Zobrazeno 1 - 10
of 21
pro vyhledávání: '"M. Dolores Jiménez Gamero"'
Publikováno v:
AStA Advances in Statistical Analysis.
Autor:
M. Dolores Jiménez-Gamero
Publikováno v:
Statistical Papers.
This paper studies the problem of simultaneously testing that each of k independent samples come from a normal population. The means and variances of those populations may differ. The proposed procedures are based on the BHEP test and they allow k to
Publikováno v:
Journal of Statistical Computation and Simulation. 91:2153-2177
The geometric distribution is one of the most widely used count distributions. Novel goodness of fit tests for this distribution are suggested taking advantage of a characterization of that distrib...
Autor:
M. Dolores Jiménez-Gamero
Publikováno v:
TEST. 29:893-897
Publikováno v:
Entropy, Vol 20, Iss 5, p 329 (2018)
This paper focuses on the consequences of assuming a wrong model for multinomial data when using minimum penalized ϕ -divergence, also known as minimum penalized disparity estimators, to estimate the model parameters. These estimators are shown to c
Externí odkaz:
https://doaj.org/article/76c113ad44544fc7a989c1de2f670dfc
A general Monte Carlo method for multivariate goodness–of–fit testing applied to elliptical families
Publikováno v:
Computational Statistics & Data Analysis. 175:107548
Autor:
Emilio Carrizosa, M. Remedios Sillero-Denamiel, Belen Martin-Barragan, Pepa Ramírez-Cobo, Dolores Romero Morales, Sandra Benítez-Peña, M. Dolores Jiménez-Gamero, Vanesa Guerrero, Cristina Molero-Río
Publikováno v:
European Journal of Operational Research 295 (2021) 648–663
RODIN. Repositorio de Objetos de Docencia e Investigación de la Universidad de Cádiz
instname
European Journal of Operational Research
Benítez-Peña, S, Carrizosa, E, Guerrero, V, Jiménez-Gamero, M D, Martín-Barragán, B, Molero-Río, C, Ramírez-Cobo, P, Romero Morales, D & Sillero-Denamiel, M R 2021, ' On sparse ensemble methods : An application to short-term predictions of the evolution of COVID-19 ', European Journal of Operational Research, vol. 295, no. 2, pp. 648-663 . https://doi.org/10.1016/j.ejor.2021.04.016
RODIN. Repositorio de Objetos de Docencia e Investigación de la Universidad de Cádiz
instname
European Journal of Operational Research
Benítez-Peña, S, Carrizosa, E, Guerrero, V, Jiménez-Gamero, M D, Martín-Barragán, B, Molero-Río, C, Ramírez-Cobo, P, Romero Morales, D & Sillero-Denamiel, M R 2021, ' On sparse ensemble methods : An application to short-term predictions of the evolution of COVID-19 ', European Journal of Operational Research, vol. 295, no. 2, pp. 648-663 . https://doi.org/10.1016/j.ejor.2021.04.016
Since the seminal paper by Bates and Granger in 1969, a vast number of ensemble methods that combine different base regressors to generate a unique one have been proposed in the literature. The so-obtained regressor method may have better accuracy th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::17f11ba09983204bc40990b0375e0d7d
http://hdl.handle.net/10498/25655
http://hdl.handle.net/10498/25655
Publikováno v:
AStA Advances in Statistical Analysis. 103:387-410
The problem of testing for the parametric form of the conditional variance is considered in a fully nonparametric regression model. A test statistic based on a weighted $$L_2$$ -distance between the empirical characteristic functions of residuals con
Publikováno v:
E-Prints Complutense. Archivo Institucional de la UCM
instname
instname
Given k independent samples of functional data, this paper deals with the problem of testing for the equality of their mean functions. In contrast to the classical setting, where k is kept fixed and the sample size from each population increases with
A weighted bootstrap approximation for comparing the error distributions in nonparametric regression
Publikováno v:
Journal of Statistical Computation and Simulation. 87:3503-3520
Several procedures have been proposed for testing the equality of error distributions in two or more nonparametric regression models. Here we deal with methods based on comparing estimators of the cumulative distribution function (CDF) of the errors