scholarly journals STATISTICAL INFERENCE FOR COPULAS IN HIGH DIMENSIONS: A SIMULATION STUDY

2013 ◽  
Vol 43 (2) ◽  
pp. 81-95 ◽  
Author(s):  
Paul Embrechts ◽  
Marius Hofert

AbstractStatistical inference for copulas has been addressed in various research papers. Due to the complicated theoretical results, studies have been carried out mainly in the bivariate case, be it properties of estimators or goodness-of-fit tests. However, from a practical point of view, higher dimensions are of interest. This work presents the results of large-scale simulation studies with particular focus on the question to what extent dimensionality influences point and interval estimators.

2020 ◽  
Vol 10 (1) ◽  
pp. 7-13
Author(s):  
R. Duchnowski ◽  
P. Wyszkowska

AbstractThe normal distribution is one of the most important distribution in statistics. In the context of geodetic observation analyses, such importance follows Hagen’s hypothesis of elementary errors; however, some papers point to some leptokurtic tendencies in geodetic observation sets. In the case of linear estimators, the normality is guaranteed by normality of the independent observations. The situation is more complex if estimates and/or the functional model are not linear. Then the normality of such estimates can be tested theoretically or empirically by applying one of goodness-of-fit tests.This paper focuses on testing normality of selected variants of the Hodges-Lehmann estimators (HLE). Under some general assumptions the simplest HLEs have asymptotical normality. However, this does not apply to the Hodges-Lehmann weighted estimators (HLWE), which are more applicable in deformation analysis. Thus, the paper presents tests for normality of HLEs and HLWEs. The analyses, which are based on Monte Carlo method and the Jarque–Bera test, prove normality of HLEs. HLWEs do not follow the normal distribution when the functional model is not linear, and the accuracy of observation is relatively low. However, this fact seems not important from the practical point of view.


2021 ◽  
Author(s):  
Alina Malyutina ◽  
Jing Tang ◽  
Alberto Pessia

Analysis of dose-response data is an important step in many scientific disciplines, including but not limited to pharmacology, toxicology, and epidemiology. The R package drda is designed to facilitate the analysis of dose-response data by implementing efficient and accurate functions with a familiar interface. With drda, it is possible to fit models by the method of least squares, perform goodness of fit tests, and conduct model selection. Compared to other similar packages, drda provides, in general, more accurate estimates in the least-squares sense. This result is achieved by a smart choice of the starting point in the optimization algorithm and by implementing the Newton method with a trust region with analytical gradients and Hessian matrices. In this article, drda is presented through the description of its methodological components and examples of its user-friendly functions. Performance is finally evaluated using a real, large-scale drug sensitivity screening dataset.


2017 ◽  
Vol 4 (1) ◽  
pp. 41-61
Author(s):  
Pelin Sönmez ◽  
Abulfaz Süleymanov

Türkiye, Cumhuriyet tarihinin en yoğun zorunlu göç dalgasını 2011 yılından bu yana süren Suriye Savaşı ile yaşamaktadır. Suriye vatandaşlarının geçici koruma statüsü altında Türkiye toplumuna her açıdan entegrasyonları günümüzün ve geleceğin politika öncelikleri arasında düşünülmelidir. Öte yandan ülkeye kabul edilen sığınmacıların kendi kültürel kimliğini kaybetmeden içinde yaşadığı ev sahibi topluma uyumu, ortak yaşam kültürünün gelişmesi açısından önem arz etmektedir. Bu makalede, "misafir" olarak kabul edilen Suriyeli vatandaşların Türk toplumunca kabul edilmeleri ve dışlanma risklerinin azaltılmasına yönelik devlet politikaları ortaya konularak, üye ve aday ülkelere göçmenlerin dışlanmasını önlemek için Avrupa Birliği (AB) tarafından sunulan hukuki yapı ve kamu hizmeti inisiyatifleri incelenmekte, birlikte yaşam kültürü çerçevesinde Suriyeli vatandaşlara yönelik  toplumsal kabul düzeyleri ele alınmaktadır. Çalışma iki ana bölümden oluşmaktadır: göçmen ve sığınmacılara karşı toplumsal dışlanmayı engellemek için benimsenen yasa ve uygulamaların etkisi ve İstanbul-Sultanbeyli bölgesinde Suriyeli sığınmacılarla ilgili toplumsal algı çalışmasının sonuçları. Bölgede ikamet eden Suriyelilere yönelik toplumsal kabul düzeyinin yüksek olduğu görülürken, halkın Suriyelileri kendilerine  kültürel ve dini olarak yakın hissetmesi toplumsal kabul düzeyini olumlu etkilemektedir. ABSTRACT IN ENGLISHAn evaluation of the European Union and Turkish policies regarding the culture of living togetherThis article aims to determine the level of social acceptance towards Syrians within the context of cohabitation culture by evaluating EU’s legal structure and public service initiatives in order to prevent Syrian refugees from being excluded in member and candidate countries and by revealing government policies on acceptance of Syrians as “guest” by Turkish society and minimizing the exclusion risks of them. This article consists of two main parts, one of which is based on the effects of law and practices preventing refugees and asylum seekers from social exclusion, and the other is on the results of social perception on Syrians in Sultanbeyli district of Istanbul. At the end of 5-years taking in Syrian War, it is obvious that most of more than 3 million Syrian with unregistered ones in Turkey are “here to stay”. From this point of view, the primary scope of policies should be specified in order to remove side effects of refugee phenomenon seen as weighty matter by bottoming out the exclusion towards those people. To avoid possible large-scale conflicts or civil wars in the future, the struggle with exclusion phenomenon plays a crucial role regarding Turkey’s sociological situation and developing policies. In the meaning of forming a model for Turkey, a subtitle in this article is about public services for European-wide legal acquis and practices carried out since 1970s in order to prevent any exclusion from the society. On the other hand, other subtitles are about legal infrastructure and practices like Common European Asylum and Immigration Policies presented in 2005, and Law on Foreigners and International Protection introduced in 2013. In the last part of the article, the results of a field survey carried out in a district of Istanbul were used to analyze the exclusion towards refugees in Turkey. A face-to-face survey was randomly conducted with 200 settled refugees in Sultanbeyli district of Istanbul, and their perceptions towards Syrian people under temporary protection were evaluated. According to the results, the level of acceptance for Syrians living in this district seems relatively high. The fact that Turkish people living in the same district feel close to Syrian refugees culturally and religiously affect their perception in a positive way: however, it is strikingly seen and understood that local residents cop an attitude on the refugees’ becoming Turkish citizens.


The success of the Program of housing stock renovation in Moscow depends on the efficiency of resource management. One of the main urban planning documents that determine the nature of the reorganization of residential areas included in the Program of renovation is the territory planning project. The implementation of the planning project is a complex process that has a time point of its beginning and end, and also includes a set of interdependent parallel-sequential activities. From an organizational point of view, it is convenient to use network planning and management methods for project implementation. These methods are based on the construction of network models, including its varieties – a Gantt chart. A special application has been developed to simulate the implementation of planning projects. The article describes the basic principles and elements of modeling. The list of the main implementation parameters of the Program of renovation obtained with the help of the developed software for modeling is presented. The variants of using the results obtained for a comprehensive analysis of the implementation of large-scale urban projects are proposed.


1969 ◽  
Vol 62 (4_Suppla) ◽  
pp. S23-S35
Author(s):  
B.-A. Lamberg ◽  
O. P. Heinonen ◽  
K. Liewendahl ◽  
G. Kvist ◽  
M. Viherkoski ◽  
...  

ABSTRACT The distributions of 13 variables based on 10 laboratory tests measuring thyroid function were studied in euthyroid controls and in patients with toxic diffuse or toxic multinodular goitre. Density functions were fitted to the empirical data and the goodness of fit was evaluated by the use of the χ2-test. In a few instances there was a significant difference but the material available was in some respects too small to allow a very accurate estimation. The normal limits for each variable was defined by the 2.5 and 97.5 percentiles. It appears that in some instances these limits are too rigorous from the practical point of view. It is emphasized that the crossing point of the functions for euthyroid controls and hyperthyroid patients may be a better limit to use. In a preliminary analysis of the diagnostic efficiency the variables of total or free hormone concentration in the blood proved clearily superior to all other variables.


Author(s):  
Angela Dranishnikova

In the article, the author reflects the existing problems of the fight against corruption in the Russian Federation. He focuses on the opacity of the work of state bodies, leading to an increase in bribery and corruption. The topic we have chosen is socially exciting in our days, since its significance is growing on a large scale at all levels of the investigated aspect of our modern life. Democratic institutions are being jeopardized, the difference in the position of social strata of society in society’s access to material goods is growing, and the state of society is suffering from the moral point of view, citizens are losing confidence in the government, and in the top officials of the state.


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