Norberto Corral

Estimation of a flexible simple linear model for interval data based on set arithmetic

The estimation of a simple linear regression model when both the independent and dependent variable are interval valued is addressed. The regression model is defined by using the interval arithmetic, it considers the possibility of interval-valued disturbances, and it is less restrictive than existing models. After the theoretical formalization, the least-squares (LS) estimation of the linear model with respect to a suitable distance in the space of intervals is developed. The LS approach leads to a constrained minimization problem that is solved analytically. The strong consistency of the obtained estimators is proven. The estimation procedure is reinforced by a real-life application and some simulation studies.

Least squares estimation of linear regression models for convex compact random sets

Simple and multiple linear regression models are considered between variables whose “values” are convex compact random sets in

A distance-based statistical analysis of fuzzy number-valued data

{\mathbb{R}^p}

Repeated measures analysis for functional data

, (that is, hypercubes, spheres, and so on). We analyze such models within a set-arithmetic approach. Contrary to what happens for random variables, the least squares optimal solutions for the basic affine transformation model do not produce suitable estimates for the linear regression model. First, we derive least squares estimators for the simple linear regression model and examine them from a theoretical perspective. Moreover, the multiple linear regression model is dealt with and a stepwise algorithm is developed in order to find the estimates in this case. The particular problem of the linear regression with interval-valued data is also considered and illustrated by means of a real-life example.

Phase I/II Study of Gemcitabine plus Vinorelbine in Non-Small Cell Lung Cancer

Abstract This paper is devoted to the extension of the Bayesian method for the point estimation, when the available information is ‘vague’. In the nonfuzzy case, the parametric estimation can be approached as a particularization in the statistical decision problem. This motivates us to accomplish the mentioned extension by looking at the parametric estimation in the fuzzy case as a special situation in the fuzzy decision problem (defined by Tanaka, Okuda and Asia). In this way, concepts in the fuzzy decision problem are first ‘expressed’ in the estimation terminology. Then, on the basis of these concepts, we shall introduce some notions and state some interesting results. Finally, several illustrative examples will be exposed.

A note on interval estimation with fuzzy data

Abstract Real-life data associated with experimental outcomes are not always real-valued. In particular, opinions, perceptions, ratings, etc., are often assumed to be vague in nature, especially when they come from human valuations. Fuzzy numbers have extensively been considered to provide us with a convenient tool to express these vague data. In analyzing fuzzy data from a statistical perspective one finds two key obstacles, namely, the nonlinearity associated with the usual arithmetic with fuzzy data and the lack of suitable models and limit results for the distribution of fuzzy-valued statistics. These obstacles can be frequently bypassed by using an appropriate metric between fuzzy data, the notion of random fuzzy set and a bootstrapped central limit theorem for general space-valued random elements. This paper aims to review these ideas and a methodology for the statistical analysis of fuzzy number data which has been developed along the last years.

Phase III trial of cyclophosphamide, epirubicin, fluorouracil (CEF) versus cyclophosphamide, mitoxantrone, fluorouracil (CNF) in women with metastatic breast cancer.

Abstract A relevant problem in Statistics relates to obtaining conclusions about the shape of the distribution of an experiment from which a sample is drawn. We will consider this problem when the available information from the experimental performance cannot be exactly perceived, but that rather it may be assimilated with fuzzy information (as defined by L.A. Zadeh, and H. Tanaka, T. Okuda and K. Asai). If the hypothetical distribution is completely specified, the extension of the chi-square goodness of fit test on the basis of some concepts in Fuzzy Sets Theory does not entail difficulties. Nevertheless, if the hypothetical distribution involves unknown parameters, the extension of the chi- square goodness of fit test requires the estimation of those parameters from the fuzzy data. The aim of the present paper is to prove that, under certain natural assumptions, the minimum inaccuracy principle of estimation from fuzzy observations (which we have suggested in a previous paper as an operative extension of the maximum likelihood principle) supplies a suitable method for the above requirement.

Powerful nonparametric statistics to compare k independent ROC curves

Most of the traditional statistical methods are being adapted to the Functional Data Analysis (FDA) context. The repeated measures analysis which deals with the k-sample problem when the data are from the same subjects is investigated. Both the parametric and the nonparametric approaches are considered. Asymptotic, permutation and bootstrap approximations for the statistic distribution are developed. In order to explore the statistical power of the proposed methods in different scenarios, a Monte Carlo simulation study is carried out. The results suggest that the studied methodology can detect small differences between curves even with small sample sizes.