Técnicas de diferenciabilidad con aplicaciones estadísticas

• Luis Alberto Rodríguez Ramírez ^[1]
  1. [1] Universidad Autónoma de Madrid

     Universidad Autónoma de Madrid

     Madrid, España

     
• Localización: BEIO, Boletín de Estadística e Investigación Operativa, ISSN 1889-3805, Vol. 40, Nº. 1, 2024, págs. 80-84
• Idioma: español
• Enlaces
  • Texto completo
• Resumen

  • En esta tesis doctoral se han explorado diferentes aplicaciones del conocido “Método delta” (Capítulo 2). En concreto, se han investigado aplicaciones a inferencia no-paramétrica (Capítulo 3), a los problemas de dos muestras u homogeneidad (Capítulo 4) y a la metodología de -medias (Capítulo 5).

• Referencias bibliográficas
  • Caponnetto, A., and A. Rakhlin. 2006. “Stability Properties of Empirical Risk Minimization over Donsker Classes.” Journal of Machine Learning...
  • Cárcamo, J., A. Cuevas, and L. A. Rodríguez. 2020. “Directional Differentiability for Supremum-Type Functionals: Statistical Applications.”...
  • Cuesta, JA, and C Matrán. 1988. “The Strong Law of Large Numbers for k-Means and Best Possible Nets of Banach Valued Random Variables.” Probability...
  • Fermanian, J. D. 2013. “An Overview of the Goodness-of-Fit Test Problem for Copulas.” In Copulae in Mathematical and Quantitative Finance:...
  • Filippova, A. A. 1962. “Mises’ Theorem on the Asymptotic Behavior of Functionals of Empirical Distribution Functions and Its Statistical Applications.”...
  • Fisher, R. A. 1922. “On the Mathematical Foundations of Theoretical Statistics.” Philosophical Transactions of the Royal Society of London....
  • Hampel, F. R., E. M. Ronchetti, P. J. Rousseeuw, and W. A. Stahel. 2011. Robust Statistics: The Approach Based on Influence Functions. Wiley...
  • Huber, P. J. 2004. Robust Statistics. 2nd ed. Wiley Series in Probability and Statistics – Applied Probability and Statistics Section Series....
  • Jager, L., and J. A. Wellner. 2004. “On the ‘Poisson Boundaries’ of the Family of Weighted Kolmogorov Statistics.” Lecture Notes-Monograph...
  • Kallianpur, G., and C. R. Rao. 1955. “On Fisher’s Lower Bound to Asymptotic Variance of a Consistent Estimate.” Sankhyā: The Indian Journal...
  • Mises, R von. 1964. “Mathematical Theory of Probability and Statistics.” Mathematical Theory of Probability and Statistics.
  • Mises, R. von. 1947. “On the Asymptotic Distribution of Differentiable Statistical Functions.” The Annals of Mathematical Statistics 18 (3):...
  • Parr, W. C. 1985. “The Bootstrap: Some Large Sample Theory and Connections with Robustness.” Statistics & Probability Letters 3 (2): 97–100.
  • Pollard, D. 1981. “Strong Consistency of k-Means Clustering.” The Annals of Statistics, 135–40.
  • Pollard, D. 1982. “A Central Limit Theorem for -Means Clustering.” The Annals of Probability 10 (4): 919–26.
  • Raghavachari, M. 1973. “Limiting Distributions of Kolmogorov-Smirnov Type Statistics Under the Alternative.” The Annals of Statistics 1 (1):...
  • Rice, J. A. 1995. Mathematical Statistics and Data Analysis. Duxbury Advanced Series. Duxbury Press.
  • Serfling, R. J. 2009. Approximation Theorems of Mathematical Statistics. Wiley Series in Probability and Statistics. Wiley.
  • Shapiro, A. 1990. “On Concepts of Directional Differentiability.” Journal of Optimization Theory and Applications 66: 477–87.