Extensions of semiparametric expectile regression

Expectile regression can be seen as an extension of available (mean) regression models as it describes more general properties of the response distribution. This thesis introduces to expectile regression and presents new extensions of existing semiparametric regression models. The dissertation consists of four central parts. First, the one-to-one-connection between expectiles, the cumulative distribution function (cdf) and quantiles is used to calculate the cdf and quantiles from a fine grid of expectiles. Quantiles-from-expectiles-estimates are introduced and compared with direct quantile estimates regarding e�ciency. Second, a method to estimate non-crossing expectile curves based on splines is developed. Also, the case of clustered or longitudinal observations is handled by introducing random individual components which leads to an extension of mixed models to mixed expectile models. Third, quantiles-from-expectiles-estimates in the framework of unequal probability sampling are proposed. All methods are implemented and available within the package expectreg via the open source software R. As fourth part, a description of the package expectreg is given at the end of this thesis

Injuries in amateur female soccer:Injuries of women and girls during one outdoor season

In einer prospektiven Kohortenstudie wurden die Verletzungen von 286 Spielerinnen (235 Frauen, 51 Mädchen) über eine Saison aufgezeichnet. Die Mädchen waren zwischen 8 und 13 Jahre alt, die Frauen zwischen 16 und 43. Wöchentlich füllten sie einen Fragebogen über Verletzungen aus. Die Studie sollte zeigen, dass sich Verletzungen, sowie deren Häufigkeiten und Faktoren im Amateurfrauen- und Mädchenfußball unterscheiden. Es wurden 156 Frauen- und 11 Mädchenverletzungen registriert. Frauen waren signifikant häufiger verletzt als Mädchen. Die häufigsten Verletzungen waren Prellungen, gefolgt von Verstauchungen. Die meisten Verletzungen betrafen das obere Sprunggelenk und das Knie. Verletzungen traten gegen Ende der Halbzeiten häufiger auf. Untergewichtige Spielerinnen verletzten sich häufiger als normalgewichtige. Frauen verletzen sich häufiger als Mädchen. Untergewicht führt zu einem erhöhten Verletzungsrisiko. Propriozeptives Training hat noch keinen Eingang in das Amateurtraining gefunden

Extensions of semiparametric expectile regression

Expectile regression can be seen as an extension of available (mean) regression models as it describes more general properties of the response distribution. This thesis introduces to expectile regression and presents new extensions of existing semiparametric regression models. The dissertation consists of four central parts. First, the one-to-one-connection between expectiles, the cumulative distribution function (cdf) and quantiles is used to calculate the cdf and quantiles from a fine grid of expectiles. Quantiles-from-expectiles-estimates are introduced and compared with direct quantile estimates regarding e�ciency. Second, a method to estimate non-crossing expectile curves based on splines is developed. Also, the case of clustered or longitudinal observations is handled by introducing random individual components which leads to an extension of mixed models to mixed expectile models. Third, quantiles-from-expectiles-estimates in the framework of unequal probability sampling are proposed. All methods are implemented and available within the package expectreg via the open source software R. As fourth part, a description of the package expectreg is given at the end of this thesis

Expectile and Quantile Regression - David and Goliath?

Recent interest in modern regression modelling has focused on extending available (mean) regression models by describing more general properties of the response distribution. An alternative approach is quantile regression where regression effects on the conditional quantile function of the response are assumed. While quantile regression can be seen as a generalization of median regression, expectiles as alternative are a generalized form of mean regression. Generally, quantiles provide a natural interpretation even beyond the 0.5 quantile, the median. A comparable simple interpretation is not available for expectiles beyond the 0.5 expectile, the mean. Nonetheless, expectiles have some interesting properties, some of which are discussed in this article. We contrast the two approaches and show how to get quantiles from a fine grid of expectiles. We compare such quantiles from expectiles with direct quantile estimates regarding efficiency. We also look at regression problems where both quantile and expectile curves have the undesirable property that neighbouring curves may cross each other. We propose a modified method to estimate non-crossing expectile curves based on splines. In an application, we look at the expected shortfall, a risk measure used in finance, which requires both expectiles and quantiles for estimation and which can be calculated easily with the proposed methods in the article. </jats:p

Numerical investigation on shock train control and applications in a scramjet engine

Different factors which help to control the shock train in the scramjet isolator and combustor were analyzed via numerical investigations, and were applied to a whole scramjet engine in the working environment. A streamline traced Busemann inlet is proposed and simulated along with an isolator. During the combustor design, the influence of boundary layer thickness, slot bleeding, cavity and hydrogen injection position on the basic combustor performance with uniform inlet flow condition are investigated, and it was found that the boundary layer bleeding could prevent the shock train from moving upstream, and the cavity could further enhance the combustion efficiency. By arranging hydrogen injections at certain intervals, it could reduce the combustion back pressure. An improved basic model by integrating the aforementioned advantages is then numerically studied. The results have shown that the improved combustor model contained a section of shock train which can reduce the loads on the isolator. Another model with bleeding slots in the isolator is also found able to raise the maximum chemical equivalence ratio from 0.7 to 1, but unfortunately it comes with undesirable combustion efficiency decrease

Pseudo-shock waves and their interactions in high-speed intakes

In an air-breathing engine the flow deceleration from supersonic to subsonic conditions takes places inside the isolator through a gradual compression consisting of a series of shock waves. The wave system, referred to as a pseudo-shock wave or shock train, establishes the combustion chamber entrance conditions, and therefore influences the performance of the entire propulsion system. The characteristics of the pseudo-shock depend on a number of variables which make this flow phenomenon particularly challenging to be analysed. Difficulties in experimentally obtaining accurate flow quantities at high speeds and discrepancies of numerical approaches with measured data have been readily reported. Understanding the flow physics in the presence of the interaction of numerous shock waves with the boundary layer in internal flows is essential to developing methods and control strategies. To counteract the negative effects of shock wave/boundary layer interactions, which are responsible for the engine unstart process, multiple flow control methodologies have been proposed. Improved analytical models, advanced experimental methodologies and numerical simulations have allowed a more in-depth analysis of the flow physics. The present paper aims to bring together the main results, on the shock train structure and its associated phenomena inside isolators, studied using the aforementioned tools. Several promising flow control techniques that have more recently been applied to manipulate the shock wave/boundary layer interaction are also examined in this review

Estimation of tail risk based on extreme expectiles

We use tail expectiles to estimate alternative measures to the Value at Risk (VaR) and Marginal Expected Shortfall (MES), two instruments of risk protection of utmost importance in actuarial science and statistical _nance. The concept of expectiles is a least squares analogue of quantiles. Both are M-quantiles as the minimizers of an asymmetric convex loss function, but expectiles are the only M-quantiles that are coherent risk measures. Moreover, expectiles de_ne the only coherent risk measure that is also elicitable. The estimation of expectiles has not, however, received any attention yet from the perspective of extreme values. Two estimation methods are proposed here, either making use of quantiles or relying directly on least asymmetrically weighted squares. A main tool is to _rst estimate large values of expectile-based VaR and MES located within the range of the data, and then to extrapolate the obtained estimates to the very far tails. We establish the limit distributions of both of the resulting intermediate and extreme estimators. We show via a detailed simulation study the good performance of the procedures, and present concrete applications to medical insurance data and three large US investment banks

An eco-social policy typology: From system reproduction to transformation

Schulze Waltrup R. An eco-social policy typology: From system reproduction to transformation. Global Social Policy . 2023.Eco-social policy research has emerged to address the interconnected and escalating pressures of social reproduction, climate change, and biodiversity loss, which require structural and behavioural changes for environmental and social welfare. However, conceptual ambiguity persists in applying an eco-social policy perspective to empirical research. After reviewing the interconnections and tensions of environmental and social policy, this article proposes a novel eco-social policy typology to assess policy discourses for their eco-social potential and to imagine different pathways towards sustainable policy-integration. The typology discusses four perspectives: Green Economy, Green Keynesianism, Recomposing Consumption and Production, and Degrowth. Each perspective is analysed based on its approach towards economic growth, the extent to which it appreciates public modes of governance, and its potential to either perpetuate existing institutionalised policymaking frameworks or lead to transformative shifts. This typology fosters constructive debates on integrating environmental and social policy, facilitates empirical research on policy proposals' eco-social potential and offers guidance in evaluating policy discourses through an eco-social lens

Towards Global Eco-Social Policy. Assessing the Nexus of Environmental and Social Policy in the OECD and the World Bank

Schulze Waltrup R. Towards Global Eco-Social Policy. Assessing the Nexus of Environmental and Social Policy in the OECD and the World Bank. Bielefeld: Universität Bielefeld; 2023