2010, Vol. 34, Núm. 1
Summary
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Small-sample inference about variance and its transformations
(Institut d'Estadística de Catalunya, 2010)
Article
Open AccessWe discuss minimum mean squared error and Bayesian estimation of the variance and its common transformations in the setting of normality and homoscedasticity with small samples, for which asymptotics do not apply. We ... -
Variance reduction technique for calculating value at risk in fixed income portfolios
(Institut d'Estadística de Catalunya, 2010)
Article
Open AccessFinancial institutions and regulators increasingly use Value at Risk (VaR) as a standard measure for market risk. Thus, a growing amount of innovative VaR methodologies is being developed by researchers in order to improve ... -
A family of ratio estimators for population mean in extreme ranked set sampling using two auxiliary variables
(Institut d'Estadística de Catalunya, 2010)
Article
Open AccessIn this paper we have adopted the Khoshnevisan et al. (2007) family of estimators to extreme ranked set sampling (ERSS) using information on single and two auxiliary variables. Expressions for mean square error (MSE) of ... -
Modelling spatial patterns of distribution and abundance of mussel seed using structured additive regression models
(Institut d'Estadística de Catalunya, 2010)
Article
Open AccessAs mussel farming depends on sources of natural mussel seed, knowledge of factors is required to regulate both the spatial distribution and abundance of this resource. These spatial patterns were modelled using Bayesian ... -
New aging properties of the Clayton-Oakes model based on multivariate dispersion
(Institut d'Estadística de Catalunya, 2010)
Article
Open AccessIn this work we present a recent definition of Multivariate Increasing Failure Rate (MIFR) based on the concept of multivariate dispersion. This new definition is an extension of the univariate characterization of IFR ...
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