79 resultados para Linear Connection
Resumo:
In this article, we consider local influence analysis for the skew-normal linear mixed model (SN-LMM). As the observed data log-likelihood associated with the SN-LMM is intractable, Cook`s well-known approach cannot be applied to obtain measures of local influence. Instead, we develop local influence measures following the approach of Zhu and Lee (2001). This approach is based on the use of an EM-type algorithm and is measurement invariant under reparametrizations. Four specific perturbation schemes are discussed. Results obtained for a simulated data set and a real data set are reported, illustrating the usefulness of the proposed methodology.
Resumo:
In this paper, we present a Bayesian approach for estimation in the skew-normal calibration model, as well as the conditional posterior distributions which are useful for implementing the Gibbs sampler. Data transformation is thus avoided by using the methodology proposed. Model fitting is implemented by proposing the asymmetric deviance information criterion, ADIC, a modification of the ordinary DIC. We also report an application of the model studied by using a real data set, related to the relationship between the resistance and the elasticity of a sample of concrete beams. Copyright (C) 2008 John Wiley & Sons, Ltd.
Resumo:
We discuss the connection between information and copula theories by showing that a copula can be employed to decompose the information content of a multivariate distribution into marginal and dependence components, with the latter quantified by the mutual information. We define the information excess as a measure of deviation from a maximum-entropy distribution. The idea of marginal invariant dependence measures is also discussed and used to show that empirical linear correlation underestimates the amplitude of the actual correlation in the case of non-Gaussian marginals. The mutual information is shown to provide an upper bound for the asymptotic empirical log-likelihood of a copula. An analytical expression for the information excess of T-copulas is provided, allowing for simple model identification within this family. We illustrate the framework in a financial data set. Copyright (C) EPLA, 2009
Resumo:
The performance of modular home made capillary electrophoresis equipment with spectrophotometric detection, at a visible region by means of a miniaturized linear charge coupled device, was evaluated for the determination of four food dyes. This system presents a simple but efficient home made cell detection scheme. A computer program that converts the spectral data after each run into the electropherograms was developed to evaluate the analytical parameters. The dyes selected for analytical evaluation of the system were Brilliant Blue FCF, Fast Green FCF, Sunset Yellow FCF, and Amaranth. Separation was carried out in a 29cm length and 75 mu m I.D fused silica capillary, using 10mmolL-1 borate buffer at pH 9, with separation voltage of 7.5kV. The detection limits for the dyes were between 0.3 and 1.5mgL-1 and the method presented adequate linearity over the ranges studied, with correlation coefficients greater than 0.99. The method was applied for determination and quantification of these dyes in fruit juices and candies.