25 resultados para White’s estimator
em University of Queensland eSpace - Australia
Resumo:
We present a novel nonparametric density estimator and a new data-driven bandwidth selection method with excellent properties. The approach is in- spired by the principles of the generalized cross entropy method. The pro- posed density estimation procedure has numerous advantages over the tra- ditional kernel density estimator methods. Firstly, for the first time in the nonparametric literature, the proposed estimator allows for a genuine incor- poration of prior information in the density estimation procedure. Secondly, the approach provides the first data-driven bandwidth selection method that is guaranteed to provide a unique bandwidth for any data. Lastly, simulation examples suggest the proposed approach outperforms the current state of the art in nonparametric density estimation in terms of accuracy and reliability.
Resumo:
The generalized secant hyperbolic distribution (GSHD) proposed in Vaughan (2002) includes a wide range of unimodal symmetric distributions, with the Cauchy and uniform distributions being the limiting cases, and the logistic and hyperbolic secant distributions being special cases. The current article derives an asymptotically efficient rank estimator of the location parameter of the GSHD and suggests the corresponding one- and two-sample optimal rank tests. The rank estimator derived is compared to the modified MLE of location proposed in Vaughan (2002). By combining these two estimators, a computationally attractive method for constructing an exact confidence interval of the location parameter is developed. The statistical procedures introduced in the current article are illustrated by examples.
Resumo:
This paper investigates the performance analysis of separation of mutually independent sources in nonlinear models. The nonlinear mapping constituted by an unsupervised linear mixture is followed by an unknown and invertible nonlinear distortion, are found in many signal processing cases. Generally, blind separation of sources from their nonlinear mixtures is rather difficult. We propose using a kernel density estimator incorporated with equivariant gradient analysis to separate the sources with nonlinear distortion. The kernel density estimator parameters of which are iteratively updated to minimize the output independence expressed as a mutual information criterion. The equivariant gradient algorithm has the form of nonlinear decorrelation to perform the convergence analysis. Experiments are proposed to illustrate these results.
Resumo:
We present the first dynamical analysis of a galaxy cluster to include a large fraction of dwarf galaxies. Our sample of 108 Fornax Cluster members measured with the UK Schmidt Telescope FLAIR-II spectrograph contains 55 dwarf galaxies (15.5 > b(j) > 18.0 or -16 > M-B > -13.5). H alpha emission shows that of the dwarfs are star forming, twice the fraction implied by morphological classifications. The total sample has a mean velocity of 1493 +/- 36 kms s(-1) and a velocity dispersion of 374 +/- 26 km s(-1). The dwarf galaxies form a distinct population: their velocity dispersion (429 +/- 41 km s(-1)) is larger than that of the giants () at the 98% confidence level. This suggests that the dwarf population is dominated by infalling objects whereas the giants are virialized. The Fornax system has two components, the main Fornax Cluster centered on NGC 1399 with cz = 1478 km s(-1) and sigma (cz) = 370 km s(-1) and a subcluster centered 3 degrees to the southwest including NGC 1316 with cz = 1583 km s(-1) and sigma (cz) = 377 km s(-1). This partition is preferred over a single cluster at the 99% confidence level. The subcluster, a site of intense star formation, is bound to Fornax and probably infalling toward the cluster core for the first time. We discuss the implications of this substructure for distance estimates of the Fornax Cluster. We determine the cluster mass profile using the method of Diaferio, which does not assume a virialized sample. The mass within a projected radius of 1.4 Mpc is (7 +/- 2) x 10(13) M-., and the mass-to-light ratio is 300 +/- 100 M-./L-.. The mass is consistent with values derived from the projected mass virial estimator and X-ray measurements at smaller radii.
Resumo:
A significant problem in the collection of responses to potentially sensitive questions, such as relating to illegal, immoral or embarrassing activities, is non-sampling error due to refusal to respond or false responses. Eichhorn & Hayre (1983) suggested the use of scrambled responses to reduce this form of bias. This paper considers a linear regression model in which the dependent variable is unobserved but for which the sum or product with a scrambling random variable of known distribution, is known. The performance of two likelihood-based estimators is investigated, namely of a Bayesian estimator achieved through a Markov chain Monte Carlo (MCMC) sampling scheme, and a classical maximum-likelihood estimator. These two estimators and an estimator suggested by Singh, Joarder & King (1996) are compared. Monte Carlo results show that the Bayesian estimator outperforms the classical estimators in almost all cases, and the relative performance of the Bayesian estimator improves as the responses become more scrambled.
Resumo:
We use theoretical and numerical methods to investigate the general pore-fluid flow patterns near geological lenses in hydrodynamic and hydrothermal systems respectively. Analytical solutions have been rigorously derived for the pore-fluid velocity, stream function and excess pore-fluid pressure near a circular lens in a hydrodynamic system. These analytical solutions provide not only a better understanding of the physics behind the problem, but also a valuable benchmark solution for validating any numerical method. Since a geological lens is surrounded by a medium of large extent in nature and the finite element method is efficient at modelling only media of finite size, the determination of the size of the computational domain of a finite element model, which is often overlooked by numerical analysts, is very important in order to ensure both the efficiency of the method and the accuracy of the numerical solution obtained. To highlight this issue, we use the derived analytical solutions to deduce a rigorous mathematical formula for designing the computational domain size of a finite element model. The proposed mathematical formula has indicated that, no matter how fine the mesh or how high the order of elements, the desired accuracy of a finite element solution for pore-fluid flow near a geological lens cannot be achieved unless the size of the finite element model is determined appropriately. Once the finite element computational model has been appropriately designed and validated in a hydrodynamic system, it is used to examine general pore-fluid flow patterns near geological lenses in hydrothermal systems. Some interesting conclusions on the behaviour of geological lenses in hydrodynamic and hydrothermal systems have been reached through the analytical and numerical analyses carried out in this paper.
Resumo:
The acquisition of HI Parkes All Shy Survey (HIPASS) southern sky data commenced at the Australia Telescope National Facility's Parkes 64-m telescope in 1997 February, and was completed in 2000 March. HIPASS is the deepest HI survey yet of the sky south of declination +2 degrees, and is sensitive to emission out to 170 h(75)(-1) Mpc. The characteristic root mean square noise in the survey images is 13.3 mJy. This paper describes the survey observations, which comprise 23 020 eight-degree scans of 9-min duration, and details the techniques used to calibrate and image the data. The processing algorithms are successfully designed to be statistically robust to the presence of interference signals, and are particular to imaging point (or nearly point) sources. Specifically, a major improvement in image quality is obtained by designing a median-gridding algorithm which uses the median estimator in place of the mean estimator.
Resumo:
This paper presents a method for estimating the posterior probability density of the cointegrating rank of a multivariate error correction model. A second contribution is the careful elicitation of the prior for the cointegrating vectors derived from a prior on the cointegrating space. This prior obtains naturally from treating the cointegrating space as the parameter of interest in inference and overcomes problems previously encountered in Bayesian cointegration analysis. Using this new prior and Laplace approximation, an estimator for the posterior probability of the rank is given. The approach performs well compared with information criteria in Monte Carlo experiments. (C) 2003 Elsevier B.V. All rights reserved.
Resumo:
The classification rules of linear discriminant analysis are defined by the true mean vectors and the common covariance matrix of the populations from which the data come. Because these true parameters are generally unknown, they are commonly estimated by the sample mean vector and covariance matrix of the data in a training sample randomly drawn from each population. However, these sample statistics are notoriously susceptible to contamination by outliers, a problem compounded by the fact that the outliers may be invisible to conventional diagnostics. High-breakdown estimation is a procedure designed to remove this cause for concern by producing estimates that are immune to serious distortion by a minority of outliers, regardless of their severity. In this article we motivate and develop a high-breakdown criterion for linear discriminant analysis and give an algorithm for its implementation. The procedure is intended to supplement rather than replace the usual sample-moment methodology of discriminant analysis either by providing indications that the dataset is not seriously affected by outliers (supporting the usual analysis) or by identifying apparently aberrant points and giving resistant estimators that are not affected by them.
Resumo:
Analysis of a major multi-site epidemiologic study of heart disease has required estimation of the pairwise correlation of several measurements across sub-populations. Because the measurements from each sub-population were subject to sampling variability, the Pearson product moment estimator of these correlations produces biased estimates. This paper proposes a model that takes into account within and between sub-population variation, provides algorithms for obtaining maximum likelihood estimates of these correlations and discusses several approaches for obtaining interval estimates. (C) 1997 by John Wiley & Sons, Ltd.
Resumo:
Numerous studies have now established that there is a strong association between small solute clearance and improved outcomes in peritoneal dialysis (PD) patients. Preservation of both renal and peritoneal clearances is therefore of paramount importance, although very few trials have satisfactorily addressed this critical issue. Observational studies have suggested that the groups most at risk of loss of residual renal function are women, non-whites, diabetic patients, patients with congestive cardiac failure, patients who experience frequent episodes of peritonitis and, possibly, patients treated with automated PD (APD). There have been no controlled trials of renoprotective therapies in PD patients, but reasonable strategies for preventing renal functional decline include avoidance of nephrotoxins and infection, maintenance of adequate blood pressure, abstinence from smoking and possibly administration of angiotensin-converting enzyme inhibitors and/or calcium channel blockers. In contrast, peritoneal small solute removal can be maximized by augmenting fill volume, increasing exchange frequency and using either long-dwell continuous ambulatory PD (CAPD) or short-dwell (APD) therapies to suit individual patients' transport characteristics. Tidal PD may additionally increase solute clearance, although studies have reported conflicting findings. Preservation of membrane function may be achieved by minimizing episodes of peritonitis and avoiding hypertonic glucose exchanges. Newer peritoneal dialysates, such as icodextrin, amino acids, bicarbonate-buffered solutions and aldehyde-poor fluids, are more biocompatible in experimental models of PD, but their long-term clinical safety and efficacy have not yet been established by clinical trials. Moreover, no trials have demonstrated an independent effect of peritoneal clearance on patient outcomes. Further studies determining the relative value of renal and peritoneal clearances are therefore urgently required in order to optimize dialytic adequacy for PD patients.
Resumo:
There has been a resurgence of interest in the mean trace length estimator of Pahl for window sampling of traces. The estimator has been dealt with by Mauldon and Zhang and Einstein in recent publications. The estimator is a very useful one in that it is non-parametric. However, despite some discussion regarding the statistical distribution of the estimator, none of the recent works or the original work by Pahl provide a rigorous basis for the determination a confidence interval for the estimator or a confidence region for the estimator and the corresponding estimator of trace spatial intensity in the sampling window. This paper shows, by consideration of a simplified version of the problem but without loss of generality, that the estimator is in fact the maximum likelihood estimator (MLE) and that it can be considered essentially unbiased. As the MLE, it possesses the least variance of all estimators and confidence intervals or regions should therefore be available through application of classical ML theory. It is shown that valid confidence intervals can in fact be determined. The results of the work and the calculations of the confidence intervals are illustrated by example. (C) 2003 Elsevier Science Ltd. All rights reserved.
Resumo:
Objective: Whole-body skin self-examination (SSE) with presentation of suspicious lesions to a physician may improve early detection of melanoma. The aim of this study was to establish the prevalence and determinants of SSE in a high-risk population in preparation for a community-based randomised controlled trial of screening for melanoma. Methods: A telephone survey reached 3110 residents older than 30 years (overall response rate of 66.9%) randomly selected from 18 regional communities in Queensland, Australia. Results: Overall, 804 (25.9%) participants reported whole-body SSE within the past 12 months and 1055 (33.9%) within the past three years. Whole-body SSE was associated in multivariate logistic regression analysis with younger age (< 50 years); higher education; having received either a whole-body skin examination, recommendation or instruction on SSE by a primary care physician; giving skin checks a high priority; concern about skin cancer and a personal history of skin cancer. Conclusion: Overall, the prevalence of SSE in the present study is among the highest yet observed in Australia, with about one-third of the adult population reporting whole-body SSE in the past three years. People over 50 years, who are at relatively higher risk for skin cancer, currently perform SSE less frequently than younger people.