Bivariate distribution modeling with tree diameter and height data

The Logit-Logistic (LL), Johnson's SB, and the Beta (GBD) are flexible four-parameter probability distribution models in terms of the (skewness-kurtosis) region covered, and each has been used for modeling tree diameter distributions in forest stands. This article compares bivariate forms of these models in terms of their adequacy in representing empirical diameter-height distributions from 102 sample plots. Four bivariate models are compared: SBB, the natural, well-known, and much-used bivariate generalization of SB; the bivariate distributions with LL, SB, and Beta as marginals, constructed using Plackett's method (LL-2P, etc.). All models are fitted using maximum likelihood, and their goodness-of-fits are compared using minus log-likelihood (equivalent to Akaike's Information Criterion, the AIC). The performance ranking in this case study was SBB, LL-2P, GBD-2P, and SB-2P

Lamprey (Lampetra fluviatilis and Lampetra planeri) ammocoete habitat associations at regional, catchment and microhabitat scales in Northern Ireland

Habitat characteristics associated with lamprey ammocoetes (Lampetra spp.) were investigated at three different spatial scales: regional (Northern Ireland), catchment (Ballinderry River) and microhabitat. At the regional scale, ammocoetes were more abundant in rivers with a pH >= 8.2, while within a catchment, abundance was negatively related to the number of potential lamprey barriers and distance upstream. At the microhabitat scale, at sites where ammocoetes were present, ammocoetes were more abundant where median phi >= 1.94 (very coarse sand), where sediment depth >= 11.5 cm, and where kurtosis was >1.71. This study provides information on habitat associations of lamprey in the UK which may be of use in their conservation, in particular it highlights the negative association of migration barriers with lamprey abundance.

Rapid Fluctuations in the Lower Solar Atmosphere

The Rapid Oscillations in the Solar Atmosphere instrument reveals solar atmospheric fluctuations at high frequencies. Spectra of variations of the G-band intensity (IG ) and Ca II K-line intensity (IK ) show correlated fluctuations above white noise to frequencies beyond 300 mHz and 50 mHz, respectively. The noise-corrected G-band spectrum for f = 28-326 mHz shows a power law with exponent -1.21 ± 0.02, consistent with the presence of turbulent motions. G-band spectral power in the 25-100 mHz ("UHF") range is concentrated at the locations of magnetic bright points in the intergranular lanes and is highly intermittent in time. The intermittence of the UHF G-band fluctuations, shown by a positive kurtosis ?, also suggests turbulence. Combining values of IG , IK , UHF power, and ? reveals two distinct states of the solar atmosphere. State 1, including almost all the data, is characterized by low IG , IK , and UHF power and ? ˜ 6. State 2, including only a very small fraction of the data, is characterized by high IG , IK , and UHF power and ? ˜ 3. Superposed epoch analysis shows that the UHF power peaks simultaneously with spatio-temporal IG maxima in either state. For State 1, IK shows 3.5 minute chromospheric oscillations with maxima occurring 21 s after IG maxima implying a 150-210 km effective height difference. However, for State 2 the IK and IG maxima are simultaneous; in this highly magnetized environment sites of G-band and K-line emission may be spatially close together.

Turbulent Fluctuations in G-band and K-line Intensities Observed with the Rapid Oscillations in the Solar Atmosphere (ROSA) Instrument

Using the Rapid Oscillation in the Solar Atmosphere (ROSA) instrument at the Dunn Solar Telescope we have found that the spectra of fluctuations of the G-band (cadence 1.05 s) and Ca II K-line (cadence 4.2 s) intensities show correlated fluctuations above white noise out to frequencies beyond 300 mHz and up to 70 mHz, respectively. The noise-corrected G-band spectrum presents a scaling range (Ultra High Frequency “UHF”) for f = 25-100 mHz, with an exponent consistent with the presence of turbulent motions. The UHF power, is concentrated at the locations of magnetic bright points in the intergranular lanes, it is highly intermittent in time and characterized by a positive kurtosis κ. Combining values of G-band and K-line intensities, the UHF power, and κ, reveals two distinct “states” of the internetwork solar atmosphere. State 1, with κ ≍ 6, which includes almost all the data, is characterized by low intensities and low UHF power. State 2, with κ ≍ 3, including a very small fraction of the data, is characterized by high intensities and high UHF power. Superposed epoch analysis shows that for State 1, the K-line intensity presents 3.5 min chromospheric oscillations with maxima occurring 21 s after G-band intensity maxima implying a 150-210 km effective height difference. For State 2, the G-band and K-line intensity maxima are simultaneous, suggesting that in the highly magnetized environment sites of G-band and K-line emission may be spatially close together. Analysis of observations obtained with Hinode/SOT confirm a scaling range in the G-band spectrum up to 53 mHz also consistent with turbulent motions as well as the identification of two distinct states in terms of the H-line intensity and G-band power as functions of G-band intensity.

A new Nawaz–Enscore–Ham-based heuristic for permutation flow-shop problem with bicriteria of makespan and machine idle-time

A new heuristic based on Nawaz–Enscore–Ham (NEH) algorithm is proposed for solving permutation flowshop scheduling problem in this paper. A new priority rule is proposed by accounting for the average, mean absolute deviation, skewness and kurtosis, in order to fully describe the distribution style of processing times. A new tie-breaking rule is also introduced for achieving effective job insertion for the objective of minimizing both makespan and machine idle-time. Statistical tests illustrate better solution quality of the proposed algorithm, comparing to existing benchmark heuristics.

US Dollar Carry Trades in the Era of 'Cheap Money'

In this paper, we employ a unique dataset of actual US dollar (USD) forward positions against a number of currencies taken by so-called Commodity Trading Advisors (CTAs). We investigate to what extent these positions exhibit a pattern of USD carry trading or other patterns of currency trading over the recent period of the ultra-loose US monetary policy. Our analysis indeed shows that USD positions against emerging market currencies are characterised by a pattern of carry trading. That is, the USD, as the lower yielding currency, is associated with short positions. The payoff distributions of these positions, moreover, are found to have positive Sharpe ratios, negative skewness and high kurtosis. On the other hand, we find that USD positions against other advanced country currencies have a pattern completely opposite to carry trading which is in line with uncovered interest parity trading; that is, the lower (higher) yielding currency is associated with long (short) positions.

Utilidade dos exames de ressonância magnética no diagnóstico da doença de Parkinson : revisão sistemática e meta análise

Tese de mestrado, Neurociências, Faculdade de Medicina, Universidade de Lisboa, 2014

Quadratic M-Estimators for ARCH-Type Processes

This paper addresses the issue of estimating semiparametric time series models specified by their conditional mean and conditional variance. We stress the importance of using joint restrictions on the mean and variance. This leads us to take into account the covariance between the mean and the variance and the variance of the variance, that is, the skewness and kurtosis. We establish the direct links between the usual parametric estimation methods, namely, the QMLE, the GMM and the M-estimation. The ususal univariate QMLE is, under non-normality, less efficient than the optimal GMM estimator. However, the bivariate QMLE based on the dependent variable and its square is as efficient as the optimal GMM one. A Monte Carlo analysis confirms the relevance of our approach, in particular, the importance of skewness.

Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions

In this paper, we propose exact inference procedures for asset pricing models that can be formulated in the framework of a multivariate linear regression (CAPM), allowing for stable error distributions. The normality assumption on the distribution of stock returns is usually rejected in empirical studies, due to excess kurtosis and asymmetry. To model such data, we propose a comprehensive statistical approach which allows for alternative - possibly asymmetric - heavy tailed distributions without the use of large-sample approximations. The methods suggested are based on Monte Carlo test techniques. Goodness-of-fit tests are formally incorporated to ensure that the error distributions considered are empirically sustainable, from which exact confidence sets for the unknown tail area and asymmetry parameters of the stable error distribution are derived. Tests for the efficiency of the market portfolio (zero intercepts) which explicitly allow for the presence of (unknown) nuisance parameter in the stable error distribution are derived. The methods proposed are applied to monthly returns on 12 portfolios of the New York Stock Exchange over the period 1926-1995 (5 year subperiods). We find that stable possibly skewed distributions provide statistically significant improvement in goodness-of-fit and lead to fewer rejections of the efficiency hypothesis.

Texture, composition and provinance of innershelf sediments between Narakkal and Purakkad, Kerala with special reference to the formation of Mud Banks

The continental shelf of southwest coast of India (Kerala) is broader and . flatter compared to that of the east coast. The unique characteristic feature of the study area (innershelf between Narakkal and Purakkad) is the intermittent appearance of 'mud banks' at certain locations during southwest monsoon. The strong seasonality manifests significant changes in the wind, waves, currents, rainfall, drainage etc., along this area. Peculiar geomorphological variation with high, mid and lowlands in the narrow strip of the hinterland, the geological formations mainly consisting of rocks of metamorphic origin and the humid tropical weathering conditions play significant role in regulating the shelf sedimentation. A complementary pattern of distri bution is observed for clay that shows an abundance in the nearshore. Silt, to a major extent, depicts semblance with clay distribution . Summation of the total asymmetry of grain size distribution are inferred from the variation of skewness and kurtosis.Factor I implies a low energy regime where the transportation and deposition phases are controlled mostly by pelagic suspension process as the factor loadings are dominant on finer phi sizes. The second Factor is inferred to be the result of a high energy regime which gives higher loadings on coarser size fractions. The third Factor which might be a transition phase (medium energy regime) representing the resultant flux of coastal circulation of the re-suspension/deposition and an onshoreoffshore advection by reworking and co-deposition of relict and modern sediments. The spatial variations of the energy regime based on the three end-member factor model exhibits high energy zone in the seaward portion transcending to a low energy one towards the coast.From the combined analysis of granulometry and SEM studies, it is concluded that the sandy patches beyond 20 m depth are of relict nature. They are the resultant responses of beach activity during the lower stand of sea level in the Holocene. Re-crystallisation features on the quartz grains indicate that they were exposed to subaerial weathering process subsequent to thei r deposition

Texture Description of low grade and high grade Glioma using Statistical features in Brain MRIs

Low grade and High grade Gliomas are tumors that originate in the glial cells. The main challenge in brain tumor diagnosis is whether a tumor is benign or malignant, primary or metastatic and low or high grade. Based on the patient's MRI, a radiologist could not differentiate whether it is a low grade Glioma or a high grade Glioma. Because both of these are almost visually similar, autopsy confirms the diagnosis of low grade with high-grade and infiltrative features. In this paper, textural description of Grade I and grade III Glioma are extracted using First order statistics and Gray Level Co-occurance Matrix Method (GLCM). Textural features are extracted from 16X16 sub image of the segmented Region of Interest(ROI) .In the proposed method, first order statistical features such as contrast, Intensity , Entropy, Kurtosis and spectral energy and GLCM features extracted were showed promising results. The ranges of these first order statistics and GLCM based features extracted are highly discriminant between grade I and Grade III. In this study which gives statistical textural information of grade I and grade III Glioma which is very useful for further classification and analysis and thus assisting Radiologist in greater extent.

Stock return comovements and integration within the Latin American integrated market

Financial integration has been pursued aggressively across the globe in the last fifty years; however, there is no conclusive evidence on the diversification gains (or losses) of such efforts. These gains (or losses) are related to the degree of comovements and synchronization among increasingly integrated global markets. We quantify the degree of comovements within the integrated Latin American market (MILA). We use dynamic correlation models to quantify comovements across securities as well as a direct integration measure. Our results show an increase in comovements when we look at the country indexes, however, the increase in the trend of correlation is previous to the institutional efforts to establish an integrated market in the region. On the other hand, when we look at sector indexes and an integration measure, we find a decreased in comovements among a representative sample of securities form the integrated market.

Perfil epidemiológico de la prevalencia de hipoacusia en un grupo de empleados que trabaja en el ambiente urbano, 2015

El propósito de este estudio es determinar la relación entre la exposición ocupacional y los niveles de audición en trabajadores urbanos en espacio abierto (aseo urbano en general). Se realizó un estudio de corte transversal con 491 personas que incluyen hombres y mujeres, cuyo ambiente laboral es el espacio abierto de la ciudad. Los datos se obtuvieron durante los exámenes médicos periódicos realizados en el año 2014 a los empleados de una empresa cuya actividad económica es el aseo urbano, que incluye recolección de basuras, cuidado forestal y de prados de uso común, y limpieza del borde de los andenes. Se realizó estadística descriptiva para las características demográficas y razón de disparidad u Odds Ratio (OR) para buscar la relación de antecedentes y hábitos personales con el riesgo de desarrollar pérdida auditiva. De las 491 personas expuestas a niveles altos de ruido ocupacional, 62% presentó pérdida auditiva, de los cuales la mayoría se desempeña como guadañadores y cortadores de césped, y son personas que llevan trabajando entre 1-5 años en la empresa. Se encontró un aumento estadísticamente significativo entre la baja escolaridad y el riesgo de sufrir hipoacusia (p=0.0001) y un efecto protector del uso de motocicleta y audífonos. La enfermedad vascular periférica, la práctica de tejo y la diabetes mostraron una fuerte tendencia a aumentar el riesgo. La pérdida auditiva encontrada en este grupo no se puede relacionar directamente con la exposición ocupacional a ruido, a pesar de ser trabajos que se llevan a cabo en el espacio urbano. Sin embargo, la baja escolaridad favorece la lesión auditiva y puede verse acelerada por enfermedades de alta prevalencia como diabetes y practicas recreacionales locales.

Estudio sobre el análisis de la acción de juego en los deportes de equipo : su aplicación al baloncesto.

Conocer cómo se desarrolla la acción de juego en los deportes de equipo y en el baloncesto de forma más específica, a partir del estudio de 5 parámetros: técnica o modelo de ejecución, reglamento, espacio de juego, estrategia motriz y comunicación motriz. 22 partidos de baloncesto, categoría masculina, Campeonato Nacional de Primera División española, temporada 1985-86, jugados en los campos de los equipos F.C. Barcelona, R.C.D. Español y Club Joventut de Badalona. Estudio de campo de los distintos partidos de baloncesto. Metodología de elaboración propia la cual nos permite analizar el parámetro de comunicación motriz. Después de diversas pruebas fílmicas y de registrar la información en sus respectivas planillas, se elaboran los instrumentos definitivos y se determinan las variables para cada uno de los distintos parámetros. Análisis estadístico de la información recogida. El criterio para la elección de las variables se basa en la especifidad de cada parámetro y la dinámica de acción de juego en función de la posesión o no del balón. Registros escritos sobre planillas. Filmación en vídeo para analizar la técnica o modelos de ejecución técnica, el espacio de juego y el comportamiento estratégico. Grabaciones en magnetofón. Programa de ordenador para conocer con exactitud las distancias que recorren los jugadores en un partido y el ritmo a las que la efectúan. Listado de las variables. Estadística básica (Kurtosis, Midmean, Trimean, Midspread, Midrange,...). Histograma de porcentaje de aparición de cada variable. Tarta de porcentaje de cada variable en relación con el conjunto de las que están agrupadas en cada bloque. La metodología utilizada en esta investigación puede ser empleada con las adaptaciones pertinentes a los distintos deportes de equipo. Cabe considerar la conveniencia de plantearse una revisión de la metodología de la enseñanza de los deportes de equipo en nuestro país. Esta revisión metodológica se sitúa en la consideración de la conducta de decisión del jugador y en la estructura de la actividad o deporte que se practica y no en los modelos de ejecución técnica estereotipados.

Characterising the variability and extremes of the stratospheric polar vortices using 2D moment analysis

The mean state, variability and extreme variability of the stratospheric polar vortices, with an emphasis on the Northern Hemisphere vortex, are examined using 2-dimensional moment analysis and Extreme Value Theory (EVT). The use of moments as an analysis to ol gives rise to information about the vortex area, centroid latitude, aspect ratio and kurtosis. The application of EVT to these moment derived quantaties allows the extreme variability of the vortex to be assessed. The data used for this study is ECMWF ERA-40 potential vorticity fields on interpolated isentropic surfaces that range from 450K-1450K. Analyses show that the most extreme vortex variability occurs most commonly in late January and early February, consistent with when most planetary wave driving from the troposphere is observed. Composites around sudden stratospheric warming (SSW) events reveal that the moment diagnostics evolve in statistically different ways between vortex splitting events and vortex displacement events, in contrast to the traditional diagnostics. Histograms of the vortex diagnostics on the 850K (∼10hPa) surface over the 1958-2001 period are fitted with parametric distributions, and show that SSW events comprise the majority of data in the tails of the distributions. The distribution of each diagnostic is computed on various surfaces throughout the depth of the stratosphere, and shows that in general the vortex becomes more circular with higher filamentation at the upper levels. The Northern Hemisphere (NH) and Southern Hemisphere (SH) vortices are also compared through the analysis of their respective vortex diagnostics, and confirm that the SH vortex is less variable and lacks extreme events compared to the NH vortex. Finally extreme value theory is used to statistically mo del the vortex diagnostics and make inferences about the underlying dynamics of the polar vortices.