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A linear model for repeated measurements is proposed in which the correlation structure includes a transformation of the time scale. This transformation can produce nonstationary covariance structures within subjects with stationarity as a special case. Restricted maximum likelihood methods for parameter estimation are discussed. The method is applied to… (More)

Omnibus tests of significance in contingency tables use statistics of the chi-square type. When the null is rejected, residual analyses are conducted to identify cells in which observed frequencies differ significantly from expected frequencies. Residual analyses are thus conditioned on a significant omnibus test. Conditional approaches have been shown to… (More)

- Jesus Orbe, Vicente Núñez-Antón
- 2012

—In this work we study the effect of several covariates X on a censored response variable T with unknown probability distribution. In this context, most of the studies in the literature can be located in two possible general classes of regression models: models that study the effect the covariates have on the hazard function; and models that study the… (More)

- Jesus Orbe, Vicente Núñez-Antón
- 2012

—This paper studies the duration or survival time of commercial banks active in the Moscovian three month Rouble deposits market, during the 1994-1997 period. The privatization process of the Russian commercial banking industry, after the 1988 banking reform, caused a massive entry of new banks followed by a period of high rates of exit. As a consequence,… (More)

Statistical inference about two binomial parameters implies that they are both estimated by binomial sampling. There are occasions in which one aims at testing the equality of two binomial parameters before and after the occurrence of the first success along a sequence of Bernoulli trials. In these cases, the binomial parameter before the first success is… (More)

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