Search results for "Empirical distribution function"
showing 10 items of 11 documents
Modeling Local Social Migrations: A Cellular Automata Approach
2015
In local social migrations, agents move from their initial location looking for a better local social environment. Social migrations processes do not change the number of social agents of a given type (i.e., the empirical distribution of the population) but their spatial location. Although cellular automata seems to appear as a natural approach to model of social migrations, the evolution of the configuration through a cellular automata might induce a new configuration wherein the number of agents of each type might be actually modified. This article provides a characterization of these cellular automata rules such that for any initial empirical distribution, the evolution of the configurat…
Automatic detection of large dense-core vesicles in secretory cells and statistical analysis of their intracellular distribution.
2010
Analyzing the morphological appearance and the spatial distribution of large dense-core vesicles (granules) in the cell cytoplasm is central to the understanding of regulated exocytosis. This paper is concerned with the automatic detection of granules and the statistical analysis of their spatial locations in different cell groups. We model the locations of granules of a given cell as a realization of a finite spatial point process and the point patterns associated with the cell groups as replicated point patterns of different spatial point processes. First, an algorithm to segment the granules using electron microscopy images is proposed. Second, the relative locations of the granules with…
A Note on Resampling the Integration Across the Correlation Integral with Alternative Ranges
2003
Abstract This paper reconsiders the nonlinearity test proposed by Ko[cbreve]enda (Ko[cbreve]enda, E. (2001). An alternative to the BDS test: integration across the correlation integral. Econometric Reviews20:337–351). When the analyzed series is non‐Gaussian, the empirical rejection rates can be much larger than the nominal size. In this context, the necessity of tabulating the empirical distribution of the statistic each time the test is computed is stressed. To that end, simple random permutation works reasonably well. This paper also shows, through Monte Carlo experiments, that Ko[cbreve]enda's test can be more powerful than the Brock et al. (Brock, W., Dechert, D., Scheickman, J., LeBar…
Flood Frequency Analysis for Sicily, Italy
2006
In this paper a regional flood frequency analysis based on the two-component extreme value TCEV distribution is developed using flood data recorded in Sicily. The hierarchical approach, characterized by three investigation levels for estimating the parameters of the theoretical distribution, is discussed first. The highest level of homogeneity hypothesis with regard to the skewness coefficient was verified by using a Monte Carlo technique and taking account of the separation effect proposed by Matalas et al. in 1975. This analysis also showed 1 the inability of the generalized extreme value model to reproduce the empirical cumulative distribution function CDF of the skewness coefficients, a…
Rainfall erosivity over the Calabrian region
1997
Abstract Following the results of a study carried out for the neighbouring Sicilian region, this paper reports a study of the applicability of the annual value, Faj, of the Arnouldus index to represent the erosion risk in Calabrian region. Firstly, By using 214 values of the mean annual value of the erosivity index, FF, and a Kriging interpolation method, an isoerosivity map is plotted. Then, in order to predict the erosion risk for an event of any return period, the probability distribution of the Faj index is studied. An in situ statistical analysis, carried out by using candidate distributions with two parameters (Gauss, LN2, EV1 and Weibull distribution), showed that the EV1 and LN2 law…
Simulating Term Structure of Interest Rates with Arbitrary Marginals
2007
Decision models under uncertainty need to be feeded with scenarios of the interest rate curve. Such scenarios have to comply, as close as possible, with the empirical distribution of each rate. Simulation models of the term structure usually assume that the conjugate distribution of the interest rates is lognormal. Dynamic models, like vector auto-regression, implicitly postulate that the logarithm of the interest rates is normally distributed. Statistical analyses have, however, shown that stationary transformations (yield changes) of the interest rates are substantially leptokurtic, thus posing serious doubts on the reliability of the available models. We propose in this paper a vector au…
The Impact of Bank Concentration on Financial Distress: The Case of the European Banking System
2009
This paper examines the impact of bank concentrationon bank financial distress using a balanced panel of commercial banks in the EU‐25 over a sample period running from 2003 to 2007. Financial distress is proxied by the observations falling below a given threshold of the empirical distribution of a risk‐adjusted indicator of bank performance: the Shareholder Value Ratio. We employ a panel probit regression estimated by GMM in order to obtain consistent and efficient estimates, following the suggestion made by Bertschek and Lechner (1998). After controlling for a number of environment variables, we conclude that our findings suggest a positive effect of bank concentration on financial distre…
ON THE ASYMPTOTIC DISTRIBUTION OF BARTLETT'S Up-STATISTIC
1985
Abstract. In this paper the asymptotic behaviour of Bartlett's Up-statistic for a goodness-of-fit test for stationary processes, is considered. The asymptotic distribution of the test process is given under the assumption that a central limit theorem for the empirical spectral distribution function holds. It is shown that the Up-statistic tends to the supremum of a tied down Brownian motion. By a counterexample we refute the conjecture that this distribution is in general of the Kolmogorov-Smirnov type. The validity of the central limit theorem for the spectral distribution function is then discussed. Finally a goodness-of-fit test for ARMA-processes based on the estimated innovation sequen…
Testing Goodness-of-Fit with the Kernel Density Estimator: GoFKernel
2015
To assess the goodness-of-fit of a sample to a continuous random distribution, the most popular approach has been based on measuring, using either L∞ - or L2 -norms, the distance between the null hypothesis cumulative distribution function and the empirical cumulative distribution function. Indeed, as far as I know, almost all the tests currently available in R related to this issue (ks.test in package stats, ad.test in package ADGofTest, and ad.test, ad2.test, ks.test, v.test and w2.test in package truncgof) use one of these two distances on cumulative distribution functions. This paper (i) proposes dgeometric.test, a new implementation of the test that measures the discrepancy between a s…
Reconstructing wells from high density regions extracted from super-resolution single particle trajectories
2019
AbstractLarge amount of super-resolution single particle trajectories has revealed that the cellular environment is enriched in heterogenous regions of high density, which remain unexplained. The biophysical properties of these regions are characterized by a drift and their extension (a basin of attraction) that can be estimated from an ensemble of trajectories. We develop here two statistical methods to recover the dynamics and local potential wells (field of force and boundary) using as a model a truncated Ornstein-Ulhenbeck process. The first method uses the empirical distribution of points, which differs inside and outside the potential well, while the second focuses on recovering the d…