Search results for " dependence"
showing 10 items of 2018 documents
Modeling accident risk at the road level through zero-inflated negative binomial models: A case study of multiple road networks
2021
Abstract This paper presents a case study carried out in multiple cities of the Valencian Community (Spain) to determine the effect of sociodemographic and road characteristics on traffic accident risk. The analyzes are performed at the road segment level, considering the linear network representing the road structure of each city as a spatial lattice. The number of accidents observed in each road segment from 2010 to 2019 is taken as the response variable, and a zero-inflated modeling approach is considered. Count overdispersion and spatial dependence are also accounted for. Despite the complexity and sparsity of the data, the fitted models performed considerably well, with few exceptions.…
Booms, Busts and normal times in the housing market
2015
We assess the existence of duration dependence in the likelihood of an end in housing booms, busts, and normal times. Using data for 20 industrial countries and a continuous-time Weibull duration model, we find evidence of positive duration dependence suggesting that housing market cycles have become longer over the last decades. Then, we extend the baseline Weibull model and allow for the presence of a change-point in the duration dependence parameter.We show that positive duration dependence is present in booms and busts that last less than 26 quarters, but that does not seem to be the case for longer phases of the housing market cycle. For normal times, no evidence of change-points is fo…
A spatially filtered mixture of β-convergence regressions for EU regions, 1980–2002
2007
Assessing regional growth and convergence across Europe is a matter of primary relevance. Empirical models that do not account for structural heterogeneities and spatial effects may face serious misspecification problems. In this work, a mixture regression approach is applied to the beta-convergence model, in order to produce an endogenous selection of regional growth patterns. A priori choices, such as North-South or centre-periphery divisions, are avoided. In addition to this, we deal with the spatial dependence existing in the data, applying a local filter to the data. The results indicate that spatial effects matter, and either absolute, conditional, or club convergence, if extended to …
A spatial analysis of new business formation: Replicative vs innovative behaviour
2017
Abstract Using spatial econometric tools, the paper examines the spatial structure of new business formation of Italian regions during the period 2004–2007. In particular, the study empirically investigates whether new business formation in a given geographical area may be explained in terms of replicative and/or innovative entrepreneurial behaviour in each area as well as in the neighbouring areas. Additionally, the analysis focuses on the influence of urbanization on the birth of new firms. From the estimation of a Spatial Durbin Model, we find a significant degree of spatial dependence among Italian regions not only in new business formation but also in some of its determinants. We also …
Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials
2017
Abstract Many applications in risk analysis require the estimation of the dependence among multivariate maxima, especially in environmental sciences. Such dependence can be described by the Pickands dependence function of the underlying extreme-value copula. Here, a nonparametric estimator is constructed as the sample equivalent of a multivariate extension of the madogram. Shape constraints on the family of Pickands dependence functions are taken into account by means of a representation in terms of Bernstein polynomials. The large-sample theory of the estimator is developed and its finite-sample performance is evaluated with a simulation study. The approach is illustrated with a dataset of…
Bayesian Mapping of Lichens Growing on Trees
2001
Suitability of trees as hosts for epiphytic lichens are studied in a forest stand of size 25 ha. Suitability is measured as occupation probabilites which are modelled using hierarchical Bayesian approach. These probabilities are useful for an ecologist. They give smoothed spatial distribution map of suitability for each of the species and can be used in detecting high- and low-probability areas. In addition, suitability is explained by tree-level covariates. Spatial dependence, which is due to unobserved spatially structured covariates, is modelled through an unobserved Markov random field. Markov chain Monte Carlo method has been applied in Bayesian computation. The extensive spatial data …
Gaussian component mixtures and CAR models in Bayesian disease mapping
2012
Hierarchical Bayesian models involving conditional autoregression (CAR) components are commonly used in disease mapping. An alternative model to the proper or improper CAR is the Gaussian component mixture (GCM) model. A review of CAR and GCM models is provided in univariate settings where only one disease is considered, and also in multivariate situations where in addition to the spatial dependence between regions, the dependence among multiple diseases is analyzed. A performance comparison between models using a set of simulated data to help illustrate their respective properties is reported. The results show that both in univariate and multivariate settings, both models perform in a comp…
Quantum correlations in generalized spin star system
2006
The problem of detecting quantum signatures in the correlations formed in dynamical evolution of quantum bipartite systems receives a lot of attention in current literature. Generally speaking, the occurrence of correlations between two observables of a system does not necessarily reflect nonclassical behaviour. In this paper, the exact dynamics of a pair of uncoupled spins 1/2 interacting with a common spin 1/2 bath is investigated. Starting from a separable initial condition, the ability of the system to develop purely quantum correlations is brought to light. Physical interpretation of the concurrence function as well as a suggestion on how to measure it are given.
Spatial Mark-Recapture Method in the Estimation of Crayfish Population Size
1995
The mark-recapture method is considered for estimation of population size of slowly moving animals like crayfish. The Petersen type estimator for closed population is generalized for situations where recaptures are spatially dependent between the capture sites, and its variance approximation is derived using point processes as models for the population. The method of quadratic forms is suggested to be used as variance estimator. Finally, a trapping design is proposed where onc trap at recapture is replaced by four adjacent traps. A simulation experiment is performed to explain the robusticity of the new trapping design against movements of animals.
"Table 2" of "Exclusive production of pion and kaon meson pairs in two photon collisions at LEP."
2003
Measured angular distribution for kaon production.