Sumari

Ara es mostren els items 1-7 de 7

  • Incorporating patients' characteristics in cost-effectiveness studies with clinical trial data: a flexible Bayesian approach 

    Vázquez Polo, Francisco J.; Negrín Hernández, Miguel Angel (Institut d'Estadística de Catalunya, 2004)
    Article
    Accés obert
    Most published research on the comparison between medical treatment options merely compares the results (effectiveness and cost) obtained for each treatment group. The present work proposes the incorporation of other patient ...
  • Improving both domain and total area estimation by composition 

    Costa, Àlex; Satorra, A.; Ventura, Eva (Institut d'Estadística de Catalunya, 2004)
    Article
    Accés obert
    In this article we propose small area estimators for both the small and large area parameters. When the objective is to estimate parameters at both levels, optimality is achieved by a sample design that combines fixed and ...
  • Modelling stock returns with AR-GARCH processes 

    Ferenstein, Elzbieta; Gasowski, Miroslaw (Institut d'Estadística de Catalunya, 2004)
    Article
    Accés obert
    Financial returns are often modelled as autoregressive time series with random disturbances having conditional heteroscedastic variances, especially with GARCH type processes. GARCH processes have been intensely studying ...
  • Local superefficiency of data-driven projection density estimators in continuous time 

    Bosq, Denis; Blanke, Delphine (Institut d'Estadística de Catalunya, 2004)
    Article
    Accés obert
    We construct a data-driven projection density estimator for continuous time processes. This estimator reaches superoptimal rates over a class F0 of densities that is dense in the family of all possible densities, and a ...
  • On best affine unbiased covariance-preserving prediction of factor scores 

    Neudecker, Heinz (Institut d'Estadística de Catalunya, 2004)
    Article
    Accés obert
    This paper gives a generalization of results presented by ten Berge, Krijnen, Wansbeek & Shapiro. They examined procedures and results as proposed by Anderson & Rubin, McDonald, Green and Krijnen, Wansbeek & ten Berge. We ...
  • Asymptotic normality of the integrated square error of a density estimator in the convolution model 

    Butucea, Cristina (Institut d'Estadística de Catalunya, 2004)
    Article
    Accés obert
    In this paper we consider a kernel estimator of a density in a convolution model and give a central limit theorem for its integrated square error (ISE). The kernel estimator is rather classical in minimax theory when the ...
  • On-line nonparametric estimation 

    Khasminskii, Rafail (Institut d'Estadística de Catalunya, 2004)
    Article
    Accés obert
    A survey of some recent results on nonparametric on-line estimation is presented. The first result deals with an on-line estimation for a smooth signal S(t) in the classic ‘signal plus Gaussian white noise’ model. Then an ...