Confidence Intervals and Accuracy Estimation for Heavy-Tailed Generalized Pareto Distributions

The generalized Pareto distribution (GPD) is a two-parameter family of distributions which can be used to model exceedances over a threshold. We compare the empirical coverage of some standard bootstrap and likelihood-based confidence intervals for the parameters and upper p-quantiles of the GPD. Simulation results indicate that none of the bootstrap methods give satisfactory intervals for small sample sizes. By applying a general method of D. N. Lawley, correction factors for likelihood ratio statistics of parameters and quantiles of the GPD have been calculated. Simulations show that for small sample sizes accuracy of confidence intervals can be improved by incorporating the computed correction factors to the likelihood-based confidence intervals. While the modified likelihood method has better empirical coverage probability, the mean length of produced intervals are not longer than corresponding bootstrap confidence intervals. This article also investigates the performance of some bootstrap methods for estimation of accuracy measures of maximum likelihood estimators of parameters and quantiles of the GPD.     

EXTRAPOLATION AND DEFECT CORRECTION FOR DIFFUSION EQUATIONS WITH BOUNDARY INTEGRAL CONDITIONS

1IntroductionIn[8],we11avestudiedparabolicintegrodifferentialequationswithhomogeneousboundaryconditionsbyextrapolatiollandcorrectionmethods,andderivedGalerkinapproximationsofthirdorder.Nowweturntodiffusionequationswithboundaryintegralconditions.Letfibearectangulardomain.Weareconcernedwitlltheapproximationtothesolutionofthemodelproblemwheren(x,y)=(m(x,y),"Z(x,y))istheouter--normaldirectiononoff.2GlobalExtrapolationFirstofall,wediscussextrpolationfortheproblem(1.l).Throughouttilepaper,weassum…     

The Role of Aerosols in Light Scattering in the Atmosphere

This paper addresses the important role of how aerosols play in light scattering in the earth’s atmosphere and how their characteristics can be retrieved. It is shown here, by referring to typical aerosol types, that more than a half of the atmospheric light is scattered by aerosols, and the aerosol optical properties can be estimated in terms of the scattering behavior. It is also confirmed that aerosol retrieval can be accurately determined by combining polarization and radiance data.Presented at the 7th International Workshop on Multiple Scattering Lidar/Light Experiments (MUSCLE7), July 21–23 1994, Chiba, Japan.     

ICP－AES中迭代干扰校正法在稀土配分上的应用

本文采用干扰系数迭代校正法测定稀土氧化物富集样中稀土元素的含量。应用迭代校正程序，计算机可以迅速得出准确结果。为了减少分析波长选择的盲目性，建立了一套扫描峰形图谱库。将ＩＣＰ－ＡＥＳ与微机联用直接选出了各个稀土元素的最优测量条件，综合确定仪器的最佳工作参数。本法的回收率为９０～１０８％，Ｒ．Ｓ．Ｄ小于６％。     

Imaging of echo data of submarine sedimentary beds layer-by-layer with acoustic wave equation refraction correction method

I.IntroductionThcobjcctofsubmarincstratasurvcyisforgco1ogicalintcrprctation,inwhichsubmarinccchodataarcuscd.Rightgcologicalintcrprctationisbascdonthedatawithhighsignal-to-noiseratio(S/N)andhighrcsoIution.ThcusualmcthodofimprovingS/Nistocollcctwide-anglcechodatahyasystcmcomposcdofanacousticsourceandahydrophoncsfrcamcrtOwedbchindaprofilerandstackthcdataincommon-dcpth-point(CDP)gathcr,whichcansupprcsssomctypcsofintcrfcrcnce.a..s[1'2].Bcsidcs,combincdmcthodsoffic1dco11cctionandfi1teringmcthods…     

升级的合肥光源闭轨测量系统及其应用

 描述了合肥同步辐射光源二期工程中，电子储存环升级的闭轨测量系统及其在设备研制中的应用。介绍了性能稳定可靠的Bergoz束流位置监测电子学信号处理器。升级后的闭轨测量系统中处理电子学电路的束流位置分辨率可达1μm，系统误差小于10μm。整个测试系统的分辨率小于3μm。利用该高精度闭轨测量系统和基于束流准直系统完成了束流准直四极铁磁中心的测量，并和控制系统完成了储存环全环闭轨反馈校正试验。一个完整的束流位置监测系统已投入了在线运行，保障了为用户提供高稳定高品质的光源。     

Reduction in drag and vortex shedding frequency through porous sheath around a circular cylinder

A numerical study on the laminar vortex shedding and wake flow due to a porous‐wrapped solid circular cylinder has been made in this paper. The cylinder is horizontally placed, and is subjected to a uniform cross flow. The aim is to control the vortex shedding and drag force through a thin porous wrapper around a solid cylinder. The flow field is investigated for a wide range of Reynolds number in the laminar regime. The flow in the porous zone is governed by the Darcy–Brinkman–Forchheimer extended model and the Navier–Stokes equations in the fluid region. A control volume approach is adopted for computation of the governing equations along with a second‐order upwind scheme, which is used to discretize the convective terms inside the fluid region. The inclusion of a thin porous wrapper produces a significant reduction in drag and damps the oscillation compared with a solid cylinder. Dependence of Strouhal number and drag coefficient on porous layer thickness at different Reynolds number is analyzed. The dependence of Strouhal number and drag on the permeability of the medium is also examined. Copyright © 2009 John Wiley & Sons, Ltd.     

Accurate quantum-chemical description of gold complexes with pyridine and its derivatives

Interaction of gold with pyridine and its derivatives was studied by means of different wavefunction-based correlation methods and standar DFT functionals as well as accounting for dispersion correction. Comparison of the calculated binding energies with benchmark CCSD(T)results allows us to find an appropriate computational method, when considering the two structures reflecting the interaction of gold with the lone pair at nitrogen, on the one hand, and with the π-system of pyridine, on the other hand. Additional binding sites were evaluated, when performing potential energy surface calculations and structure optimizations. The enhancement of the interaction energy due to donor substituents in the 4-position of the pyridine molecule has been investigated.     

近红外光谱测定人参与西洋参的主要皂甙总量

采用近红外光谱测定人参与西洋参的主要皂甙总量.采集人参与西洋参的漫反射光谱,分别对光谱进行正交信号校正(OSC)与常规预处理,建立了对应的偏最小二乘(PLS)回归模型.与常规最优预处理方法相比,OSC能很好地消除人参与西洋参的品种差异,显著提高了光谱与皂甙含量的相关系数,同时降低了PLS建模因子数,提高了模型的稳健性与...     

Improved Riemann solvers for complex transport in two-dimensional unsteady shallow flow

The numerical solution of advection–reaction–diffusion transport problems in two-dimensional shallow water flow is split in three subproblems in order to analyze them separately.