Información del autor
Autor Cano Sevilla, Francisco Jose |
Documentos disponibles escritos por este autor (40)
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Cano Sevilla, Francisco Jose ; Lázaro, L. ; Luna, G. ; Marin, E. ; Martín, J. ; Rio del, A. ; Santesmases , J. G. ; Yurramendi, Y. | Springer-Verlag | 1988This paper shows the steps we have taken in order to define and design a first prototype of an expert system aimed at the general practitioner. The first part is devoted to analyze the systemic approach we gave to the definition problem. Also ar[...]texto impreso
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Almaraz Luengo, Elena ; Cano Sevilla, Francisco Jose | Universidad de Murcia. Departamento de Estadística e Investigación Operativa | 2009Las aproximaciones mas usuales para comparar inversiones en riesgo estan basadas en la media y en la varianza de las variables aleatorias. Esto tiene sus inconvenientes ya que la presencia de la varianza provoca inconsistencia con la regla FSD. [...]texto impreso
Conte, Juan C ; Rubio, Emilio A ; Garcia, Ana I ; Cano Sevilla, Francisco Jose | Acad Brasileira De Ciencias | 2010-12We present a new generalized model for the diagnosis and prediction of accidents among the Spanish workforce. Based on observational data of the accident rate in all Spanish companies over eleven years (7,519,732 accidents), we classified them i[...]texto impreso
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Cano Sevilla, Francisco Jose ; Muntuate del Rio, A. ; Pérez Prados, A. | Universitat Politècnica de Catalunya | 1996“First we analyze the variation produced in the value of the contingency coefficient by a pruning process in a decision tree T. Then we define a criterion that linearly combines the contingency coefficient and the simplicity index. Using this cr[...]texto impreso
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Conte Solano, Juan Carlos ; Cano Sevilla, Francisco Jose ; García Felipe, Ana Isabel ; Molina Membreño, Adalaida ; Rubio Calvo, Emilio | Universidad de Costa Rica | 2008A partir de los análisis cluster jerarquico de riesgos y de lesiones, se obtiene la secuencia del proceso de conglomeracion, basado en este caso en el metodo de Ward. El interes de dicho proceso de conglomeracion, para el caso de las variables r[...]texto impreso
The aim of this paper is to present a method for selecting the optimal tree among the possible trees that can be generated starting from the a data set. Analysis a quantity criterion is used through the linear combination of the quality measurem[...]texto impreso
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Minimung-divergence functionals and their associated estimators are defined. The estimators are based on a non-parametric density estimator. Existence and robustness of the functional and convergence of the estimator are proved. (Spanish:Se intr[...]texto impreso
Assymptotic behaviour of minimumg-divergence functionals and their associated estimators are introduced for two choices of the functiong. A simulation study is done in order to prove numerically their properties. (Spanish:Se realizan dos estudio[...]texto impreso
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Conte, Juan Carlos ; Rubio, Emilio ; Garcia, Ana Isabel ; Cano Sevilla, Francisco Jose | Elsevier Science | 2010-09workforce. Based on observational data classified into a risk-injury contingency table (19 x 19), we have summarized the accident rate of all Spanish companies over an 11-year period (75,19,732 accidents). By using correspondence analysis a stru[...]texto impreso
Rubio Calvo, E. ; Cano Sevilla, Francisco Jose | Academia de Ciencias Exactas, Físicas, Químicas y Naturales | 1979We study the linear model y = X +", given the prior information H =R +v, with three possibilities regarding the knowledge of 2. In each case we obtain the best linear unbiased estimators of , prove its convergence to ˆ and obtain asymptotic rela[...]texto impreso
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Moreno Jiménez, José María ; Aguarón Joven, Juan ; Cano Sevilla, Francisco Jose ; Escober Urmeneta, María Teresa | Real Academia de Ciencias Exactas, Físicas y Naturales | 1998El trabajo aborda el estudio de uno de los tópicos que más interés están despertando durante los últimos tiempos en el campo de la decisión multicriterio: el Análisis del Comportamiento. A continuación, conforme a los tres niveles considerados h[...]