40 resultados para kernel estimators
Resumo:
The generalized Birnbaum-Saunders (GBS) distribution is a new class of positively skewed models with lighter and heavier tails than the traditional Birnbaum-Saunders (BS) distribution, which is largely applied to study lifetimes. However, the theoretical argument and the interesting properties of the GBS model have made its application possible beyond the lifetime analysis. The aim of this paper is to present the GBS distribution as a useful model for describing pollution data and deriving its positive and negative moments. Based on these moments, we develop estimation and goodness-of-fit methods. Also, some properties of the proposed estimators useful for developing asymptotic inference are presented. Finally, an application with real data from Environmental Sciences is given to illustrate the methodology developed. This example shows that the empirical fit of the GBS distribution to the data is very good. Thus, the GBS model is appropriate for describing air pollutant concentration data, which produces better results than the lognormal model when the administrative target is determined for abating air pollution. Copyright (c) 2007 John Wiley & Sons, Ltd.
Resumo:
A neighbourhood assignment in a space X is a family O = {O-x: x is an element of X} of open subsets of X such that X is an element of O-x for any x is an element of X. A set Y subset of X is a kernel of O if O(Y) = U{O-x: x is an element of Y} = X. We obtain some new results concerning dually discrete spaces, being those spaces for which every neighbourhood assignment has a discrete kernel. This is a strictly larger class than the class of D-spaces of [E.K. van Douwen, W.F. Pfeffer, Some properties of the Sorgenfrey line and related spaces, Pacific J. Math. 81 (2) (1979) 371-377]. (c) 2008 Elsevier B.V. All rights reserved.
Resumo:
Can Boutet de Monvel`s algebra on a compact manifold with boundary be obtained as the algebra Psi(0)(G) of pseudodifferential operators on some Lie groupoid G? If it could, the kernel G of the principal symbol homomorphism would be isomorphic to the groupoid C*-algebra C*(G). While the answer to the above question remains open, we exhibit in this paper a groupoid G such that C*(G) possesses an ideal I isomorphic to G. In fact, we prove first that G similar or equal to Psi circle times K with the C*-algebra Psi generated by the zero order pseudodifferential operators on the boundary and the algebra K of compact operators. As both Psi circle times K and I are extensions of C(S*Y) circle times K by K (S*Y is the co-sphere bundle over the boundary) we infer from a theorem by Voiculescu that both are isomorphic.
Resumo:
Modeling of spatial dependence structure, concerning geoestatistics approach, is an indispensable tool for fixing parameters that define this structure, applied on interpolation of values in places that are not sampled, by kriging techniques. However, the estimation of parameters can be greatly affected by the presence of atypical observations on sampled data. Thus, this trial aimed at using diagnostics techniques of local influence in spatial linear Gaussians models, applied at geoestatistics in order to evaluate sensitivity of maximum likelihood estimators and restrict maximum likelihood to small perturbations in these data. So, studies with simulated and experimental data were performed. Those results, obtained from the study of real data, allowed us to conclude that the presence of atypical values among the sampled data can have a strong influence on thematic maps, changing, therefore, the spatial dependence. The application of diagnostics techniques of local influence should be part of any geoestatistic analysis, ensuring that the information from thematic maps has better quality and can be used with greater security by farmers.
Resumo:
We analyse the finite-sample behaviour of two second-order bias-corrected alternatives to the maximum-likelihood estimator of the parameters in a multivariate normal regression model with general parametrization proposed by Patriota and Lemonte [A. G. Patriota and A. J. Lemonte, Bias correction in a multivariate regression model with genereal parameterization, Stat. Prob. Lett. 79 (2009), pp. 1655-1662]. The two finite-sample corrections we consider are the conventional second-order bias-corrected estimator and the bootstrap bias correction. We present the numerical results comparing the performance of these estimators. Our results reveal that analytical bias correction outperforms numerical bias corrections obtained from bootstrapping schemes.
Resumo:
The Birnbaum-Saunders regression model is commonly used in reliability studies. We derive a simple matrix formula for second-order covariances of maximum-likelihood estimators in this class of models. The formula is quite suitable for computer implementation, since it involves only simple operations on matrices and vectors. Some simulation results show that the second-order covariances can be quite pronounced in small to moderate sample sizes. We also present empirical applications.
Resumo:
The family of distributions proposed by Birnbaum and Saunders (1969) can be used to model lifetime data and it is widely applicable to model failure times of fatiguing materials. We give a simple matrix formula of order n(-1/2), where n is the sample size, for the skewness of the distributions of the maximum likelihood estimates of the parameters in Birnbaum-Saunders nonlinear regression models, recently introduced by Lemonte and Cordeiro (2009). The formula is quite suitable for computer implementation, since it involves only simple operations on matrices and vectors, in order to obtain closed-form skewness in a wide range of nonlinear regression models. Empirical and real applications are analyzed and discussed. (C) 2010 Elsevier B.V. All rights reserved.
Resumo:
We introduce, for the first time, a new class of Birnbaum-Saunders nonlinear regression models potentially useful in lifetime data analysis. The class generalizes the regression model described by Rieck and Nedelman [Rieck, J.R., Nedelman, J.R., 1991. A log-linear model for the Birnbaum-Saunders distribution. Technometrics 33, 51-60]. We discuss maximum-likelihood estimation for the parameters of the model, and derive closed-form expressions for the second-order biases of these estimates. Our formulae are easily computed as ordinary linear regressions and are then used to define bias corrected maximum-likelihood estimates. Some simulation results show that the bias correction scheme yields nearly unbiased estimates without increasing the mean squared errors. Two empirical applications are analysed and discussed. Crown Copyright (C) 2009 Published by Elsevier B.V. All rights reserved.
Resumo:
This paper derives the second-order biases Of maximum likelihood estimates from a multivariate normal model where the mean vector and the covariance matrix have parameters in common. We show that the second order bias can always be obtained by means of ordinary weighted least-squares regressions. We conduct simulation studies which indicate that the bias correction scheme yields nearly unbiased estimators. (C) 2009 Elsevier B.V. All rights reserved.
Resumo:
In this work. XG extracted from Tamarindus indica (XGT) and Copaifera langsdorffii (XGC) seeds were deposited onto Si wafers as thin films. The characteristics of XGT and XGC adsorbed layers were compared with a commercial XG sample (TKP, Tamarind kernel powder) by ellipsometry, and atomic force microscopy (AFM). Moreover, the adsorption of oxidized derivative of XGT (To60) onto amino-terminated Si wafers and the immobilization of bovine serum albumin (BSA) onto polysaccharides covered wafers, as a function of pH, were also investigated. The XG samples presented molar ratios Glc:Xyl:Gal of 2.4:2.1:1 (XGC) 2.8: 23: 1 (XGT) and 1.91.91 (TKP). The structure of XGT and XGC was determined by O-methy alditol acetate derivatization and showed similar features, but XGC confirmed the presence of more alpha-D-Xyl branches due to more beta-D-Gal ends. XGT deposited onto Si adsorbed as fibers and small entities uniformly distributed, as evidenced by AFM, while TPK and XGC formed larger aggregates. The thickness of To60 onto amino-terminated surface was similar to that determined for XGT onto Si wafers. A maximum in the adsorbed amount of BSA occurred close to its isoelectric point (5.5). These findings indicate that XGT and To60 are potential materials for the development of biomaterials and biotechnological devices. (C) 2008 Elsevier B.V. All rights reserved.