ARTURO ERDELY RUIZ

Publicaciones


Divulgación

Título: Cópulas y dependencia de variables aleatorias
Descripción: Cópulas y dependencia de variables aleatorias: Una introducción
Título: De la ecuación funcional de asociatividad de Abel
Descripción: De la ecuación funcional de asociatividad de Abel a la dependencia de variables aleatorias

Investigación

Título: A joint stochastic simulation method using the Ber
Descripción: A joint stochastic simulation method using the Bernstein copula as a flexible tool for modeling nonlinear dependence structures between petrophysical properties.
Título: A multivariate Bernstein copula model for permeabi
Descripción: A multivariate Bernstein copula model for permeability stochastic simulation.
Título: A nonparametric symmetry test for absolutely conti
Descripción: A nonparametric symmetry test for absolutely continuous bivariate copulas.
Título: A note on linear B spline copulas
Descripción: In this brief note we prove that linear B-spline copulas is not a new family of copulas since they are equivalent to checkerboard copulas, and discuss in particular how they are used to extend empirical subcopulas to copulas.
Título: A Small Sample Nonparametric Independence Test for
Descripción: A Small-Sample Nonparametric Independence Test for the Archimedean Family of Bivariate Copulas.
Título: A subcopula based dependence measure
Descripción: Adependence measure for arbitrary type pairs of random variables is proposed and analyzed, which in the particular case where both random variables are continuous turns out to be a concordance measure.
Título: A vine and gluing copula model for permeability st
Descripción: A vine and gluing copula model for permeability stochastic simulation.
Título: Análisis estadístico ex post del conteo rápido
Descripción: Análisis estadístico ex post del conteo rápido institucional de la elección de gobernador del Estado de México en 2017.
Título: Backtesting forecast accuracy
Descripción: A statistical test based on the geometric mean is proposed to determine if a predictive model should be rejected or not, when the quantity of interest is a strictly positive continuous random variable.
Título: Bernstein copula based spatial cosimulation for pe
Descripción: Bernstein copula-based spatial cosimulation for petrophysical property prediction conditioned to elastic attributes.
Título: Bernstein Copula Based Spatial Stochastic Simulati
Descripción: Bernstein Copula-Based Spatial Stochastic Simulation of Petrophysical Properties Using Seismic Attributes as Secondary Variable.
Título: Bernstein copula modeling for 2D discrete fracture
Descripción: Bernstein copula modeling for 2D discrete fracture network simulations.
Título: Conteo rápido electoral con dependencias
Descripción: Conteo rápido electoral con dependencias probabilísticas.
Título: Copula based piecewise regression
Descripción: A gluing copula approach is proposed to decompose the underlying copula into totally ordered copulas that combined may lead to a non-monotone regression function.
Título: Diagonal properties of the empirical copula and ap
Descripción: Diagonal properties of the empirical copula and applications. Construction of families of copulas with given restrictions.
Título: EXACT DISTRIBUTION UNDER INDEPENDENCE OF THE DIAGO
Descripción: EXACT DISTRIBUTION UNDER INDEPENDENCE OF THE DIAGONAL SECTION OF THE EMPIRICAL COPULA.
Título: Frank condition for multivariate Archimedean cop
Descripción: Frank?s condition for multivariate Archimedean copulas.
Título: Joint porosity permeability stochastic simulation
Descripción: Joint porosity-permeability stochastic simulation by non-parametric copulas.
Título: Joint Porosity permeability Stochastic Simulation
Descripción: Joint Porosity-permeability Stochastic Simulation and Spatial Median Regression by Nonparametric Copula Modeling.
Título: La falacia del empate técnico electoral
Descripción: El empleo de la expresión “empate técnico” no tiene sustento probabilístico, la incertidumbre sobre el posible resultado de una elección debiera expresarse mediante la estimación de la probabilidad de triunfo del candidato puntero.
Título: Nonparametric and Semiparametric Bivariate Model
Descripción: Nonparametric and Semiparametric Bivariate Modeling of Petrophysical Porosity-Permeability Dependence from Well Log Data
Título: On the Construction of Families of Absolutely Cont
Descripción: On the Construction of Families of Absolutely Continuous Copulas with Given Restrictions.
Título: SYMMETRIES OF RANDOM DISCRETE COPULAS
Descripción: SYMMETRIES OF RANDOM DISCRETE COPULAS
Título: Trivariate nonparametric dependence modeling of pe
Descripción: Trivariate nonparametric dependence modeling of petrophysical properties.
Título: Value at Risk and the Diversification Dogma
Descripción: The so-called risk diversification principle is analyzed, showing that its con-venience depends on individual characteristics of the risks involved and thedependence relationship among them.

Programación computacional

Título: Bivariate Empirical Subcopula
Descripción: R package to calculate the empirical subcopula and dependence measures from a given bivariate sample, and Bernstein copula approximations.
Título: Cumulative Descriptive Statistics
Descripción: R package for cumulative descriptive statistics for (arithmetic, geometric, harmonic) mean, median, mode, variance, skewness and kurtosis.

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