2019: Vol. 43, Núm. 2

Sumari

  • Modelling human network behaviour using simulation and optimization tools: the need for hybridization 

    Gruler, Aljoscha; de Armas, Jesica; Juan, Angel A.; Goldsman, David (Institut d'Estadística de Catalunya, 2019-12-16)
    Article
    Accés obert
    The inclusion of stakeholder behaviour in Operations Research / Industrial Engineering (OR/IE) models has gained much attention in recent years. Behavioural and cognitive traits of people and groups have been integrated ...

  • Tail risk measures using flexible parametric distributions 

    Sarabia, José María; Guillén, Montserrat; Chuliá, Helena; Prieto, Faustino (Institut d'Estadística de Catalunya, 2019-12-16)
    Article
    Accés obert
    We propose a new type of risk measure for non-negative random variables that focuses on the tail of the distribution. The measure is inspired in general parametric distributions that are well-known in the statistical ...

  • False discovery rate control for grouped or discretely supported p-values with application to a neuroimaging study 

    Nguyen, Hien; Yee, Yohan; McLachlan, Geoffrey; Lerch, Jason (Institut d'Estadística de Catalunya, 2019-12-16)
    Article
    Accés obert
    False discovery rate (FDR) control is important in multiple testing scenarios that are common in neuroimaging experiments, and p-values from such experiments may often arise from some discretely supported distribution or ...

  • Kernel distribution estimation for grouped data 

    Reyes, Miguel; Francisco-Fernández, Mario; Cao, Ricardo; Barreiro-Ures, Daniel (Institut d'Estadística de Catalunya, 2019-12-17)
    Article
    Accés obert
    Interval-grouped data appear when the observations are not obtained in continuous time, but monitored in periodical time instants. In this framework, a nonparametric kernel distribution estimator is proposed and studied. ...

  • Detecting outliers in multivariate volatility models: A wavelet procedure 

    Grané, Aurea; Martín-Barragán, Belén; Veiga, Helena (Institut d'Estadística de Catalunya, 2019-12-17)
    Article
    Accés obert
    It is well known that outliers can affect both the estimation of parameters and volatilities when fitting a univariate GARCH-type model. Similar biases and impacts are expected to be found on correlation dynamics in the ...

  • A class of goodness-of-fit tests for circular distributions based on trigonometric moments 

    Rao Jammalamadaka, Sreenivasa; Jiménez-Gamero, M. Dolores; Meintanis, Simos G. (Institut d'Estadística de Catalunya, 2019-12-17)
    Article
    Accés obert
    We propose a class of goodness–of–fit test procedures for arbitrary parametric families of circular distributions with unknown parameters. The tests make use of the specific form of the characteristic function of the family ...

  • Data envelopment analysis efficiency of public services: bootstrap simultaneous confidence region 

    Tapia, Jesús A.; Salvador, Bonifacio; Rodríguez, Jesús M. (Institut d'Estadística de Catalunya, 2019-12-17)
    Article
    Accés obert
    Public services, such as higher education, medical services, libraries or public administration offices, provide services to their customers. To obtain opinion-satisfaction indices of customers, it would be necessary to ...

  • Forecasting with two generalized integer-valued autoregressive processes of order one in the mutual random environment 

    Popović, Predrag M.; Laketa, Petra N.; Nastić, Aleksandar S. (Institut d'Estadística de Catalunya, 2019-12-17)
    Article
    Accés obert
    In this article, we consider two univariate random environment integer-valued autoregressive processes driven by the same hidden process. A model of this kind is capable of describing two correlated non-stationary counting ...