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101.
The authors show how saddlepoint techniques lead to highly accurate approximations for Bayesian predictive densities and cumulative distribution functions in stochastic model settings where the prior is tractable, but not necessarily the likelihood or the predictand distribution. They consider more specifically models involving predictions associated with waiting times for semi‐Markov processes whose distributions are indexed by an unknown parameter θ. Bayesian prediction for such processes when they are not stationary is also addressed and the inverse‐Gaussian based saddlepoint approximation of Wood, Booth & Butler (1993) is shown to accurately deal with the nonstationarity whereas the normal‐based Lugannani & Rice (1980) approximation cannot, Their methods are illustrated by predicting various waiting times associated with M/M/q and M/G/1 queues. They also discuss modifications to the matrix renewal theory needed for computing the moment generating functions that are used in the saddlepoint methods. 相似文献
102.
ABSTRACTWe introduce a new methodology for estimating the parameters of a two-sided jump model, which aims at decomposing the daily stock return evolution into (unobservable) positive and negative jumps as well as Brownian noise. The parameters of interest are the jump beta coefficients which measure the influence of the market jumps on the stock returns, and are latent components. For this purpose, at first we use the Variance Gamma (VG) distribution which is frequently used in modeling financial time series and leads to the revelation of the hidden market jumps' distributions. Then, our method is based on the central moments of the stock returns for estimating the parameters of the model. It is proved that the proposed method provides always a solution in terms of the jump beta coefficients. We thus achieve a semi-parametric fit to the empirical data. The methodology itself serves as a criterion to test the fit of any sets of parameters to the empirical returns. The analysis is applied to NASDAQ and Google returns during the 2006–2008 period. 相似文献
103.
Dobbs Cynnamon Escobedo Francisco J. Clerici Nicola de la Barrera Francisco Eleuterio Ana Alice MacGregor-Fors Ian Reyes-Paecke Sonia Vásquez Alexis Zea Camaño Jorge Danilo Hernández H. Jaime 《Urban Ecosystems》2019,22(1):173-187
Urban Ecosystems - Latin America and the Caribbean (LAC) is one of the most urbanized and biologically diverse regions in the world but is often characterized by weak environmental governance and... 相似文献
104.
V. Zardasht 《Journal of Statistical Computation and Simulation》2019,89(8):1516-1525
In this paper, we introduce a new test for the dilation order based on cumulative residual Tsallis entropy of order α. The effect of the values of parameter α on the power of the test statistics is numerically investigated. The asymptotic distribution of the test statistic is given. The performance of the test statistic is evaluated using a simulation study. Finally, some numerical examples illustrating the theory are also given. 相似文献
105.
In a recent research, the quasi-likelihood estimation methodology was developed to estimate the regression effects in the Generalized BINMA(1) (GBINMA(1)) process. The method provides consistent parameter estimates but, in the intermediate computations, moment estimating equations were used to estimate the serial- and cross-correlation parameters. This procedure may not result optimal parameter estimates, in particular, for the regression effects. This paper provides an alternative simpler GBINMA(1) process based on multivariate thinning properties where the main effects are estimated via a robust generalized quasi-likelihood (GQL) estimation approach. The two techniques are compared through some simulation experiments. A real-life data application is studied. 相似文献
106.
107.
S. N. Rodda V. Manning N. A. Dowling S. J. Lee D. I. Lubman 《Journal of gambling studies / co-sponsored by the National Council on Problem Gambling and Institute for the Study of Gambling and Commercial Gaming》2018,34(1):307-320
Despite high rates of comorbidity between problem gambling and mental health disorders, few studies have examined barriers or facilitators to the implementation of screening for problem gambling in mental health services. This exploratory qualitative study identified key themes associated with screening in mental health services. Semi-structured interviews were undertaken with 30 clinicians and managers from 11 mental health services in Victoria, Australia. Major themes and subthemes were identified using qualitative content analysis. Six themes emerged including competing priorities, importance of routine screening, access to appropriate screening tools, resources, patient responsiveness and workforce development. Barriers to screening included a focus on immediate risk as well as gambling being often considered as a longer-term concern. Clinicians perceived problem gambling as a relatively rare condition, but did acknowledge the need for brief screening. Facilitators to screening were changes to system processes, such as identification of an appropriate brief screening instrument, mandating its use as part of routine screening, as well as funded workforce development activities in the identification and management of problem gambling. 相似文献
108.
Semi-structured interviews were used to explore identity development for nine adoptees (aged 9–23 years) who were adopted by their foster carers in New South Wales, Australia. Adoptions were open, with court-ordered face-to-face contact with birth families. Findings suggest that participants had healthy adoptive identities, with coherent and meaningful narratives about their life histories. Adoption provided a sense of security and belonging. Openness provided information to build a self-narrative and encouraged discussion of adoption issues within adoptive families. Adoptive parents were critical in helping children understand their adoption and facilitating direct contact with birth families, thus laying foundations for positive identity development. 相似文献
109.
Sabine S. Nooten Patrick Schultheiss Jules Wright Catriona Macdonald Brajesh K. Singh James M. Cook Sally A. Power 《Urban Ecosystems》2018,21(3):565-576
Recent concern over increasing loss of biodiversity has prompted considerable interest in the role of urban green spaces as reservoirs of local biodiversity. This study assessed the diversity of three indicator taxa - plants, ants and birds - on golf courses spanning a wide range of environmental variation in terms of climate, elevation, course age, size and connectivity to native woodland. Species richness and community composition was further compared between contrasting on-course habitat types that reflect different management intensities. We identified a set of taxon-specific environmental correlates indicating an intricate interplay of landscape- and local-scale variables that affect local species diversity. Our results show that floristic diversity is positively associated with the amount of rainfall, whereas ant and bird diversity are related to local-scale factors, particularly the number of trees and the size of water features on a site. The amount of on-course native habitat was a strong predictor of plant and ant diversity and was also associated with the number of unique species at the site level; this reinforces the value of remnant habitat patches as local biodiversity reservoirs that represent mini hot-spots in an otherwise species-poor urban landscape. Community composition for all three taxa differed markedly between non-playing and playing areas, with boundary and remnant habitats generally having more diverse, species-rich communities. Our results suggest that local floral and faunal biodiversity on urban golf courses can be enhanced by creating woody non-playing areas and, especially, by preserving, restoring or expanding remnant habitats. 相似文献
110.