Listar Revista de Matemática: Teoría y Aplicaciones por título
Mostrando ítems 114-133 de 319
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Estimación no paramétrica de la densidad y de la regresión - previsión no paramétrica
(2009-02-18)We begin with a short wiew of non parametric estimation of density and regression; then we give details and interpretation of a forecasting method, called non parametric forecasting . We show different aspects, technical ... -
Estimating Parameters of Gumbel Distribution using the Methods of Moments, probability weighted Moments and maximum likelihood
(2012-03-02)We derive here estimators for the parameters of the Gumbel distribution using three estimating methods, namely, the probability weighted moments, the moment and the maximum likelihood methods. Furthermore, we compare the ... -
Estimation of General Equilibium Model in Dynamic Economies using Markov Chain Monte Carlo Methods
(2012-03-08)This paper describes a general procedure to do Bayesian inference based on the likelihood evaluation of the stochastic general equilibrium models (MEGE) through Markov Chain Monte Carlo methods (MCMC). The proposed methodology ... -
Estrategia para la selección de modelos gráficos en tablas de contingencia no estructuradas
(2009-02-20)Loglinear models are frequently utilized in the analysis of association patterns betweenvariables in a multidimensional contingency table. Discrete graphical modelsare fashionable. They are a subset of the hierarchical ... -
Estudio crítico del modelo de Manly-Parr
(2009-02-18)Manly and Parr in 1968 obtain a model which give an estimation of the parameters of an animal population. The model presents some weakness on the specifications of the class of individual in the population. In the present ... -
Estudio de las condiciones de desarrollo de un conjunto de distritos de la república de panamá
(2009-02-20)Through the Principal Components the weights of each one of the variables arereflected and as well they will allow to group the districts of the Republic of Panamain similar conditions of development groups and thus for ... -
Estudio de las métricas inducidas por un análisis en componentes principales
(2009-02-18)En este artículo se estudia una amplia gama de métricas inducidas obtenidas al realizar un Análisis en Componentes Principales con fines exploratorios, así como algunas de sus consecuencias. Se demuestra que la aplicación ... -
Estudio de opinión sobre el T.L.C. con EE.UU.
(2009-02-25)We expose the results of an opinion survey on the Free Trade Agreement with theUnited States of America. The technique of Principal Component Analysis helped usto reveal the subjacent opinion in the Costarican comunity. ... -
Estudio en tiempo discreto de los procesos puntuales de incrementos condicionalmente independientes
(2009-02-18)A partir de resultados obtenidos sobre la representación binaria de los procesos puntuales en tiempo continuo, se obtiene, bajo hipótesis de separabilidad, un análogo en tiempo discreto ( procesos de incrementos casi ... -
Evaluación de un algoritmo de recocido simulado con superficies de respuestas
(2009-02-27)The solution of the geographical clustering problem includes a combinatorial classificationof the geographical units. The aggregation proposed in this work requiresan objective function that minimizes the distance between ... -
Evaluation of air pollution control policies in Mexico City using finite Markov chain observation model
(2010-04-09)This paper proposes a Markov observation based model, where the transition ma-trix is formulated using air quality monitoring data for specific pollutant emissions,with the primary objective to analyze the corresponding ... -
Experiencias con un nuevo índice de falta de ajuste en Tablas de Contingencia
(2012-04-26)Rudas, Clogg and Lindsay, en 1994, proposed a new index of lack of fit for contingency table analysis. For a contingency table P with N cells, and a model H, the new index is defined as the smallest \pi that satisfies the ... -
Fitting non-gaussian Models to Financial data: An Empirical Study
(2011-04-29)In this paper are presented some experiences about the modeling of financial data by three classes of models as alternative to Gaussian Linear models. Dynamic Volatility, Stable L'evy and Diffusion with Jumps models are ... -
Formalización de una teoría de la mentalidad
(2009-02-20)We introduce a model based in Game Theory, and those used primarily in biology(evolutionary games) to understand history. We are interested in use the model tounderstand the last years of the colony of Costa Rica. We proved ... -
Fourier coefficientes computation in two variables, a distributional version
(2015-01-01)The present article, by considering the distributional summations of Euler-Maclaurin and a suitable choice of the distribution, results in repre- sentations for the Fourier coefficients in two variables are obtained. These ... -
Fórmulas aproximadas del tipo Lévy-Khintchine
(2009-02-19)The problem of approximation of the characteristic functions defined by a PII in near intervals is studied. We establish some general properties of these functions and of the associated complex matingales, which, with the ... -
Funciones periódicas, cuasiperiódicas y clasificación de funciones
(2009-02-18)In this work we present some significative sets of functions. Following the ideas of [2] we introduce the almost periodic functions and its elementary properties. Based in [12] we give a clasification of the sets. -
Funciones regulares en el plano y operadores de Nemytskii
(2014-01-01)En este artículo mostramos que el espacio de las llamadas funciones regularizadas definidas sobre algún rectángulo del plano es un espacio de Banach. Más aún, bajo las hipótesis adecuadas damos condición necesaria ... -
Fuzzy Regression VS. Ordinary Least Squares Regression: Case Study
(2011-03-18)The objective of this paper is to disseminate the technique of fuzzy regression and to give a practical example of its use. To this end, classical regression is compared to several fuzzy regression models on a problem ... -
Generación de métricas en análisis de datos
(2009-02-20)In this work we introduce primary generators of metrics, that consist of linearcombinations of known metrics. We establish some theoretical properties of these generators,related to the computation of principal components, ...