cometadata/datacite-rtg-text-other-reclassification-records huggingface dataset:
Tradeoffs between carbon assimilation and release reveal a key role of the tropics in long-term global-scale carbon sequestration
Creators: name: Muñoz, Estefanía
name: Sierra, Carlos
Publisher: name: Zenodo
Year: 2025

description: This repository contains code and data to reproduce all results from this publication. In particular, the Data folder contains NetCDF files with carbon sequestration (CS) calculation using outputs from a set of models participating in CMIP6, a set of models participating in TRENDY v13, CarboScope, CAMS, and X-BASE (FLUXCOM-X). The files CMIP6_CS_nep.nc and CMIP6_CS_nbp.nc contain the CS results obtained from NEP and NBP outputs from CMIP6, respectively, computed between 1850-2014, while the files CMIP6_CS_nep_2001-2024.nc and CMIP6_CS_nbp_2001-2024.nc contain the results from the shorter period 2001-2014. The files TRENDY_CS_nbp_2001-2014.nc,CarboScope_CS_nbp_2001-2014.nc, and CAMS_CS_nbp_2001-2014.nc contain the CS results from NBP outputs from TRENDY, CarboScope, and CAMS, respectively, calculated between 2001-2014. The files TRENDY_CS_nep_2001-2014.nc and X-BASE_CS_nee_2001-2014.nc contain the CS results from NEP (or NEE) outputs from TRENDY and XBASE, respectively, calculated 2001-2014.

The weights to calculate the average ensembles of CMIP6 and TRENDY models are in the folder Data/Weights and the land mask in landsea.

Due to their large size, the source data from the CMIP6, TRENDY, CarboScope, CAMS, and X-BASE products are not available in this repository, but they are available at:

CMIP6: https://cmip-data-pool.dkrz.de or at https://esgf-node.ipsl.upmc.fr/projects/cmip6-ipsl (openly available).

TRENDYv13: https://globalcarbonbudgetdata.org/closed-access-requests.html (closed access).

CarboScope nbetEXToc_v2024E: https://www.bgc-jena.mpg.de/CarboScope/?ID=nbetEXToc_v2024E (openly available).

CAMS: https://ads.atmosphere.copernicus.eu/datasets/cams-global-greenhouse-gas-inversion?tab=download (openly available).

X-BASE: https://meta.icos-cp.eu/collections/zfwf1Ak2I7OlziGDTX8Xl6_T (openly available).
Continuous Post-Market Sequential Safety Surveillance with Minimum Events to Signal
Creators: name: Kulldorff, Martin
name: R. Silva, Ivair
Publisher: name: REVSTAT-Statistical Journal
Year: 2017

description: Continuous sequential analysis is increasingly used for near real-time post-market drug and vaccine safety surveillance. We explore continuous sequential monitoring when the null cannot be rejected until a minimum number of adverse events have occurred. For fixed alpha, one can simultaneously increase the statistical power and reduce the expected time to signal. We also evaluate continuous sequential analysis with a delayed start until a certain sample size has been attained. This is only useful if the start of the surveillance is delayed for logistical reasons. Tables with exact critical values, statistical power and the average times to signal are provided.
description: REVSTAT-Statistical Journal, Vol. 15 No. 3 (2017): REVSTAT-Statistical Journal
Two-Sample Gradual Change Analysis
Creators: name: Hlávka, Zdenĕk
name: Hušková, Marie
Publisher: name: REVSTAT-Statistical Journal
Year: 2017

description: We propose two-sample gradual change analysis motivated by gender differences observed in a real data set containing jumping speeds of 432 girls and 364 boys aged 6 to 19 years. Looking at this data set from the point of view of change-point analysis is more natural and it leads to more precise estimators than application of standard two-sample t-test in each age group. Apart of establishing the asymptotic distribution of the proposed two-sample change-point estimator, we also investigate its small sample properties in a simulation study.
description: REVSTAT-Statistical Journal, Vol. 15 No. 3 (2017): REVSTAT-Statistical Journal
12 Jahre Europäischer Emissionshandel in Deutschland
Creators: name: (:Unkn) Unknown
Publisher: name: Metropolis-Verlag
Year: 2017
Subjects: Europäische Union
Klimaschutz
Treibhausgas
Bundesrepublik Deutschland

description: Die Herausgeber wollen in diesem Band die ersten 12 Jahre des Europäischen Emissionshandels Revue passieren lassen, seine heutige Bedeutung verdeutlichen und schließlich nach vorne schauen. Zu diesem Zweck haben sie namhafte Expertinnen und Experten aus der Wissenschaft, der Wirtschaft, der Politik und von Verbänden und Organisationen angesprochen und um ihre Sicht auf den EU-ETS gebeten. So finden sich in diesem Buch Artikel mit retrospektivem Schwerpunkt, die teilweise sehr persönlich, aber äußerst farbig die spannende Phase des Beginns aus direkter Perspektive der handelnden Akteure schildern. Die Artikel im Buch zeigen eine breite Einigkeitin der Analyse und Beschreibung der Defizite des EU-ETS. Beider Frage nach geeigneten Lösungen ist das Bild hingegen heterogener und durchaus kontrovers.Im Kern dreht sich die Debatte hier um die Notwendigkeit von Mindestpreisen und/oder einer ambitionierteren Mengensteuerung. Verschiedene Autorinnen und Autoren zeigen im Kontext einer optimierten Mengensteuerung insbesondere die Notwendigkeit eines gut abgestimmten Instrumentenmixes auf. Der Sammelband enthält darüber hinaus Verweise auf die Notwendigkeit, die Industrie stärker in den Blick zu nehmen. Das Buch gibt mit allen seinen Beiträgen einen umfassenden Überblick zur Entstehung, Wirkung und Weiterentwicklung des Europäischen Emissionshandels aus den unterschiedlichen Perspektiven der Beteiligten. Viele Artikel greifen die Verhandlungen und die Ergebnisse zur Reform des EUŃETS für die vierte Handelsperiode auf. Quelle: Verlagsinformation
Characterization of the Generalized Birnbaum–Saunders Distribution
Creators: name: Athayde, Emília
Publisher: name: REVSTAT-Statistical Journal
Year: 2017

description: The Birnbaum–Saunders (BS) model is a fatigue life distribution related to the normal one with appealing properties. It is a non-negative transformation of a N(0,1) random variable Z, and its extended version, the so-called generalized Birnbaum– Saunders (GBS) model, obtained replacing Z by any other symmetric continuous random variable, shares the same properties. In this paper we characterize the GBS distribution according to one of its outstanding properties and take advantage of this characterization to derive a graphical procedure to assess whether an observed data set follows a GBS distribution. We further develop a goodness-of-fit test for the hypothesis that the data follow a BS distribution with unknown parameters and apply the results to real data sets.
description: REVSTAT-Statistical Journal, Vol. 15 No. 3 (2017): REVSTAT-Statistical Journal
Study on the Bias-Correction Effect of the AIC for Selecting Variables in Normal Multivariate Linear Regression Models Under Model Misspecification
Creators: name: Yanagihara, Hirokazu
name: Kamo, Ken-Ichi
name: Imori, Shinpei
name: Yamamura, Mariko
Publisher: name: REVSTAT-Statistical Journal
Year: 2017

description: By numerically comparing a variable-selection method using the crude AIC with those using the bias-corrected AICs, we find out knowledge about what kind of bias correction gives a positive effect to variable selection under model misspecification. Actually, since all the variable-selection methods considered in this paper asymptotically choose the same model as the best model, we conduct numerical examinations using small and moderate sample sizes. Our results show that bias correction under assumption that the mean structure is misspecified gives a better effect to a variable-selection method than that under the assumption that the distribution of the model is misspecified.
description: REVSTAT-Statistical Journal, Vol. 15 No. 3 (2017): REVSTAT-Statistical Journal
Open Markov Chain Scheme Models Fed by Second Order Stationary and Non Stationary Processes
Creators: name: L. Esquível, Manuel
name: R. Guerreiro, Gracinda
name: M. Fernandes, José
Publisher: name: REVSTAT-Statistical Journal
Year: 2017

description: We introduce a schematic formalism for the time evolution of a random open population divided into classes. With a Markov chain model, allowing for population entrances, we consider the flow of incoming members modeled by a time series - either ARIMA for the number of new incomings or SARMA for the residuals of a deterministic sigmoid type trend - and we detail the time series structure of the elements in each class. A practical application to real data from a credit portfolio is presented.
description: REVSTAT-Statistical Journal, Vol. 15 No. 2 (2017): REVSTAT-Statistical Journal
Improved Penalty Strategies in Linear Regression Models
Creators: name: Yüzbaşı, Bahadır
name: Ejaz Ahmed, S.
name: Güngör, Mehmet
Publisher: name: REVSTAT-Statistical Journal
Year: 2017

description: We suggest pretest and shrinkage ridge estimation strategies for linear regression models. We investigate the asymptotic properties of suggested estimators. Further, a Monte Carlo simulation study is conducted to assess the relative performance of the listed estimators. Also, we numerically compare their performance with Lasso, adaptive Lasso and SCAD strategies. Finally, a real data example is presented to illustrate the usefulness of the suggested methods.
description: REVSTAT-Statistical Journal, Vol. 15 No. 2 (2017): REVSTAT-Statistical Journal
Bivariate Beta and Kumaraswamy Models Developed Using the Arnold-Ng Bivariate Beta Distribution
Creators: name: Arnold, Barry
name: Ghosh, Indranil
Publisher: name: REVSTAT-Statistical Journal
Year: 2017

description: In this paper we explore some mechanisms for constructing bivariate and multivariate beta and Kumaraswamy distributions. Specifically, we focus our attention on the Arnold-Ng (2011) eight parameter bivariate beta model. Several models in the literature are identified as special cases of this distribution including the Jones-OlkinLiu-Libby-Novick bivariate beta model, and certain Kotz and Nadarajah bivariate beta models among others. The utility of such models in constructing bivariate Kumaraswamy models is investigated. Structural properties of such derived models are studied. Parameter estimation for the models is also discussed. For illustrative purposes, a real life data set is considered to exhibit the applicability of these models in comparison with rival bivariate beta and Kumaraswamy models.
description: REVSTAT-Statistical Journal, Vol. 15 No. 2 (2017): REVSTAT-Statistical Journal
title: Publicly Owned Energy Company - SCCS evidence to the Economy, Jobs and Fair Work Committee
Creators: name: Bell, Rebecca
name: Brownsort, Peter
Publisher: name: SCCS
Year: 2018
Subjects: subject: CCS
subject: carbon capture and storage
subject: CCUS
subject: Scottish Parliament Economy, Jobs and Fair Work Committee
subject: Publicly Owned Energy Company

description: This paper sets out SCCS’s evidence to the Scottish Parliament Economy, Jobs and Fair Work Committee’s inquiry into a Scottish publicly owned energy company. A Scottish publicly owned energy company would be an opportunity to address market failures and support the development of a low-carbon energy system in Scotland. It offers the opportunity to support a just transition away from fossil fuel extraction and towards a low-carbon economy.
description: This paper sets out SCCS’s evidence to the Scottish Parliament Economy, Jobs and Fair Work Committee’s inquiry into a Scottish publicly owned energy company. A Scottish publicly owned energy company would be an opportunity to address market failures and support the development of a low-carbon energy system in Scotland. It offers the opportunity to support a just transition away from fossil fuel extraction and towards a low-carbon economy.
Value-at-Risk Estimation and the Port Mean-of-Order-P Methodology
Creators: name: Figueiredo, Fernanda
name: Gomes, M. Ivette
name: Henriques-Rodrigues, Lígia
Publisher: name: REVSTAT-Statistical Journal
Year: 2017

description: In finance, insurance and statistical quality control, among many other areas of appli[1]cation, a typical requirement is to estimate the value-at-risk (VaR) at a small level q, i.e. a high quantile of probability 1 −q, a value, high enough, so that the chance of an exceedance of that value is equal to q, small. The semi-parametric estimation of high quantiles depends strongly on the estimation of the extreme value index (EVI), the primary parameter of extreme events. And most semi-parametric VaR-estimators do not enjoy the adequate behaviour, in the sense that they do not suffer the appropriate linear shift in the presence of linear transformations of the data. Recently, and for heavy tails, i.e. for a positive EVI, new VaR-estimators were introduced with such a behaviour, the so-called PORT VaR-estimators, with PORT standing for peaks over a random threshold. Regarding EVI-estimation, new classes of PORT-EVI estimators, based on a powerful generalization of the Hill EVI-estimator related to adequate mean[1]of-order-p (MOp) EVI-estimators, were even more recently introduced. In this article, also for heavy tails, we introduce a new class of PORT-MOp VaR-estimators with the above mentioned behaviour, using the PORT-MOp class of EVI-estimators. Under convenient but soft restrictions on the underlying model, these estimators are consis[1]tent and asymptotically normal. The behaviour of the PORT-MOp VaR-estimators is studied for finite samples through Monte-Carlo simulation experiments.
description: REVSTAT-Statistical Journal, Vol. 15 No. 2 (2017): REVSTAT-Statistical Journal
Weighted-Type Wishart Distributions with Application
Creators: name: Arashi, M.
name: Bekker, A.
name: Van Niekerk, Janet
Publisher: name: REVSTAT-Statistical Journal
Year: 2017

description: In this paper, we consider a general framework for constructing new valid densities regarding a random matrix variate. However, we focus specifically on the Wishart distribution. The methodology involves coupling the density function of the Wishart distribution with a Borel measurable function as a weight. We propose three different weights by considering trace and determinant operators on matrices. The characteristics for the proposed weighted-type Wishart distributions are studied and the enrichment of this approach is illustrated. A special case of this weighted-type distribution is applied in the Bayesian analysis of the normal model in the univariate and multivariate cases. It is shown that the performance of this new prior model is competitive using various measures.
description: REVSTAT-Statistical Journal, Vol. 15 No. 2 (2017): REVSTAT-Statistical Journal
Determinants of effective treatment coverage for major depressive disorder in the WHO World Mental Health Surveys
Creators: name: Vigo, Daniel V.
name: Kazdin, Alan E.
name: Sampson, Nancy A.
name: Hwang, Irving
name: Alonso, Jordi
name: Andrade, Laura H.
name: Ayinde, Olatunde
name: Borges, Guilherme
name: Bruffaerts, Ronny
name: Bunting, Brendan
name: De Girolamo, Giovanni
name: Florescu, Silvia
name: Gureje, Oye
name: Haro, Josep M.
name: Harris, Meredith G.
name: Karam, Elie G.
name: Karam, Georges
name: Kovess-Masfety, Viviane
name: Lee, Sing
name: Navarro-Mateu, Fernando
name: Posada-Villa, José
name: Scott, Kate
name: Stagnaro, Juan C.
name: Have, Margreet T.
name: Wu, Chi-Shin
name: Xavier, Miguel
name: Kessler, Ronald C.
Publisher: name: BioMed Central
Year: 2022

description: Background Most individuals with major depressive disorder (MDD) receive either no care or inadequate care. The aims of this study is to investigate potential determinants of effective treatment coverage. Methods In order to examine obstacles to providing or receiving care, the type of care received, and the quality and use of that care in a representative sample of individuals with MDD, we analyzed data from 17 WHO World Mental Health Surveys conducted in 15 countries (9 high-income and 6 low/middle-income). Of 35,012 respondents, 3341 had 12-month MDD. We explored the association of socio-economic and demographic characteristics, insurance, and severity with effective treatment coverage and its components, including type of treatment, adequacy of treatment, dose, and adherence. Results High level of education (OR = 1.63; 1.19, 2.24), private insurance (OR = 1.62; 1.06, 2.48), and age (30–59yrs; OR = 1.58; 1.21, 2.07) predicted effective treatment coverage for depression in a multivariable logistic regression model. Exploratory bivariate models further indicate that education may follow a dose—response relation; that people with severe depression are more likely to receive any services, but less likely to receive adequate services; and that in low and middle-income countries, private insurance (the only significant predictor) increased the likelihood of receiving effective treatment coverage four times. Conclusions In the regression models, specific social determinants predicted effective coverage for major depression. Knowing the factors that determine who does and does not receive treatment contributes to improve our understanding of unmet needs and our ability to develop targeted interventions.
Inference for Multivariate Regression Model Based on Synthetic Data Generated under Fixed-Posterior Predictive Sampling
Creators: name: Moura, Ricardo
name: Klein, Martin
name: Coelho, Carlos A.
name: Sinha, Bimal
Publisher: name: REVSTAT-Statistical Journal
Year: 2017

description: The authors derive likelihood-based exact inference methods for the multivariate regression model, for singly imputed synthetic data generated via Posterior Predictive Sampling (PPS) and for multiply imputed synthetic data generated via a newly proposed sampling method, which the authors call Fixed-Posterior Predictive Sampling (FPPS). In the single imputation case, our proposed FPPS method concurs with the usual Posterior Predictive Sampling (PPS) method, thus filling the gap in the existing literature where inferential methods are only available for multiple imputation. Simulation studies compare the results obtained with those for the exact test procedures under the Plug-in Sampling method, obtained by the same authors. Measures of privacy are discussed and compared with the measures derived for the Plug-in Sampling method. An application using U.S. 2000 Current Population Survey data is discussed.
description: REVSTAT-Statistical Journal, Vol. 15 No. 2 (2017): REVSTAT-Statistical Journal
Shortest Clopper–Pearson Randomized Confidence Interval for Binomial Probability
Creators: name: Zieliński, Wojciech
Publisher: name: REVSTAT-Statistical Journal
Year: 2017

description: Zieli´nski (2010) showed the existence of the shortest Clopper–Pearson confidence interval for binomial probability. The method of obtaining such an interval was presented as well. Unfortunately, the confidence interval obtained has one disadvantage: it does not keep the prescribed confidence level. In this paper, a small modification is introduced, after which the resulting shortest confidence interval does not have the above mentioned disadvantage.
description: REVSTAT-Statistical Journal, Vol. 15 No. 1 (2017): REVSTAT-Statistical Journal
Intriguing Properties of Extreme Geometric Quantiles
Creators: name: Girard, Stéphane
name: Stupfler, Gilles
Publisher: name: REVSTAT-Statistical Journal
Year: 2017

description: Central properties of geometric quantiles have been well-established in the recent statistical literature. In this study, we try to get a grasp of how extreme geometric quantiles behave. Their asymptotics are provided, both in direction and magnitude, under suitable moment conditions, when the norm of the associated index vector tends to one. Some intriguing properties are highlighted: in particular, it appears that if a random vector has a finite covariance matrix, then the magnitude of its extreme geometric quantiles grows at a fixed rate. We take profit of these results by defining a parametric estimator of extreme geometric quantiles of such a random vector. The consistency and asymptotic normality of the estimator are established, and contrasted with what can be obtained for univariate quantiles. Our results are illustrated on both simulated and real data sets. As a conclusion, we deduce from our observations some warnings which we believe should be known by practitioners who would like to use such a notion of multivariate quantile to detect outliers or analyze extremes of a random vector.
description: REVSTAT-Statistical Journal, Vol. 15 No. 1 (2017): REVSTAT-Statistical Journal
Some Characterization Results Based on Doubly Truncated Reversed Residual Lifetime Random Variable
Creators: name: Khorashadizadeh, M.
name: Rezaei Roknabadi, A.H.
name: Mohtashami Borzadaran, G.R.
Publisher: name: REVSTAT-Statistical Journal
Year: 2017

description: In view of the growing importance of the reversed residual lifetime in reliability analysis and stochastic modeling, in this paper, we try to study some of the reliability properties of reversed residual lifetime random variable based on doubly truncated data and complete the preceding results such as Ruiz and Navarro (1995, 1996), Navarro et al. (1998), Nanda et al. (2003), Nair and Sudheesh (2008) and Sudheesh and Nair (2010). The monotonicity properties of the doubly truncated reversed residual variance and its relations with doubly truncated reversed residual expected value and doubly truncated reversed residual coefficient of variation are discussed. Furthermore, an upper bound for it under some conditions is obtained. We also discuss and find the similar results and some characterizations for discrete random ageing, which are noticeable in comparing with continuous cases.
description: REVSTAT-Statistical Journal, Vol. 15 No. 1 (2017): REVSTAT-Statistical Journal
Beta Generalized Inverted Exponential Distribution with Real Data Applications
Creators: name: Bakoban, R.A.
name: H. Abu-Zinadah, Hanaa
Publisher: name: REVSTAT-Statistical Journal
Year: 2017

description: The four-parameter beta generalized inverted exponential distribution is considered in this article. Various properties of the model with graphs of the density function are investigated. Moreover, the maximum likelihood method of estimation is used for estimating the parameters of the model under complete samples. An asymptotic Fisher information matrix of the estimators is found. Additionally, confidence interval estimates of the parameters are obtained. The performances of findings of the article are shown by demonstrating various numerical illustrations through Monte Carlo simulation studies. Finally, applications on real data-sets are provided.
description: REVSTAT-Statistical Journal, Vol. 15 No. 1 (2017): REVSTAT-Statistical Journal
Flowers and Leaves Extracts of Stachys palustris L. Exhibit Stronger Anti-Proliferative, Antioxidant, Anti-Diabetic, and Anti-Obesity Potencies than Stems and Roots Due to More Phenolic Compounds as Revealed by UPLC-PDA-ESI-TQD-MS/MS
Creators: name: Lachowicz-Wiśniewska, Sabina
name: Pratap-Singh, Anubhav
name: Kapusta, Ireneusz
name: Kruszyńska, Angelika
name: Rapak, Andrzej
name: Ochmian, Ireneusz
name: Cebulak, Tomasz
name: Żukiewicz-Sobczak, Wioletta
name: Rubiński, Paweł
Publisher: name: Multidisciplinary Digital Publishing Institute
Year: 2023

description: The present work aims to assess the biological potential of polyphenolic compounds in different parts (flowers, leaves, stems, and roots) of Stachys palustris L. Towards secondary metabolites profile, 89 polyphenolic compounds (PCs) were identified by UPLC-PDA-ESI-TQD-MS/MS, with a total average content of 6089 mg/100 g of dry matter (d.m.). In terms of biological activity, antioxidant activity (radical activity, reducing power), digestive enzyme inhibitory (α-glucosidase, α-amylase, pancreatic lipase) effect, and antiproliferative activity (inhibition of cell viability and induction of apoptosis in different human cancer cell lines) were explored. Leaves, flowers, stems, and roots of S. palustris L. have not been studied in this regard until now. Vescalagin and cocciferin d2, isoverbascoside (verbascoside), luteolin 6-C-glucoside, luteolin 6-C-galactoside, apigenin 6-C-glucoside, (−)-epicatechin, ellagic acid, and malvidin 3-O-diglucoside were detected as main ingredients in the studied parts. Methanolic extract of S. palustris L. leaves and flowers revealed the highest amount of PCs with the strongest antiradical (18.5 and 15.6 mmol Trolox equivalent (TE)/g d.m., respectively) and reducing power effects (7.3 and 5.6 mmol TE/g d.m.). Leaf extracts exhibited better α-amylase and pancreatic lipase inhibition effects, while flower extracts exhibited better α-glucosidase inhibition effect. Regarding antiproliferative activity, extracts of the leaves and flowers significantly reduced cell viability and induced a high level of apoptosis in human lung, pancreatic, bladder, and colon cancer cell lines, as well as in human acute myeloid leukemia; whereas the extracts from stems and roots revealed the weaker effects. The results of this work showed anti-proliferative and potentially anti-diabetic, anti-obesity properties of S. palustris L., especially for flowers and leaves, which may have wide potential applications in the functional food, special food, pharmaceutical, cosmetics industries, and/or in medicine.
Comparison of the Predictive Values of Multiple Binary Diagnostic Tests in the Presence of Ignorable Missing Data
Creators: name: Marín-Jimenéz, Ana Eugenia
name: Roldán-Nofuentes, José Antonio
Publisher: name: REVSTAT-Statistical Journal
Year: 2017

description: The comparison of the predictive values of binary diagnostic tests is an important topic in the study of statistical methods applied to medical diagnosis. In this article, we study a global hypothesis test to simultaneously compare the predictive values of multiple binary diagnostic tests in the presence of ignorable missing data. The global hypothesis test deduced is based on the chi-squared distribution. Simulation experiments were carried out to study the type I error probability and the power of global hypothesis test and of other alternative methods when comparing the predictive values of two and three binary diagnostic tests respectively.
description: REVSTAT-Statistical Journal, Vol. 15 No. 1 (2017): REVSTAT-Statistical Journal
Expansions for Quantiles and Multivariate Moments of Extremes for Heavy Tailed Distributions
Creators: name: Withers, Christopher
name: Nadarajah, Saralees
Publisher: name: REVSTAT-Statistical Journal
Year: 2017

description: (...)The study of the asymptotes of the moments of Xn,r has been of considerable interest. McCord [12] gave a first approximation to the moments of Xn,1 for three classes. This showed that a moment of Xn,1 can behave like any positive power of n or n1 = log n. (Here, log is to the base e.) Pickands [15] explored the conditions under which various moments of (Xn,1 − bn) /an converge to the corresponding moments of the extreme value distribution. It was proved that this is indeed true for all F in the domain of attraction of an extreme value distribution provided that the moments are finite for sufficiently large n. Nair [13] investigated the limiting behavior of the distribution and the moments of Xn,1 for large n when F is the standard normal distribution function. (...)
description: REVSTAT-Statistical Journal, Vol. 15 No. 1 (2017): REVSTAT-Statistical Journal
Optimizing the Simple Step Stress Accelerated Life Test with Type I Censored Fréchet Data
Creators: name: Hakamipour, Nooshin
name: Rezaei, Sadegh
Publisher: name: REVSTAT-Statistical Journal
Year: 2017

description: In this paper, we propose an optimization for the simple step stress accelerated life test for the Fr´echet distribution under type I censoring. The extreme value distribution has recently become increasingly important in engineering statistics as a suitable model to represent phenomena with extreme observations. One probability distribution, that is used to model the maximum extreme events, is the Fr´echet (extreme value type II) distribution. A log-linear relationship between the Fr´echet scale parameter and the stress are assumed. Furthermore, we model the effects of changing stress as a cumulative exposure function. The maximum likelihood estimators of the model parameters are derived. By minimizing the asymptotic variance of the desired life estimate and the reliability estimate, we obtain the optimal simple step stress accelerated life test. Finally, the simulation results are discussed to illustrate the effect of the initial estimates on the optimal values.
description: REVSTAT-Statistical Journal, Vol. 15 No. 1 (2017): REVSTAT-Statistical Journal
Hitting Times for Markov Time Series of Counts with Applications to Quality Control
Creators: name: Cabral Morais, Manuel
name: Pacheco, António
Publisher: name: REVSTAT-Statistical Journal
Year: 2016

description: Examples of time series of counts arise in several areas, for instance in epidemiology, industry, insurance and network analysis. Several time series models for these counts have been proposed and some are based on the binomial thinning operation, namely the integer-valued autoregressive (INAR) model, which mimics the structure and the autocorrelation function of the autoregressive (AR) model. The detection of shifts in the mean of an INAR process is a recent research subject and it can be done by using quality control charts. Underlying the performance analysis of these charts, there is an indisputable popular measure: the run length (RL), the number of samples until a signal is triggered by the chart. Since a signal is given as soon as the control statistic falls outside the control limits, the RL is nothing but a hitting time. In this paper, we use stochastic ordering to assess: – the ageing properties of the RL of charts for the process mean of Poisson INAR(1) output; – the impact of shifts in model parameters on this RL. We also explore the implications of all these properties, thus casting interesting light on this hitting time for a Markov time series of counts.
description: REVSTAT-Statistical Journal, Vol. 14 No. 4 (2016): REVSTAT-Statistical Journal
An Android studio plugin for calculating and measuring code complexity metrics in Android applications
Creators: name: Wang, Bo
Publisher: name: Maryland Shared Open Access Repository
Year: 2016

description: (M.S.) -- Towson University, 2015.
description: One of the most widely used mobile operating systems (OS) in the world today is Google’s Android OS. With the increase in popularity of developing mobile applications, the Android development environment has progressed from using Eclipse to Android Studio. Android Studio is an integrated development environment (IDE) for developing Android applications but is currently lacking plugin tools to enable quality assurance of Android applications. This thesis includes the studies of complexity metrics and how they can help developers to create user friendly and high-quality Android applications. The results from this thesis include an Android Studio plugin to support code complexity metrics that analyze Android application source codes. The plugin helps Android Studio developers in the future to create their applications and help researchers to study more about code metrics.
description: http://library.towson.edu/cdm/ref/collection/etd/id/46597
Objective Bayesian Estimators for the Right Censored Rayleigh Distribution
Creators: name: Ferreira, J.T.
name: Bekker, A.
name: Arashi, M.
Publisher: name: REVSTAT-Statistical Journal
Year: 2016

description: The Rayleigh distribution, serving as a special case of the Weibull distribution, is known to have wide applications in survival analysis, reliability theory and communication engineering. In this paper, Bayesian estimators (including shrinkage estimators) of the unknown parameter of the censored Rayleigh distribution are derived using the Al-Bayyati loss function, whilst simultaneously considering different objective prior distributions. Comparisons are made between the proposed estimators by calculating the risk functions using simulation studies and an illustrative example.
description: REVSTAT-Statistical Journal, Vol. 14 No. 4 (2016): REVSTAT-Statistical Journal
Seeing behind black hole horizons in SYK
Creators: name: Gao, Ping
name: Lamprou, Lampros
Publisher: name: Springer Berlin Heidelberg
Year: 2022

description: We present an explicit reconstruction of the interior of an AdS2 black hole in Jackiw-Teitelboim gravity, that is entirely formulated in the dual SYK model and makes no direct reference to the gravitational bulk. We do this by introducing a probe “observer” in the right wormhole exterior and using the prescription of [arXiv:2009.04476] to transport SYK operators along the probe’s infalling worldline and into the black hole interior, using an appropriate SYK modular Hamiltonian. Our SYK computation recovers the precise proper time at which signals sent from the left boundary are registered by our observer’s apparatus inside the wormhole. The success of the computation relies on the universal properties of SYK and we outline a promising avenue for extending it to higher dimensions and applying it to the computation of scattering amplitudes behind the horizon.
Estimating the Shape Parameter of Topp–Leone Distribution Based on Progressive Type II Censored Samples
Creators: name: Awni Bayoud, Husam
Publisher: name: REVSTAT-Statistical Journal
Year: 2016

description: In this paper, classical and Bayesian point estimations of the Topp–Leone distribution shape parameter are studied when the sample is progressive Type II censored. The maximum likelihood estimator (MLE) of the unknown parameter is proposed. Since the MLE does not have an explicit form, an approximate MLE has been derived. The Bayes estimate and the associated credible interval are also studied. Lindley’s method is proposed to approximate the Bayes estimate. The importance sampling technique is also proposed to approximate the Bayes estimate and to construct the associated credible interval. Monte Carlo simulations are performed to compare the performances of the proposed methods, and two data sets have been analyzed for illustrative purposes.
description: REVSTAT-Statistical Journal, Vol. 14 No. 4 (2016): REVSTAT-Statistical Journal
Identifiability Conditions in Some Nonlinear Time Series Models
Creators: name: Noh, Jungsik
name: Lee, Sangyeol
Publisher: name: REVSTAT-Statistical Journal
Year: 2016

description: In this study, we consider the identifiability problem for nonlinear time series models. Special attention is paid to smooth transition GARCH, nonlinear Poisson autoregressive, and multiple regime smooth transition autoregressive models. Some sufficient conditions are obtained to establish the identifiability of these models.
description: REVSTAT-Statistical Journal, Vol. 14 No. 4 (2016): REVSTAT-Statistical Journal
Supplementary document for Landau-damping-induced limits to light–matter interactions in sub-10-nm planar plasmonic nanocavities - 5505929.pdf
Creators: name: Assumpcao, Daniel
name: Siddique, Radwanul
name: Choo, Hyuck
Publisher: name: Optica Publishing Group
Year: 2025
Subjects: Uncategorized

description: Supplementary Material
Isolated Agenesis of Septum Pellucidum
Creators: name: Mohsen, Laila
Publisher: name: EURORAD
Year: 2016
Subjects: subject: Abdominal wall
subject: Neuroradiology brain
subject: CAD
subject: MR
subject: Abscess delineation
subject: Screening
subject: Abscess
subject: Congenital

description: Clinical History Image Findings Discussion Find Diagnosis Differential Diagnosis
description: female, 33 years
description: Clinical History: A 33-year old lady and mother of 2 healthy children, complained of headache that is occurring frequently. Her physical examination and vital signs were normal. Her laboratory results were normal. She had no visual disturbances and her ENT examination was ... Final Diagnosis: This patient was diagnosed as having isolated agenesis of the septum pellucidum.
Density of a Random Interval Catch Digraph Family and its Use for Testing Uniformity
Creators: name: Ceyhan, Elvan
Publisher: name: REVSTAT-Statistical Journal
Year: 2016

description: We consider (arc) density of a parameterized interval catch digraph (ICD) family with random vertices residing on the real line. The ICDs are random digraphs where randomness lies in the vertices and are defined with two parameters, a centrality parameter and an expansion parameter, hence they will be referred as central similarity ICDs (CS-ICDs). We show that arc density of CS-ICDs is a U-statistic for vertices being from a wide family of distributions with support on the real line, and provide the asymptotic (normal) distribution for the (interiors of) entire ranges of centrality and expansion parameters for one dimensional uniform data. We also determine the optimal parameter values at which the rate of convergence (to normality) is fastest. We use arc density of CS-ICDs for testing uniformity of one dimensional data, and compare its performance with arc density of another ICD family and two other tests in literature (namely, Kolmogorov–Smirnov test and Neyman’s smooth test of uniformity) in terms of empirical size and power. We show that tests based on ICDs have better power performance for certain alternatives (that are symmetric around the middle of the support of the data).
description: REVSTAT-Statistical Journal, Vol. 14 No. 4 (2016): REVSTAT-Statistical Journal
Gamma Kernel Estimation of the Density Derivative on the Positive Semi-Axis by Dependent Data
Creators: name: Markovich, L.A.
Publisher: name: REVSTAT-Statistical Journal
Year: 2016

description: We estimate the derivative of a probability density function defined on [0,∞). For this purpose, we choose the class of kernel estimators with asymmetric gamma kernel functions. The use of gamma kernels is fruitful due to the fact that they are nonnegative, change their shape depending on the position on the semi-axis and possess good boundary properties for a wide class of densities. We find an optimal bandwidth of the kernel as a minimum of the mean integrated squared error by dependent data with strong mixing. This bandwidth differs from that proposed for the gamma kernel density estimation. To this end, we derive the covariance of derivatives of the density and deduce its upper bound. Finally, the obtained results are applied to the case of a first-order autoregressive process with strong mixing. The accuracy of the estimates is checked by a simulation study. The comparison of the proposed estimates based on independent and dependent data is provided.
description: REVSTAT-Statistical Journal, Vol. 14 No. 3 (2016): REVSTAT-Statistical Journal
Mammalian Melatonin Agonist Pharmaceuticals Stimulate Rhomboid Proteins in Plants
Creators: name: Erland, Lauren
name: Dumigan, Christopher R.
name: Forsyth, Jillian A.
name: Frolova, Liubov
name: Yasunaga, Adam
name: Li, Isaac T. S.
name: Deyholos, Michael
name: Murch, S. J. (Susan J.)
Publisher: name: Multidisciplinary Digital Publishing Institute
Year: 2022

description: Melatonin is a human neurotransmitter and plant signalling metabolite that perceives and directs plant metabolism. The mechanisms of melatonin action in plants remain undefined. We hypothesized that roots have a melatonin-specific receptor and/or transporter that can respond to melatonin-mediating pharmaceuticals. To test this hypothesis Arabidopsis seedlings were grown with melatonin pharmaceutical receptor agonists: ramelteon and tasimelteon, and/or antagonists: luzindole and 4-P-PDOT. Ramelteon was found both to mimic and competitively inhibit melatonin metabolism in plants. Due to the higher selectivity of ramelteon for the MT1 receptor type in humans, a sequence homology search for MT1 in Arabidopsis identified the rhomboid-like protein 7 (RBL7). In physiological studies, Arabidopsis rbl7 mutants were less responsive to ramelteon and melatonin. Quantum dot visualizations of the effects of ramelteon on melatonin binding to root cell membranes revealed a potential mechanism. We propose that RBL7 is a melatonin-interacting protein that directs root architecture and growth in a mechanism that is responsive to environmental factors.
RKHS Framework for Sparse Functional Varying Coefficient Model
Creators: name: Mostafaiy, Behdad
name: Reza Faridrohani, Mohammad
name: E. Hosseininasab, S. Mohammad
Publisher: name: REVSTAT-Statistical Journal
Year: 2016

description: We study functional varying coefficient model in which both the response and the predictor are functions of a common variable such as time. We demonstrate the estimation of the slope function for the case of sparse and noise-contaminated longitudinal data. So far, a few methods have been introduced based on varying coefficient model. To estimate the slope function, we consider a regularization method using a reproducing kernel Hilbert space framework. Despite the generality of the regularization method, the procedure is easy to implement. Our numerical results show that the introduced procedure performs well in some senses.
description: REVSTAT-Statistical Journal, Vol. 14 No. 3 (2016): REVSTAT-Statistical Journal
Sequential Estimation of a Common Location Parameter of two Populations
Creators: name: Stępień-Baran, Agnieszka
Publisher: name: REVSTAT-Statistical Journal
Year: 2016

description: The problem of sequentially estimating a common location parameter of two independent populations from the same distribution with an unknown location parameter and known but different scale parameters is considered in the case when the observations become available at random times. Certain classes of sequential estimation procedures are derived under a location invariant loss function and with the observation cost determined by convex functions of the stopping time and the number of observations up to that time.
description: REVSTAT-Statistical Journal, Vol. 14 No. 3 (2016): REVSTAT-Statistical Journal
Principales técnicas e instrumentos utilizados en la sistematización de experiencias
Creators: name: Robles, Inmaculada Heras
Publisher: name: Zenodo
Year: 2022
Subjects: methodology
social work
systematization

description: Asignatura impartida en el urso "Iniciación a la sistematización de experiencias en Trabajo Social," impartido el 17 de febrero de 2022 en la Facultad de Trabajo Social de la Universidad de Jaén, via google MEET
Mean-of-Order-p Location-Invariant Extreme Value Index Estimation
Creators: name: Gomes, M. Ivette
name: Henriques-Rodrigues, Lígia
name: Manjunath, B.G.
Publisher: name: REVSTAT-Statistical Journal
Year: 2016

description: A simple generalisation of the classical Hill estimator of a positive extreme value index (EVI) has been recently introduced in the literature. Indeed, the Hill estimator can be regarded as the logarithm of the mean of order p = 0 of a certain set of statistics. Instead of such a geometric mean, we can more generally consider the mean of order p (MOP) of those statistics, with p real, and even an optimal MOP (OMOP) class of EVI-estimators. These estimators are scale invariant but not location invariant. With PORT standing for peaks over random threshold, new classes of PORT-MOP and PORT-OMOP EVI-estimators are now introduced. These classes are dependent on an extra tuning parameter q, 0 ≤ q < 1, and they are both location and scale invariant, a property also played by the EVI. The asymptotic normal behaviour of those PORT classes is derived. These EVI-estimators are further studied for finite samples, through a Monte-Carlo simulation study. An adequate choice of the tuning parameters under play is put forward, and some concluding remarks are provided.
description: REVSTAT-Statistical Journal, Vol. 14 No. 3 (2016): REVSTAT-Statistical Journal
Supplementary document for Landau-damping-induced limits to light–matter interactions in sub-10-nm planar plasmonic nanocavities - 5505929.pdf
Creators: name: Assumpcao, Daniel
name: Siddique, Radwanul
name: Choo, Hyuck
Publisher: name: Optica Publishing Group
Year: 2021
Subjects: Uncategorized

description: Supplementary Material
title: Kinetic studies on the polymerisation of vinyl acetate in the presence of solvents
Creators: name: Sattar, Abdul
Publisher: name: University of Glasgow
Year: 1967
Subjects: subject: Polymer chemistry.

description: The kinetics of the polymerisation of vinyl acetate in the presence of solvents has been studied. Azobis isobutyronitrile has been used as photoinitiator. As little as 5% of benzene lowers the rate of polymerisation of vinyl acetate to about one-half its value in the absence of benzene. For the polymerisation of vinyl acetate alone and of various benzene/vinyl acetate mixtures the rates of polymerisation, molecular weights and chain transfer constants over the temperature range 25-60°C have been measured. The intensity exponents were found to be in the region of 0.51-0.54 both with benzene and in its absence. Labelled benzene, grown as a single crystal, has been used at different temperatures to find out the number of benzene molecules Incorporated in each polymer chain, and on an average one molecule of benzene has been found per polymer molecule. A possible mechanism for the polymerisation of vinyl acetate in the presence of benzene has been put forward. The rate of polymerisation of vinyl acetate in the presence of toluene has been found the same as in the presence of benzene. Greater retardation was observed in the presence of cyclohexadiene and also the lowering of molecular weight of the polymer formed. Termination was found to be second order with respect to the growing polymer radical concentration. The effect of other solvents (mainly substituted benzenes) on the polymerisation of vinyl acetate was studied and different rates of reaction have been explained by steric hinderance. The rate of polymerisation of vinyl acetate was very much retarded by styrene which has been shown to copolymerise with vinyl acetate. Labelled styrene and labelled vinyl acetate were used in turn to evaluate the monomer reactivity ratios. Velocity coefficients for propagation termination, and kinetic chain lifetime for the polymerisation of vinyl acetate in the presence of small amounts of styrene have been determined using the thermocouple method. The value of kp was found to decrease with increase in styrene concentration, while that of kt remained unchanged.
Mixture Integer-Valued Garch Model
Creators: name: Lamine Diop, Mamadou
name: Diop, Aliou
name: Kâ Diongue, Abdou
Publisher: name: REVSTAT-Statistical Journal
Year: 2016

description: In this paper, we generalize the mixture integer-valued ARCH model (MINARCH) introduced by Zhu et al. (2010) (F. Zhu, Q. Li, D. Wang. A mixture integer-valued ARCH model, J. Statist. Plann. Inference, 140 (2010), 2025–2036.) to a mixture integer-valued GARCH (MINGARCH) for modeling time series of counts. This model includes the ability to take into account the moving average (MA) components of the series. We give the necessary and sufficient conditions for first and second order stationarity solutions. The estimation is done via the EM algorithm. The model selection problem is studied by using three information criterions. We also study the performance of the method via simulations and include a real data application.
description: REVSTAT-Statistical Journal, Vol. 14 No. 3 (2016): REVSTAT-Statistical Journal