2005, Vol. 29, Núm. 2

Sumari

  • A comparison of parametric models for mortality graduation. Application to mortality data of the Valencia Region (Spain) 

    Debón, Ana; Montes, F. (Francisco); Sala, Ramon (Institut d'Estadística de Catalunya, 2005)
    Article
    Accés obert
    HolaThe parametric graduation of mortality data has as its objective the satisfactory estimation of the death rates based on mortality data but using an age-dependent function whose parameters are adjusted from the crude ...

  • Factorial experimental designs and generalized linear models 

    Dossou-Gbété, Simplice; Tinsson, Walter (Institut d'Estadística de Catalunya, 2005)
    Article
    Accés obert
    HolaThis paper deals with experimental designs adapted to a generalized linear model. We introduce a special link function for which the orthogonality of design matrix obtained under Gaussian assumption is preserved. We ...

  • On the probability of reaching a barrier in an Erlang(2) risk process 

    Claramunt Bielsa, M. Mercè; Mármol, M. Teresa; Lacayo, Ramón A. (Institut d'Estadística de Catalunya, 2005)
    Article
    Accés obert
    HolaIn this paper the process of aggregated claims in a non-life insurance portfolio as defined in the classical model of risk theory is modified. The Compound Poisson process is replaced with a more general renewal risk ...

  • On sequential and fixed designs for estimation with comparisons and applications 

    Terbeche, Mekki; Broderick O. Oluyede; Barbour, Ahmed (Institut d'Estadística de Catalunya, 2005)
    Article
    Accés obert
    HolaA fully sequential approach to the estimation of the difference of two population means for distributions belonging to the exponential family of distributions is adopted and compared with the best fixed design. Results ...

  • On the role played by the fixed bandwidth in the Bickel-Rosenblatt goodness-of-fit test 

    Tenreiro, Carlos (Institut d'Estadística de Catalunya, 2005)
    Article
    Accés obert
    HolaFor the Bickel-Rosenblatt goodness-of-fit test with fixed bandwidth studied by Fan (1998) we derive its Bahadur exact slopes in a neighbourhood of a simple hypothesis f = f0 and we use them to get a better understanding ...

  • Muliere and Scarsini's bivariate Pareto distribution: sums, products, and ratios 

    Nadarajah, Saralees; Kotz, Samuel (Institut d'Estadística de Catalunya, 2005)
    Article
    Accés obert
    HolaWe derive the exact distributions of R = X +Y , P = X Y andW = X/(X +Y ) and the corresponding moment properties when X and Y follow Muliere and Scarsini’s bivariate Pareto distribution. The expressions turn out to ...

  • Likelihood for random-effect models (invited article) 

    Lee, Youngjo; Nelder, J. A. (Institut d'Estadística de Catalunya, 2005)
    Article
    Accés obert
    HolaFor inferences from random-effect models Lee and Nelder (1996) proposed to use hierarchical likelihood (h-likelihood). It allows inference from models that may include both fixed and random parameters. Because of the ...

  • Book review: Models for discrete longitudinal data (Molenberghs, G.; Verbeke, G.) 

    Tobías Garcés, Aureli (Institut d'Estadística de Catalunya, 2005)
    Article
    Accés obert
    This book covers a wide variety of statistical techniques for longitudinal data analysis. The autors, Geert Molenberghs and Beert Verbeke -both well known in this field- have extended their previous textbook (Verbeke and ...