2004, Vol. 28, Núm. 2
Summary
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A comparative study of small area estimators
(Institut d'Estadística de Catalunya, 2004)
Article
Open AccessIt is known that direct-survey estimators of small area parameters, calculated with the data from the given small area, often present large mean squared errors because of small sample sizes in the small areas. Model–based ... -
Some discrete exponential dispersion models: Poisson-Tweedie and Hinde-Demétrio classes
(Institut d'Estadística de Catalunya, 2004)
Article
Open AccessIn this paper we investigate two classes of exponential dispersion models (EDMs) for overdispersed count data with respect to the Poisson distribution. The first is a class of Poisson mixture with positive Tweedie mixing ... -
Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix. A matrix generalitzation of Lenng's domination result
(Institut d'Estadística de Catalunya, 2004)
Article
Open AccessThe main aim is to estimate the noncentrality matrix of a noncentral Wishart distribution. The method used is Leung’s but generalized to a matrix loss function. Parallelly Leung’s scalar noncentral Wishart identity is ... -
Extremes of periodic moving averages of random variables with regularly varying tail probabilities
(Institut d'Estadística de Catalunya, 2004)
Article
Open AccessWe define a family of local mixing conditions that enable the computation of the extremal index of periodic sequences from the joint distributions of kconsecutive variables of the sequence. By applying results, under local ... -
Robust estimation and forecasting for beta-mixed hierarchical models of grouped binary data
(Institut d'Estadística de Catalunya, 2004)
Article
Open AccessThe paper focuses on robust estimation and forecasting techniques for grouped binary data with misclassified responses. It is assumed that the data are described by the beta-mixed hierarchical model (the beta-binomial or ... -
On invariant density estimation for ergodic diffusion processes
(Institut d'Estadística de Catalunya, 2004)
Article
Open AccessWe present a review of several results concerning invariant density estimation by observations of ergodic diffusion process and some related problems. In every problem we propose a lower minimax bound on the risks of all ... -
Asymptotically optimal filtering in linear systems with fractional Brownian noises
(Institut d'Estadística de Catalunya, 2004)
Article
Open AccessIn this paper, the filtering problem is revisited in the basic Gaussian homogeneous linear system driven by fractional Brownian motions. We exhibit a simple approximate filter which is asymptotically optimal in the sense ... -
Book review: Dale, Andrew I. "Most honourable remembrance. The life and the work of Thomas Bayes". New York: Springer-Verlag, 2003, 668 pp. with 29 illustrations
(Institut d'Estadística de Catalunya, 2004)
Article
Open AccessThe book is very erudite and reflects the wide experience and knowledge of the author not only concerning the history of science but the social history of Europe during XVIII century. The book is appropriate for statisticians ... -
Book review: Robert, C. P.; Casella, G. "Monte Carlo statistical methods" (2nd. ed.). New York: Springer, 2004, 645 pp + XXX, 132 illustrations, hardcover. Price: EUR 89.95
(Institut d'Estadística de Catalunya, 2004)
Article
Open AccessThis is the revised second edition of a textbook on statistical methods based on simulation, particularly those based on Markov Chains.
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