Imputación de ingresos en la Gran Encuesta Integrada de Hogares (GEIH) de 2010

Autor: Juan Miguel Marín Diazaraque, María Isabel Restrepo Estrada

Publikováno v: Desarrollo y Sociedad, Vol 70, Iss 1, Pp 219-243 (2012)

Este trabajo presenta el problema del manejo de encuestas con datos faltantes, y para hacerle frente reseña una técnica conocida como imputación. Además se implementan algunas metodologías en la imputación de los ingresos y las ganancias de la

Externí odkaz: https://doaj.org/article/b25e9a43f7a741a4beadda11f60ebf1a

Mortality Projection Using Bayesian Model Averaging

Autor: Irene Albarrán Lozano, Juan Miguel Marín Diazaraque, Pablo J. Alonso-González, Andrés Gustavo Benchimol

Publikováno v: Mathematical and Statistical Methods for Actuarial Sciences and Finance ISBN: 9783319898230

In this paper we propose Bayesian specifications of four of the most widespread models used for mortality projection: Lee-Carter, Renshaw-Haberman, Cairns-Blake-Dowd, and its extension including cohort effects. We introduce the Bayesian model averagi

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::1c0043ac96ebc8296b59f5cdcf6a9913
https://doi.org/10.1007/978-3-319-89824-7_20

Optional accounting criteria under ifrss and corporate characteristics: evidence from spain

Autor: Fernando García Martínez, Juan Miguel Marín Diazaraque, Juana Aledo Martínez

Publikováno v: Revista de Contabilidad: Spanish Accounting Review, Vol 14, Iss 1, Pp 59-85 (2011)
Revista de Contabilidad: Spanish Accounting Review, Vol 14, Iss 1 (2011)

The adoption of the IFRSs by EU member States in 2005 represents one of the most relevant events that have taken place to achieve the convergence of international accounting standards. In this article, we examine the annual reports of the groups list

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6fb3977e73df2c2f3558f5db24a18dd1
http://www.rc-sar.es/verPdf.php?articleId=208

A matrix variate generalization of the power exponential family of distributions

Autor: Eusebio Gómez Sánchez-Manzano, Juan-Miguel Marín-Diazaraque, Miguel A. Gómez-Villegas

Publikováno v: E-Prints Complutense: Archivo Institucional de la UCM
Universidad Complutense de Madrid
E-Prints Complutense. Archivo Institucional de la UCM
instname

This paper proposes a matrix variate generalization of the power exponential distribution family, which can be useful in generalizing statistical procedures in multivariate analysis and in designing robust alternatives to them. An example is added to

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::664f5d4ec33c6c48b4665e3011899a7d
https://eprints.ucm.es/id/eprint/11131/1/2002matr.pdf