982 resultados para Dispersion estimators
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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In this paper we discuss bias-corrected estimators for the regression and the dispersion parameters in an extended class of dispersion models (Jorgensen, 1997b). This class extends the regular dispersion models by letting the dispersion parameter vary throughout the observations, and contains the dispersion models as particular case. General formulae for the O(n(-1)) bias are obtained explicitly in dispersion models with dispersion covariates, which generalize previous results obtained by Botter and Cordeiro (1998), Cordeiro and McCullagh (1991), Cordeiro and Vasconcellos (1999), and Paula (1992). The practical use of the formulae is that we can derive closed-form expressions for the O(n(-1)) biases of the maximum likelihood estimators of the regression and dispersion parameters when the information matrix has a closed-form. Various expressions for the O(n(-1)) biases are given for special models. The formulae have advantages for numerical purposes because they require only a supplementary weighted linear regression. We also compare these bias-corrected estimators with two different estimators which are also bias-free to order O(n(-1)) that are based on bootstrap methods. These estimators are compared by simulation. (C) 2011 Elsevier B.V. All rights reserved.
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We derive asymptotic expansions for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of dispersion models, under a sequence of Pitman alternatives. The asymptotic distributions of these statistics are obtained for testing a subset of regression parameters and for testing the precision parameter. Based on these nonnull asymptotic expansions, the power of all four tests, which are equivalent to first order, are compared. Furthermore, in order to compare the finite-sample performance of these tests in this class of models, Monte Carlo simulations are presented. An empirical application to a real data set is considered for illustrative purposes. (C) 2012 Elsevier B.V. All rights reserved.
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Toll plazas are particularly susceptible to build-ups of vehicle-emitted pollutants because vehicles pass through in low gear. To look at this, three-dimensional computational fluid dynamics simulations of pollutant dispersion are used on the standard k e turbulence model. The effects of wind speed, wind direction and topography on pollutant dispersion were discussed. The Wuzhuang toll plaza on the Hefei-Nanjing expressway is considered, and the effects of the retaining walls along both sides of the plaza on pollutant dispersion is analysed. There are greater pollutant concentrations near the tollbooths as the angle between the direction of the wind and traffic increases implying that retaining walls impede dispersion. The slope of the walls has little influence on the variations in pollutant concentration.
ADI-Euler and extrapolation methods for the two-dimensional fractional advection-dispersion equation
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Difference and Dispersion is the fourth in a series of annual research papers produced by doctoral students from The Graduate School of Education, The University of Queensland, following their presentation at the School’s annual Postgraduate Research Conference in Education. The work featured herein celebrates the diversity of cultural and disciplinary backgrounds of education researchers who come from as far afield as Germany, Hong Kong, China, Nigeria, Russia, Singapore, Thailand and of course different parts of Australia. In keeping with a postmodern epistemology, ‘difference’ and ‘dispersion’ are key themes in apprehending the multiplicity of their research topics, methodologies, methods and speaking/writing positions. From widely differing contexts and situations, these writers address the consequences, implications and possibilities for education at the beginning of the third millennium. Their interest ranges from location-specific issues in schools and classrooms, change in learning contexts and processes, educational discourses and relations of power in diverse geographical settings, and the differing articulations of the local and the global in situated policy contexts. Conceived and developed in a spirit of ongoing dialogue with and insight to alternative views and visions of education and society, this edited collection exemplifies the quality in diversity and the high levels of scholarship and supervision at one of Australia’s finest Graduate Schools of Education.
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Statistical modeling of traffic crashes has been of interest to researchers for decades. Over the most recent decade many crash models have accounted for extra-variation in crash counts—variation over and above that accounted for by the Poisson density. The extra-variation – or dispersion – is theorized to capture unaccounted for variation in crashes across sites. The majority of studies have assumed fixed dispersion parameters in over-dispersed crash models—tantamount to assuming that unaccounted for variation is proportional to the expected crash count. Miaou and Lord [Miaou, S.P., Lord, D., 2003. Modeling traffic crash-flow relationships for intersections: dispersion parameter, functional form, and Bayes versus empirical Bayes methods. Transport. Res. Rec. 1840, 31–40] challenged the fixed dispersion parameter assumption, and examined various dispersion parameter relationships when modeling urban signalized intersection accidents in Toronto. They suggested that further work is needed to determine the appropriateness of the findings for rural as well as other intersection types, to corroborate their findings, and to explore alternative dispersion functions. This study builds upon the work of Miaou and Lord, with exploration of additional dispersion functions, the use of an independent data set, and presents an opportunity to corroborate their findings. Data from Georgia are used in this study. A Bayesian modeling approach with non-informative priors is adopted, using sampling-based estimation via Markov Chain Monte Carlo (MCMC) and the Gibbs sampler. A total of eight model specifications were developed; four of them employed traffic flows as explanatory factors in mean structure while the remainder of them included geometric factors in addition to major and minor road traffic flows. The models were compared and contrasted using the significance of coefficients, standard deviance, chi-square goodness-of-fit, and deviance information criteria (DIC) statistics. The findings indicate that the modeling of the dispersion parameter, which essentially explains the extra-variance structure, depends greatly on how the mean structure is modeled. In the presence of a well-defined mean function, the extra-variance structure generally becomes insignificant, i.e. the variance structure is a simple function of the mean. It appears that extra-variation is a function of covariates when the mean structure (expected crash count) is poorly specified and suffers from omitted variables. In contrast, when sufficient explanatory variables are used to model the mean (expected crash count), extra-Poisson variation is not significantly related to these variables. If these results are generalizable, they suggest that model specification may be improved by testing extra-variation functions for significance. They also suggest that known influences of expected crash counts are likely to be different than factors that might help to explain unaccounted for variation in crashes across sites