53 research outputs found

    Optimal designs for the methane flux in troposphere

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    The understanding of methane emission and methane absorption plays a central role both in the atmosphere and on the surface of the Earth. Several important ecological processes, e.g., ebullition of methane and its natural microergodicity request better designs for observations in order to decrease variability in parameter estimation. Thus, a crucial fact, before the measurements are taken, is to give an optimal design of the sites where observations should be collected in order to stabilize the variability of estimators. In this paper we introduce a realistic parametric model of covariance and provide theoretical and numerical results on optimal designs. For parameter estimation D-optimality, while for prediction integrated mean square error and entropy criteria are used. We illustrate applicability of obtained benchmark designs for increasing/measuring the efficiency of the engineering designs for estimation of methane rate in various temperature ranges and under different correlation parameters. We show that in most situations these benchmark designs have higher efficiency.Comment: 25 pages, 4 figure

    Fractal Analysis for Cancer Research: Case Study and Simulation of Fractals

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    2010 Mathematics Subject Classification: 65D18.This paper discusses the possibilities of application of fractal geometry for cancer research. Fractal geometry is a new tool that can be extremely useful for many problems in almost every scientific field. The studies recently done in medicine show fractals can be applied for cancer detection and the description of pathological architecture of tumors. This fact is not surprising, as due to the irregular structure, cancerous cells can be interpreted as fractals. Cancer diagnosis can be done via determination of fractal dimension. A likelihood ratio test for the Hausdorff dimension is employed in [7] We empirically checked the obtained tests on Sierpinski Carpet and on cancer data. However, several issues arisen, especially those related to simulation of fractals which may mimic tissues. These are discussed in the present paper

    On Estimation and Testing for Pareto Tails

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    2010 Mathematics Subject Classification: 62F10, 62F12.The t-Hill estimator for independent data was introduced by Fabian and Stehlik (2009). It estimates the extreme value index of distribution function with regularly varying tail. This paper considers sampling of an infinite moving average model. We prove that in the discussed case the t-Hill estimator is weak consistent. However, in contrast to independent identically distributed case here it is shown that the t-Hill and the Hill estimator applied to the moving average model are not robust with respect to large observations

    D-optimal designs for complex Ornstein–Uhlenbeck processes

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    Complex Ornstein–Uhlenbeck (OU) processes have various applications in statistical modelling. They play role e.g. in the description of the motion of a charged test particle in a constant magnetic field or in the study of rotating waves in time-dependent reaction diffusion systems, whereas Kolmogorov used such a process to model the so-called Chandler wobble, small deviation in the Earth’s axis of rotation. In these applications parameter estimation and model fitting is based on discrete observations of the underlying stochastic process, however, the accuracy of the estimation strongly depend on the observation points. This paper studies the properties of D-optimal designs for estimating the parameters of a complex OU process with a trend. In special situations we show that in contrast with the case of the classical real OU process, a D-optimal design exists not only for the trend parameter, but also for joint estimation of the covariance parameters, moreover, these optimal designs are equidistant
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