scholarly journals Non-parametric Copula Estimation Under Bivariate Censoring

2015 ◽  
Vol 42 (4) ◽  
pp. 925-946 ◽  
Author(s):  
Svetlana Gribkova ◽  
Olivier Lopez
Keyword(s):  
Copula Estimation ◽  
Parametric Copula ◽  
Non Parametric

Understanding the Dependence Structure Between the Futures and Spot Prices of Wheat in Egypt

2019 ◽  
Vol 4 (1) ◽  
pp. 20-37
Author(s):  
Osama Ahmed ◽  
Fadi Abdelradi
Keyword(s):  
Garch Model ◽  
Spot Market ◽  
Dependence Structure ◽  
Futures Prices ◽  
Spot Prices ◽  
Price Increases ◽  
Asymmetric Behavior ◽  
Wheat Market ◽  
Copula Estimation ◽  
Parametric Copula

The aim of this article is to check the dependence structure for the futures-spot prices link of Egyptian wheat. Co-movements between prices are assessed by a GJR-GARCH model and semi-parametric copula estimation. Results suggest a positive futures-spot prices link, which becomes stronger the closer the markets are. Evidence of asymmetric behavior of the prices at times of extreme market situations is found. As a result, increases in wheat futures prices are expected to be passed to the Egyptian spot market, while the prices decline is not passed. This implies that the Egyptian wheat market cannot protect consumers against extreme international wheat price increases.

scholarly journals Bayesian non‐parametric conditional copula estimation of twin data

2017 ◽  
Vol 67 (3) ◽  
pp. 523-548 ◽  
Author(s):  
Luciana Dalla Valle ◽  
Fabrizio Leisen ◽  
Luca Rossini
Keyword(s):  
Twin Data ◽  
Conditional Copula ◽  
Copula Estimation ◽  
Non Parametric

ESTIMATION OF PRESSURE DROP FOR NON-NEWTONIAN LIQUID FLOW THROUGH BENDS USING ADAPTIVE NON-PARAMETRIC MODEL

2020 ◽  
Vol 47 (1) ◽  
pp. 59-69
Author(s):  
Suman Debnath ◽  
Anirban Banik ◽  
Tarun Kanti Bandyopadhyay ◽  
Mrinmoy Majumder ◽  
Apu Kumar Saha
Keyword(s):  
Pressure Drop ◽  
Liquid Flow ◽  
Parametric Model ◽  
Newtonian Liquid ◽  
Flow Through ◽  
Non Parametric

Contrast-Enhanced MRI with Magnetization Transfer Effect in the Imaging of Brain Metastatic Lesions

2017 ◽  
pp. 8-17
Author(s):  
A. A. Ermakova ◽  
O. Yu. Borodin ◽  
M. Yu. Sannikov ◽  
S. D. Koval ◽  
V. Yu. Usov
Keyword(s):  
Comparative Analysis ◽  
Roc Analysis ◽  
Magnetization Transfer ◽  
Metastatic Lesion ◽  
Transfer Effect ◽  
Wilcoxon Test ◽  
Post Contrast ◽  
Metastatic Lesions ◽  
The Brain ◽  
Non Parametric

Purpose: to investigate the diagnostic opportunities of contrast  magnetic resonance imaging with the effect of magnetization transfer effect in the diagnosis of focal metastatic lesions in the brain.Materials and methods.Images of contrast MRI of the brain of 16  patients (mean age 49 ± 18.5 years) were analysed. Diagnosis of  the direction is focal brain lesion. All MRI studies were carried out  using the Toshiba Titan Octave with magnetic field of 1.5 T. The  contrast agent is “Magnevist” at concentration of 0.2 ml/kg was  used. After contrasting process two T1-weighted studies were  performed: without T1-SE magnetization transfer with parameters of pulse: TR = 540 ms, TE = 12 ms, DFOV = 24 sm, MX = 320 × 224  and with magnetization transfer – T1-SE-MTC with parameters of pulse: ΔF = −210 Hz, FA(МТС) = 600°, TR = 700 ms, TE = 10 ms,  DFOV = 23.9 sm, MX = 320 x 224. For each detected metastatic  lesion, a contrast-to-brain ratio (CBR) was calculated. Comparative  analysis of CBR values was carried out using a non-parametric  Wilcoxon test at a significance level p < 0.05. To evaluate the  sensitivity and specificity of the techniques in the detection of  metastatic foci (T1-SE and T1-SE-MTC), ROC analysis was used. The sample is divided into groups: 1 group is foci ≤5 mm in size, 2  group is foci from 6 to 10 mm, and 3 group is foci >10 mm. Results.Comparative analysis of CBR using non-parametric Wilcoxon test showed that the values of the CBR on T1-weighted  images with magnetization transfer are significantly higher (p  <0.001) that on T1-weighted images without magnetization transfer. According to the results of the ROC analysis, sensitivity in detecting  metastases (n = 90) in the brain on T1-SE-MTC and T1-SE was  91.7% and 81.6%, specificity was 100% and 97.6%, respectively.  The accuracy of the T1-SE-MTC is 10% higher in comparison with  the technique without magnetization transfer. Significant differences (p < 0.01) between the size of the foci detected in post-contrast T1- weighted images with magnetization transfer and in post-contrast  T1-weighted images without magnetization transfer, in particular for  foci ≤5 mm in size, were found. Conclusions1. Comparative analysis of CBR showed significant (p < 0.001)  increase of contrast between metastatic lesion and white matter on  T1-SE-MTC in comparison with T1-SE.2. The sensitivity, specificity and accuracy of the magnetization transfer program (T1-SE-MTC) in detecting foci of  metastatic lesions in the brain is significantly higher (p < 0.01), relative to T1-SE.3. The T1-SE-MTC program allows detecting more foci in comparison with T1-SE, in particular foci of ≤5 mm (96% and 86%, respectively, with p < 0.05).

KEBANGGAAN TERHADAP BATIK MADURA BAGI WARGA SUMENEP

2014 ◽  
Vol 4 (2) ◽  
Author(s):  
Sayyida Sayyida ◽  
Nurdody Zakki
Keyword(s):  
Logistic Regression ◽  
Rural Areas ◽  
Research Method ◽  
Community Group ◽  
Parametric Regression ◽  
Logit Function ◽  
The Village ◽  
The City ◽  
Level Of Risk ◽  
Non Parametric

Diversity of Indonesian Batik hanging area. One of the very well-known Indonesian batik is Batik Madura. Batik Madura has become a pride for Indonesia, especially for Madura. The purpose of the study is to model the Sumenep pride to Batik Madura and to see the level of risk or tendency of batik madura pride for the community group Sumenep. This research method uses a non parametric regression used a non-parametric regression because the dependent variable in this study is the variable Y are variables not normally distributed. The results of this study states that the level of risk of the village in Sumenep proud of batik is almost 5 times higher than the islands while people in this city who live in the district town at risk Sumenep proud of Batik Madura 8-fold compared to the archipelago. So it can be concluded that the city is much more proud of batik than those who reside in rural areas especially those who reside in the islands. This study uses data from 100 questionnaires were analyzed using logistic regression analysis. The conclusion of this study is the pride of the batik model as follows: Function logistic regression / logit function: g (x) = 0,074 + 1,568X4(1)+2,159X4(2 this is case the islands as a comparison, X4(1)  is the place to stay in the village and X4(2)  is the place to stay in town, so the Model Opportunities p(x) = EXP(g(x))/1+EXP(g(x)).  Hopes for further research is to conduct research on the development of batik in an integrated region, the need to be disseminated to potential areas of particular potential in Madura batik, especially for residents who reside in the Islands.Keywords: Pride, Batik, Sumenep.

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