Elizabeth González-Estrada

Elizabeth González-Estrada
Colegio de Postgraduados | CP · Programa de Estadística

About

29
Publications
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336
Citations
Introduction
Elizabeth González-Estrada currently works at the Programa de Estadística, Colegio de Postgraduados. Elizabeth does research in Statistics, her current project is 'Goodness-of-fit tests'.

Publications

Publications (29)
Article
Full-text available
The multivariate skew-normal family of distributions is a flexible class of probability models that includes the multivariate normal distribution as a special case. Two procedures for testing that a multivariate random sample comes from the multivariate skew-normal distribution are proposed here based on the estimated canonical form. Canonical data...
Article
Full-text available
La evaluación de la seguridad alimentaria en México se realiza por medio de la Escala Mexicana de Seguridad Alimentaria (EMSA) compuesta por reactivos de respuesta dicotómica que miden el acceso a los alimentos en los hogares con y sin menores de 18 años. Una manera de validar la EMSA es a través del Análisis de Factores Confirmatorio (AFC) al cont...
Chapter
The Cauchy distribution is commonly used for modeling symmetric data sets with heavy tails in the areas of finance and economics, among others. In the last two decades, several authors have addressed the problem of testing the null hypothesis of the Cauchy distribution. Here, for testing this hypothesis based on a random sample, it is proposed to t...
Article
Full-text available
A probability property that connects the skew normal (SN) distribution with the normal distribution is used for proposing a goodness-of-fit test for the composite null hypothesis that a random sample follows an SN distribution with unknown parameters. The random sample is transformed to approximately normal random variables, and then the Shapiro–Wi...
Article
Mechanization of postharvest handling and conditioning inflicts damage on the physical, physiological, and sanitary qualities of corn (Zea mays) seeds, resulting in significant economic loss. The mechanical damage is related to the compression strength and strain, and therefore to the moisture content (MC) and endosperm type. This study was conduct...
Article
Full-text available
This R package implements three types of goodness-of-fit tests for some widely used probability distributions where there are unknown parameters, namely tests based on data transformations, on the ratio of two estimators of a dispersion parameter, and correlation tests. Most of the considered tests have been proved to be powerful against a wide ran...
Article
The hazard function describes the instantaneous rate of failure at a time t, given that the individual survives up to t. In applications, the effect of covariates produce changes in the hazard function. When dealing with survival analysis, it is of interest to identify where a change point in time has occurred. In this work, covariates and censored...
Article
The family of Inverse Gaussian (IG) distributions has applications in areas such as hydrology, lifetime testing, and reliability, among others. In this paper, a new characterization for this family of distributions is introduced and is used to propose a test of fit for the IG distribution hypothesis with unknown parameters. As a second test, observ...
Article
Full-text available
La calidad física, fisiológica y sanitaria de la semilla se reduce debido al daño mecánico ocasionado por la mecanización del proceso de beneficio. Conocer los valores críticos de la fuerza y el desplazamiento a la compresión en función del tipo de endospermo, permitirá ayudar a disminuir el daño durante dicho proceso de limpieza, secado, almacenaj...
Article
Randomness in price and yield affect income in agricultural activities; therefore, a risk manager must take simultaneously both sources of uncertainty into account when managing risk. Under a copula function approach, the aim of this study was to model per hectare corn income risk for the Mexican states of Sinaloa, Estado de México, Jalisco and Chi...
Article
A test based on the ratio of the sample mean absolute deviation and the sample standard deviation is proposed for testing the Laplace distribution hypothesis. The asymptotic null distribution for this test statistic is found to be normal. The use of Anderson–Darling test based on a data transformation is also discussed.
Article
Full-text available
The physical, physiological and sanitary qualities of corn seeds are reduced due to the mechanical damage caused by the mechanization of the production process. Knowing the strength and displacement critical values according to the type of endosperm will help decrease the damage during the cleaning, drying, storing and handling processes. This stud...
Article
A new property of the Inverse Gaussian distribution leads to a variance ratio test of fit for this model. Based on a transformation to Gamma variables, two additional tests are discussed. It turns out that the asymptotic null distributions of the tests are independent of parameters.
Technical Report
Full-text available
Tests of fit for Gamma, inverse Gaussian, normal, multivariate normal and generalized Pareto distributions. Parameter estimators for the Gamma, inverse Gaussian and generalized Pareto distributions.
Article
Full-text available
New estimators for the parameters of the Gamma distribution are proposed, which are used for constructing a test of fit for this model based on the ratio of two variance estimators. The asymptotic null distribution of the test statistic is also included.
Article
A powerful test of fit for normal distributions is proposed. Based on the Lévy 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 statistic is location-scale invariant, critical values can be obtained by simulation without estimating a...
Article
Full-text available
The decreased level of water storage in the dams in northern Sinaloa, Mexico, and the increasing agricultural and residential demand requires urgently enacting policies promoting the efficient water distribution and use. To know the factors that explain the behavior of water demand in the residential, agricultural, livestock, industrial and commerc...
Article
The decreased level of water storage in the dams in northern Sinaloa, Mexico, and the increasing agricultural and residential demand requires urgently enacting policies promoting the efficient water distribution and use. To know the factors that explain the behavior of water demand in the residential, agricultural, livestock, industrial and commerc...
Article
Full-text available
Goodness of fit tests for the Gumbel distribution with type II right censored data are proposed. One test is based in earlier works using the Kullback Leibler information modified for censored data. The other tests are based on the sample correlation coefficient and survival analysis concepts. The critical values of the tests were obtained by Monte...
Article
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 Gumbel distribution are given, including critical values for small sample sizes as well as approxim...
Article
This paper proposes a bootstrap goodness of fit test for the Generalized Pareto distribution (GPd) with shape parameter γ. The proposed test is an intersection–union test which tests separately the cases of γ≥0 and γ<0 and rejects if both cases are rejected. If the test does not reject, then it is known whether the shape parameter γ is either posit...
Article
Full-text available
A goodness-of-fit test for multivariate normality is proposed which is based on the S. S. Shapiro and M. B. Wilk statistic [Biometrika 52, 591–611 (1965; Zbl 0134.36501)] for univariate normality and on an empirical standardization of the observations. The critical values can be approximated by using a transformation of the univariate standard norm...
Article
The study of the probability behavior of concentrations of air pollutants in the atmosphere is of great interest in order to take actions in favor of human health protection in large cities. This work proposes a parametric distributional model for the daily cluster maxima of concentrations exceeding a threshold, taking into consideration the depend...
Article
In time series analyses of financial data it is important to verify the assumption that the data can be modeled by a Brownian movement process to calculate the price of the risky financial instruments called derivatives. Based on the properties of the Brownian process, three union-intersection-type goodness-of-fit tests are proposed. A Monte-Carlo...
Article
Full-text available
La madera usada en exteriores requiere de productos que la protejan de la acción de los agentes de intemperismo y en algunos casos mejoren su apariencia. En los acabados que forman película se producen fallas de cohesión entre la madera y la película, terminando con un blanqueo y desprendimiento de ésta por la interacción de la radiación solar y la...
Article
Full-text available
En el análisis de series de datos financieros que ocurren en el tiempo, es importante verificar la suposición de que los datos pueden modelarse por un proceso de movimiento Browniano con el propósito de calcular el precio de instrumentos financieros de riesgo, llamados derivados. Con base en las propiedades del proceso Browniano, se proponen tres p...

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