About: SORT is an academic journal. The journal publishes majorly in the area(s): Regression analysis & Cash flow. It has an ISSN identifier of 1696-2281. Over the lifetime, 12 publications have been published receiving 93 citations.
TL;DR: In this paper, a deterministic equivalent model for mixed 0−1 programs with complete recourse constraints is presented, where the constraints are modelled by compact and splitting variable representations via scenarios.
Abstract: We present a modelling framework for two-stage and multi-stage mixed 0−1 problems under uncertainty for strategic Supply Chain Management, tactical production planning and operations assignment and scheduling. A scenario tree based scheme is used to represent the uncertainty. We present the Deterministic Equivalent Model of the stochastic mixed 0−1 programs with complete recourse that we study. The constraints are modelled by compact and splitting variable representations via scenarios.
TL;DR: A simple estimation procedure, based on MCMC techniques, that permits an efficient and easily implementable evaluation of the hypothesis test and calibrates the results by estimating the frequentist null distribution of the posterior probabilities in order to obtain the p-values associated with the observed posterior probabilities.
Abstract: Detecting and determining clusters present in a certain sample has been an important concern, among researchers from different fields, for a long time. In particular, assessing whether the clusters are statistically significant, is a question that has been asked by a number of experimenters. Recently, this question arose again in a study in maize genetics, where determining the significance of clusters is crucial as a primary step in the identification of a genome-wide collection of mutants that may affect the kernel composition. Although several efforts have been made in this direction, not much has been done with the aim of developing an actual hypothesis test in order to assess the significance of clusters. In this paper, we propose a new methodology that allows the examination of the hypothesis test H0 : �=1 vs.
TL;DR: This article focuses on a large cohort of policyholders in Barcelona (Spain), aged 65 years and over, and proposes a shared-parameter joint model to analyse the relationship between annual demand for emergency claims and time until death outcomes.
Abstract: Aging societies have given rise to important challenges in the field of health insurance. Elderly policyholders need to be provided with fair premiums based on their individual health status, whereas insurance companies want to plan for the potential costs of tackling lifetimes above mean expectations. In this article, we focus on a large cohort of policyholders in Barcelona (Spain), aged 65 years and over. A shared-parameter joint model is proposed to analyse the relationship between annual demand for emergency claims and time until death outcomes, which are subject to left truncation. We compare different functional forms of the association between both processes, and, furthermore, we illustrate how the fitted model provides time-dynamic predictions of survival probabilities. The parameter estimation is performed under the Bayesian framework using Markov chain Monte Carlo methods.
TL;DR: In this paper, a methodological approach for modeling the spatial distribution of bioclimatic indices is proposed, which is modelled with a hierarchical Bayesian model that incorporates both structured and unstructured random effects.
Abstract: A methodological approach for modelling the spatial distribution of bioclimatic indices is proposed in this paper. The value of the bioclimatic index is modelled with a hierarchical Bayesian model that incorporates both structured and unstructured random effects. Selection of prior distributions is also discussed in order to better incorporate any possible prior knowledge about the parameters that could refer to the particular characteristics of bioclimatic indices. MCMC methods and distributed programming are used to obtain an approximation of the posterior distribution of the parameters and also the posterior predictive distribution of the indices. One main outcome of the proposal is the spatial bioclimatic probability distribution of each bioclimatic index, which allows researchers to obtain the probability of each location belonging to different bioclimates. The methodology is evaluated on two indices in the Island of Cyprus.
TL;DR: The Anderson-Darling and Cram´ er-von Mises goodness of fit tests for the skew-Laplace distribution were shown in this paper, which is a popular distribution for fitting the logarithm of particle sizes and is also used in economics, engineering, finance and biology.
Abstract: The skew-Laplace distribution is frequently used to fit the logarithm of particle sizes and it is also used in Economics, Engineering, Finance and Biology. We show the Anderson-Darling and Cram´ er-von Mises goodness of fit tests for this distribution.