scholarly journals Cross-Sectional Noise Reduction and More Efficient Estimation of Integrated Variance

2018 ◽  
Author(s):  
Giorgio Mirone
Keyword(s):  
Noise Reduction ◽  
Efficient Estimation ◽  
Cross Sectional ◽  
Integrated Variance

scholarly journals EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS

2014 ◽  
Vol 30 (5) ◽  
pp. 961-1020 ◽  
Author(s):  
Patrick Gagliardini ◽  
Christian Gourieroux
Keyword(s):  
Likelihood Function ◽  
Solvency Ii ◽  
Efficient Estimation ◽  
Dynamic Panel ◽  
Cross Sectional ◽  
Panel Models ◽  
Insurance Contracts ◽  
Credit Risk Analysis ◽  
Asymptotically Efficient ◽  
Dynamic Panel Models

This paper deals with asymptotically efficient estimation in exchangeable nonlinear dynamic panel models with common unobservable factors. These models are relevant for applications to large portfolios of credits, corporate bonds, or life insurance contracts. For instance, the Asymptotic Risk Factor (ARF) model is recommended in the current regulation in Finance (Basel II and Basel III) and Insurance (Solvency II) for risk prediction and computation of the required capital. The specification accounts for both micro- and macrodynamics, induced by the lagged individual observations and the common stochastic factors, respectively. For large cross-sectional and time dimensionsnandT, we derive the efficiency bound and introduce computationally simple efficient estimators for both the micro- and macroparameters. The results are based on an asymptotic expansion of the log-likelihood function in powers of 1/n, and are linked to granularity theory. The results are illustrated with the stochastic migration model for credit risk analysis.

An integrative modeling approach for the efficient estimation of cross sectional tibial stresses during locomotion

2016 ◽  
Vol 49 (3) ◽  
pp. 429-435 ◽  
Author(s):  
Timothy R. Derrick ◽  
W. Brent Edwards ◽  
Rebecca E. Fellin ◽  
Joseph F. Seay
Keyword(s):  
Efficient Estimation ◽  
Cross Sectional ◽  
Modeling Approach ◽  
Integrative Modeling

scholarly journals GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS

2000 ◽  
Vol 16 (6) ◽  
pp. 797-834 ◽  
Author(s):  
Marine Carrasco ◽  
Jean-Pierre Florens
Keyword(s):  
Hilbert Space ◽  
Reproducing Kernel ◽  
Diffusion Processes ◽  
Generalized Method Of Moments ◽  
Efficient Estimation ◽  
Conditional Moment ◽  
Cross Sectional ◽  
Moment Conditions ◽  
Optimal Estimator ◽  
The Moment

This paper proposes a version of the generalized method of moments procedure that handles both the case where the number of moment conditions is finite and the case where there is a continuum of moment conditions. Typically, the moment conditions are indexed by an index parameter that takes its values in an interval. The objective function to minimize is then the norm of the moment conditions in a Hilbert space. The estimator is shown to be consistent and asymptotically normal. The optimal estimator is obtained by minimizing the norm of the moment conditions in the reproducing kernel Hilbert space associated with the covariance. We show an easy way to calculate this estimator. Finally, we study properties of a specification test using overidentifying restrictions. Results of this paper are useful in many instances where a continuum of moment conditions arises. Examples include efficient estimation of continuous time regression models, cross-sectional models that satisfy conditional moment restrictions, and scalar diffusion processes.

scholarly journals Efficient estimation of human immunodeficiency virus incidence rate using a pooled cross‐sectional cohort study design

2020 ◽  
Vol 39 (24) ◽  
pp. 3255-3271
Author(s):  
Kesaobaka Molebatsi ◽  
Lesego Gabaitiri ◽  
Lucky Mokgatlhe ◽  
Sikhulile Moyo ◽  
Simani Gaseitsiwe ◽  
...  
Keyword(s):  
Human Immunodeficiency Virus ◽  
Cohort Study ◽  
Incidence Rate ◽  
Study Design ◽  
Efficient Estimation ◽  
Cross Sectional ◽  
Virus Incidence ◽  
Immunodeficiency Virus ◽  
Cohort Study Design

Noise Test of Revised Notched Nozzle Using a Jet Engine

2013 ◽  
Author(s):  
Tatsuya Ishii ◽  
Nozomi Tanaka ◽  
Tsutomu Oishi ◽  
Yutaka Ishii
Keyword(s):  
Noise Reduction ◽  
Large Scale ◽  
Experimental Studies ◽  
Aerodynamic Performance ◽  
Outdoor Environment ◽  
Mixing Process ◽  
Cross Sectional ◽  
Additional Noise ◽  
Previous Design ◽  
Noise Test

This paper describes engine noise tests conducted in an outdoor environment using a revised notched nozzle. A notch is a small dent formed at the nozzle edge that penetrates into the primary jet. The notched nozzle is expected to improve the acoustic performance with less deterioration in aerodynamic performance relative to that of a conventional nozzle. The slight penetration of the notch causes small disturbances immediately after the nozzle, driving the subsequent mixing process in the shear layer. This mixing process helps suppress both large-scale vortices in the far downstream region and excessive shear stress near the nozzle. The authors have researched and developed various notched nozzles. Previous engine tests using a 6-notched nozzle showed that the notch itself caused additional noise by increasing the sound pressure level at higher frequencies. To counter this problem, a revised 18-notched nozzle was developed through computational and experimental studies. The authors’ previous paper [Ishii, et al.; ASME Paper GT2012-69507, 2012] showed that this nozzle increased the noise reduction toward the side direction of the nozzle under hot-jet conditions. However, there remain some unsolved issues. One issue is the scale of the nozzle. Another issue is the test conditions, such as the different effective cross-sectional areas. In this light, a larger-scale nozzle with a diameter five times larger than that in the hot-jet model was prepared so as to adjust the nozzle aerodynamic performance. Noise tests of this nozzle were carried out using a turbojet engine together with far-field and phased array microphones, and the revised notched nozzle was found to show improved noise reduction performance compared to the previous design.

Automated Image Analysis Of Nuclear And Cytoplasmic Changes In Exfoliated Cells From Tracheas Treated With Carcinogen

1977 ◽  
Vol 35 ◽  
pp. 220-221
Author(s):  
S.F. Stinson ◽  
J.C. Lilga ◽  
M.B. Sporn
Keyword(s):  
Image Analysis ◽  
Pattern Analysis ◽  
Relative Proportion ◽  
Automated Image Analysis ◽  
Image Analyzer ◽  
Cross Sectional ◽  
Exfoliated Cells ◽  
Neoplastic Lesions ◽  
Analysis System ◽  
Morphologic Criterion

Increased nuclear size, resulting in an increase in the relative proportion of nuclear to cytoplasmic sizes, is an important morphologic criterion for the evaluation of neoplastic and pre-neoplastic cells. This paper describes investigations into the suitability of automated image analysis for quantitating changes in nuclear and cytoplasmic cross-sectional areas in exfoliated cells from tracheas treated with carcinogen.Neoplastic and pre-neoplastic lesions were induced in the tracheas of Syrian hamsters with the carcinogen N-methyl-N-nitrosourea. Cytology samples were collected intra-tracheally with a specially designed catheter (1) and stained by a modified Papanicolaou technique. Three cytology specimens were selected from animals with normal tracheas, 3 from animals with dysplastic changes, and 3 from animals with epidermoid carcinoma. One hundred randomly selected cells on each slide were analyzed with a Bausch and Lomb Pattern Analysis System automated image analyzer.

X-Ray Replication of Submicrometer Linewidth Patterns

1977 ◽  
Vol 35 ◽  
pp. 136-137
Author(s):  
Henry I. Smith ◽  
D.C. Flanders
Keyword(s):  
Electron Beam Lithography ◽  
Cross Sectional ◽  
X Ray ◽  
Electron Backscattering ◽  
Spatial Frequencies ◽  
Cross Sectional Profile ◽  
Carbon Foils ◽  
Sectional Profile ◽  
And Control ◽  
Soft Radiation

Scanning electron beam lithography has been used for a number of years to write submicrometer linewidth patterns in radiation sensitive films (resist films) on substrates. On semi-infinite substrates, electron backscattering severely limits the exposure latitude and control of cross-sectional profile for patterns having fundamental spatial frequencies below about 4000 Å(l),Recently, STEM'S have been used to write patterns with linewidths below 100 Å. To avoid the detrimental effects of electron backscattering however, the substrates had to be carbon foils about 100 Å thick (2,3). X-ray lithography using the very soft radiation in the range 10 - 50 Å avoids the problem of backscattering and thus permits one to replicate on semi-infinite substrates patterns with linewidths of the order of 1000 Å and less, and in addition provides means for controlling cross-sectional profiles. X-radiation in the range 4-10 Å on the other hand is appropriate for replicating patterns in the linewidth range above about 3000 Å, and thus is most appropriate for microelectronic applications (4 - 6).

A Field Emission System For Transmission Electron Microscopy

1973 ◽  
Vol 31 ◽  
pp. 298-299
Author(s):  
Michel Troyonal ◽  
Huei Pei Kuoal ◽  
Benjamin M. Siegelal
Keyword(s):  
Electron Microscope ◽  
Field Emission ◽  
Optical System ◽  
High Vacuum ◽  
Ultra High Vacuum ◽  
Objective Lens ◽  
Electron Optical System ◽  
Cross Sectional ◽  
Transmission Electron ◽  
Emission System

A field emission system for our experimental ultra high vacuum electron microscope has been designed, constructed and tested. The electron optical system is based on the prototype whose performance has already been reported. A cross-sectional schematic illustrating the field emission source, preaccelerator lens and accelerator is given in Fig. 1. This field emission system is designed to be used with an electron microscope operated at 100-150kV in the conventional transmission mode. The electron optical system used to control the imaging of the field emission beam on the specimen consists of a weak condenser lens and the pre-field of a strong objective lens. The pre-accelerator lens is an einzel lens and is operated together with the accelerator in the constant angular magnification mode (CAM).

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