دانلود کتاب Trends in Mathematical, Information and Data Sciences: A Tribute to Leandro Pardo

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Preface
Contents
*-1.5pc Trends in Mathematical Sciences
Using Taxes to Manage Energy Resources Related to Stock Pollutants: Resource Cartel versus Importers
1 Introduction
2 The Model
3 Analyzed Cases
3.1 Absence of Taxes (WT)
3.2 Taxes (T)
3.3 Numerical Example
4 Conclusions
References
A New Shapley Value-Based Rule for Distributing Delay Costs in Stochastic Projects
1 Introduction
2 The Problem
3 A New Shapley Value-Based Rule
4 Some Examples
5 Properties
References
Variogram Model Selection
1 Introduction
2 Robust Estimators of the Variogram
3 Acceptance of a Model and Variogram Model Comparison
4 Example
5 Conclusions and Future Works
References
On First Passage Times in Discrete Skeletons and Uniformized Versions of a Continuous-Time Markov Chain
1 Introduction
2 The Continuous-Time Process calX Under a Taboo
2.1 Expected Sojourn Times for Uniformized Markov Chains
2.2 A Simple Stochastic Ordering Property
3 Discussion and Concluding Remarks
References
A Numerical Approximation of a Two-Dimensional Atherosclerosis Model
1 Introduction
2 2D Mathematical Model
3 Numerical Approximation
3.1 2D WENO Reconstruction
3.2 Numerical Results of the 2D Model
4 Conclusions
References
Limit Results for Lp Functionals of Weighted CUSUM Processes
1 Lp Functionals of Cumulative Sum Processes
2 Proofs
References
Generalized Models for Binary and Ordinal Responses
1 Introduction
2 Binary Response Models Based on φ-Divergence
3 Connection to Generalized Association Models
4 Generalized Regression Models for Ordinal Responses
5 Simple Effect Size Measures
6 Example
References
Approximations of δ-Record Probabilities in i.i.d. and Trend Models
1 Introduction and Notation
2 First Order Approximations for the δ-Record Probability
3 Correction Terms for the LDM
4 Conclusions
References
The Relative Strength Index (RSI) to Monitor GDP Variations. Comparing Regions or Countries from a New Perspective
1 Introduction
2 The Relative Strength Index (RSI): Key Concepts and the Computation of the RSI of GDP Variations for a Country or Region
2.1 Framework and Key Concepts
2.2 Detailed Example About Computing RS and RSI Values in the Case of GDP Variations for US in the Period 2001–2005
2.3 Uses of the RSI: Oversold and Overbought Zones
3 Use of the RSI to Compare the Evolution of Several Economies
3.1 Canada Versus Spain in the Period 2000Q1 to 2020Q2 Using the RSI for Comparing GDP Variations
3.2 Some Advantages of Using the RSI for Comparing GDP Variations
3.3 Developing Applications for Analyzing Macroeconomic Variations of Some Countries Using the RSI Approach
3.4 Incorporating the RSI Approach in Economic Sentiment Indicators Analysis
4 Concluding Remarks
References
Escape Probabilities from an Interval for Compound Poisson Processes with Drift
1 Introduction
1.1 General Properties of Escape Probabilities
2 Integral Equations for the Escape Probability
3 Severities with Rational Characteristic Function
References
A Note on the Notion of Informative Composite Density
1 Preliminaries
2 Comparison of Composite Densities
3 Examples
4 Conclusions
References
*-1.5pc Trends in Information Sciences
Equivalence Tests for Multinomial Data Based on φ-Divergences
1 Introduction
2 Equivalence Tests
3 Simulation Results
4 Conclusion
References
Minimum Rényi Pseudodistance Estimators for Logistic Regression Models
1 Introduction
2 Minimum Rényi Pseudodistance Estimators
3 Asymptotic Distribution of the Minimum Rényi Pseudodistance Estimators
4 Confidence Intervals
5 Simulation Study
6 Conclusions and Future Work
References
Infinite–Dimensional Divergence Information Analysis
1 Introduction
2 Preliminary Definitions
3 Parametric Estimation Based on Kullback–Leibler Divergence Functional
4 Asymptotic Analysis
5 Final Comments
References
A Model Selection Criterion for Count Models Based on a Divergence Between Probability Generating Functions
1 Introduction
2 Model Selection Criterion
3 Numerical Experiments
3.1 Standard Hermitte Versus Discrete Lindley
3.2 Poisson Versus Geometric
4 Conclusions and Topics for Further Research
References
On the Choice of the Optimal Tuning Parameter in Robust One-Shot Device Testing Analysis
1 Robust One-Shot Device Testing
2 Methods to Choose the ``Optimal\'\' Tuning Parameter
2.1 Iterative Warwick and Jones Algorithm (IWJ)
2.2 Other Methods
2.3 Choice of the ``Optimal Method\'\'
3 Numerical Results
References
Optimal Spatial Prediction for Non-negative Spatial Processes Using a Phi-divergence Loss Function
1 Introduction
2 Decision-Theoretic Approach to Prediction
3 Decision-Theoretic Approach to Spatial Prediction of a Non-negative Spatial Process
4 Extensions to Spatial Processes Bounded from Below
5 Spatial Prediction of Zinc Pollution on a Floodplain of the Meuse River
6 Discussion and Conclusions
References
On Entropy Based Diversity Measures: Statistical Efficiency and Robustness Considerations
1 Introduction
2 Entropy Based Diversity Measures: A General Formulation and Examples
3 Statistical Estimation and Asymptotic Distribution
4 Numerical Illustrations: Comparative Performances
4.1 Asymptotic Efficiency
4.2 Finite-Sample Robustness
5 Application: Diversity of Covid-19 Deaths in USA
6 Conclusions
References
Statistical Distances in Goodness-of-fit
1 Introduction
2 Goodness of Fit Based on Distances
3 Simulation Results
4 Discussion and Conclusions
References
Phi-divergence Test Statistics Applied to Latent Class Models for Binary Data
1 Introduction and Basic Concepts
2 Goodness-of-Fit Tests
3 Nested Latent Class Models
4 An Example with Real Data
5 Conclusions
References
Cross-sectional Stochastic Frontier Parameter Estimator Using Kulback-Leibler Divergence
1 Introduction
1.1 Deterministic Frontier
1.2 Stochastic Frontier
2 Methods
2.1 Maximum Likelihood
2.2 Common Area
2.3 Kullback-Leibler Divergence
2.4 Skewness-Fixing Methods
3 Results
4 Conclusions
References
Clustering and Representation of Time Series. Application to Dissimilarities Based on Divergences
1 Introduction
2 Divergence-Based Dissimilarity Measures for Time Series
3 Simultaneous K-means Clustering and MDS Representation
4 Illustrative Application
5 Discussion
References
*-1.5pc Trends in Data Sciences
Proportional Odds COM-Poisson Cure Rate Model with Gamma Frailty and Associated Inference and Application
1 Introduction
2 COM-Poisson Cure Rate Model
3 Data and the Likelihood
4 Estimation of Parameters
4.1 E-step
4.2 M-step
4.3 COM-Poisson Cure Rate Model with Gamma Frailty
4.4 Results for Some Special Cases
5 Observed Information Matrix
6 Empirical Study
7 Illustrative Analysis of Cutaneous Melanoma
8 Concluding Remarks
References
On Residual Analysis in the GMANOVA-MANOVA Model
1 Introduction
2 GMANOVA-MANOVA Model
3 Residuals
4 Properties of R1 and R2
4.1 Interpretation
4.2 Properties
5 Concluding Remarks
References
Computational Efficiency of Bagging Bootstrap Bandwidth Selection for Density Estimation with Big Data
1 The Bootstrap Method
2 Bagging and Subagging
3 Kernel Density Estimation and Bootstrap Bandwidth
4 The Subagged Bootstrap Bandwidth
5 Simulation Studies and Application to Real Data
References
Optimal Experimental Design for Physicochemical Models: A Partial Review
1 Optimal Experimental Designs
2 Michaelis-Menten Model
3 Arrhenius Equation
4 Adsorption Isotherms
5 Tait Equation
6 Discussion
References
Small Area Estimation of Proportion-Based Indicators
1 Introduction
2 Predictors
2.1 Predictors of Probability-Dependent Indicators
2.2 Predictors of Variable-Dependent Indicators
3 MSE of Predictors
4 Discussion and Future Research
References
Non-parametric Testing of Non-inferiority with Censored Data
1 Introduction
2 Preliminaries
3 Non-parametric Tests
4 Simulation Study
5 Application to Real Data
6 Concluding Remarks
References
A Review of Goodness-of-Fit Tests for Models Involving Functional Data
1 Introduction
2 GoF for Distribution Models for Functional Data
3 GoF for Regression Models with Functional Data
3.1 Scalar Response
3.2 Functional Response
References
An Area-Level Gamma Mixed Model for Small Area Estimation
1 Introduction
2 The Laplace Approximation Algorithm
3 Empirical Best Predictors
3.1 Bootstrap Estimation of the MSE
4 Application to Real Data
References
On the Consistence of the Modified Median Estimator for the Logistic Regression Model
1 Introduction
2 Consistence of the Estimator
References
Analyzing the Influence of the Rating Scale for Items in a Questionnaire on Cronbach Coefficient Alpha
1 Usual Imprecise-Valued Rating Scales Involved in the Items of a Questionnaire
2 Comparing Rating Scales Through Cronbach Alpha
2.1 Simulation of FRS-Based Responses and Suggested Links with Responses to Other Rating Scales
2.2 Comparison of Rating Scales Through Percentages of Greater Values of α
2.3 Comparison of Rating Scales Through Values of α
References
Robust LASSO and Its Applications in Healthcare Data
1 Introduction
2 Background
3 Robust Penalized Regression
3.1 Asymptotic Distribution of the MDPDE
4 Robust Cp Statistic and Degrees of Freedom
5 Simulation Study
6 Real Data Analysis
7 Conclusion
References
Machine Learning Procedures for Daily Interpolation of Rainfall in Navarre (Spain)
1 Introduction
2 Data Description
3 Machine Learning Algorithms
3.1 K nearest Neighbor
3.2 Random Forest
3.3 Neural Networks
3.4 Scaling Data
4 Data Analysis
5 Conclusions
References
Testing Homogeneity of Response Propensities in Surveys
1 Introduction
2 Test for Homogeneity of Propensity
3 Zero-Inflated (Truncated) Geometric Distribution
3.1 Distribution of Xn:n
3.2 Distribution of Rn
3.3 MLE
4 Implementation and Simulations
5 Conclusions
References
Use of Free Software to Estimate Sensitive Behaviours from Complex Surveys
1 Introduction
2 The R Package RRTCS
3 Implementation Details
4 Computational Efficiency
5 Examples
5.1 Example 1: A Randomized Response Survey to Investigate the Alcohol Abuse
5.2 Example 2: A Randomized Response Survey to Investigate the Agricultural Subsidies
5.3 Example 3: A Randomized Response Survey to Investigate the Infidelity
6 Summary
References
Inference with Median Distances: An Alternative to Reduce the Influence of Outlier Populations
1 Introduction
2 Approximation by Medians: Inference and Overlap
3 Simulation Study
References
Empirical Analysis of the Maxbias of the Fuzzy MDD-based Hampel M-estimator of Location
1 Introduction
2 Some General Comments on Fuzzy Numbers
3 The Fuzzy Hampel M-estimator of Location and its Scale Equivariant Version
4 Empirical Comparison in Terms of the Maximum Asymptotic Bias
5 Concluding Remarks
References