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The Cramér-von-Mises distance is applied to the distribution of the excess over a confidence level. Asymptotics of related statistics are investigated, and it is seen that the obtained limit distributions differ from the classical ones. For that reason, quantiles of the new limit distributions are given and new bootstrap techniques for approximation purposes are introduced and justified. The results motivate new one-sample goodness-of-fit tests for the distribution of the excess over a confidence level and a new confidence interval for the related fitting error. Simulation studies investigate size and power of the tests as well as coverage probabilities of the confidence interval in the finite sample case. A practice-oriented application of the Cramér-von-Mises tests is the determination of an appropriate confidence level for the fitting approach. The adoption of the idea to the well-known problem of threshold detection in the context of peaks over threshold modelling is sketched and illustrated by data examples.
In this paper, we provide an analytical study of the transmission eigenvalue problem with two conductivity parameters. We will assume that the underlying physical model is given by the scattering of a plane wave for an isotropic scatterer. In previous studies, this eigenvalue problem was analyzed with one conductive boundary parameter whereas we will consider the case of two parameters. We prove the existence and discreteness of the transmission eigenvalues as well as study the dependence on the physical parameters. We are able to prove monotonicity of the first transmission eigenvalue with respect to the parameters and consider the limiting procedure as the second boundary parameter vanishes. Lastly, we provide extensive numerical experiments to validate the theoretical work.
In a special paired sample case, Hotelling’s T² test based on the differences of the paired random vectors is the likelihood ratio test for testing the hypothesis that the paired random vectors have the same mean; with respect to a special group of affine linear transformations it is the uniformly most powerful invariant test for the general alternative of a difference in mean. We present an elementary straightforward proof of this result. The likelihood ratio test for testing the hypothesis that the covariance structure is of the assumed special form is derived and discussed. Applications to real data are given.
The paper deals with an asymptotic relative efficiency concept for confidence regions of multidimensional parameters that is based on the expected volumes of the confidence regions. Under standard conditions the asymptotic relative efficiencies of confidence regions are seen to be certain powers of the ratio of the limits of the expected volumes. These limits are explicitly derived for confidence regions associated with certain plugin estimators, likelihood ratio tests and Wald tests. Under regularity conditions, the asymptotic relative efficiency of each of these procedures with respect to each one of its competitors is equal to 1. The results are applied to multivariate normal distributions and multinomial distributions in a fairly general setting.
A nonparametric goodness-of-fit test for random variables with values in a separable Hilbert space is investigated. To verify the null hypothesis that the data come from a specific distribution, an integral type test based on a Cramér-von-Mises statistic is suggested. The convergence in distribution of the test statistic under the null hypothesis is proved and the test's consistency is concluded. Moreover, properties under local alternatives are discussed. Applications are given for data of huge but finite dimension and for functional data in infinite dimensional spaces. A general approach enables the treatment of incomplete data. In simulation studies the test competes with alternative proposals.
Suppose we have k samples X₁,₁,…,X₁,ₙ₁,…,Xₖ,₁,…,Xₖ,ₙₖ with different sample sizes ₙ₁,…,ₙₖ and unknown underlying distribution functions F₁,…,Fₖ as observations plus k families of distribution functions {G₁(⋅,ϑ);ϑ∈Θ},…,{Gₖ(⋅,ϑ);ϑ∈Θ}, each indexed by elements ϑ from the same parameter set Θ, we consider the new goodness-of-fit problem whether or not (F₁,…,Fₖ) belongs to the parametric family {(G₁(⋅,ϑ),…,Gₖ(⋅,ϑ));ϑ∈Θ}. New test statistics are presented and a parametric bootstrap procedure for the approximation of the unknown null distributions is discussed. Under regularity assumptions, it is proved that the approximation works asymptotically, and the limiting distributions of the test statistics in the null hypothesis case are determined. Simulation studies investigate the quality of the new approach for small and moderate sample sizes. Applications to real-data sets illustrate how the idea can be used for verifying model assumptions.
The established Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic is investigated for partly not identically distributed data. Surprisingly, it turns out that the statistic has the well-known distribution-free limiting null distribution of the classical criterion under standard regularity conditions. An application is testing goodness-of-fit for the regression function in a non parametric random effects meta-regression model, where the consistency is obtained as well. Simulations investigate size and power of the approach for small and moderate sample sizes. A real data example based on clinical trials illustrates how the test can be used in applications.
The transition within transportation towards battery electric vehicles can lead to a more sustainable future. To account for the development goal ‘climate action’ stated by the United Nations, it is mandatory, within the conceptual design phase, to derive energy-efficient system designs. One barrier is the uncertainty of the driving behaviour within the usage phase. This uncertainty is often addressed by using a stochastic synthesis process to derive representative driving cycles and by using cycle-based optimization. To deal with this uncertainty, a new approach based on a stochastic optimization program is presented. This leads to an optimization model that is solved with an exact solver. It is compared to a system design approach based on driving cycles and a genetic algorithm solver. Both approaches are applied to find efficient electric powertrains with fixed-speed and multi-speed transmissions. Hence, the similarities, differences and respective advantages of each optimization procedure are discussed.
Geochemical characterisation of hypersaline waters is difficult as high concentrations of salts hinder the analysis of constituents at low concentrations, such as trace metals, and the collection of samples for trace metal analysis in natural waters can be easily contaminated. This is particularly the case if samples are collected by non-conventional techniques such as those required for aquatic subglacial environments. In this paper we present the first analysis of a subglacial brine from Taylor Valley, (~ 78°S), Antarctica for the trace metals: Ba, Co, Mo, Rb, Sr, V, and U. Samples were collected englacially using an electrothermal melting probe called the IceMole. This probe uses differential heating of a copper head as well as the probe’s sidewalls and an ice screw at the melting head to move through glacier ice. Detailed blanks, meltwater, and subglacial brine samples were collected to evaluate the impact of the IceMole and the borehole pump, the melting and collection process, filtration, and storage on the geochemistry of the samples collected by this device. Comparisons between melt water profiles through the glacier ice and blank analysis, with published studies on ice geochemistry, suggest the potential for minor contributions of some species Rb, As, Co, Mn, Ni, NH4+, and NO2−+NO3− from the IceMole. The ability to conduct detailed chemical analyses of subglacial fluids collected with melting probes is critical for the future exploration of the hundreds of deep subglacial lakes in Antarctica.
We introduce a new way to measure the forecast effort that analysts devote to their earnings forecasts by measuring the analyst's general effort for all covered firms. While the commonly applied effort measure is based on analyst behaviour for one firm, our measure considers analyst behaviour for all covered firms. Our general effort measure captures additional information about analyst effort and thus can identify accurate forecasts. We emphasise the importance of investigating analyst behaviour in a larger context and argue that analysts who generally devote substantial forecast effort are also likely to devote substantial effort to a specific firm, even if this effort might not be captured by a firm-specific measure. Empirical results reveal that analysts who devote higher general forecast effort issue more accurate forecasts. Additional investigations show that analysts' career prospects improve with higher general forecast effort. Our measure improves on existing methods as it has higher explanatory power regarding differences in forecast accuracy than the commonly applied effort measure. Additionally, it can address research questions that cannot be examined with a firm-specific measure. It provides a simple but comprehensive way to identify accurate analysts.