Search results for "bootstrap"
showing 10 items of 67 documents
The Art of Bootstrapping
2020
Language workbenches are used to define languages using appropriate meta-languages. Meta-languages are also just languages and can, therefore, be defined using themselves. The process is called bootstrapping and is often difficult to achieve.
Sensitivity analysis of efficiency and Malmquist productivity indices: An application to Spanish savings banks
2008
Hypothesis testing and statistical precision in the context of non-parametric efficiency and productivity measurement have been investigated since the early 1990s. Recent contributions focus on this matter through the use of resampling methods-i.e., bootstrapping techniques. However, empirical evidence is still practically non-existent. This gap is more noticeable in the case of banking efficiency studies, where the literature is immense. In this work, we explore productivity growth and productive efficiency for Spanish savings banks over the (initial) post-deregulation period 1992-1998 using Data Envelopment Analysis (DEA) and bootstrapping techniques. Results show that productivity growth…
Luokittelumenetelmän evaluointimenetelmien vertailu pienten aineistojen tapauksessa simulointikokein
2016
Luokitteluanalyysin tyypillinen ongelma on mallin valinta ja/tai muuttujien eli piirteiden valinta. Tavoitteena on estimoida luotettavasti luokitteluvirheen todennäköisyys opetusaineiston avulla - ideaalissa tilanteessa käyttäen riippumatonta testiaineistoa. Tällöin saadaan estimaatti yleistämisvirheelle, joka kuvaa opetusaineistosta estimoidun mallin kykyä ennustaa riippumatonta testiaineistoa. Usein kuitenkin aineiston niukkuudesta johtuen ei voida käyttää erillistä riippumatonta testiaineistoa, jolloin ei myöskään voida estimoida suoraan yleistämisvirhettä. Tällöin voidaan kuitenkin käyttää otoksen uudelleenkäyttömenetelmiä, joista käytetyimmät lienevät ristiinvalidointi ja bootstrap. Me…
Robustness of dynamic gene regulatory networks in Neisseria
2014
Gene regulatory networks are made of highly tuned, sparse and dynamical operations. We consider the case of the Neisseria meningitidis bacterium, a causative agent of life-threatening infections such as meningitis, and aim to infer a robust net- work of interactions across sixty proteins based on a detailed time course gene expres- sion study. We consider the problem of estimating a sparse dynamic Gaussian graphical model with L1 penalized maximum likelihood under a structured precision matrix. The structure can consist of specific time dynamics, known presence or absence of links in the graphical model or equality constraints on the parameters. The authors developed a new optimization algo…
Temporal evolution of some mortality indicators: Application to Spanish data
2012
[EN] In Spain, as in other developed countries, significant changes in mortality patterns have occurred during the 20th and 21st centuries. One reflection of these changes is life expectancy, which has improved in this period, although the robustness of this indicator prevents these changes from being of the same order as those for the probability of death. If, moreover, we bear in mind that life expectancy offers no information as to whether this improvement is the same for different age groups, it is important and necessary to turn to other mortality indicators whose past and future evolution in Spain we are going to study. These indicators are applied to Spanish mortality data for the pe…
Horvitz-Thompson estimators for functional data: asymptotic confidence bands and optimal allocation for stratified sampling
2009
When dealing with very large datasets of functional data, survey sampling approaches are useful in order to obtain estimators of simple functional quantities, without being obliged to store all the data. We propose here a Horvitz--Thompson estimator of the mean trajectory. In the context of a superpopulation framework, we prove under mild regularity conditions that we obtain uniformly consistent estimators of the mean function and of its variance function. With additional assumptions on the sampling design we state a functional Central Limit Theorem and deduce asymptotic confidence bands. Stratified sampling is studied in detail, and we also obtain a functional version of the usual optimal …
A geostatistical approach for dynamic life tables: The effect of mortality on remaining lifetime and annuities
2010
Dynamic life tables arise as an alternative to the standard (static) life table, with the aim of incorporating the evolution of mortality over time. The parametric model introduced by Lee and Carter in 1992 for projected mortality rates in the US is one of the most outstanding and has been used a great deal since then. Different versions of the model have been developed but all of them, together with other parametric models, consider the observed mortality rates as independent observations. This is a difficult hypothesis to justify when looking at the graph of the residuals obtained with any of these methods. Methods of adjustment and prediction based on geostatistical techniques which expl…
Test of the Latent Dimension of a Spatial Blind Source Separation Model
2024
We assume a spatial blind source separation model in which the observed multivariate spatial data is a linear mixture of latent spatially uncorrelated random fields containing a number of pure white noise components. We propose a test on the number of white noise components and obtain the asymptotic distribution of its statistic for a general domain. We also demonstrate how computations can be facilitated in the case of gridded observation locations. Based on this test, we obtain a consistent estimator of the true dimension. Simulation studies and an environmental application in the Supplemental Material demonstrate that our test is at least comparable to and often outperforms bootstrap-bas…
Rahastojen menestys Suomessa 1997 - 2015
2016
Tässä työssä on tutkittu suomalaisten, aktiivisesti Suomeen sijoittavien rahastojen me-nestystä ja tuuria tai taitoa menestyksen taustalla. Tutkimuksen kohteena oleva ajanjak-so on 1997 – 2015. Aineisto käsitti 41 kasvurahastoa ja 19 tuottorahastoa. Rahastojen menestystä on mitattu yleisesti Jensenin (1968) alphalla sekä faktorimalleilla, mutta näiden ongelmana on se, että ne eivät ota huomioon tuurin tai taidon mahdolli-suutta menestyksessä. Ongelman ratkaisemiseksi tässä tutkimuksessa on käytetty Cuth-bertsonin ym. (2008) mukaista bootstrap-menetelmää, jolla saadaan simuloitua tuurija-kauma, johon menestystä voidaan verrata. Vertaamalla menestystä simuloituun tuurija-kaumaan, voidaan vetä…
Phylogenetic analysis of the thiolase family. Implications for the evolutionary origin of peroxisomes
1992
The thiolase family is a widespread group of proteins present in prokaryotes and three cellular compartments of eukaryotes. This fact makes this family interesting in order to study the evolutionary process of eukaryotes. Using the sequence of peroxisomal thiolase from Saccharomyces cerevisiae recently obtained by us and the other known thiolase sequences, a phylogenetic analysis has been carried out. It shows that all these proteins derived from a primitive enzyme, present in the common ancestor of eubacteria and eukaryotes, which evolved into different specialized thiolases confined to various cell compartments. The evolutionary tree obtained is compatible with the endosymbiotic theory fo…