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排序方式: 共有249条查询结果,搜索用时 15 毫秒
51.
Roberto Fontana 《统计学通讯:理论与方法》2017,46(9):4275-4284
Orthogonal fractional factorial designs and in particular orthogonal arrays (OAs) are frequently used in many fields of application, including medicine, engineering, and agriculture. In this article, we present a methodology and an algorithm to find an OA, of given size and strength, which satisfies the generalized minimum aberration criterion. The methodology is based on the joint use of polynomial counting functions, complex coding of levels, and algorithms for quadratic optimization and puts no restriction on the number of levels of each factor. 相似文献
52.
Roberto León-González 《Econometric Reviews》2019,38(8):899-920
This paper develops a novel and efficient algorithm for Bayesian inference in inverse Gamma stochastic volatility models. It is shown that by conditioning on auxiliary variables, it is possible to sample all the volatilities jointly directly from their posterior conditional density, using simple and easy to draw from distributions. Furthermore, this paper develops a generalized inverse gamma process with more flexible tails in the distribution of volatilities, which still allows for simple and efficient calculations. Using several macroeconomic and financial datasets, it is shown that the inverse gamma and generalized inverse gamma processes can greatly outperform the commonly used log normal volatility processes with Student’s t errors or jumps in the mean equation. 相似文献
53.
In this paper, we discuss some theoretical results and properties of the discrete Weibull distribution, which was introduced by Nakagawa and Osaki [The discrete Weibull distribution. IEEE Trans Reliab. 1975;24:300–301]. We study the monotonicity of the probability mass, survival and hazard functions. Moreover, reliability, moments, p-quantiles, entropies and order statistics are also studied. We consider likelihood-based methods to estimate the model parameters based on complete and censored samples, and to derive confidence intervals. We also consider two additional methods to estimate the model parameters. The uniqueness of the maximum likelihood estimate of one of the parameters that index the discrete Weibull model is discussed. Numerical evaluation of the considered model is performed by Monte Carlo simulations. For illustrative purposes, two real data sets are analyzed. 相似文献
54.
Urban green spaces have been recognized as an important source of ecosystem services, whose quantification requires the determination of quantities related to energy, water, carbon and soil nutrient content. In this paper we propose a stochastic ecohydrological model that couples two existing models for water and nutrients in urban soil at the single street-tree scale. The model input are rainfall and irrigation, for water, and deposition and fertilization, for nitrogen, while the output are evapotranspiration, runoff and deep percolation, for water, and plant uptake and leaching, for nitrogen. The various terms are related to the amount of paved and impervious surfaces that surround the tree trunk and regulate the water and nutrient fluxes in and out the soil. Particular attention is paid to the effects of seasonal variations on plant water and nutrients through a temporal variation of the hydrologic variables (i.e., temperature and rainfall intensity and frequencies). The average model outputs are preliminarily compared with the scant existing literature data, supporting the model application to cities with different climatic conditions. The model results are used to estimate the potential for ecosystem services like tree cooling effects, soil carbon sequestration or storm-water management. Because of the minimal structure of the proposed model, it requires a very low amount of data, while accounting for the stochastic input of rainfall. In the context of climate change and increasing urbanization, the model may offer useful indications to urban planners to enhance ecosystem services while minimizing irrigation, fertilization and their related costs. 相似文献
55.
Alba Lugilde Roberto Bande Dolores Riveiro 《Review of Economics of the Household》2018,16(4):1151-1179
The aim of this paper is to empirically study the effect of uncertainty on private consumption using a sample of Spanish households, and therefore, to test the existence of a precautionary motive for saving. Using data provided by the Spanish Survey of Household Finances and the Labour Force Survey we construct several uncertainty measures that are commonly used in the literature and an additional indicator based on job insecurity data, and we consequently estimate different econometric models under the life-cycle/permanent income hypothesis, including these measures of uncertainty. Our results are twofold: first, we find evidence in favour of the precautionary saving hypothesis. Secondly, we find that, unlike other variables related to the performance of the labour market (such as the unemployment rate) the job insecurity indicator is an appropriate variable to approximate income uncertainty in any macroeconomic context. 相似文献
56.
Johan A. Oldekop Lorenza B. Fontana Jean Grugel Nicole Roughton Emmanuel A. Adu‐Ampong Gemma K. Bird Alex Dorgan Marcia A. Vera Espinoza Sara Wallin Daniel Hammett Esther Agbarakwe Arun Agrawal Nurgul Asylbekova Clarissa Azkoul Craig Bardsley Anthony J. Bebbington Savio Carvalho Deepta Chopra Stamatios Christopoulos Emma Crewe Marie‐Claude Dop Joern Fischer Daan Gerretsen Jonathan Glennie William Gois Mtinkheni Gondwe Lizz A. Harrison Katja Hujo Mark Keen Roberto Laserna Luca Miggiano Sarah Mistry Rosemary J. Morgan Linda L. Raftree Duncan Rhind Thiago Rodrigues Sonia Roschnik Flavia Senkubuge Ian Thornton Simon Trace Teresa Ore Ren Mauricio Valds Bhaskar Vira Nicola Yeates William J. Sutherland 《Development policy review : the journal of the Overseas Development Institute》2016,34(1):55-82
The Sustainable Development Goals (SDGs) herald a new phase for international development. This article presents the results of a consultative exercise to collaboratively identify 100 research questions of critical importance for the post‐2015 international development agenda. The final shortlist is grouped into nine thematic areas and was selected by 21 representatives of international and non‐governmental organisations and consultancies, and 14 academics with diverse disciplinary expertise from an initial pool of 704 questions submitted by 110 organisations based in 34 countries. The shortlist includes questions addressing long‐standing problems, new challenges and broader issues related to development policies, practices and institutions. Collectively, these questions are relevant for future development‐related research priorities of governmental and non‐governmental organisations worldwide and could act as focal points for transdisciplinary research collaborations. 相似文献
57.
58.
This study explores the role of multiorganizational fields in recruitment to social movements. We study applicants to the 1964 Mississippi Freedom Summer project from two sites: the University of California at Berkeley and the University of Wisconsin at Madison. Using network analysis, we develop a model of recruitment that predicts participation on the basis of the structural positions of individuals within the multiorganizational fields, as well as on the basis of individual background factors. We also study the role that the recruitment context plays, by comparing the results at these two universities. Independent of the individual background factors, structural position in the multiorganizational field predicts participation in Freedom Summer at Wisconsin, but not at Berkeley. The effects of individual background factors on participation are also contingent on the recruitment context. We discuss the theoretical implications of our results for the study of the effects of multiorganizational fields and recruitment contexts on participation in social movements. 相似文献
59.
60.
Roberto Rossi S. Armagan Tarim Brahim Hnich Steven Prestwich Semra Karacaer 《Journal of Combinatorial Optimization》2010,19(3):325-346
The problem of finding the optimal timing of audit activities within an organisation has been addressed by many researchers.
We propose a stochastic programming formulation with Mixed Integer Linear Programming (MILP) and Constraint Programming (CP)
certainty-equivalent models. In experiments neither approach dominates the other. However, the CP approach is orders of magnitude
faster for large audit times, and almost as fast as the MILP approach for small audit times. This work generalises a previous
approach by relaxing the assumption of instantaneous audits, and by prohibiting concurrent auditing. 相似文献