica a la cohorte de 1609 pacientes con ICC, de los cuales 1080 no tienen mediciones de BNP. Las estimaciones de los parametros y sus errores estandar obtenidos por medio de: i) el enfoque tradicional, donde unicamente se incluyen individuos con al menos una medicion de la respuesta longitudinal y ii) el enfoque propuesto, que incluye la informacion de supervivencia de todos los individuos; se comparan con los obtenidos por medio de los modelos marginales (longitudinal y de supervivencia).","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":"108 1","pages":"83-101"},"PeriodicalIF":0.0,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74652141","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

Nested and Repeated Cross Validation for Classification Model With High-Dimensional Data 高维数据分类模型的嵌套重复交叉验证

Revista Colombiana De Estadistica Pub Date : 2020-01-01 DOI: 10.15446/RCE.V43N1.80000

Yi Zhong, Jianghua He, P. Chalise

引用次数: 13

A Randomized Two Stage Adaptively Censored Design With Application to Testing 随机两阶段自适应截尾设计及其在测试中的应用

Revista Colombiana De Estadistica Pub Date : 2019-07-01 DOI: 10.15446/RCE.V42N2.65344

U. Bandyopadhyay, Rahul Bhattacharya

引用次数: 0

Simultaneously Testing for Location and Scale Parameters of Two Multivariate Distributions 两个多元分布的位置和尺度参数的同时检验

Revista Colombiana De Estadistica Pub Date : 2019-07-01 DOI: 10.15446/RCE.V42N2.70815

A. Chavan, D. T. Shirke

引用次数: 1

Extreme Value Theory Applied to r Largest Order Statistics Under the Bayesian Approach 极值理论在贝叶斯方法下最大阶统计量中的应用

Revista Colombiana De Estadistica Pub Date : 2019-07-01 DOI: 10.15446/RCE.V42N2.70271

Renato S Silva, F. Nascimento

{"title":"Extreme Value Theory Applied to r Largest Order Statistics Under the Bayesian Approach","authors":"Renato S Silva, F. Nascimento","doi":"10.15446/RCE.V42N2.70271","DOIUrl":"https://doi.org/10.15446/RCE.V42N2.70271","url":null,"abstract":"Extreme Value Theory (EVT) is an important tool to predict efficient gains and losses. Its main areas of analyses are economic and environmental. Initially, for that form of event, it was developed the use of patterns of parametric distribution such as Normal and Gamma. However, economic and environmental data presents, in most cases, a heavy-tailed distribution, in contrast to those distributions. Thus, it was faced a great difficult to frame extreme events. Furthermore, it was almost impossible to use conventional models, making predictions about non-observed events, which exceed the maximum of observations. In some situations EVT is used to analyse only the maximum of some dataset, which provide few observations, and in those cases it is more effective to use the r largest-order statistics. This paper aims to propose Bayesian estimators' for parameters of the r largest-order statistics. During the research, it was used Monte Carlo simulation to analyze the data, and it was observed some properties of those estimators, such as mean, variance, bias and Root Mean Square Error (RMSE). The estimation of the parameters provided inference for its parameters and return levels. This paper also shows a procedure to the choice of the r-optimal to the r largest-order statistics, based on the Bayesian approach applying Markov chains Monte Carlo (MCMC). Simulation results reveal that the Bayesian approach has a similar performance to the Maximum Likelihood Estimation, and the applications were developed using the Bayesian approach and showed a gain in accurary compared with otherestimators.","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2019-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.15446/RCE.V42N2.70271","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43370312","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: 5