Saddlepoint approximations to sensitivities of tail probabilities of random sums and comparisons with Monte Carlo estimators

This article proposes computing sensitivities of upper tail probabilities of random sums by the saddlepoint approximation. The considered sensitivity is the derivative of the upper tail probability with respect to the parameter of the summation index distribution. Random sums with Poisson or Geometric distributed summation indices and Gamma or Weibull distributed summands are considered. The score method with importance sampling is considered as an alternative approximation. Numerical studies show that the saddlepoint approximation and the method of score with importance sampling are very accurate. But the saddlepoint approximation is substantially faster than the score method with importance sampling. Thus, the suggested saddlepoint approximation can be conveniently used in various scientific problems.

ROBREG: Stata module providing robust regression estimators

robreg provides a number of robust estimators for linear regression models. Among them are the high breakdown-point and high efficiency MM-estimator, the Huber and bisquare M-estimator, and the S-estimator, each supporting classic or robust standard errors. Furthermore, basic versions of the LMS/LQS (least median of squares) and LTS (least trimmed squares) estimators are provided. Note that the moremata package, also available from SSC, is required.

Nonparametric location estimators in the randomized complete block design

Several tests for the comparison of different groups in the randomized complete block design exist. However, there is a lack of robust estimators for the location difference between one group and all the others on the original scale. The relative marginal effects are commonly used in this situation, but they are more difficult to interpret and use by less experienced people because of the different scale. In this paper two nonparametric estimators for the comparison of one group against the others in the randomized complete block design will be presented. Theoretical results such as asymptotic normality, consistency, translation invariance, scale preservation, unbiasedness, and median unbiasedness are derived. The finite sample behavior of these estimators is derived by simulations of different scenarios. In addition, possible confidence intervals with these estimators are discussed and their behavior derived also by simulations.

DISTRIBUTION FUNCTIONS, MEAN SQUARED ERRORS, AND CONFIDENCE LIMITS FOR RIDGE REGRESSION ESTIMATORS

A large number of ridge regression estimators have been proposed and used with little knowledge of their true distributions. Because of this lack of knowledge, these estimators cannot be used to test hypotheses or to form confidence intervals.^ This paper presents a basic technique for deriving the exact distribution functions for a class of generalized ridge estimators. The technique is applied to five prominent generalized ridge estimators. Graphs of the resulting distribution functions are presented. The actual behavior of these estimators is found to be considerably different than the behavior which is generally assumed for ridge estimators.^ This paper also uses the derived distributions to examine the mean squared error properties of the estimators. A technique for developing confidence intervals based on the generalized ridge estimators is also presented. ^

Kernel bandwidth estimation for moving object detection in non-stabilized cameras

The evolution of the television market is led by 3DTV technology, and this tendency can accelerate during the next years according to expert forecasts. However, 3DTV delivery by broadcast networks is not currently developed enough, and acts as a bottleneck for the complete deployment of the technology. Thus, increasing interest is dedicated to ste-reo 3DTV formats compatible with current HDTV video equipment and infrastructure, as they may greatly encourage 3D acceptance. In this paper, different subsampling schemes for HDTV compatible transmission of both progressive and interlaced stereo 3DTV are studied and compared. The frequency characteristics and preserved frequency content of each scheme are analyzed, and a simple interpolation filter is specially designed. Finally, the advantages and disadvantages of the different schemes and filters are evaluated through quality testing on several progressive and interlaced video sequences.

Nutritive value of palm kernel meal in diets for growing rabbits

The aim of this work was to determine the nutritive value of palm kernel meal (PKM) in diets for growing rabbits. In Experiment 1, 20 New Zealand × Californian growing rabbits 50 d-old were used to determine energy, crude protein, fibre and fat digestibility of PKM. The nutritive value was estimated by the difference method using a basal diet and another diet made by substituting 200 g/kg of basal diet with PKM. Energy, crude protein, ether extract and neutral detergent fibre of PKM digestibilities were, respectively, 0.549 (±0.056, SE), 0.541 (±0.069), 0.850 (±0.048) and 0.430 (±0.101), and the digestible energy concentration was 10.9 MJ/kg (±1.03) DM. In Experiment 2, 412 rabbits were allocated at random to the two experimental diets to measure growing performance. Inclusion of 200 g PKM/kg in the diet did not affect feed or digestible energy intake but decreased slightly (by around 5%) average daily gain (P = 0.003) and feed efficiency (P < 0.001). Neither mortality nor Clostridium perfringens counts in soft faeces were affected by type of diet. Palm kernel meal can be considered a palatable source of fibre, protein and fat for rabbits and can substitute significant amounts of other fibrous ingredients in the diet without adverse effects on growth performance.

Benefits of using a Wendland Kernel for free-surface flows

The aim of this paper Is lo discuss the influence of the selection of the interpolation kernel in the accuracy of the modeling of the internal viscous dissipation in Tree surface Hows, Simulations corresponding to a standing wave* for which an analytic solution available, are presented. Wendland and renormalized Gaussian kernels are considered. The differences in the flow pattern* and Internal dissipation mechanisms are documented for a range of Reynolds numbers. It is shown that the simulations with Wendland kernels replicate the dissipation mechanisms more accurately than those with a renormalized Gaussian kernel. Although some explanations are hinted we have Tailed to clarify which the core structural reasons for Mich differences are*

An automatic translation scheme from prolog to the andorra kernel language

The Andorra family of languages (which includes the Andorra Kernel Language -AKL) is aimed, in principie, at simultaneously supporting the programming styles of Prolog and committed choice languages. On the other hand, AKL requires a somewhat detailed specification of control by the user. This could be avoided by programming in Prolog to run on AKL. However, Prolog programs cannot be executed directly on AKL. This is due to a number of factors, from more or less trivial syntactic differences to more involved issues such as the treatment of cut and making the exploitation of certain types of parallelism possible. This paper provides basic guidelines for constructing an automatic compiler of Prolog programs into AKL, which can bridge those differences. In addition to supporting Prolog, our style of translation achieves independent and-parallel execution where possible, which is relevant since this type of parallel execution preserves, through the translation, the user-perceived "complexity" of the original Prolog program.

Biokerosene from coconut, babassu, camelina and palm kernel oils: production and properties of their blends with fossil kerosene

On December 20th 2006 the European Commission approved a law proposal to include the civil aviation sector in the European market of carbon dioxide emission rights [European Union Emissions Trading System, EUETS). On July 8th 2009, the European Parliament and Conseil agreed that all flights leaving or landing in the EU airports starting from January 1st 2012 should be included in the EUETS. On November 19th 2008, the EU Directive 2008/101/CE [1] included the civil aviation activities in the EUETS, and this directive was transposed by the Spanish law 13/2010 of July 5th 2010 [2]. Thus, in 2012 the aviation sector should reduce their emissions to 97 % of the mean values registered in the period 2004-2006, and for 2013 these emission reductions should reach 95 % of the mean values for that same period. Trying to face this situation, the aviation companies are planning seriously the use of alternative jet fuels to reduce their greenhouse gas emissions and to lower their costs. However, some US airlines have issued a lawsuit before the European Court of Justice based in that this EU action violates a long standing worldwide aviation treaty, the Chicago convention of 1944, and also the Chinese aviation companies have rejected to pay any EU carbon dioxide tax [3]. Moreover, the USA Departments of Agriculture and Energy and the Navy will invest a total of up to $150 million over three years to spur production of aviation and marine biofuels for commercial and military applications [4]. However, the jet fuels should fulfill a set of extraordinarily sensitive properties to guarantee the safety of planes and passengers during all the flights.

Indicators and Estimators in P-Adaptive Boundary Elements

The paper presents the possibility of implementing a p-adaptive process with the B.E.M. Although the exemples show that good results can be obtained with a limited amount of storage and with the simple ideas explained above, more research is needed in order to improve the two main problems of the method, i.e.: the criteria of where to refine and until what degree. Mathematically based reasoning is still lacking and will be useful to simplify the decission making. Nevertheless the method seems promising and, we hope, opens a path for a series of research lines of maximum interest. Although the paper has dealt only with plane potential problem the extension to plane elasticity as well as to 3-D potential problem is straight-forward.

Seismic hazards of the Iberian Peninsula - evaluation with Kernel functions

The seismic hazard of the Iberian Peninsula is analysed using a nonparametric methodology based on statistical kernel functions; the activity rate is derived from the catalogue data, both its spatial dependence (without a seismogenetic zonation) and its magnitude dependence (without using Gutenberg–Richter's law). The catalogue is that of the Instituto Geográfico Nacional, supplemented with other catalogues around the periphery; the quantification of events has been homogenised and spatially or temporally interrelated events have been suppressed to assume a Poisson process. The activity rate is determined by the kernel function, the bandwidth and the effective periods. The resulting rate is compared with that produced using Gutenberg–Richter statistics and a zoned approach. Three attenuation laws have been employed, one for deep sources and two for shallower events, depending on whether their magnitude was above or below 5. The results are presented as seismic hazard maps for different spectral frequencies and for return periods of 475 and 2475 yr, which allows constructing uniform hazard spectra.

On ergodic least-squares estimators of the generalized diffusion coefficient for fractional Brownian motion

We analyse a class of estimators of the generalized diffusion coefficient for fractional Brownian motion Bt of known Hurst index H, based on weighted functionals of the single time square displacement. We show that for a certain choice of the weight function these functionals possess an ergodic property and thus provide the true, ensemble-averaged, generalized diffusion coefficient to any necessary precision from a single trajectory data, but at expense of a progressively higher experimental resolution. Convergence is fastest around H ? 0.30, a value in the subdiffusive regime.

Airplane materials compatibility with blends of fossil kerosene JET A1 with biokerosenes from babassu, palm kernel and coconut oils

The aviation companies are facing some problems that argue in favor of biofuels: Rising cost of traditional fuel: from 0.71 USD/gallon in May 2003 to 3.09 USD/gallon in January 2012. Environmental concerns: direct emissions from aviation account for about 3 % of the EU’s total greenhouse gas emissions. The International Civil Aviation Organization (ICAO) forecasts that by 2050 they could grow by a further 300-700 %. On December 20th 2006 the European Commission approved a law proposal to include the civil aviation sector in the European market of carbon dioxide emission rights (European Union Emissions Trading System, EUETS)

Blends of babassu, palm kernel and coconut fame with fossil kerosene. Technical aspects of low carbon number methyl esters as a possible source for renewable jet fuel

State of the Art. Process and Distillation. Fuel Characterization. Fuel Compatibility Tests