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1.
In many areas of application, like, for instance, Climatology, Hydrology, Insurance, Finance, and Statistical Quality Control, a typical requirement is to estimate a high quantile of probability 1−p, a value high enough so that the chance of an exceedance of that value is equal to p, small. The semi-parametric estimation of high quantiles depends not only on the estimation of the tail index or extreme
value index γ, the primary parameter of extreme events, but also on the adequate estimation of a scale first order parameter. Recently,
apart from new classes of reduced-bias estimators for γ>0, new classes of the scale first order parameter have been introduced in the literature. Their use in quantile estimation
enables us to introduce new classes of asymptotically unbiased high quantiles’ estimators, with the same asymptotic variance
as the (biased) “classical” estimator. The asymptotic distributional properties of the proposed classes of estimators are
derived and the estimators are compared with alternative ones, not only asymptotically, but also for finite samples through
Monte Carlo techniques. An application to the log-exchange rates of the Euro against the Sterling Pound is also provided. 相似文献
2.
In this paper we consider a class of consistent semi-parametric estimators of a positive tail index γ, parameterized in atuning orcontrol parameter α. Such a control parameter enables us to have access, for any available sample, to an estimator of γ with a null
dominant component of asymptotic bias, and with a reasonably flatMean Squared Error pattern, as a functional ofk, the number of top order statistics considered. Moreover, we are able to achieve a high efficiency relatively to the classical
Hill estimator, provided we may have access to a larger number of top order statistics than the number needed for optimal
estimation through the Hill estimator.
partially supported by FCT/POCTI/FEDER 相似文献
3.
5α-Cholestan-3β-ol (cholestanol) was isolated from the testes of White Carneau pigeons in the highest concentration thus far
reported in any animal tissue. It contributed 26% to 28% of the total sterols (384±29.4 μg cholestanol per gram of wet tissue)
in testis, and about 27% of it was esterified. The identity of this stanol was confirmed by AgNO3 thin layer chromatography, gas liquid chromatography and mass spectrometry. Ovaries, liver, plasma and other tissues of this
pigeon contained this stanol only to the extent of 2% to 10% of total sterols. 相似文献
4.
Erick Scheuermann Ivette Seguel Adolfo Montenegro Rubn O Bustos Emilio Hormazbal Andrs Quiroz 《Journal of the science of food and agriculture》2008,88(3):485-492
BACKGROUND: ‘Murtilla’, ‘mutilla’ or ‘murta’ (Ugni molinae Turcz) is a native Chilean species that produces a small berry fruit with a special aroma, whose volatile compounds have not yet been identified. The fruit may be consumed raw and also as jams, juice, canned products, confections and liquor. RESULTS: At the beginning and end of the storage, 24 volatile compounds were identified in murtilla fruit aroma and the concentration of these compounds in murtilla fruit ranged from 1.2 to 250.5 µg kg?1 fresh weight. Methyl 2‐methyl butanoate, ethyl butanoate, ethyl 2‐methyl butanoate, methyl hexanoate, ethyl hexanoate, methyl benzoate and ethyl benzoate were the major components, all of which have been reported as potent odors in other aromatic fruits. Based on estimated odor activity value, the most potent compound in the murtilla fruit aroma were ethyl hexanoate and 4‐methoxy‐2,5‐dimethyl‐furan‐3‐one. The statistical analysis showed that the storage produced a distinct effect on the same volatile compounds released from the murtilla ecotypes. CONCLUSION: The volatile compounds identified in murtilla fruit aroma, which may be described as fruity, sweet and floral, have been found in other aromatic fruits. Concerning the aroma, the murtilla fruit from ecotype 19‐1 was shown to be the best in cooled storage. Copyright © 2007 Society of Chemical Industry 相似文献
5.
High-accuracy differential image motion monitor measurements for the Thirty Meter Telescope site testing program 总被引:1,自引:0,他引:1
Wang L Schöck M Chanan G Skidmore W Blum R Bustos E Els S Riddle R Seguel J Travouillon T Vasquez J Walker D Gillett P 《Applied optics》2007,46(25):6460-6468
Differential image motion monitors (DIMMs) have become the industry standard for astronomical site characterization. The calibration of DIMMs is generally considered to be routine, but we show that particular care must be paid to this issue if high-accuracy measurements are to be achieved. In a side by side comparison of several DIMMs, we demonstrate that with proper care we can achieve an agreement between the seeing measurements of two DIMMS operating under the same conditions to better than +/-0.02 arc sec. 相似文献
6.
SUMMARY
Polymer metal complexes of poly(maleic acid) and Cu(II), Co(II), Ni(II), and Zn(II) were synthesized. Elemental analysis,
as well as magnetic, spectral and thermal properties, in addition to electrical conductivities of the chelates were investigated,
and possible structures have been assigned to the polychelates. Semi-empirical calculations at the PM3 level were carried
out on the geometrical arrangement of the polychelates.
Received: 19 November 1999/Revised version: 22 March 2000/Accepted: 31 March 2000 相似文献
7.
8.
Improving the metal ion release from nanoparticles embedded in a polypropylene matrix for antimicrobial applications
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Novel antimicrobial materials can be produced by adding copper nanoparticles (CNPs) into a polymeric matrix. To improve the behavior of these systems, the effect of different variables on the dispersion of copper metal nanoparticles embedded in a polypropylene matrix by melt mixing and its ion release was analyzed. The variables studied were predispersion of particles in liquid solvents, polymer molecular weight, melt mixing conditions, addition of a compatibilizer agent, two‐step melt mixing, and surface functionalization of the metal particles. Our results show that by modifying these variables, a significant improvement in the filler dispersion, as quantified by optical microscope, can be obtained. For instance, the original CNP agglomerates can be reduced from an average size of 70 µm to a final average size of 30 µm and a larger amount of nanometric agglomerates by using a compatibilizer or predispersed nanoparticles. Moreover, by using surface‐functionalized CNPs, micrometric agglomerates were not observed. Noteworthy, there is a direct relationship between the filler dispersion and the release of biocide copper ions when improvements were larger than a certain threshold with increases as high as 40%. These findings can be used in the development of antimicrobial materials with tailored behavior. © 2014 Wiley Periodicals, Inc. J. Appl. Polym. Sci. 2015 , 132, 41232. 相似文献
9.
SUMMARY
Polychelates were obtained by addition of an aqueous solution of the poly(acrylic acid-co-acrylamide) to an aqueous solution of Cu(II), Co(II), and Ni(II). All the polychelates were insoluble in water and in common
organic solvents. The polychelates were characterized by elemental analysis, FT-IR spectroscopy thermogravimetry, and showed
tetrahedral arrangement for Co(II) and Ni(II). Magnetic and conductivity studies for all the polychelates were also carried
out. The poly(acrylic acid-co-acrylamide) behaved as semiconductor.
Received: 25 July 1997/Revised version: 1 December 1997/Accepted: 5 December 1997 相似文献
10.
Averaging Hill's estimators leads to a reduction in the volatility of Hill's plot. We deal with a generalization of the procedure
proposed by Resnick and Stărică (1997), and, propose alternatives, assymptotically equivalent at the respective optimal levels,
but with more interesting sample paths. Asymptotic normality is derived for intermediate levels where the asymptotic bias
may be non-null. A simulation study completes the asymptotic results and shows the advantages of the proposed estimators in
the problem of choosing the number of the top order statistics to be used in the estimation of the tail index.
research partially supported by FCT/POCTI/FEDER 相似文献