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showing 10 items of 1034 documents

A Test of Covariance-Matrix Forecasting Methods

2015

Providing a more accurate covariance matrix forecast can substantially improve the performance of optimized portfolios. Using out-of-sample tests, in this article the author evaluates alternative covariance matrix-forecasting methods by looking at: (1) their forecast accuracy, (2) their ability to track the volatility of a minimum-variance portfolio, and (3) their ability to keep the volatility of a minimum-variance portfolio at a target level. The author finds large differences between the methods. The results suggest that shrinking the sample covariance matrix improves neither the forecast accuracy nor the performance of minimum-variance portfolios. In contrast, switching from the sample …

Economics and EconometricsMultivariate statisticsCovariance matrixAutoregressive conditional heteroskedasticityContrast (statistics)CovarianceGeneral Business Management and AccountingTracking errorAccountingEconometricsStatistics::MethodologyPortfolioVolatility (finance)Physics::Atmospheric and Oceanic PhysicsFinanceMathematicsThe Journal of Portfolio Management
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Educational attainment in the OECD, 1960-2010. Updated series and a comparison with other sources

2015

© 2015 Elsevier Ltd. This paper describes the construction of updated series on the educational attainment of the adult population for a sample of 22 OECD countries covering the period 1960-2010. These series are then compared with (the OECD subsample of) the latest available version of other cross-country data sets on average years of schooling that are commonly used in the literature. Finally, statistical measures of the information content of the different series are constructed using the procedure developed by Krueger and Lindhal (K&L, 2001) and de la Fuente and Doménech (D&D, 2006). The exercise shows that there are important differences in quality across data sets and suggests that su…

Economics and EconometricsSeries (mathematics)Adult populationSample (statistics)Oecd countriesEducational attainmentEducationMeasurement errorStatisticsEconometricsEconomicsHuman capitalSchooling
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Determinants of COVID-19 Vaccine Rollouts and Their Effects on Health Outcomes

2022

Background Vaccination against the coronavirus disease (SARS-CoV-2) is understood to be the key way out of the COVID-19 pandemic. Limited evidence exists on the determinants of vaccine rollouts and their health effects at the country level. Objective Examine the determinants of COVID-19 vaccine rollouts and their effects on health outcomes. Methods Ordinary least squares regressions with standard errors clustered at the country level for Cross-section and Panel daily data of vaccinations and various health outcomes (new COVID-19 cases, fatalities, intensive care unit (ICU) admissions) for an unbalanced sample of about 200 countries during the period 16 December 2020 to 20 June 2021. Results…

Economics and Econometricsand (iii) COVID-19 cases in neighboring countries can lead to an increase in a country's domestic caseload and hamper efforts in taming its own local outbreak. Conclusions: By providing an early broad overview of the quantitative empirical estimates of the determinants of vaccine rollouts and the effects of COVID-19 vaccines our paper can help policymakers make informed decisions about local and global distributions of vaccines as well as related policy tools such as containment measure.Coronavirus disease 2019 (COVID-19)business.industryHealth PolicyNational accountsOutbreakGeneral Medicine(ii) vaccine deployment significantly reduces new COVID-19 infections Intensive Care Unit (ICU) admissions and fatalities and is more effective when coupled with stringent containment measures or when a country is experiencing a large outbreakVaccination against the coronavirus disease (SARS-CoV-2) is understood to be the key way out of the COVID-19 pandemic. Limited evidence exists on the determinants of vaccine rollouts and their health effects at the country level. Objective: Examine the determinants of COVID-19 vaccine rollouts and their effects on health outcomes. Methods: Ordinary least squares regressions with standard errors clustered at the country level for Cross-section and Panel daily data of vaccinations and various health outcomes (new COVID-19 cases fatalities intensive care unit (ICU) admissions) for an unbalanced sample of about 200 countries during the period 16 December 2020 to 20 June 2021. Results: We find evidence that: (i) early vaccine procurement domestic production of vaccines the severity of the pandemic a country's health infrastructure and vaccine acceptance are significant determinants of the speed of vaccination rolloutHealth outcomesIntensive care unitlaw.inventionVaccinationProcurementlawEnvironmental healthPandemicGeneral Earth and Planetary SciencesMedicinebusinessGeneral Environmental ScienceIMF Working Papers
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Ocean acidification affects fish spawning but not paternity at CO2 seeps

2016

Fish exhibit impaired sensory function and altered behaviour at levels of ocean acidification expected to occur owing to anthropogenic carbon dioxide emissions during this century. We provide the first evidence of the effects of ocean acidification on reproductive behaviour of fish in the wild. Satellite and sneaker male ocellated wrasse (Symphodus ocellatus) compete to fertilize eggs guarded by dominant nesting males. Key mating behaviours such as dominant male courtship and nest defence did not differ between sites with ambient versus elevated CO2 concentrations. Dominant males did, however, experience significantly lower rates of pair spawning at elevated CO2 levels. Despite the higher r…

Eggs standard errorOcean Acidification International Coordination Centre (OA-ICC)TemperateRegistration number of speciesIdentificationSalinityEggsinorganicAlkalinityExperimentNumber standard errorDominant male paternityTemperature waterCarbon inorganic dissolvedNumber of individualsCalculated using seacarb after Nisumaa et al 2010Number of spawning events standard errorAragonite saturation stateFish standard lengthChordataAlkalinity totalSalinity standard errortotalCO2 ventReplicatesCourtship standard errorpHPelagosReproductionSymphodus ocellatusTemperatureNumberPartial pressure of carbon dioxide (water) at sea surface temperature (wet air) standard errordissolvedCarbonate ionPartial pressure of carbon dioxide (water) at sea surface temperature (wet air)standard errorIndividuals standard errorEarth System ResearchField observationFOS: Medical biotechnologyUniform resource locator link to referencePotentiometric titrationCalcite saturation stateLocationPotentiometricwaterNumber of spawning eventsAgeUniform resource locator/link to referenceOcean Acidification International Coordination Centre OA ICCMediterranean SeaAnimaliaEggs areaBehaviourTypeBicarbonate ionNektonEggs area standard errorTemperature water standard errorCalculated using seacarb after Nisumaa et al. (2010)SpeciespH standard errorWet massDominant male paternity standard errorCalculated using CO2SYSEvent labelIndividualsCourtshipCarbonate system computation flagstandard lengthFugacity of carbon dioxide (water) at sea surface temperature (wet air)CarbonTreatmentPartial pressure of carbon dioxide water at sea surface temperature wet airFishCarbon dioxideSingle speciesFugacity of carbon dioxide water at sea surface temperature wet airCoast and continental shelf
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Liberal and Conservative Differential Item Functioning Detection Using Mantel-Haenszel and SIBTEST: Implications for Type I and Type II Error Rates

2004

The aim of this work was to determine, in terms of Type I and Type II error rates, the risks of applying various statistical procedures for evaluating differential item functioning. To this end, the authors carried out a simulation study in which the Mantel-Haenszel and SIBTEST procedures were applied in conjunction. The variables manipulated were sample size and distribution of ability between groups. Results indicated that, although there was a high rate of agreement between the procedures, the joint Type I and Type II error rate may vary substantially from that obtained when each of the procedures was applied separately. Furthermore, the authors analyzed empirical data to obtain informat…

Empirical dataEmpirical researchSample size determinationItem analysisMonte Carlo methodStatisticsDevelopmental and Educational PsychologyEconometricsDifferential item functioningCochran–Mantel–Haenszel statisticsEducationMathematicsType I and type II errorsThe Journal of Experimental Education
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Comparison Between Fractional Vegetation Cover Retrievals from Vegetation Indices and Spectral Mixture Analysis: Case Study of PROBA/CHRIS Data Over …

2009

Abstract: In this paper we compare two different methodologies for Fractional Vegetation Cover (FVC) retrieval from Compact High Resolution Imaging Spectrometer (CHRIS) data onboard the European Space Agency (ESA) Project for On-Board Autonomy (PROBA) platform. The first methodology is based on empirical approaches using Vegetation Indices (VIs), in particular the Normalized Difference Vegetation Index (NDVI) and the Variable Atmospherically Resistant Index (VARI). The second methodology is based on the Spectral Mixture Analysis (SMA) technique, in which a Linear Spectral Unmixing model has been considered in order to retrieve the abundance of the different constituent materials within pixe…

Endmember010504 meteorology & atmospheric sciencesMean squared error0211 other engineering and technologies550 - Earth sciences02 engineering and technologyLand coverlcsh:Chemical technology01 natural sciencesBiochemistryNormalized Difference Vegetation IndexArticleCHRISAnalytical ChemistryRoot mean squareFractional Vegetation Cover; Vegetation Indices; Spectral Mixture Analysis; PROBA; CHRISPROBAlcsh:TP1-1185Electrical and Electronic EngineeringInstrumentation021101 geological & geomatics engineering0105 earth and related environmental sciencesMathematicsRemote sensingFractional Vegetation CoverPixelVegetation15. Life on landAtomic and Molecular Physics and OpticsStandard errorSpectral Mixture AnalysisVegetation Indices
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Analysis of operator human errors in hydrogen refuelling stations: Comparison between human rate assessment techniques

2013

Abstract The use of hydrogen as an energy carrier for road transport appears to be an optimal solution for the reduction of greenhouse gas emissions. Nevertheless, the development of this technology depends on the growth and diffusion of production, storage and refuelling infrastructures together with accurate risk analyses to appropriately design the safety and management systems used in these plants. Moreover, to improve safety standards, it is also important to focus attention on the estimation of hazards related to human factors, as this is one of the major causes leading to accidental events, especially in complex industrial technology. The paper reports a case study relevant to operat…

Energy carrierRisk analysisRenewable Energy Sustainability and the EnvironmentComputer scienceFuzzy setFuzzy HEARTEnergy Engineering and Power TechnologySafety standardsCondensed Matter PhysicsHydrogen refuelling stationReliability engineeringRisk analysiFuel TechnologyIndustrial technologyGreenhouse gasManagement systemStorage unitHuman errorHuman error assessment and reduction techniqueCREAMSettore ING-IND/19 - Impianti Nucleari
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Domestic load forecasting using neural network and its use for missing data analysis

2015

Domestic demand prediction is very important for home energy management system and also for peak reduction in power system network. In this work, active and reactive power consumption prediction model is developed and analysed for a typical Southern Norwegian house for hourly power (active and reactive) consumptions and time information as inputs. In the proposed model, a neural network is adopted as a main technique and historical domestic load data of around 2 years are used as input. The available data has some measurement errors and missing segments. Before using the data for training purpose, missing and inaccurate data are considered and then it is used for testing the model. It is ob…

Energy management systemEngineeringElectric power systemObservational errorArtificial neural networkOperations researchbusiness.industryDistribution management systemAC powerMissing databusinessReliability engineeringPower (physics)
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Measuring of Geometrical Precision of Some parts Obtained by Asymmetric Incremental Forming Process After Trimming

2007

Asymmetric Incremental Forming exalts the advantages of Incremental Forming process since no dies are strictly necessary. In this way complex geometries may be manufactured with a very simple clamping equipment. On the other hand, this characteristic determines some intrinsic drawbacks which penalise its industrial suitability; first of all, the dimensional control of the manufactured part is a still open point for researchers all over the world. Several approaches have been already proposed in the last years to solve the problem, resulting only in partial solutions. At the same time, up to now, the numerical simulation did not supply significant aid to the designers, due to the problem com…

EngineeringComputer simulationbusiness.industryNumerical analysisForming processesMechanical engineeringControl engineeringTrial and errorFinite element methodClampingPoint (geometry)TrimmingAsymmetric Incremental Forming Processbusiness
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Uncertainty evaluation in the measurements for the electric power quality analysis

2013

The paper deals with the uncertainty estimation in the measurements performed to assess the electric power quality. In a first steps, according to the 'ISO - Guide to Expression of the Uncertainty in Measurements' all the error sources, which give a significant contribution to the combined uncertainty associated to the measurement results, are identified. Successively, in order to analyze how the errors propagate through the measurement chain, a Monte Carlo based approach is proposed. The method exploits an ad-hoc developed simulator of the measurement process, which takes into account the particular way of propagation of all the identified error sources. Eventually, with the aim of validat…

EngineeringElectric power qualitymeasurement standardpower system measurementMeasurement uncertaintyMonte Carlo methodpower supply qualitySettore ING-IND/32 - Convertitori Macchine E Azionamenti ElettriciPower measurementpower quality analysisUncertainty analysisObservational errorelectric power quality analysiSeries (mathematics)business.industryProcess (computing)UncertaintyData acquisitionmeasurement uncertainty evaluationerror source identificationCurrent measurementExpression (mathematics)Reliability engineeringmeasurement systemISO standardguide to expression of the uncertainty in measurementMeasurement uncertaintybusinessad hoc developed simulatorNoiseAlgorithmSettore ING-INF/07 - Misure Elettriche E Elettronichemeasurement error
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