183 research outputs found

    Pointwise consistency of the kriging predictor with known mean and covariance functions

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    This paper deals with several issues related to the pointwise consistency of the kriging predictor when the mean and the covariance functions are known. These questions are of general importance in the context of computer experiments. The analysis is based on the properties of approximations in reproducing kernel Hilbert spaces. We fix an erroneous claim of Yakowitz and Szidarovszky (J. Multivariate Analysis, 1985) that the kriging predictor is pointwise consistent for all continuous sample paths under some assumptions.Comment: Submitted to mODa9 (the Model-Oriented Data Analysis and Optimum Design Conference), 14th-19th June 2010, Bertinoro, Ital

    A Review of Multi- Compartment Infectious Disease Models

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    Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/156488/2/insr12402.pdfhttp://deepblue.lib.umich.edu/bitstream/2027.42/156488/1/insr12402_am.pd

    A maximum likelihood method for latent class regression involving a censored dependent variable

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    The standard tobit or censored regression model is typically utilized for regression analysis when the dependent variable is censored. This model is generalized by developing a conditional mixture, maximum likelihood method for latent class censored regression. The proposed method simultaneously estimates separate regression functions and subject membership in K latent classes or groups given a censored dependent variable for a cross-section of subjects. Maximum likelihood estimates are obtained using an EM algorithm. The proposed method is illustrated via a consumer psychology application.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/45751/1/11336_2005_Article_BF02294647.pd

    The Ability to Pay for Long-Term Care in the Netherlands: A Life-cycle Perspective

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    This paper uses synthetic life-cycle paths at the individual level to analyze the distribution of long-term care expenditures in the Netherlands. Using a comprehensive set of administrative data 20,000 synthetic life-cycle paths of household income and long-term care costs are constructed using the nearest neighbor resampling method. We show that the distribution of these costs is less skewed when measured over the life-cycle than on a cross-sectional basis. This may provide an argument for self-insurance by smoothing these costs over the life-cycle. Yet costs are concentrated at older ages, which limits the scope for self-insurance. Furthermore, the paper investigates the relation between long-term care expenditures, household composition, and income over the life-cycle. The expenditures on a lifetime basis from the age of 65 are higher for low income households, and (single) women

    Review of mathematical programming applications in water resource management under uncertainty

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