Cost estimation and cost variability in residential rehabilitation /

Item 241-A.

Locally asymptotically normal families of distributions; certain approximations to families of distributions and their use in the theory of estimation and testing hypotheses.

Bibliography: p. 98.

Regional adjustments in grain production : a linear programming analysis : mathematical models, proofs, methods of data collection and estimation, and supplementary tables /

Cover title.

On the estimation and comparison of short-rate models using the generalised method of moments

Subsequent to the influential paper of [Chan, K.C., Karolyi, G.A., Longstaff, F.A., Sanders, A.B., 1992. An empirical comparison of alternative models of the short-term interest rate. Journal of Finance 47, 1209-1227], the generalised method of moments (GMM) has been a popular technique for estimation and inference relating to continuous-time models of the short-term interest rate. GMM has been widely employed to estimate model parameters and to assess the goodness-of-fit of competing short-rate specifications. The current paper conducts a series of simulation experiments to document the bias and precision of GMM estimates of short-rate parameters, as well as the size and power of [Hansen, L.P., 1982. Large sample properties of generalised method of moments estimators. Econometrica 50, 1029-1054], J-test of over-identifying restrictions. While the J-test appears to have appropriate size and good power in sample sizes commonly encountered in the short-rate literature, GMM estimates of the speed of mean reversion are shown to be severely biased. Consequently, it is dangerous to draw strong conclusions about the strength of mean reversion using GMM. In contrast, the parameter capturing the levels effect, which is important in differentiating between competing short-rate specifications, is estimated with little bias. (c) 2006 Elsevier B.V. All rights reserved.

Pattern-based phylogenetic distance estimation and tree reconstruction

We have developed an alignment-free method that calculates phylogenetic distances using a maximum-likelihood approach for a model of sequence change on patterns that are discovered in unaligned sequences. To evaluate the phylogenetic accuracy of our method, and to conduct a comprehensive comparison of existing alignment-free methods (freely available as Python package decaf+py at http://www.bioinformatics.org.au), we have created a data set of reference trees covering a wide range of phylogenetic distances. Amino acid sequences were evolved along the trees and input to the tested methods; from their calculated distances we infered trees whose topologies we compared to the reference trees. We find our pattern-based method statistically superior to all other tested alignment-free methods. We also demonstrate the general advantage of alignment-free methods over an approach based on automated alignments when sequences violate the assumption of collinearity. Similarly, we compare methods on empirical data from an existing alignment benchmark set that we used to derive reference distances and trees. Our pattern-based approach yields distances that show a linear relationship to reference distances over a substantially longer range than other alignment-free methods. The pattern-based approach outperforms alignment-free methods and its phylogenetic accuracy is statistically indistinguishable from alignment-based distances.

Estimation and mapping of foliar chemical levels in a coastal eucalypt forest using CASI data

Proceedings of the 11th Australasian Remote Sensing and Photogrammetry Conference

Spatial aspects of MRSA epidemiology:A case study using stochastic simulation, kernel estimation and SaTScan

The identification of disease clusters in space or space-time is of vital importance for public health policy and action. In the case of methicillin-resistant Staphylococcus aureus (MRSA), it is particularly important to distinguish between community and health care-associated infections, and to identify reservoirs of infection. 832 cases of MRSA in the West Midlands (UK) were tested for clustering and evidence of community transmission, after being geo-located to the centroids of UK unit postcodes (postal areas roughly equivalent to Zip+4 zip code areas). An age-stratified analysis was also carried out at the coarser spatial resolution of UK Census Output Areas. Stochastic simulation and kernel density estimation were combined to identify significant local clusters of MRSA (p<0.025), which were supported by SaTScan spatial and spatio-temporal scan. In order to investigate local sampling effort, a spatial 'random labelling' approach was used, with MRSA as cases and MSSA (methicillin-sensitive S. aureus) as controls. Heavy sampling in general was a response to MRSA outbreaks, which in turn appeared to be associated with medical care environments. The significance of clusters identified by kernel estimation was independently supported by information on the locations and client groups of nursing homes, and by preliminary molecular typing of isolates. In the absence of occupational/ lifestyle data on patients, the assumption was made that an individual's location and consequent risk is adequately represented by their residential postcode. The problems of this assumption are discussed, with recommendations for future data collection.

Sample size estimation and statistical power analyses

The concept of sample size and statistical power estimation is now something that Optometrists that want to perform research, whether it be in practice or in an academic institution, cannot simply hide away from. Ethics committees, journal editors and grant awarding bodies are now increasingly requesting that all research be backed up with sample size and statistical power estimation in order to justify any study and its findings. This article presents a step-by-step guide of the process for determining sample sizeand statistical power. It builds on statistical concepts presented in earlier articles in Optometry Today by Richard Armstrong and Frank Eperjesi.

Channel estimation and compensation in chromatic dispersion limited optical fast OFDM systems

We experimentally investigate the channel estimation and compensation in a chromatic dispersion (CD) limited 20Gbit/s optical fast orthogonal frequency division multiplexing (F-OFDM) system with up to 840km transmission. It is shown that symmetric extension based guard interval (GI) is required to enable CD compensation using one-tap equalizers. As few as one optical F-OFDM symbol with four and six pilot tones per symbol can achieve near-optimal channel estimation and compensation performance for 600km and 840km respectively.

Estimation and inference under economic restrictions

Estimation of economic relationships often requires imposition of constraints such as positivity or monotonicity on each observation. Methods to impose such constraints, however, vary depending upon the estimation technique employed. We describe a general methodology to impose (observation-specific) constraints for the class of linear regression estimators using a method known as constraint weighted bootstrapping. While this method has received attention in the nonparametric regression literature, we show how it can be applied for both parametric and nonparametric estimators. A benefit of this method is that imposing numerous constraints simultaneously can be performed seamlessly. We apply this method to Norwegian dairy farm data to estimate both unconstrained and constrained parametric and nonparametric models.

Channel estimation and compensation in chromatic dispersion limited optical fast OFDM systems

We experimentally investigate the channel estimation and compensation in a chromatic dispersion (CD) limited 20Gbit/s optical fast orthogonal frequency division multiplexing (F-OFDM) system with up to 840km transmission. It is shown that symmetric extension based guard interval (GI) is required to enable CD compensation using one-tap equalizers. As few as one optical F-OFDM symbol with four and six pilot tones per symbol can achieve near-optimal channel estimation and compensation performance for 600km and 840km respectively.

The impact of pump phase-modulation and filtering on WDM signals in a fibre optical parametric amplifier

WDM signal degradation from pump phase-modulation in a one-pump 20dB net-gain fibre optical parametric amplifier is experimentally and numerically characterised for the first time using 10x59Gb/s QPSK signals.

On Estimation and Testing for Pareto Tails

2010 Mathematics Subject Classification: 62F10, 62F12.