Weighted Kernel regression

In the fixed design regression model, additional weights areconsidered for the Nadaraya--Watson and Gasser--M\"uller kernel estimators.We study their asymptotic behavior and the relationships between new andclassical estimators. For a simple family of weights, and considering theIMSE as global loss criterion, we show some possible theoretical advantages.An empirical study illustrates the performance of the weighted estimatorsin finite samples.

Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form

Conditional heteroskedasticity is an important feature of many macroeconomic and financial time series. Standard residual-based bootstrap procedures for dynamic regression models treat the regression error as i.i.d. These procedures are invalid in the presence of conditional heteroskedasticity. We establish the asymptotic validity of three easy-to-implement alternative bootstrap proposals for stationary autoregressive processes with m.d.s. errors subject to possible conditional heteroskedasticity of unknown form. These proposals are the fixed-design wild bootstrap, the recursive-design wild bootstrap and the pairwise bootstrap. In a simulation study all three procedures tend to be more accurate in small samples than the conventional large-sample approximation based on robust standard errors. In contrast, standard residual-based bootstrap methods for models with i.i.d. errors may be very inaccurate if the i.i.d. assumption is violated. We conclude that in many empirical applications the proposed robust bootstrap procedures should routinely replace conventional bootstrap procedures for autoregressions based on the i.i.d. error assumption.

Essays on bootstrap in econometrics

Ma thèse est composée de trois essais sur l'inférence par le bootstrap à la fois dans les modèles de données de panel et les modèles à grands nombres de variables instrumentales #VI# dont un grand nombre peut être faible. La théorie asymptotique n'étant pas toujours une bonne approximation de la distribution d'échantillonnage des estimateurs et statistiques de tests, je considère le bootstrap comme une alternative. Ces essais tentent d'étudier la validité asymptotique des procédures bootstrap existantes et quand invalides, proposent de nouvelles méthodes bootstrap valides. Le premier chapitre #co-écrit avec Sílvia Gonçalves# étudie la validité du bootstrap pour l'inférence dans un modèle de panel de données linéaire, dynamique et stationnaire à effets fixes. Nous considérons trois méthodes bootstrap: le recursive-design bootstrap, le fixed-design bootstrap et le pairs bootstrap. Ces méthodes sont des généralisations naturelles au contexte des panels des méthodes bootstrap considérées par Gonçalves et Kilian #2004# dans les modèles autorégressifs en séries temporelles. Nous montrons que l'estimateur MCO obtenu par le recursive-design bootstrap contient un terme intégré qui imite le biais de l'estimateur original. Ceci est en contraste avec le fixed-design bootstrap et le pairs bootstrap dont les distributions sont incorrectement centrées à zéro. Cependant, le recursive-design bootstrap et le pairs bootstrap sont asymptotiquement valides quand ils sont appliqués à l'estimateur corrigé du biais, contrairement au fixed-design bootstrap. Dans les simulations, le recursive-design bootstrap est la méthode qui produit les meilleurs résultats. Le deuxième chapitre étend les résultats du pairs bootstrap aux modèles de panel non linéaires dynamiques avec des effets fixes. Ces modèles sont souvent estimés par l'estimateur du maximum de vraisemblance #EMV# qui souffre également d'un biais. Récemment, Dhaene et Johmans #2014# ont proposé la méthode d'estimation split-jackknife. Bien que ces estimateurs ont des approximations asymptotiques normales centrées sur le vrai paramètre, de sérieuses distorsions demeurent à échantillons finis. Dhaene et Johmans #2014# ont proposé le pairs bootstrap comme alternative dans ce contexte sans aucune justification théorique. Pour combler cette lacune, je montre que cette méthode est asymptotiquement valide lorsqu'elle est utilisée pour estimer la distribution de l'estimateur split-jackknife bien qu'incapable d'estimer la distribution de l'EMV. Des simulations Monte Carlo montrent que les intervalles de confiance bootstrap basés sur l'estimateur split-jackknife aident grandement à réduire les distorsions liées à l'approximation normale en échantillons finis. En outre, j'applique cette méthode bootstrap à un modèle de participation des femmes au marché du travail pour construire des intervalles de confiance valides. Dans le dernier chapitre #co-écrit avec Wenjie Wang#, nous étudions la validité asymptotique des procédures bootstrap pour les modèles à grands nombres de variables instrumentales #VI# dont un grand nombre peu être faible. Nous montrons analytiquement qu'un bootstrap standard basé sur les résidus et le bootstrap restreint et efficace #RE# de Davidson et MacKinnon #2008, 2010, 2014# ne peuvent pas estimer la distribution limite de l'estimateur du maximum de vraisemblance à information limitée #EMVIL#. La raison principale est qu'ils ne parviennent pas à bien imiter le paramètre qui caractérise l'intensité de l'identification dans l'échantillon. Par conséquent, nous proposons une méthode bootstrap modifiée qui estime de facon convergente cette distribution limite. Nos simulations montrent que la méthode bootstrap modifiée réduit considérablement les distorsions des tests asymptotiques de type Wald #$t$# dans les échantillons finis, en particulier lorsque le degré d'endogénéité est élevé.

Gráficos de controle X para processos robustos

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

WTO law issues of emissions trading

Based on existing research in the interface of emissions trading schemes (ETSs) and WTO law, the paper looks more closely at the design elements of an ETS that are most vulnerable to a WTO challenge, including border adjustment on importation and exportation, recycling of revenues and cross-border linking. The analysis of WTO consistency of various ETS regulatory components reveals significant legal uncertainty. One explanation is that an ETS is not yet fully established as a regulatory tool. It does not have a fixed design and its design elements vary significantly with a scheme. Moreover, ETS-related issues have never been raised in WTO disputes. This makes it hard to predict with confidence the outcome of scrutiny of an ETS by a WTO adjudicative body. In this respect, the availability of environmental and/or health exceptions for justification of ETS-related measures is of great importance.

Do manufacturing firms need informality in ERP post-implementation? A study of Chinese manufacturing sites

Purpose - Enterprise resource planning (ERP) systems are limited due to their operation around a fixed design production process and a fixed lead time to production plan and purchasing plan. The purpose of this paper is to define the concept of informality and to describe the notion of a system combining informality and ERP systems, based on empirical research from four manufacturing case studies. Design/methodology/approach - The case studies present a range of applications of ERP and are analysed in terms of the three characteristics of informality, namely, organisation structure, communication method and leadership approach. Findings - The findings suggest that systems consisting of informality in combination with ERP systems can elicit knowledge fromfrontlineworkers leading to timely improvements in the system. This is achieved by allowing users to modify work procedures or production orders, and to support collaborative working among all employees. However it was found that informality is not required for manufacturers with a relatively stable environment who can deal with uncertainty with a proactive strategy. Research limitations/implications - This study was carried out in China, with four companies as unit of analysis. Future work can help to extend this study across countries. Originality/value - The use of Four dimensions of informality that relate to manufacturers implementing ERP are defined as "technology in practice", "user flexibility", "trusted human networks" and "positive reaction to uncertainty". This is a new construct not applied before to ERP implementations.

Optimal design in the presence of random or fixed block effects

Magdeburg, Univ., Fak. für Mathematik, Diss., 2014

DFM(A)- aspects for a fixed electrical attenuator design

The goal of this paper is to describe a complete and extensive prototype design of a fixed electrical attenuator. The paper starts by describing the function and by giving some basic information about the attenuators. After a comprehensive description of the component, the facts of reverse engineering are discussed. The method itself is applied to ease manufacturing and design stages of this component. Information about materials and applied manufacturing technologies are also included in this report. By applying some specified DFMA-aspects the final design turned out to be a potential prototype device to be manufactured and for further analyse.

Site planning. : Instructions and information for architect-engineers engaged under cost-plus-a-fixed-fee contracts for design and supervision of emergency defense construction projects.

Apr. 14, 1941.

Robust STATCOM control for the stabilisation of fixed-speed wind turbines during low voltages

This paper presents a robust voltage control scheme for fixed-speed wind generators using a static synchronous compensator (STATCOM) controller. To enable a linear and robust control framework with structured uncertainty, the overall system is represented by a linear part plus a nonlinear part that covers an operating range of interest required to ensure stability during severe low voltages. The proposed methodology is flexible and readily applicable to larger wind farms of different configurations. The performance of the control strategy is demonstrated on a two area test system. Large disturbance simulations demonstrate that the proposed controller enhances voltage stability as well as transient stability of induction generators during low voltage ride through (LVRT) transients and thus enhances the LVRT capability. (C) 2011 Elsevier Ltd. All rights reserved.

An upflow fixed-bed anaerobic-aerobic reactor for removal of organic matter and nitrogen from L-lysine plant wastewater

This paper reports on the design of a new reactor configuration - an upflow fixed-bed combined anaerobic-aerobic reactor - can operate as a single treatment unit for the removal of nitrogen (approximate to 150 mg N/L) and organic matter (approximate to 1300 mg COD/L) from Lysine plant wastewater. L-Lysine, an essential amino acid for animal nutrition, is produced by fermentation from natural raw materials of agricultural origin, thus generating wastewater with high contents of organic matter and nitrogen. The best operational condition of the reactor was obtained with a hydraulic retention time of 35 h (21 h in the anaerobic zone and 14 h in the aerobic zone) and a recycling ratio (R) of 3.5. In this condition, the COD, total Kjeldahl nitrogen (TKN), and total nitrogen (TN) removal efficiencies were 97%, 96%, and 77%, respectively, with average effluent concentrations of 10 +/- 36 mg COD/L, 2 +/- 1 mg NH(4)(+)-N/L, 8 +/- 3 mg Org-N/L, 1 +/- 1 mg NH(2)(-)-N/L, and 26 +/- 23 mg NH(3)(-)-N/L.

Topology Optimized Design, Microfabrication and Characterization of Electro-Thermally Driven Microgripper

This article presents a systematic and logical study of the topology optimized design, microfabrication, and static/dynamic performance characterization of an electro-thermo-mechanical microgripper. The microgripper is designed using a topology optimization algorithm based on a spatial filtering technique and considering different penalization coefficients for different material properties during the optimization cycle. The microgripper design has a symmetric monolithic 2D structure which consists of a complex combination of rigid links integrating both the actuating and gripping mechanisms. The numerical simulation is performed by studying the effects of convective heat transfer, thermal boundary conditions at the fixed anchors, and microgripper performance considering temperature-dependent and independent material properties. The microgripper is fabricated from a 25 mm thick nickel foil using laser microfabrication technology and its static/dynamic performance is experimentally evaluated. The static and dynamic electro-mechanical characteristics are analyzed as step response functions with respect to tweezing/actuating displacements, applied current/power, and actual electric resistance. A microgripper prototype having overall dimensions of 1mm (L) X 2.5mm (W) is able to deliver the maximum tweezing and actuating displacements of 25.5 mm and 33.2 mm along X and Y axes, respectively, under an applied power of 2.32 W. Experimental performance is compared with finite element modeling simulation results.

Fixed-point DSP implementation of nonlinear H(infinity) controller for large gap electromagnetic suspension system

Electromagnetic suspension systems are inherently nonlinear and often face hardware limitation when digitally controlled. The main contributions of this paper are: the design of a nonlinear H(infinity) controller. including dynamic weighting functions, applied to a large gap electromagnetic suspension system and the presentation of a procedure to implement this controller on a fixed-point DSP, through a methodology able to translate a floating-point algorithm into a fixed-point algorithm by using l(infinity) norm minimization due to conversion error. Experimental results are also presented, in which the performance of the nonlinear controller is evaluated specifically in the initial suspension phase. (C) 2009 Elsevier Ltd. All rights reserved.

Fatigue life and failure modes of crowns systems with a modified framework design

Objectives: To evaluate the effect of framework design on the fatigue life and failure modes of metal ceramic (MC, Ni-Cr alloy core, VMK 95 porcelain veneer), glass-infiltrated alumina (ICA, In-Ceram Alumina/VM7), and veneered yttria-stabilized tetragonal zirconia polycrystals (Y-TZP, IPSe.max ZirCAD/IPS e.max,) crowns. Methods: Sixty composite resin tooth replicas of a prepared maxillary first molar were produced to receive crowns systems of a standard (MCs, ICAs, and Y-TZPs, n = 10 each) or a modified framework design (MCm, ICAm, and Y-TZPm, n = 10 each). Fatigue loading was delivered with a spherical steel indenter (3.18 mm radius) on the center of the occlusal surface using r-ratio fatigue (30-300 N) until completion of 10(6) cycles or failure. Fatigue was interrupted every 125,000 cycles for damage evaluation. Weibull distribution fits and contour plots were used for examining differences between groups. Failure mode was evaluated by light polarized and SEM microscopy. Results: Weibull analysis showed the highest fatigue life for MC crowns regardless of framework design. No significant difference (confidence bound overlaps) was observed between ICA and Y-TZP with or without framework design modification. Y-TZPm crowns presented fatigue life in the range of MC crowns. No porcelain veneer fracture was observed in the MC groups, whereas ICAs presented bulk fracture and ICAm failed mainly through the veneer. Y-TZP crowns failed through chipping within the veneer, without core fractures. Conclusions: Framework design modification did not improve the fatigue life of the crown systems investigated. Y-TZPm crowns showed comparable fatigue life to MC groups. Failure mode varied according to crown system. (C) 2010 Elsevier Ltd. All rights reserved.

Thermal/mechanical simulation and laboratory fatigue testing of an alternative yttria tetragonal zirconia polycrystal core-veneer all-ceramic layered crown design

This study evaluated the stress levels at the core layer and the veneer layer of zirconia crowns (comprising an alternative core design vs. a standard core design) under mechanical/thermal simulation, and subjected simulated models to laboratory mouth-motion fatigue. The dimensions of a mandibular first molar were imported into computer-aided design (CAD) software and a tooth preparation was modeled. A crown was designed using the space between the original tooth and the prepared tooth. The alternative core presented an additional lingual shoulder that lowered the veneer bulk of the cusps. Finite element analyses evaluated the residual maximum principal stresses fields at the core and veneer of both designs under loading and when cooled from 900 degrees C to 25 degrees C. Crowns were fabricated and mouth-motion fatigued, generating master Weibull curves and reliability data. Thermal modeling showed low residual stress fields throughout the bulk of the cusps for both groups. Mechanical simulation depicted a shift in stress levels to the core of the alternative design compared with the standard design. Significantly higher reliability was found for the alternative core. Regardless of the alternative configuration, thermal and mechanical computer simulations showed stress in the alternative core design comparable and higher to that of the standard configuration, respectively. Such a mechanical scenario probably led to the higher reliability of the alternative design under fatigue.