2007, Vol. 31, Núm. 2
http://hdl.handle.net/2099/8905
2024-03-29T04:57:38ZA recursion formula for expected negative and positive powers of the central Wishart distribution
http://hdl.handle.net/2099/8918
A recursion formula for expected negative and positive powers of the central Wishart distribution
Neudecker, Heinz
We use Haff’s fundamental identity to express the expectation of Sp in lower-order terms, where S follows the central Wishart distribution.
2010-04-23T14:31:12ZNeudecker, HeinzWe use Haff’s fundamental identity to express the expectation of Sp in lower-order terms, where S follows the central Wishart distribution.Bayesian joint modelling of the mean and covariance structures for normal longitudinal data
http://hdl.handle.net/2099/8917
Bayesian joint modelling of the mean and covariance structures for normal longitudinal data
Cepeda-Cuervo, Edilberto; Núñez-Antón, Vicente
We consider the joint modelling of the mean and covariance structures for the general antedependence model, estimating their parameters and the innovation variances in a longitudinal data context. We propose a new and computationally efficient classic estimation method based on the Fisher scoring
algorithm to obtain the maximum likelihood estimates of the parameters. In addition, we also propose a new and innovative Bayesian methodology based on the Gibbs sampling, properly adapted for longitudinal data analysis, a methodology that considers linear mean structures and unrestricted
covariance structures for normal longitudinal data. We illustrate the proposed methodology and study its strengths and weaknesses by analyzing two examples, the race and the cattle data sets.
2010-04-23T13:52:58ZCepeda-Cuervo, EdilbertoNúñez-Antón, VicenteWe consider the joint modelling of the mean and covariance structures for the general antedependence model, estimating their parameters and the innovation variances in a longitudinal data context. We propose a new and computationally efficient classic estimation method based on the Fisher scoring
algorithm to obtain the maximum likelihood estimates of the parameters. In addition, we also propose a new and innovative Bayesian methodology based on the Gibbs sampling, properly adapted for longitudinal data analysis, a methodology that considers linear mean structures and unrestricted
covariance structures for normal longitudinal data. We illustrate the proposed methodology and study its strengths and weaknesses by analyzing two examples, the race and the cattle data sets.Poverty measures and poverty orderings
http://hdl.handle.net/2099/8914
Poverty measures and poverty orderings
Sordo, Miguel A.; Ramos, H.M.; Ramos, C.D.
We examine the conditions under which unanimous poverty rankings of income distributions can be obtained for a general class of poverty indices. The “per-capita income gap” and the Shorrocks and
Thon poverty measures are particular members of this class. The conditions of dominance are stated in terms of comparisons of the corresponding TIP curves and areas.
2010-04-22T15:48:16ZSordo, Miguel A.Ramos, H.M.Ramos, C.D.We examine the conditions under which unanimous poverty rankings of income distributions can be obtained for a general class of poverty indices. The “per-capita income gap” and the Shorrocks and
Thon poverty measures are particular members of this class. The conditions of dominance are stated in terms of comparisons of the corresponding TIP curves and areas.On modelling planning under uncertainty in manufacturing
http://hdl.handle.net/2099/8910
On modelling planning under uncertainty in manufacturing
Alonso-Ayuso, A.; Escudero, L. F.; Ortuño, M. T.
We present a modelling framework for two-stage and multi-stage mixed 0−1 problems under uncertainty for strategic Supply Chain Management, tactical production planning and operations assignment and scheduling. A scenario tree based scheme is used to represent the uncertainty.
We present the Deterministic Equivalent Model of the stochastic mixed 0−1 programs with complete recourse that we study. The constraints are modelled by compact and splitting variable representations
via scenarios.
2010-04-22T10:12:28ZAlonso-Ayuso, A.Escudero, L. F.Ortuño, M. T.We present a modelling framework for two-stage and multi-stage mixed 0−1 problems under uncertainty for strategic Supply Chain Management, tactical production planning and operations assignment and scheduling. A scenario tree based scheme is used to represent the uncertainty.
We present the Deterministic Equivalent Model of the stochastic mixed 0−1 programs with complete recourse that we study. The constraints are modelled by compact and splitting variable representations
via scenarios.