983 resultados para trimmed likelihood estimation


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A method is presented which allows thermal inertia (the soil heat capacity times the square root of the soil thermal diffusivity, C(h)rootD(h)), to be estimated remotely from micrometeorological observations. The method uses the drop in surface temperature, T-s, between sunset and sunrise, and the average night-time net radiation during that period, for clear, still nights. A Fourier series analysis was applied to analyse the time series of T-s . The Fourier series constants, together with the remote estimate of thermal inertia, were used in an analytical expression to calculate diurnal estimates of the soil heat flux, G. These remote estimates of C(h)rootD(h) and G compared well with values derived from in situ sensors. The remote and in situ estimates of C(h)rootD(h) both correlated well with topsoil moisture content. This method potentially allows area-average estimates of thermal inertia and soil heat flux to be derived from remote sensing, e.g. METEOSAT Second Generation, where the area is determined by the sensor's height and viewing angle. (C) 2003 Elsevier B.V. All rights reserved.

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Real-time rainfall monitoring in Africa is of great practical importance for operational applications in hydrology and agriculture. Satellite data have been used in this context for many years because of the lack of surface observations. This paper describes an improved artificial neural network algorithm for operational applications. The algorithm combines numerical weather model information with the satellite data. Using this algorithm, daily rainfall estimates were derived for 4 yr of the Ethiopian and Zambian main rainy seasons and were compared with two other algorithms-a multiple linear regression making use of the same information as that of the neural network and a satellite-only method. All algorithms were validated against rain gauge data. Overall, the neural network performs best, but the extent to which it does so depends on the calibration/validation protocol. The advantages of the neural network are most evident when calibration data are numerous and close in space and time to the validation data. This result emphasizes the importance of a real-time calibration system.

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[1] In many practical situations where spatial rainfall estimates are needed, rainfall occurs as a spatially intermittent phenomenon. An efficient geostatistical method for rainfall estimation in the case of intermittency has previously been published and comprises the estimation of two independent components: a binary random function for modeling the intermittency and a continuous random function that models the rainfall inside the rainy areas. The final rainfall estimates are obtained as the product of the estimates of these two random functions. However the published approach does not contain a method for estimation of uncertainties. The contribution of this paper is the presentation of the indicator maximum likelihood estimator from which the local conditional distribution of the rainfall value at any location may be derived using an ensemble approach. From the conditional distribution, representations of uncertainty such as the estimation variance and confidence intervals can be obtained. An approximation to the variance can be calculated more simply by assuming rainfall intensity is independent of location within the rainy area. The methodology has been validated using simulated and real rainfall data sets. The results of these case studies show good agreement between predicted uncertainties and measured errors obtained from the validation data.

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This paper presents a first attempt to estimate mixing parameters from sea level observations using a particle method based on importance sampling. The method is applied to an ensemble of 128 members of model simulations with a global ocean general circulation model of high complexity. Idealized twin experiments demonstrate that the method is able to accurately reconstruct mixing parameters from an observed mean sea level field when mixing is assumed to be spatially homogeneous. An experiment with inhomogeneous eddy coefficients fails because of the limited ensemble size. This is overcome by the introduction of local weighting, which is able to capture spatial variations in mixing qualitatively. As the sensitivity of sea level for variations in mixing is higher for low values of mixing coefficients, the method works relatively well in regions of low eddy activity.

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In this paper we consider the estimation of population size from onesource capture–recapture data, that is, a list in which individuals can potentially be found repeatedly and where the question is how many individuals are missed by the list. As a typical example, we provide data from a drug user study in Bangkok from 2001 where the list consists of drug users who repeatedly contact treatment institutions. Drug users with 1, 2, 3, . . . contacts occur, but drug users with zero contacts are not present, requiring the size of this group to be estimated. Statistically, these data can be considered as stemming from a zero-truncated count distribution.We revisit an estimator for the population size suggested by Zelterman that is known to be robust under potential unobserved heterogeneity. We demonstrate that the Zelterman estimator can be viewed as a maximum likelihood estimator for a locally truncated Poisson likelihood which is equivalent to a binomial likelihood. This result allows the extension of the Zelterman estimator by means of logistic regression to include observed heterogeneity in the form of covariates. We also review an estimator proposed by Chao and explain why we are not able to obtain similar results for this estimator. The Zelterman estimator is applied in two case studies, the first a drug user study from Bangkok, the second an illegal immigrant study in the Netherlands. Our results suggest the new estimator should be used, in particular, if substantial unobserved heterogeneity is present.

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Threshold Error Correction Models are used to analyse the term structure of interest Rates. The paper develops and uses a generalisation of existing models that encompasses both the Band and Equilibrium threshold models of [Balke and Fomby ((1997) Threshold cointegration. Int Econ Rev 38(3):627–645)] and estimates this model using a Bayesian approach. Evidence is found for threshold effects in pairs of longer rates but not in pairs of short rates. The Band threshold model is supported in preference to the Equilibrium model.

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We introduce a modified conditional logit model that takes account of uncertainty associated with mis-reporting in revealed preference experiments estimating willingness-to-pay (WTP). Like Hausman et al. [Journal of Econometrics (1988) Vol. 87, pp. 239-269], our model captures the extent and direction of uncertainty by respondents. Using a Bayesian methodology, we apply our model to a choice modelling (CM) data set examining UK consumer preferences for non-pesticide food. We compare the results of our model with the Hausman model. WTP estimates are produced for different groups of consumers and we find that modified estimates of WTP, that take account of mis-reporting, are substantially revised downwards. We find a significant proportion of respondents mis-reporting in favour of the non-pesticide option. Finally, with this data set, Bayes factors suggest that our model is preferred to the Hausman model.

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Nonlinear adjustment toward long-run price equilibrium relationships in the sugar-ethanol-oil nexus in Brazil is examined. We develop generalized bivariate error correction models that allow for cointegration between sugar, ethanol, and oil prices, where dynamic adjustments are potentially nonlinear functions of the disequilibrium errors. A range of models are estimated using Bayesian Monte Carlo Markov Chain algorithms and compared using Bayesian model selection methods. The results suggest that the long-run drivers of Brazilian sugar prices are oil prices and that there are nonlinearities in the adjustment processes of sugar and ethanol prices to oil price but linear adjustment between ethanol and sugar prices.

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The purpose of this study was to improve the prediction of the quantity and type of Volatile Fatty Acids (VFA) produced from fermented substrate in the rumen of lactating cows. A model was formulated that describes the conversion of substrate (soluble carbohydrates, starch, hemi-cellulose, cellulose, and protein) into VFA (acetate, propionate, butyrate, and other VFA). Inputs to the model were observed rates of true rumen digestion of substrates, whereas outputs were observed molar proportions of VFA in rumen fluid. A literature survey generated data of 182 diets (96 roughage and 86 concentrate diets). Coefficient values that define the conversion of a specific substrate into VFA were estimated meta-analytically by regression of the model against observed VFA molar proportions using non-linear regression techniques. Coefficient estimates significantly differed for acetate and propionate production in particular, between different types of substrate and between roughage and concentrate diets. Deviations of fitted from observed VFA molar proportions could be attributed to random error for 100%. In addition to regression against observed data, simulation studies were performed to investigate the potential of the estimation method. Fitted coefficient estimates from simulated data sets appeared accurate, as well as fitted rates of VFA production, although the model accounted for only a small fraction (maximally 45%) of the variation in VFA molar proportions. The simulation results showed that the latter result was merely a consequence of the statistical analysis chosen and should not be interpreted as an indication of inaccuracy of coefficient estimates. Deviations between fitted and observed values corresponded to those obtained in simulations. (c) 2005 Elsevier Ltd. All rights reserved.