SORT (Statistics and Operations Research Transactions) (SORT-STAT OPER RES T )

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Publications in this journal

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    ABSTRACT: This work reviews the literature on models which integrate the Network Design and the Frequency Setting phases in Public Transportation Networks. These phases correspond to the two first stages of the Transit Planning process as defined by Ceder and Wilson (Transportation Research Part B, 20(4): 331-344, 1986). These two phases determine to a large extent the service for the passengers and the operational costs for the operator of the system. The survey puts emphasis on modelling features, i.e., objective cost components and constraints; as well as on algorithmic aspects. Finally, it provides directions for further research
    SORT (Statistics and Operations Research Transactions) 12/2014;
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    ABSTRACT: In this paper, we will introduce the new Kumaraswamy-power series (KPS) class of distributions. This new class is obtained by compounding the Kumaraswamy (K) distribution of Kumaraswamy (1980) and the family of power series distributions. The new class contains some new double bounded distributions such as the K-geometric, K-Poisson, K-logarithmic and K-binomial which are widely used in hydrologic and related areas. In addition, the corresponding hazard rate function of the new class can be increasing, decreasing, bathtub and upside-down bathtub shaped among others. Some basic properties of the KPS class of distributions such as the moment generating function, moments and the order statistics are studied. Some special members of the class are also investigated in detail. The maximum likelihood method is used for estimating the unknown parameters of the members of the new class. Finally, an application of the proposed class is illustrated using a real data set.
    SORT (Statistics and Operations Research Transactions) 01/2014;
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    ABSTRACT: This paper compares the performance of nine time-varying beta estimates taken from three different methodologies never previously compared: least-square estimators including nonparametric weights, GARCH-based estimators and Kalman filter estimators. The analysis is applied to the Mexican stock market (2003-2009) because of the high dispersion in betas. The comparison between estimators relies on their financial applications: asset pricing and portfolio management. Results show that Kalman filter estimators with random coefficients outperform the others in capturing both the time series of market risk and their cross-sectional relation with mean returns, while more volatile estimators are better for diversification purposes.
    SORT (Statistics and Operations Research Transactions) 01/2014; 1(1).
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    ABSTRACT: In this work we derive the exact joint distribution of linear combinations of order statistics and linear combinations of their concomitants and some auxiliary variables in multivariate normal distribution. By extending the results of Sheikhi and Jamalizadeh we investigate some regression equations. Our results generalize those obtained in previous research by Viana, Lee and Loperfido.
    SORT (Statistics and Operations Research Transactions) 01/2014; 1(1).
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    ABSTRACT: In recent years, kidney paired donation (KPD) has been extended to include living non-directed or altruistic donors, in which an altruistic donor donates to the candidate of an incompatible donor-candidate pair with the understanding that the donor in that pair will further donate to the candidate of a second pair, and so on; such a process continues and thus forms an altruistic donor-initiated chain. In this paper, we propose a novel strategy to sequentially allocate the altruistic donor (or bridge donor) so as to maximize the expected utility; analogous to the way a computer plays chess, the idea is to evaluate different allocations for each altruistic donor (or bridge donor) by looking several moves ahead in a derived look-ahead search tree. Simulation studies are provided to illustrate and evaluate our proposed method.
    SORT (Statistics and Operations Research Transactions) 01/2014; 38(1):53-72.
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    ABSTRACT: Since Clarke and Wright proposed their well-known savings algorithm for solving the Capacitated Vehicle Routing Problem, several enhancements to the original savings formula have been recently proposed, in the form of parameterisations. In this paper we first propose to use Empirically Adjusted Greedy Heuristics to run these parameterized heuristics and we also consider the addition of new parameters. This approach is shown to improve the savings algorithms proposed in the literature. Moreover, we propose a new procedure which leads to even better solutions, based on what we call Iterative Empirically Adjusted Greedy Heuristics.
    SORT (Statistics and Operations Research Transactions) 01/2014; 1(1).
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    ABSTRACT: We generalize the test proposed by Kojadinovic, Segers and Yan which is used for testing whether the data belongs to the family of extreme value copulas. We prove that the generalized test can be applied whatever the alternative hypothesis. We also study the effect of using different extreme value copulas in the context of risk estimation. To measure the risk we use a quantile. Our results have been motivated by a bivariate sample of losses from a real database of auto insurance claims.
    SORT (Statistics and Operations Research Transactions) 01/2014; 1(1).
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    ABSTRACT: Composite endpoints, consisting of the union of two or more outcomes, are often used as the primary endpoint in time-to-event randomized clinical trials. Previously, Gomez and Lagakos provided a method to guide the decision between using a composite endpoint instead of one of its components when testing the effect of a treatment in a randomized clinical trial. Consider the problem of testing the null hypotheses of no treatment effect by means of either the single component or the composite endpoint. In this paper we prove that the usual interpretation of the asymptotic relative efficiency as the reciprocal ratio of the sample sizes required for two test procedures, for the same null and alternative hypothesis, and attaining the same power at the same significance level, can be extended to the test procedures considered here for two different null and alternative hypotheses. A simulation to study the relationship between asymptotic relative efficiency and finite sample sizes is carried out.
    SORT (Statistics and Operations Research Transactions) 01/2014; 1(1).
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    ABSTRACT: Fitting parametric survival models with interval-censored data is a common task in survival analysis and implemented in many statistical software packages. Here, we present a novel approach to fit such models if the values on the scale of interest are measured with error. Random effects ANOVA models are used to account for the measurement errors and the likelihood function of the parametric survival model is maximized with numerical methods. An illustration is provided with a real data set on the rejection of yogurt as a function of its acid taste.
    SORT (Statistics and Operations Research Transactions) 01/2013; 2(2).
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    ABSTRACT: We consider mixed hazard models and introduce a new visual inspection technique capable of detecting the credibility of our model assumptions. Our technique is based on a transformed data approach, where the density of the transformed data should be close to the uniform distribution when our model assumptions are correct. To estimate the density on the transformed axis we take advantage of a recently defined local linear density estimator based on filtered data. We apply the method to national mortality data and show that it is capable of detecting signs of heterogeneity even in small data sets with substantial variability in observed death rates.
    SORT (Statistics and Operations Research Transactions) 01/2013; 2(2).
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    ABSTRACT: Ranked set sampling (RSS) is known to be superior to the traditional simple random sampling (SRS) in the sense that it often leads to more efficient inference procedures. Basic version of RSS has been extensively modified to come up with schemes resulting in more accurate estimators of the population attributes. Multistage ranked set sampling (MSRSS) is such a variation surpassing RSS. Entropy has been instrumental in constructing criteria for fitting of parametric models to the data. The goal of this article is to develop tests of uniformity based on sample entropy under RSS and MSRSS designs. A Monte Carlo simulation study is carried out to compare the power of the proposed tests under several alternative distributions with the ordinary test based on SRS. The results report that the new entropy tests have higher power than the original one for nearly all sample sizes and under alternatives considered.
    SORT (Statistics and Operations Research Transactions) 01/2013; 1(1).
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    ABSTRACT: In this paper, we consider kernel type estimator with variable bandwidth when the random variables belong in a Riemannian manifolds. We study asymptotic properties such as the consistency and the asymptotic distribution. A simulation study is also considered to evaluate the performance of the proposal. Finally, to illustrate the potential applications of the proposed estimator, we analyse two real examples where two different manifolds are considered.
    SORT (Statistics and Operations Research Transactions) 01/2013; 2(2).
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    ABSTRACT: In this paper, the exact form of the Fisher information matrix for the skew-generalized normal (SGN) distribution is determined. The existence of singularity problems of this matrix for the skew-normal and normal particular cases is investigated. Special attention is given to the asymptotic properties of the MLEs under the skew-normality hypothesis.
    SORT (Statistics and Operations Research Transactions) 01/2013; 1(1).
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    ABSTRACT: Incomplete data are unavoidable in studies that involve data measured or observed longitudinally on individuals, regardless of how well they are designed. Dropout can potentially cause serious bias problems in the analysis of longitudinal data. In the presence of dropout, an appropriate strategy for analyzing such data would require the definition of a joint model for dropout and measurement processes. This paper is primarily concerned with selection and pattern mixture models as modelling frameworks that could be used for sensitivity analysis to jointly model the distribution for the dropout process and the longitudinal measurement process. We demonstrate the application of these models for handling dropout in longitudinal data where the dependent variable is missing across time. We restrict attention to the situation in which outcomes are continuous. The primary objectives are to investigate the potential influence that dropout might have or exert on the dependent measurement process based on the considered data as well as to deal with incomplete sequences. We apply the methods to a data set arising from a serum cholesterol study. The results obtained from these methods are then compared to help gain additional insight into the serum cholesterol data and assess sensitivity of the assumptions made. Results showed that additional confidence in the findings was gained as both models led to similar results when assessing significant effects, such as marginal treatment effects.
    SORT (Statistics and Operations Research Transactions) 01/2013; 2(2).
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    ABSTRACT: In many applications, it is often of interest to assess the possible relationships between covariates and quantiles of a response variable through a regression model. In some instances, the effects of continuous covariates on the outcome are highly nonlinear. Consequently, appropriate modelling has to take such flexible smooth effects into account. In this work, various flexible quantile regression techniques were reviewed and compared by simulation. Finally, all the techniques were used to construct the overall zone specific reference curves of morphologic measures of sea urchin Paracentrotus lividus (Lamarck, 1816) located in NW Spain.
    SORT (Statistics and Operations Research Transactions) 01/2013; 1(1).
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    ABSTRACT: This paper analyzes the performance of linear regression models taking into account usual criteria such as the number of principal components or latent factors, the goodness of fit or the predictive capability. Other comparison criteria, more common in an economic context, are also considered: the degree of multicollinearity and a decomposition of the mean squared error of the prediction which determines the nature, systematic or random, of the prediction errors. The applications use real data of extra-virgin oil obtained by near-infrared spectroscopy. The high dimensionality of the data is reduced by applying principal component analysis and partial least squares analysis. A possible improvement of these methods by using cluster analysis or the information of the relative maxima of the spectrum is investigated. Finally, obtained results are generalized via cross-validation and bootstrapping.
    SORT (Statistics and Operations Research Transactions) 01/2013; 1(1).
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    ABSTRACT: “Calçots” are the second-year resprouts of the “Ceba Blanca Tardana de Lleida” landrace of onions. The evolution of three “calçots” populations has been modeled to help farmers to plan the optimal time to harvest. Four different models that essentially differ in the type of distribution of the fitting Gompertz function parameters (lag time, maximum growth rate and the maximum attainable number of commercial size “calçots”) have been tested. The model that considers a multinomial distribution of the fitting parameters showed the best agreement with the experimental data.
    SORT (Statistics and Operations Research Transactions) 01/2013; 37(1):95-106.
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    ABSTRACT: The aim of this paper is to analyse fertility curves from a novel viewpoint, that of inequality. Through sufficient conditions that can be easily verified, we compare inequality, in the Lorenz and Generalized Lorenz sense, in fertility curves fitted by gamma distributions, thus achieving a useful complementary instrument for demographic analysis. As a practical application, we examine inequality behaviour in the distributions of specific fertility curves in Spain from 1975 to 2009.
    SORT (Statistics and Operations Research Transactions) 01/2013; 2(2).