Person:
Castilla González, Elena María

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First Name
Elena María
Last Name
Castilla González
URI
https://hdl.handle.net/20.500.14352/75718
Affiliation
Universidad Complutense de Madrid
Faculty / Institute
Ciencias Matemáticas
Department
Estadística e Investigación Operativa
Area
Estadística e Investigación Operativa
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2021 - 20225
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Now showing 1 - 5 of 5
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    Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators
    (Statistics and Computing, 2022) Castilla González, Elena María; Jaenada Malagón, María; Martín Apaolaza, Nirian; Pardo Llorente, Leandro
    Since the two seminal papers by Fisher (1915, 1921) were published, the test under a fixed value correlation coefficient null hypothesis for the bivariate normal distribution constitutes an important statistical problem. In the framework of asymptotic robust statistics, it remains being a topic of great interest to be investigated. For this and other tests, focused on paired correlated normal random samples, Rényi's pseudodistance estimators are proposed, their asymptotic distribution is established and an iterative algorithm is provided for their computation. From them the Wald-type test statistics are constructed for different problems of interest and their influence function is theoretically studied. For testing null correlation in different contexts, an extensive simulation study and two real data based examples support the robust properties of our proposal.
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    Estimation and Testing on Independent Not Identically Distributed Observations Based on Rényi’s Pseudodistances
    (IEEE transactions on information theory, 2022) Castilla González, Elena María; Jaenada Malagón, María; Pardo Llorente, Leandro
    In real life we often deal with independent but not identically distributed observations (i.n.i.d.o), for which the most well-known statistical model is the multiple linear regression model (MLRM) with non-random covariates. While the classical methods are based on the maximum likelihood estimator (MLE), it is well known its lack of robustness to small deviations from the assumed conditions. In this paper, and based on the Rényi’s pseudodistance (RP), we introduce a new family of estimators in case our information about the unknown parameter is given for i.n.i.d.o.. This family of estimators, let us say minimum RP estimators (as they are obtained by minimizing the RP between the assumed distribution and the empirical distribution of the data), contains the MLE as a particular case and can be applied, among others, to the MLRM with non-random covariates. Based on these estimators, we introduce Wald-type tests for testing simple and composite null hypotheses, as an extension of the classical MLE-based Wald test. Influence functions for the estimators and Wald-type tests are also obtained and analysed. Finally, a simulation study is developed in order to asses the performance of the proposed methods and some real-life data are analysed for illustrative purpose.
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    Divergence-based robust inference under proportional hazards model for one-shot device life-test
    (IEEE Transactions on Reliability, 2021) Balakrishnan, Narayanaswamy; Castilla González, Elena María; Martín, N; Pardo Llorente, Leandro
    In this paper, we develop robust estimators and tests for one-shot device testing under proportional hazards assumption based on divergence measures. Through a detailed Monte Carlo simulation study and a numerical example, the developed inferential procedures are shown to be more robust than the classical procedures, based on maximum likelihood estimators.
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    Estadística multivariante aplicada al análisis y predicción de partidos de fútbol en las principales ligas europeas
    (Pensamiento Matemático, 2021) Chocano Feito, Pedro José; Castilla González, Elena María
    El propósito de este estudio es analizar las estadísticas de juego en las principales ligas europeas y ver qué factores son más determinantes a la hora de predecir el resultado de un partido. Para ello usaremos técnicas de estadística multivariante incluyendo análisis de componentes principales y regresión logística. Las dos primeras componentes principales explican alrededor del 70 % de precisión obtenida cuando se predicen victorias fuera de casa tomando como variables predictivas las propias componentes. Este estudio también demuestra que en la liga inglesa los partidos son menos equilibrados.
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    Power divergence approach for one-shot device testing under competing risks
    (Journal of Computational and Applied Mathematics, 2022) Balakrishnan, Narayanaswamy; Castilla González, Elena María; Martín Apaolaza, Nirian; Pardo Llorente, Leandro
    Most work on one-shot devices assume that there is only one possible cause of device failure. However, in practice, it is often the case that the products under study can experience any one of various possible causes of failure. Robust estimators and Wald-type tests are developed here for the case of one-shot devices under competing risks. An extensive simulation study illustrates the robustness of these divergence-based estimators and test procedures based on them. A data-driven procedure is proposed for choosing the optimal estimator for any given data set which is then applied to an example in the context of survival analysis.