993 research outputs found

    MATCH - A Software Package for Robust Profile Matching Using S-Plus

    Get PDF
    This manual details the implementation of the profile matching techniques introduced in Robust Estimation of Air-Borne Particulate Matter (Wiens, Florence and Hiltz, Environmetrics, 2001 - included as an appendix). The program consists of a collection of functions written in S. It runs in S-Plus, including the student version. A graphical user interface is supplied for easy implementation by a user with only a passing familiarity with S-Plus. A description of the software is given, together with an extensive example of an analysis of a data set using the software. The software is available at http://www.stat.ualberta.ca/~wiens/publist.htm where it is linked to the listing for Wiens, Florence and Hiltz (2001).

    Model-Robust Designs for Quantile Regression

    Full text link
    We give methods for the construction of designs for linear models, when the purpose of the investigation is the estimation of the conditional quantile function and the estimation method is quantile regression. The designs are robust against misspecified response functions, and against unanticipated heteroscedasticity. The methods are illustrated by example, and in a case study in which they are applied to growth charts

    Robust designs for series estimation

    Get PDF
    We discuss optimal design problems for a popular method of series estimation in regression problems. Commonly used design criteria are based on the generalized variance of the estimates of the coefficients in a truncated series expansion and do not take possible bias into account. We present a general perspective of constructing robust and e±cient designs for series estimators which is based on the integrated mean squared error criterion. A minimax approach is used to derive designs which are robust with respect to deviations caused by the bias and the possibility of heteroscedasticity. A special case results from the imposition of an unbiasedness constraint; the resulting unbiased designs are particularly simple, and easily implemented. Our results are illustrated by constructing robust designs for series estimation with spherical harmonic descriptors, Zernike polynomials and Chebyshev polynomials. --Chebyshev polynomials,direct estimation,minimax designs,robust designs,series estimation,spherical harmonic descriptors,unbiased design,Zernike polynomials

    Robust sampling designs for a possibly misspecified stochastic process

    Get PDF
    We address the problem of finding robust sampling designs for the estimation of a discrete time second-order stationary process when its autocorrelation function is only approximately specified and has a spectral density belonging to a neighbourhood of a specified ‘base’ density. The value of the stochastic process is predicted by the best – for the assumed autocorrelation function – linear unbiased predictor on the basis of a finite sample of observations. Following the approach of minimax robustness, we find the least favourable – in the sense of maximizing the average mean squared error (amspe) of these predictions – spectral density. We then obtain, through a genetic algorithm, robust sampling designs which minimize this maximum amspe. Several examples are discussed and assessed, on the basis of which we conclude that the robust designs can offer substantial protection against model errors, at a minimal cost in efficiency at the base model. The techniques are illustrated in a case study, using a series of interest in statistical climatology

    State of stress before and after the 1994 Northridge Earthquake

    Get PDF
    The state of tectonic stress in the epicentral area of the 17 January 1994, Northridge earthquake (Mw 6.7) is investigated by applying a stress inversion method to P-wave polarity data from earthquakes in Northridge from July 1981 to January 1994 and from the Northridge aftershocks during January 1994 to December 1995. A 3-D crustal model is used to trace the rays taking off from the hypocenter, which reduced the effects of large structural heterogeneities on the determination of the stress tensor. We found significant temporal changes of stress orientations induced by the Northridge earthquake. The principal pressure (P) axis is oriented N32°E from 1981 to June 1992, and N30°E from 28 June 1992 to 16 January 1994, suggesting that the stress field in Northridge was not affected by the 1992 Landers earthquake. During two weeks following the Northridge mainshock, the P-axis is oriented N13°E, which is a significant (17°) change from that before the earthquake (N30°E). Between February 1994 and August 1995 the P-axis orientation changes from N18°E to N26°E, and finally ends up at N34° by the end of 1995, which is close to that before the Northridge earthquake. These results suggest that the stresses rotated coseismically, then rotated more slowly back to their original orientation. The aftershocks caused by the mainshock changed the stress distribution in the crust, which showed up as a regional stress change. The stress recovery appears to have completed within two years after the mainshock, which is very short compared to the time scale of the earthquake cycle

    Broadband Seismic Observation at Dome-F and Contribution to Global Network

    Get PDF
    第4回極域科学シンポジウム特別セッション:[S] 南極研究の将来展望―第Ⅸ期6か年計画策定に向けて11月13日(水) 国立極地研究所 2階大会議
    corecore