To study similarities among the set of rows -and columns- of a contingency table, Correspondence Analysis uses chi-squared distances between row profiles -and column profiles- of that table. This article presents a factor analysis for the study of a set of contingency tables in which, unlike...

Idazleen nahia, esatariaren lehentasunak eta antolaketa mugaketak kontuan izanik, helburu anitzeko eredu bat zehaztea da, horrela Osakidetzako erietxe konkretu bateko jarduera zehaztu ahal izango dugu eta beraz, baita aurrekontuaren esleipena. Aldi berean, aurrekontu zuzkidura doituz, zentroaren...

[ES] Proponemos un modelo de programación por metas para la estimación del plan de producción (case-mix) que debe reflejarse en el ContratoӐrograma que suscriben anualmente los Hospitales Públicos y la Administración. Las variables de decisión son los volúmenes de actividad de cada...

In this work we extend to the multistage case two recent risk averse measures for two-stage stochastic programs based on first- and second-order stochastic dominance constraints induced by mixed-integer linear recourse. Additionally, we consider Time Stochastic Dominance (TSD) along a given...

We propose a two-dimensional Kalman filter approach that, additional to the information contained in futures prices evolution over time, makes use of information contained in the term structure of commodity futures along a second dimension of maturities. This time-maturity surface reflects a...

This paper models the mean and volatility spillovers of prices within the integrated Iberian and the interconnected Spanish and French electricity markets. Using the constant (CCC) and dynamic conditional correlation (DCC) bivariate models with three different specifications of the univariate...

In this paper we introduce four scenario Cluster based Lagrangian Decomposition (CLD) procedures for obtaining strong lower bounds to the (optimal) solution value of two-stage stochastic mixed 0-1 problems. At each iteration of the Lagrangian based procedures, the traditional aim consists of...

We present a scheme to generate clusters submodels with stage ordering from a (symmetric or a nonsymmetric one) multistage stochastic mixed integer optimization model using break stage. We consider a stochastic model in compact representation and MPS format with a known scenario tree. The...

The seasonal stability tests of Canova & Hansen (1995) (CH) provide a method complementary to that of Hylleberg et al. (1990) for testing for seasonal unit roots. But the distribution of the CH tests are unknown in small samples. We present a method to numerically compute critical values and...

In a recent paper Leong-Huang:2010 {Journal of Applied Statistics 37, 215Ӳ33} proposed a wavelet-correlation-based approach to test for cointegration between two time series. However, correlation and cointegration are two different concepts even when wavelet analysis is used. It is known that...