Zobrazeno 1 - 10
of 25
pro vyhledávání: '"José A. Villaseñor Alva"'
Autor:
José A. Villaseñor-Alva
Publikováno v:
International Journal of Mathematical Education in Science and Technology. 54:1315-1319
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bb902b5deb77b404d1cf08ba93873711
https://doi.org/10.1080/0020739x.2022.2098861
https://doi.org/10.1080/0020739x.2022.2098861
Publikováno v:
Análisis Económico, Vol 24, Iss 57, Pp 59-80 (2009)
Si la componente determinista de las ecuaciones de Bhargava (1986) es estimada mediante el ajuste recursivo de Shin y So (2001), entonces la prueba Dickey-Fuller de Shin-So (dfss) tiene una mejor potencia estadística. Si además el procedimiento se
Externí odkaz:
https://doaj.org/article/c193cf0a4b564a9f88761a6df7b514bd
Publikováno v:
Communications in Statistics - Simulation and Computation. 44:1225-1238
A powerful test of fit for normal distributions is proposed. Based on the Levy characterization, the test statistic is the sample correlation coefficient of normal quantiles and sums of pairs of observations from a random sample. Since the test stati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4bc882006a85a8c0b9f48e28f08c44cb
https://doi.org/10.1080/03610918.2013.810261
https://doi.org/10.1080/03610918.2013.810261
Autor:
Humberto Vaquera Huerta, José A. Villaseñor Alva, Eduardo Gutiérrez González, Olga Vladimirovna Panteleeva
Publikováno v:
Communications in Statistics - Simulation and Computation. 44:1879-1900
In this article, the finite mixture model of Weibull distributions is studied, the identifiability of the model with m components is proven, and the parameter estimators for the case of two components resulted by several algorithms are compared. The
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cd1fec9f24ff526aecc2c8486943e46b
https://doi.org/10.1080/03610918.2013.839031
https://doi.org/10.1080/03610918.2013.839031
Autor:
Olga Vladimirovna Panteleeva, Eduardo Gutiérrez González, José A. Villaseñor Alva, Humberto Vaquera Huerta
Publikováno v:
Computational Statistics. 28:2761-2776
In this paper we propose two bootstrap goodness of fit tests for the log-gamma distribution with three parameters, location, scale and shape. These tests are built using the properties of this distribution family and are based on the sample correlati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::730c6e49fe12cbb9db43655b7b410f26
https://doi.org/10.1007/s00180-013-0427-4
https://doi.org/10.1007/s00180-013-0427-4
Publikováno v:
Journal of Statistical Planning and Inference. 140:3148-3159
In this work two goodness-of-fit tests are proposed for the skew normal distribution, based on properties of this family of distributions and the sample correlation coefficient. The critical values for the tests are obtained by using Monte Carlo simu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2fa7799f314542fec2466e441a52f85f
https://doi.org/10.1016/j.jspi.2010.04.013
https://doi.org/10.1016/j.jspi.2010.04.013
Publikováno v:
Universidad Autónoma Metropolitana
UAM
Redalyc-UAM
EconoQuantum (México) Num.1 Vol.7
UAM
Redalyc-UAM
EconoQuantum (México) Num.1 Vol.7
"Usamos simulaciones de Monte Carlo para estudiar el desempeño de la prueba de raíz unitaria de Shin-So (DFSS) bajo los enfoques de transformaciones invariantes y el bootstrapping. Si la hipótesis alternativa es un proceso estacionario alrededor d
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9cb654c8768941da071a2c5b7545d986
https://doi.org/10.18381/eq.v7i1.121
https://doi.org/10.18381/eq.v7i1.121
Publikováno v:
Communications in Statistics - Simulation and Computation. 39:557-562
In this article, a technique based on the sample correlation coefficient to construct goodness-of-fit tests for max-stable distributions with unknown location and scale parameters and finite second moment is proposed. Specific details to test for the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::59ea75cecaba4152da9c7b81114abbd7
https://doi.org/10.1080/03610910903528293
https://doi.org/10.1080/03610910903528293
Publikováno v:
Computational Statistics & Data Analysis. 53:3835-3841
This paper proposes a bootstrap goodness of fit test for the Generalized Pareto distribution (GPd) with shape parameter @c. The proposed test is an intersection-union test which tests separately the cases of @c>=0 and @c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::566d31a46005bd53f8e4a1cd447918ef
https://doi.org/10.1016/j.csda.2009.04.001
https://doi.org/10.1016/j.csda.2009.04.001
Publikováno v:
Communications in Statistics - Theory and Methods. 38:1870-1883
A goodness-of-fit test for multivariate normality is proposed which is based on Shapiro–Wilk's statistic for univariate normality and on an empirical standardization of the observations. The critical values can be approximated by using a transforma
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::10ffefcc38cd8a5477666680e49799a0
https://doi.org/10.1080/03610920802474465
https://doi.org/10.1080/03610920802474465