2021: Vol. 45, Núm. 2

Summary

  • Nonparametric estimation of the probability of default with double smoothing 

    Peláez, Rebeca; Cao, Ricardo; Vilar, Juan M. (Institut d'Estadística de Catalunya, 2021-11-30)
    Article
    Open Access
    In this paper, a general nonparametric estimator of the probability of default is proposed and studied. It is derived from an estimator of the conditional survival function for censored data obtained with a double smoothing, ...

  • Modified almost unbiased two-parameter estimator for the Poisson regression model with an application to accident data 

    Alheety, Mustafa I.; Qasim, Muhammad; Månsson, Kristofer; Kibria, B. M. Golam (Institut d'Estadística de Catalunya, 2021-11-30)
    Article
    Open Access
    Due to the large amount of accidents negatively affecting the wellbeing of the survivors and their families, a substantial amount of research is conducted to determine the causes of road accidents. This type of data come ...

  • Bayesian hierarchical nonlinear modelling of intra-abdominal volume during pneumoperitoneum for laparoscopic surgery 

    Calvo, Gabriel; Armero, Carmen; Gómez-Rubio, Virgilio; Mazzinari, Guido (Institut d'Estadística de Catalunya, 2021-11-30)
    Article
    Open Access
    Laparoscopy is an operation carried out in the abdomen through small incisions with visual control by a camera. This technique needs the abdomen to be insufflated with carbon dioxide to obtain a working space for surgical ...

  • Median bilinear models in presence of extreme values 

    Santolino, Miguel (Institut d'Estadística de Catalunya, 2021-12-02)
    Article
    Open Access
    Bilinear regression models involving a nonlinear interaction term are applied in many fields (e.g., Goodman’s RC model, Lee-Carter mortality model or CAPM financial model). In many of these contexts data often exhibit ...

  • Exponentiated power Maxwell distribution with quantile regression and applications 

    Gallardo, Diego I.; Gómez, Yolanda M.; Segovia, Francisco A. (Institut d'Estadística de Catalunya, 2021-12-13)
    Article
    Open Access
    In this paper we introduce an extension of the power Maxwell distribution. We also discuss a reparametrized version of this model applied to quantile regression. Some properties of the model and estimation based on the ...