A conspectus on estimating function theory and its applicability to recurrent modeling issues in forest biometry

Summary

Bias-corrected Pearson estimating functions for Taylor`s power law applied to benthic macrofauna data

Estimation of Taylor`s power law for species abundance data may be performed by linear regression of the log empirical variances on the log means, but this method suffers from a problem of bias for sparse data. We show that the bias may be reduced by using a bias-corrected Pearson estimating function. Furthermore, we investigate a more general regression model allowing for site-specific covariates. This method may be efficiently implemented using a Newton scoring algorithm, with standard errors calculated from the inverse Godambe information matrix. The method is applied to a set of biomass data for benthic macrofauna from two Danish estuaries. (C) 2011 Elsevier B.V. All rights reserved.

Parameterschätzung in zeitdiskreten ergodischen Markov-Prozessen am Beispiel des Cox-Ingersoll-Ross-Modells

In dieser Arbeit geht es um die Schätzung von Parametern in zeitdiskreten ergodischen Markov-Prozessen im allgemeinen und im CIR-Modell im besonderen. Beim CIR-Modell handelt es sich um eine stochastische Differentialgleichung, die von Cox, Ingersoll und Ross (1985) zur Beschreibung der Dynamik von Zinsraten vorgeschlagen wurde. Problemstellung ist die Schätzung der Parameter des Drift- und des Diffusionskoeffizienten aufgrund von äquidistanten diskreten Beobachtungen des CIR-Prozesses. Nach einer kurzen Einführung in das CIR-Modell verwenden wir die insbesondere von Bibby und Sørensen untersuchte Methode der Martingal-Schätzfunktionen und -Schätzgleichungen, um das Problem der Parameterschätzung in ergodischen Markov-Prozessen zunächst ganz allgemein zu untersuchen. Im Anschluss an Untersuchungen von Sørensen (1999) werden hinreichende Bedingungen (im Sinne von Regularitätsvoraussetzungen an die Schätzfunktion) für die Existenz, starke Konsistenz und asymptotische Normalität von Lösungen einer Martingal-Schätzgleichung angegeben. Angewandt auf den Spezialfall der Likelihood-Schätzung stellen diese Bedingungen zugleich lokal-asymptotische Normalität des Modells sicher. Ferner wird ein einfaches Kriterium für Godambe-Heyde-Optimalität von Schätzfunktionen angegeben und skizziert, wie dies in wichtigen Spezialfällen zur expliziten Konstruktion optimaler Schätzfunktionen verwendet werden kann. Die allgemeinen Resultate werden anschließend auf das diskretisierte CIR-Modell angewendet. Wir analysieren einige von Overbeck und Rydén (1997) vorgeschlagene Schätzer für den Drift- und den Diffusionskoeffizienten, welche als Lösungen quadratischer Martingal-Schätzfunktionen definiert sind, und berechnen das optimale Element in dieser Klasse. Abschließend verallgemeinern wir Ergebnisse von Overbeck und Rydén (1997), indem wir die Existenz einer stark konsistenten und asymptotisch normalen Lösung der Likelihood-Gleichung zeigen und lokal-asymptotische Normalität für das CIR-Modell ohne Einschränkungen an den Parameterraum beweisen.

Estimating the most important criteria for hatching eggs as function of broiler breeders age

This research aimed to compare two female broiler breeder ages during the incubation period regarding management using the Analytic Hierarchy Process method (AHP). This method is characterized by the possibility of analyzing a multicriteria problem and assists a decision making. This study was carried out on a commercial hatchery located in São Paulo, Brazil. Two ages of broiler breeder (42 and 56 weeks) were compared relative to production rate. Production index data were the same in both ages and were submitted to multicriteria decision analysis using the AHP method. The results indicate that broiler breeders of 42 weeks presented better performance than those of 56 week-old. The setter phase (incubation) is more critical than the hatcher. The AHP method was efficient for this analysis and can serve as a methodological basis for future studies to improve the hatchability of broilers eggs.

Estimating the stochastic discount factor without a utility function

Using the Pricing Equation in a panel-data framework, we construct a novel consistent estimator of the stochastic discount factor (SDF) which relies on the fact that its logarithm is the serial-correlation ìcommon featureîin every asset return of the economy. Our estimator is a simple function of asset returns, does not depend on any parametric function representing preferences, is suitable for testing di§erent preference speciÖcations or investigating intertemporal substitution puzzles, and can be a basis to construct an estimator of the risk-free rate. For post-war data, our estimator is close to unity most of the time, yielding an average annual real discount rate of 2.46%. In formal testing, we cannot reject standard preference speciÖcations used in the literature and estimates of the relative risk-aversion coe¢ cient are between 1 and 2, and statistically equal to unity. Using our SDF estimator, we found little signs of the equity-premium puzzle for the U.S.

Estimating costs for water treatment as a function of size and treatment efficiency /

Mode of access: Internet.

Estimating the specific heat capacity of starch-water-glycerol systems as a function of temperature and compositions

Increasing interests in the use of starch as biodegradable plastic materials demand, amongst others, accurate information on thermal properties of starch systems particularly in the processing of thermoplastic starch (TPS), where plasticisers (water and glycerol) are added. The specific heat capacity of starch-water-glycerol mixtures was determined within a temperature range of 40-120degreesC. A modulated temperature differential scanning calorimeter (MTDSC) was employed and regression equations were obtained to predict the specific heat capacity as a function of temperature, water and glycerol content for four maize starches of differing amylose content (0 - 85%). Generally, temperature and water content are directly proportional to the specific heat capacity of the systems, but the influence of glycerol content on the thermal property varied according to the starch type.

Estimating HIV incidence rates from age prevalence data in epidemic situations

We present a method of estimating HIV incidence rates in epidemic situations from data on age-specific prevalence and changes in the overall prevalence over time. The method is applied to women attending antenatal clinics in Hlabisa, a rural district of KwaZulu/Natal, South Africa, where transmission of HIV is overwhelmingly through heterosexual contact. A model which gives age-specific prevalence rates in the presence of a progressing epidemic is fitted to prevalence data for 1998 using maximum likelihood methods and used to derive the age-specific incidence. Error estimates are obtained using a Monte Carlo procedure. Although the method is quite general some simplifying assumptions are made concerning the form of the risk function and sensitivity analyses are performed to explore the importance of these assumptions. The analysis shows that in 1998 the annual incidence of infection per susceptible woman increased from 5.4 per cent (3.3-8.5 per cent; here and elsewhere ranges give 95 per cent confidence limits) at age 15 years to 24.5 per cent (20.6-29.1 per cent) at age 22 years and declined to 1.3 per cent (0.5-2.9 per cent) at age 50 years; standardized to a uniform age distribution, the overall incidence per susceptible woman aged 15 to 59 was 11.4 per cent (10.0-13.1 per cent); per women in the population it was 8.4 per cent (7.3-9.5 per cent). Standardized to the age distribution of the female population the average incidence per woman was 9.6 per cent (8.4-11.0 per cent); standardized to the age distribution of women attending antenatal clinics, it was 11.3 per cent (9.8-13.3 per cent). The estimated incidence depends on the values used for the epidemic growth rate and the AIDS related mortality. To ensure that, for this population, errors in these two parameters change the age specific estimates of the annual incidence by less than the standard deviation of the estimates of the age specific incidence, the AIDS related mortality should be known to within +/-50 per cent and the epidemic growth rate to within +/-25 per cent, both of which conditions are met. In the absence of cohort studies to measure the incidence of HIV infection directly, useful estimates of the age-specific incidence can be obtained from cross-sectional, age-specific prevalence data and repeat cross-sectional data on the overall prevalence of HIV infection. Several assumptions were made because of the lack of data but sensitivity analyses show that they are unlikely to affect the overall estimates significantly. These estimates are important in assessing the magnitude of the public health problem, for designing vaccine trials and for evaluating the impact of interventions. Copyright (C) 2001 John Wiley & Sons, Ltd.

From EEG to BOLD: Brain mapping and estimating transfer functions in simultaneous EEG-fMRI acquisitions

Simultaneous acquisition of electroencephalography (EEG) and functional magnetic resonance imaging (fMRI) aims to disentangle the description of brain processes by exploiting the advantages of each technique. Most studies in this field focus on exploring the relationships between fMRI signals and the power spectrum at some specific frequency bands (alpha, beta, etc.). On the other hand, brain mapping of EEG signals (e.g., interictal spikes in epileptic patients) usually assumes an haemodynamic response function for a parametric analysis applying the GLM, as a rough approximation. The integration of the information provided by the high spatial resolution of MR images and the high temporal resolution of EEG may be improved by referencing them by transfer functions, which allows the identification of neural driven areas without strong assumptions about haemodynamic response shapes or brain haemodynamic`s homogeneity. The difference on sampling rate is the first obstacle for a full integration of EEG and fMRI information. Moreover, a parametric specification of a function representing the commonalities of both signals is not established. In this study, we introduce a new data-driven method for estimating the transfer function from EEG signal to fMRI signal at EEG sampling rate. This approach avoids EEG subsampling to fMRI time resolution and naturally provides a test for EEG predictive power over BOLD signal fluctuations, in a well-established statistical framework. We illustrate this concept in resting state (eyes closed) and visual simultaneous fMRI-EEG experiments. The results point out that it is possible to predict the BOLD fluctuations in occipital cortex by using EEG measurements. (C) 2010 Elsevier Inc. All rights reserved.

Evaluation of line-transect sampling for estimating koala abundance in the Pine Rivers Shire, south-east Queensland

Distance sampling using line transects has not been previously used or tested for estimating koala abundance. In July 2001, a pilot survey was conducted to compare the use of line transects with strip transects for estimating koala abundance. Both methods provided a similar estimate of density. On the basis of the results of the pilot survey, the distribution and abundance of koalas in the Pine Rivers Shire, south-east Queensland, was determined using line-transect sampling. In total, 134 lines (length 64 km) were used to sample bushland areas. Eighty-two independent koalas were sighted. Analysis of the frequency distribution of sighting distances using the software program DISTANCE enabled a global detection function to be estimated for survey sites in bushland areas across the Shire. Abundance in urban parts of the Shire was estimated from densities obtained from total counts at eight urban sites that ranged from 26 to 51 ha in size. Koala abundance in the Pine Rivers Shire was estimated at 4584 (95% confidence interval, 4040-5247). Line-transect sampling is a useful method for estimating koala abundance provided experienced koala observers are used when conducting surveys.

Microglial clearance function: dependence on phenotypes

Dissertação para obtenção do Grau de Mestre em Genética Molecular e Biomedicina

Nonparametric estimation of the survival function for ordered multivariate failure time data: a comparative study

In longitudinal studies of disease, patients may experience several events through a follow-up period. In these studies, the sequentially ordered events are often of interest and lead to problems that have received much attention recently. Issues of interest include the estimation of bivariate survival, marginal distributions and the conditional distribution of gap times. In this work we consider the estimation of the survival function conditional to a previous event. Different nonparametric approaches will be considered for estimating these quantities, all based on the Kaplan-Meier estimator of the survival function. We explore the finite sample behavior of the estimators through simulations. The different methods proposed in this article are applied to a data set from a German Breast Cancer Study. The methods are used to obtain predictors for the conditional survival probabilities as well as to study the influence of recurrence in overall survival.

Estimating the colors of paintings

Observers can adjust the spectrum of illumination on paintings for optimal viewing experience. But can they adjust the colors of paintings for the best visual impression? In an experiment carried out on a calibrated color moni- tor images of four abstract paintings obtained from hyperspectral data were shown to observers that were unfamiliar with the paintings. The color volume of the images could be manipulated by rotating the volume around the axis through the average (a*, b*) point for each painting in CIELAB color space. The task of the observers was to adjust the angle of rotation to produce the best subjective impression from the paintings. It was found that the distribution of angles selected for data pooled across paintings and observers could be de- scribed by a Gaussian function centered at 10o, i.e. very close to the original colors of the paintings. This result suggest that painters are able to predict well what compositions of colors observers prefer.