927 resultados para duration, functional delta method, gamma kernel, hazard rate.


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Federal Transit Administration, Washington, D.C.

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Thesis (doctoral)--Kaiser-Wilhelms-Universitat Strassburg.

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A magnesium alloy of eutectic composition (33 wt-'%Al) was directionally solidified in mild steel tubes at two growth rates, 32 and 580 mum s(-1,) in a temperature gradient between 10 and 20 K mm(-1). After directional solidification, the composition of each specimen varied dramatically, from 32'%Al in the region that had remained solid to 18%Al (32 mum s(-1) specimen) and 13%Al (580 mum s(-1) specimen) at the plane that had been quenched from the eutectic temperature. As the aluminium content decreased, the microstructure contained an increasing volume fraction of primary magnesium dendrites and the eutectic morphology gradually changed from lamellar to partially divorced. The reduction in aluminium content was caused by the growth of an Al-Fe phase ahead of the Mg-Al growth front. Most of the growth of the Al-Fe phase occurred during the remelting period before directional solidification. The thickness of the Al-Fe phase increased with increased temperature and time of contact with the molten Mg-Al alloy. (C) 2003 Maney Publishing.

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This paper presents a new method to measure the sinking rates of individual phytoplankton “particles” (cells, chains, colonies, and aggregates) in the laboratory. Conventional particle tracking and high resolution video imaging were used to measure particle sinking rates and particle size. The stabilizing force of a very mild linear salinity gradient (1 ppt over 15 cm) prevented the formation of convection currents in the laboratory settling chamber. Whereas bulk settling methods such as SETCOL provide a single value of sinking rate for a population, this method allows the measurement of sinking rate and particle size for a large number of individual particles or phytoplankton within a population. The method has applications where sinking rates vary within a population, or where sinking rate-size relationships are important. Preliminary data from experiments with both laboratory and field samples of marine phytoplankton are presented here to illustrate the use of the technique, its applications, and limitations. Whereas this paper deals only with sinking phytoplankton, the method is equally valid for positively buoyant species, as well as nonbiological particles.

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We examined two subjectively distinct memory states that are elicited during recognition memory in humans and compared them in terms of the gamma oscillations (20–60 Hz) in the electroencepahalogram (EEG) that they induced. These subjective states, ‘recollection’ and ‘familiarity’ both entail correct recognition but one involves a clear and conscious recollection of the event including memory for contextual detail whilst the other involves a sense of familiarity without clear recollection. Here we show that during a verbal recognition memory test, the subjective experience of ‘recollection’ induced higher amplitude gamma oscillations than the subjective experience of ‘familiarity’ in the time period 300–500 ms after stimulus presentation. Recollection, but not familiarity, was also associated with greater functional connectivity in the gamma frequency range between frontal and parietal sites. Furthermore, the magnitude of the gamma functional connectivity varied over time and was modulated at 3 Hz. Previous studies in animals have shown local theta frequency modulation (3–7 Hz) of gamma-oscillations but this is the first time that a similar effect has been reported in the human EEG.

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In recent papers, Wied and his coauthors have introduced change-point procedures to detect and estimate structural breaks in the correlation between time series. To prove the asymptotic distribution of the test statistic and stopping time as well as the change-point estimation rate, they use an extended functional Delta method and assume nearly constant expectations and variances of the time series. In this thesis, we allow asymptotically infinitely many structural breaks in the means and variances of the time series. For this setting, we present test statistics and stopping times which are used to determine whether or not the correlation between two time series is and stays constant, respectively. Additionally, we consider estimates for change-points in the correlations. The employed nonparametric statistics depend on the means and variances. These (nuisance) parameters are replaced by estimates in the course of this thesis. We avoid assuming a fixed form of these estimates but rather we use "blackbox" estimates, i.e. we derive results under assumptions that these estimates fulfill. These results are supplement with examples. This thesis is organized in seven sections. In Section 1, we motivate the issue and present the mathematical model. In Section 2, we consider a posteriori and sequential testing procedures, and investigate convergence rates for change-point estimation, always assuming that the means and the variances of the time series are known. In the following sections, the assumptions of known means and variances are relaxed. In Section 3, we present the assumptions for the mean and variance estimates that we will use for the mean in Section 4, for the variance in Section 5, and for both parameters in Section 6. Finally, in Section 7, a simulation study illustrates the finite sample behaviors of some testing procedures and estimates.

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This paper develops nonparametric tests of independence between two stationary stochastic processes. The testing strategy boils down to gauging the closeness between the joint and the product of the marginal stationary densities. For that purpose, I take advantage of a generalized entropic measure so as to build a class of nonparametric tests of independence. Asymptotic normality and local power are derived using the functional delta method for kernels, whereas finite sample properties are investigated through Monte Carlo simulations.

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Gamma activity to stationary grating stimuli was studied non-invasively using MEG recordings in humans. Using a spatial filtering technique, we localized gamma activity to primary visual cortex. We tested the hypothesis that spatial frequency properties of visual stimuli may be related to the temporal frequency characteristics of the associated cortical responses. We devised a method to assess temporal frequency differences between stimulus-related responses that typically exhibit complex spectral shapes. We applied this methodology to either single-trial (induced) or time-averaged (evoked) responses in four frequency ranges (0-40, 20-60, 40-80 and 60-100 Hz) and two time windows (either the entire duration of stimulus presentation or the first second following stimulus onset). Our results suggest that stimuli of varying spatial frequency induce responses that exhibit significantly different temporal frequency characteristics. These effects were particularly accentuated for induced responses in the classical gamma frequency band (20-60 Hz) analyzed over the entire duration of stimulus presentation. Strikingly, examining the first second of the responses following stimulus onset resulted in significant loss in stimulus specificity, suggesting that late signal components contain functionally relevant information. These findings advocate a functional role of gamma activity in sensory representation. We suggest that stimulus specific frequency characteristics of MEG signals can be mapped to processes of neuronal synchronization within the framework of coupled dynamical systems.

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The paper examines the influence of unemployment insurance on the duration of employment spells in Canada using the 1988–90 Labour Market Activity Survey. The primary focus of the paper is to evaluate whether estimated UI effects are sensitive to the degree to which institutional rules and regulations governing UI eligibility and entitlement are explicitly modelled. The key result of the paper is that it is indeed important to allow for institutional detail when estimating unemployment insurance effects. Estimates using simple proxies for eligibility indicate small, often insignificant UI effects. The size and significance of the effects rise as more realistic versions of the variables are adopted. The estimates using the eligibility variables incorporating the greatest level of institutional detail suggest that a jump in the hazard rate by a factor of 2.3 may not be an unreasonable estimate of the effect.

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Sensory receptors determine the type and the quantity of information available for perception. Here, we quantified and characterized the information transferred by primary afferents in the rat whisker system using neural system identification. Quantification of ``how much'' information is conveyed by primary afferents, using the direct method (DM), a classical information theoretic tool, revealed that primary afferents transfer huge amounts of information (up to 529 bits/s). Information theoretic analysis of instantaneous spike-triggered kinematic stimulus features was used to gain functional insight on ``what'' is coded by primary afferents. Amongst the kinematic variables tested-position, velocity, and acceleration-primary afferent spikes encoded velocity best. The other two variables contributed to information transfer, but only if combined with velocity. We further revealed three additional characteristics that play a role in information transfer by primary afferents. Firstly, primary afferent spikes show preference for well separated multiple stimuli (i.e., well separated sets of combinations of the three instantaneous kinematic variables). Secondly, neurons are sensitive to short strips of the stimulus trajectory (up to 10 ms pre-spike time), and thirdly, they show spike patterns (precise doublet and triplet spiking). In order to deal with these complexities, we used a flexible probabilistic neuron model fitting mixtures of Gaussians to the spike triggered stimulus distributions, which quantitatively captured the contribution of the mentioned features and allowed us to achieve a full functional analysis of the total information rate indicated by the DM. We found that instantaneous position, velocity, and acceleration explained about 50% of the total information rate. Adding a 10 ms pre-spike interval of stimulus trajectory achieved 80-90%. The final 10-20% were found to be due to non-linear coding by spike bursts.

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The present thesis examines the determinants of the bankruptcy protection duration for Canadian firms. Using a sample of Canadian firms that filed for bankruptcy protection between the calendar years 1992 and 2009, we fmd that the firm age, the industry adjusted operating margin, the default spread, the industrial production growth rate or the interest rate are influential factors on determining the length of the protection period. Older firms tend to stay longer under protection from creditors. As older firms have more complicated structures and issues to settle, the risk of exiting soon the protection (the hazard rate) is small. We also find that firms that perform better than their benchmark as measured by the industry they belong to, tend to leave quickly the bankruptcy protection state. We conclude that the fate of relatively successful companies is determined faster. Moreover, we report that it takes less time to achieve a final solution to firms under bankrupt~y when the default spread is low or when the appetite for risk is high. Conversely, during periods of high default spreads and flight for quality, it takes longer time to resolve the bankruptcy issue. This last finding may suggest that troubled firms should place themselves under protection when spreads are low. However, this ignores the endogeneity issue: high default spread may cause and incidentally reflect higher bankruptcy rates in the economy. Indeed, we find that bankruptcy protection is longer during economic downturns. We explain this relation by the natural increase in default rate among firms (and individuals) during economically troubled times. Default spreads are usually larger during these harsh periods as investors become more risk averse since their wealth shrinks. Using a Log-logistic hazard model, we also fmd that firms that file under the Companies' Creditors Arrangement Act (CCAA) protection spend longer time restructuring than firms that filed under the Bankruptcy and Insolvency Act (BIA). As BIA is more statutory and less flexible, solutions can be reached faster by court orders.

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Department of Statistics, Cochin University of Science and Technology

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In this paper, we proposed a flexible cure rate survival model by assuming the number of competing causes of the event of interest following the Conway-Maxwell distribution and the time for the event to follow the generalized gamma distribution. This distribution can be used to model survival data when the hazard rate function is increasing, decreasing, bathtub and unimodal-shaped including some distributions commonly used in lifetime analysis as particular cases. Some appropriate matrices are derived in order to evaluate local influence on the estimates of the parameters by considering different perturbations, and some global influence measurements are also investigated. Finally, data set from the medical area is analysed.

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Among the traits of economic importance to dairy cattle livestock those related to sexual precocity and longevity of the herd are essential to the success of the activity, because the stayability time of a cow in a herd is determined by their productive and reproductive lives. In Brazil, there are few studies about the reproductive efficiency of Swiss-Brown cows and no study was found using the methodology of survival analysis applied to this breed. Thus, in the first chapter of this study, the age at first calving from Swiss-Brown heifers was analyzed as the time until the event by the nonparametric method of Kaplan-Meier and the gamma shared frailty model, under the survival analysis methodology. Survival and hazard rate curves associated with this event were estimated and identified the influence of covariates on such time. The mean and median times at the first calving were 987.77 and 1,003 days, respectively, and significant covariates by the Log-Rank test, through Kaplan-Meier analysis, were birth season, calving year, sire (cow s father) and calving season. In the analysis by frailty model, the breeding values and the frailties of the sires (fathers) for the calving were predicted modeling the risk function of each cow as a function of the birth season as fixed covariate and sire as random covariate. The frailty followed the gamma distribution. Sires with high and positive breeding values possess high frailties, what means shorter survival time of their daughters to the event, i.e., reduction in the age at first calving of them. The second chapter aimed to evaluate the longevity of dairy cows using the nonparametric Kaplan-Meier and the Cox and Weibull proportional hazards models. It were simulated 10,000 records of the longevity trait from Brown-Swiss cows involving their respective times until the occurrence of five consecutive calvings (event), considered here as typical of a long-lived cow. The covariates considered in the database were age at first calving, herd and sire (cow s father). All covariates had influence on the longevity of cows by Log-Rank and Wilcoxon tests. The mean and median times to the occurrence of the event were 2,436.285 and 2,437 days, respectively. Sires that have higher breeding values also have a greater risk of that their daughters reach the five consecutive calvings until 84 months