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Journal articles on the topic 'M-quantile'

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Published: 9 March 2023
Last updated: 10 March 2023

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1

Alfò, Marco, Nicola Salvati, and M. Giovanna Ranallli. "Finite mixtures of quantile and M-quantile regression models." Statistics and Computing 27, no. 2 (February 22, 2016): 547–70. http://dx.doi.org/10.1007/s11222-016-9638-1.

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2

Borgoni, Riccardo, Paola Del Bianco, Nicola Salvati, Timo Schmid, and Nikos Tzavidis. "Modelling the distribution of health-related quality of life of advanced melanoma patients in a longitudinal multi-centre clinical trial using M-quantile random effects regression." Statistical Methods in Medical Research 27, no. 2 (March 17, 2016): 549–63. http://dx.doi.org/10.1177/0962280216636651.

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Health-related quality of life assessment is important in the clinical evaluation of patients with metastatic disease that may offer useful information in understanding the clinical effectiveness of a treatment. To assess if a set of explicative variables impacts on the health-related quality of life, regression models are routinely adopted. However, the interest of researchers may be focussed on modelling other parts (e.g. quantiles) of this conditional distribution. In this paper, we present an approach based on quantile and M-quantile regression to achieve this goal. We applied the methodologies to a prospective, randomized, multi-centre clinical trial. In order to take into account the hierarchical nature of the data we extended the M-quantile regression model to a three-level random effects specification and estimated it by maximum likelihood.
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3

Komunjer, Ivana, and Quang Vuong. "SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES." Econometric Theory 26, no. 2 (August 18, 2009): 383–405. http://dx.doi.org/10.1017/s0266466609100038.

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We derive the semiparametric efficiency bound in dynamic models of conditional quantiles under a sole strong mixing assumption. We also provide an expression of Stein’s (1956) least favorable parametric submodel. Our approach is as follows: First, we construct a fully parametric submodel of the semiparametric model defined by the conditional quantile restriction that contains the data generating process. We then compare the asymptotic covariance matrix of the MLE obtained in this submodel with those of the M-estimators for the conditional quantile parameter that are consistent and asymptotically normal. Finally, we show that the minimum asymptotic covariance matrix of this class of M-estimators equals the asymptotic covariance matrix of the parametric submodel MLE. Thus, (i) this parametric submodel is a least favorable one, and (ii) the expression of the semiparametric efficiency bound for the conditional quantile parameter follows.
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4

Otto-Sobotka, Fabian, Nicola Salvati, Maria Giovanna Ranalli, and Thomas Kneib. "Adaptive semiparametric M-quantile regression." Econometrics and Statistics 11 (July 2019): 116–29. http://dx.doi.org/10.1016/j.ecosta.2019.03.001.

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5

Moreno, Justo De Jorge, and Oscar Rojas Carrasco. "EVOLUTION OF EFFICIENCY AND ITS DETERMINANTS IN THE RETAIL SECTOR IN SPAIN: NEW EVIDENCE." Journal of Business Economics and Management 16, no. 1 (December 16, 2014): 244–60. http://dx.doi.org/10.3846/16111699.2012.732958.

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The purpose of this work is twofold: on the one hand, recent methodologies will be used to estimate technical efficiency and its determinants factors in Spain's retail sector. In particular, the order-m approach, which is based on the concept of expected minimum input function and quantile regression, for the analysis of the factors determinants of efficiency is used. On the other hand, the results obtained applying the methods mentioned in the Spanish retail sector can contribute to opening up a new field of analysis since the results may be compared by means of the methodologies proposed as well as those which already exist in the literature. The paper used data envelopment analysis stochastic (order-m) to measure efficiency and quantile regression analysis for the second stage in Spanish retail. For the second stage of analysis relative of the factors determinants of efficiency, we use quantile regression. We take account of heterogeneity between the different characteristics of firms, using quantile regression techniques. We find that firm size, age and market concentration are positively related to the efficiency along the quantiles considered in the analysis. The relationship between intensity of capital and better trained employees in the efficiency shows a curvilinear behavior. Also, there are significant differences by region to which the firm belongs. The main contribution of this paper is to provide an efficiency analysis for Spanish retail sector using a non parametric approach with a robust estimator and quantile regression analysis for second stage. This methodology allows for a more careful analysis of what happens at firm level.
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6

Dreassi, Emanuela, M. Giovanna Ranalli, and Nicola Salvati. "Semiparametric M-quantile regression for count data." Statistical Methods in Medical Research 23, no. 6 (May 20, 2014): 591–610. http://dx.doi.org/10.1177/0962280214536636.

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7

A.A.Aly, Eman-Eldin. "On quantile processes for m-dependent Rv's." Statistics 18, no. 3 (January 1987): 423–35. http://dx.doi.org/10.1080/02331888708802039.

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8

Chambers, Ray, and Nikos Tzavidis. "M-quantile models for small area estimation." Biometrika 93, no. 2 (June 1, 2006): 255–68. http://dx.doi.org/10.1093/biomet/93.2.255.

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9

Nulkarim, Aldi Rochman, and Ika Yuni Wulansari. "M-quantile Chambers-Dunstan Untuk Pendugaan Area Kecil." Seminar Nasional Official Statistics 2021, no. 1 (November 1, 2021): 80–89. http://dx.doi.org/10.34123/semnasoffstat.v2021i1.1065.

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Metode Small Area Estimations (SAE) digunakan sebagai pendekatan yang reliabel dalam mengatasi kendala ketidakcukupan sampel pada survei sampel. BPS memproduksi statistik area kecil menggunakan metode SAE popular seperti Empirical Best Linear Unbiased Prediction dalam model Fay-Herriot (EBLUP-FH). Metode EBLUP-FH sebagai pendekatan parametrik memerlukan asumsi normalitas dan terbebas dari outliers pada kedua komponen random effect-nya. Namun, hal tersebut sulit dipenuhi karena seringkali data di lapangan berperilaku ekstrim. Metode SAE M-quantile Chambers-Dunstan (CD) merelaksasi asumsi parametrik dan robust dalam inferensi terhadap outliers. Penelitian ini mengkaji metode M-quantile CD dalam meningkatkan robustness pendugaan area kecil melalui penerapannya pada data riil untuk estimasi rata-rata pengeluaran rumah tangga per kapita tingkat kecamatan di DI Yogyakarta tahun 2018. Penelitian ini menggunakan data Susenas 2018 dan Podes 2018. Hasil implementasi pada data riil menunjukkan model M-quantile CD berhasil memperbaiki presisi EBLUP-FH. Dengan mengimplementasikan M-quantile CD diharapkan estimasi data berperilaku ekstrim lebih akurat untuk pengambilan kebijakan di daerah.
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10

Al-Sabri, Haithm Mohammed Hamood, Norhafiza Nordin, and Hanita Kadir Shahar. "The impact of chief executive officer (CEO) and deal characteristics on mergers and acquisitions (M&A) duration: A quantile regression evidence from an emerging market." Asian Academy of Management Journal of Accounting and Finance 18, no. 1 (July 29, 2022): 101–32. http://dx.doi.org/10.21315/aamjaf2022.18.1.5.

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This paper examines the impact of chief executive officer (CEO) and deal characteristics on mergers and acquisitions (M&A) duration in Malaysia. Univariate analysis and quantile regression (QR) are performed on 556 completed M&As transactions undertaken by Malaysian public firms from 2001 to 2019. In line with the upper echelons theory, which states that organizational outcomes can be predicted by looking at the characteristics of top-level executives, the findings from QR show that CEO characteristics significantly affect acquisition duration. This effect is conditional on the duration quantiles for CEO tenure and CEO duality but non-conditional for foreign CEO. Specifically, the findings reveal that the degree of influence by CEO characteristics gets stronger when the transactions are longer and complicated. CEO tenure can decrease M&A duration when a transaction falls in longer duration quantile. M&A transactions tend to take a longer duration when there is CEO duality. Foreign CEOs show more ability to execute transactions in a short duration compared to local CEOs. Deal characteristics such as deal size, merger transaction, hiring a financial advisor and conducting multiple acquisitions are main factors that prolong duration. The findings of this study may benefit policymakers, managers, and investors who involve directly and indirectly in an M&A process.
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11

Ku, Yu-Yen, and Tze-Yu Yen. "Heterogeneous Effect of Financial Leverage on Corporate Performance: A Quantile Regression Analysis of Taiwanese Companies." Review of Pacific Basin Financial Markets and Policies 19, no. 03 (September 2016): 1650015. http://dx.doi.org/10.1142/s0219091516500156.

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The effect of financial leverage on corporate performance has been debated. We reexamine the effect by using a sample of 6,630 observations from nonfinancial Taiwanese publicly traded companies during the 2008–2012 period, employing the quantile regression approach and comparing its results with the ones provided by conventional models (least squares and fixed effects). Our empirical results show that the effect of financial leverage on the corporate performance is not homogeneous among various quantile levels: the financial leverage destroys (enhances) companies with low (high) return on equity quantiles. Moreover, the association between leverage and corporate performance is trivial when the mid-range performance quantiles are considered. Our findings are consistent with the results provided by Lee and Li [Lee, BS and M-YL Li (2012). Journal of Banking and Finance, 36, 2157–2173] for U.S. firms. The asymmetric relationship between financial leverage and the corporate performance identified in this study can adequately clarify the debated link between financial leverage and the corporate performance reported in previous empirical studies.
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12

Shim, Joo-Yong, and Chang-Ha Hwang. "M-quantile kernel regression for small area estimation." Journal of the Korean Data and Information Science Society 23, no. 4 (July 31, 2012): 749–56. http://dx.doi.org/10.7465/jkdi.2012.23.4.749.

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13

Merlo, Luca, Lea Petrella, Nicola Salvati, and Nikos Tzavidis. "Marginal M-quantile regression for multivariate dependent data." Computational Statistics & Data Analysis 173 (September 2022): 107500. http://dx.doi.org/10.1016/j.csda.2022.107500.

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14

Tzavidis, Nikos, Nicola Salvati, Monica Pratesi, and Ray Chambers. "M-quantile models with application to poverty mapping." Statistical Methods and Applications 17, no. 3 (October 10, 2007): 393–411. http://dx.doi.org/10.1007/s10260-007-0070-8.

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15

Xin, Hua, Jianping Zhu, Junge Sun, Chenlu Zheng, and Tzong-Ru Tsai. "Reliability Inference Based on the Three-Parameter Burr Type XII Distribution with Type II Censoring." International Journal of Reliability, Quality and Safety Engineering 25, no. 02 (March 6, 2018): 1850010. http://dx.doi.org/10.1142/s0218539318500109.

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The three-parameter Burr type XII distribution (3pBXIID) is quite flexible and contains a wide range of distribution shapes for fitting lifetime data. However, it is difficult to obtain reliable estimates of the 3pBXIID quantiles from censored samples for evaluating the reliability of lifetime data. In this work, a Metropolis–Hastings Markov chain Monte Carlo (M-H MCMC) procedure is proposed to obtain reliable maximum likelihood estimates (MLEs) of the 3pBXIID quantiles from a type II censored sample. Moreover, the parametric bootstrap percentile procedure is used to obtain the confidence interval of the quantile of the 3pBXIID. The performance of the proposed M-H MCMC method is evaluated in view of Monte Carlo simulations. Two examples, regarding the survival lifetimes of breast cancer patients and the reliability inference on the lifetimes of oil-well pumps for sucker-rod oil pumping systems, are applied to illustrate the applications of the proposed M-H MCMC method and bootstrap procedure.
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16

Yanuar, Ferra, Athifa Salsabila Deva, and Maiyastri Maiyastri. "Modeling Length of Hospital Stay for Patients With COVID-19 in West Sumatra Using Quantile Regression Approach." CAUCHY 7, no. 1 (November 12, 2021): 118–28. http://dx.doi.org/10.18860/ca.v7i1.12995.

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This study aims to construct the model for the length of hospital stay for patients with COVID-19 using quantile regression and Bayesian quantile approaches. The quantile regression models the relationship at any point of the conditional distribution of the dependent variable on several independent variables. The Bayesian quantile regression combines the concept of quantile analysis into the Bayesian approach. In the Bayesian approach, the Asymmetric Laplace Distribution (ALD) distribution is used to form the likelihood function as the basis for formulating the posterior distribution. All 688 patients with COVID-19 treated in M. Djamil Hospital and Universitas Andalas Hospital in Padang City between March-July 2020 were used in this study. This study found that the Bayesian quantile regression method results in a smaller 95% confidence interval and higher value than the quantile regression method. It is concluded that the Bayesian quantile regression method tends to yield a better model than the quantile method. Based on the Bayesian quantile regression method, it investigates that the length of hospital stay for patients with COVID-19 in West Sumatra is significantly influenced by Age, Diagnoses status, and Discharge status.
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17

Hall, Peter, and Joel L. Horowitz. "Bandwidth Selection in Semiparametric Estimation of Censored Linear Regression Models." Econometric Theory 6, no. 2 (June 1990): 123–50. http://dx.doi.org/10.1017/s0266466600005089.

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Quantile and semiparametric M estimation are methods for estimating a censored linear regression model without assuming that the distribution of the random component of the model belongs to a known parametric family. Both methods require estimating derivatives of the unknown cumulative distribution function of the random component. The derivatives can be estimated consistently using kernel estimators in the case of quantile estimation and finite difference quotients in the case of semiparametric M estimation. However, the resulting estimates of derivatives, as well as parameter estimates and inferences that depend on the derivatives, can be highly sensitive to the choice of the kernel and finite difference bandwidths. This paper discusses the theory of asymptotically optimal bandwidths for kernel and difference quotient estimation of the derivatives required for quantile and semiparametric M estimation, respectively. We do not present a fully automatic method for bandwidth selection.
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18

Vinciotti, Veronica, and Keming Yu. "M-quantile Regression Analysis of Temporal Gene Expression Data." Statistical Applications in Genetics and Molecular Biology 8, no. 1 (January 22, 2009): 1–20. http://dx.doi.org/10.2202/1544-6115.1452.

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19

Salvati, N., N. Tzavidis, M. Pratesi, and R. Chambers. "Small area estimation via M-quantile geographically weighted regression." TEST 21, no. 1 (December 24, 2010): 1–28. http://dx.doi.org/10.1007/s11749-010-0231-1.

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20

Zhang, Biao. "M-estimation and quantile estimation in the presence of auxiliary information." Journal of Statistical Planning and Inference 44, no. 1 (March 1995): 77–94. http://dx.doi.org/10.1016/0378-3758(94)00040-3.

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21

Khan, Kiren S., Jessica Logan, Laura M. Justice, Ryan P. Bowles, and Shayne B. Piasta. "The Contribution of Vocabulary, Grammar, and Phonological Awareness Across a Continuum of Narrative Ability Levels in Young Children." Journal of Speech, Language, and Hearing Research 64, no. 9 (September 14, 2021): 3489–503. http://dx.doi.org/10.1044/2021_jslhr-20-00403.

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Purpose Narrative skill represents a higher-level linguistic skill that shows incremental development in the preschool years. During these years, there are considerable individual differences in this skill, with some children being highly skilled narrators (i.e., precocious) relative to peers of their age. In this study, we explored the contribution of three lower-level language skills to a range of narrative abilities, from children performing below expected levels for their age to those performing much higher than the expected levels for their age. We speculated that individual differences in lower-level skills would contribute meaningfully to variability in narrative skills. Method Using a sample of 336 children between 3 and 6 years of age ( M = 4.27 years, SD = 0.65), both multiple regression and quantile regression approaches were used to explore how vocabulary, grammar, and phonological awareness account for variance in children's “narrative ability index” (NAI), an index of how children scored on the Narrative Assessment Protocol–Second Edition relative to the expected performance for their age. Results Multiple regression results indicated that lower-level language skills explained a significant amount of variance (approximately 13%) in children's NAI scores. Quantile regression results indicated that phonological awareness and vocabulary accounted for significant variance in children's NAI scores at lower quantiles. At the median quantile, vocabulary and grammar accounted for significant variance in children's NAI scores. For precocious narrators, only vocabulary accounted for a significant amount of variance in children's NAI scores. Conclusion Results indicate that lower-level language skills work in conjunction to support narrative skills at different ability levels, improving understanding of how lower-level language skills contribute across a spectrum of higher-level linguistic abilities.
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22

Zhang, Yongxia, Qi Wang, and Maozai Tian. "Smoothed Quantile Regression with Factor-Augmented Regularized Variable Selection for High Correlated Data." Mathematics 10, no. 16 (August 15, 2022): 2935. http://dx.doi.org/10.3390/math10162935.

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This paper studies variable selection for the data set, which has heavy-tailed distribution and high correlations within blocks of covariates. Motivated by econometric and financial studies, we consider using quantile regression to model the heavy-tailed distribution data. Considering the case where the covariates are high dimensional and there are high correlations within blocks, we use the latent factor model to reduce the correlations between the covariates and use the conquer to obtain the estimators of quantile regression coefficients, and we propose a consistency strategy named factor-augmented regularized variable selection for quantile regression (Farvsqr). By principal component analysis, we can obtain the latent factors and idiosyncratic components; then, we use both as predictors instead of the covariates with high correlations. Farvsqr transforms the problem from variable selection with highly correlated covariates to that with weakly correlated ones for quantile regression. Variable selection consistency is obtained under mild conditions. Simulation study and real data application demonstrate that our method is better than the common regularized M-estimation LASSO.
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23

Gao, Na, Yi Ma, Mingli Zhao, Li Zhang, Haigang Zhan, Shuqun Cai, and Qingyou He. "Quantile Analysis of Long-Term Trends of Near-Surface Chlorophyll-a in the Pearl River Plume." Water 12, no. 6 (June 10, 2020): 1662. http://dx.doi.org/10.3390/w12061662.

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The concentration of chlorophyll-a (CHL) is an important proxy for the amount of phytoplankton biomass in the ocean. Characterizing the variability of CHL in the Pearl River Plume (PRP) is therefore of great importance for the understanding of the changes in oceanic productivity in the coastal region. By applying quantile regression analysis on 21-year (1998–2018) near-surface CHL data from satellite observations, this study investigated the long-term trend of CHL in the PRP. The results show decreasing trends (at an order of 10−2 mg m−3 year−1) for all percentiles of the CHL in the PRP, suggesting a decrease in productivity in the past two decades. The trends differ fundamentally from those in the open regions of the northern South China Sea with mixed signs and small magnitudes (10−4 mg m−3 year−1). The magnitudes of the trends in high quantiles (>80th) are larger than those in low quantiles (<50th) in the PRP, indicative of a decrease in the variance of the CHL. The area with apparent decreasing trends is restricted to the PRP in summer and extends to the entire coastal region in winter. This decrease in CHL is possibly attributed to the decrease in nutrient input from the river runoff and the weakening of wind-forced mixing rather than the changes in sea surface temperature. This study extends our knowledge on the variability of CHL in the PRP and provides references to the investigation of the changes of the coastal ecological environment.
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24

Cade, Brian S., and Pamela R. Johnson. "Quantile Equivalence to Evaluate Compliance With Habitat Management Objectives." Journal of Fish and Wildlife Management 2, no. 2 (December 1, 2011): 169–82. http://dx.doi.org/10.3996/052011-jfwm-032.

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Abstract Equivalence estimated with linear quantile regression was used to evaluate compliance with habitat management objectives at Arapaho National Wildlife Refuge based on monitoring data collected in upland (5,781 ha; n = 511 transects) and riparian and meadow (2,856 ha, n = 389 transects) habitats from 2005 to 2008. Quantiles were used because the management objectives specified proportions of the habitat area that needed to comply with vegetation criteria. The linear model was used to obtain estimates that were averaged across 4 y. The equivalence testing framework allowed us to interpret confidence intervals for estimated proportions with respect to intervals of vegetative criteria (equivalence regions) in either a liberal, benefit-of-doubt or conservative, fail-safe approach associated with minimizing alternative risks. Simple Boolean conditional arguments were used to combine the quantile equivalence results for individual vegetation components into a joint statement for the multivariable management objectives. For example, management objective 2A required at least 809 ha of upland habitat with a shrub composition ≥0.70 sagebrush (Artemisia spp.), 20–30% canopy cover of sagebrush ≥25 cm in height, ≥20% canopy cover of grasses, and ≥10% canopy cover of forbs on average over 4 y. Shrub composition and canopy cover of grass each were readily met on &gt;3,000 ha under either conservative or liberal interpretations of sampling variability. However, there were only 809–1,214 ha (conservative to liberal) with ≥10% forb canopy cover and 405–1,098 ha with 20–30% canopy cover of sagebrush ≥25 cm in height. Only 91–180 ha of uplands simultaneously met criteria for all four components, primarily because canopy cover of sagebrush and forbs was inversely related when considered at the spatial scale (30 m) of a sample transect. We demonstrate how the quantile equivalence analyses also can help refine the numerical specification of habitat objectives and explore specification of spatial scales for objectives with respect to sampling scales used to evaluate those objectives.
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25

Bianchi, Annamaria, and Nicola Salvati. "Asymptotic Properties and Variance Estimators of the M-quantile Regression Coefficients Estimators." Communications in Statistics - Theory and Methods 44, no. 11 (November 17, 2014): 2416–29. http://dx.doi.org/10.1080/03610926.2013.791375.

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26

Dehling, H., R. Fried, and M. Wendler. "A robust method for shift detection in time series." Biometrika 107, no. 3 (March 14, 2020): 647–60. http://dx.doi.org/10.1093/biomet/asaa004.

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Summary We present a robust and nonparametric test for the presence of a changepoint in a time series, based on the two-sample Hodges–Lehmann estimator. We develop new limit theory for a class of statistics based on two-sample U-quantile processes in the case of short-range dependent observations. Using this theory, we derive the asymptotic distribution of our test statistic under the null hypothesis of a constant level. The proposed test shows better overall performance under normal, heavy-tailed and skewed distributions than several other modifications of the popular cumulative sums test based on U-statistics, one-sample U-quantiles or M-estimation. The new theory does not involve moment conditions, so any transform of the observed process can be used to test the stability of higher-order characteristics such as variability, skewness and kurtosis.
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27

Zhou, Xingcai, and Fangxia Zhu. "Wavelet-M-Estimation for Time-Varying Coefficient Time Series Models." Discrete Dynamics in Nature and Society 2020 (September 3, 2020): 1–11. http://dx.doi.org/10.1155/2020/1025452.

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This paper proposes wavelet-M-estimation for time-varying coefficient time series models by using a robust-type wavelet technique, which can adapt to local features of the time-varying coefficients and does not require the smoothness of the unknown time-varying coefficient. The wavelet-M-estimation has the desired asymptotic properties and can be used to estimate conditional quantile and to robustify the usual mean regression. Under mild assumptions, the Bahadur representation and the asymptotic normality of wavelet-M-estimation are established.
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28

Hundecha, Y., A. St-Hilaire, T. B. M. J. Ouarda, S. El Adlouni, and P. Gachon. "A Nonstationary Extreme Value Analysis for the Assessment of Changes in Extreme Annual Wind Speed over the Gulf of St. Lawrence, Canada." Journal of Applied Meteorology and Climatology 47, no. 11 (November 1, 2008): 2745–59. http://dx.doi.org/10.1175/2008jamc1665.1.

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Abstract Changes in the extreme annual wind speed in and around the Gulf of St. Lawrence (Canada) were investigated through a nonstationary extreme value analysis of the annual maximum 10-m wind speed obtained from the North American Regional Reanalysis (NARR) dataset as well as observed data from selected stations of Environment Canada. A generalized extreme value distribution with time-dependent location and scale parameters was used to estimate quantiles of interest as functions of time at locations where significant trend was detected. A Bayesian method, the generalized maximum likelihood approach, is implemented to estimate the parameters. The analysis yielded shape parameters very close to 0, suggesting that the distribution can be modeled using the Gumbel distribution. A similar analysis using a nonstationary Gumbel model yielded similar quantiles with narrower credibility intervals. Overall, little change was detected over the period 1979–2004. Only 7% of the investigated grids exhibited trends at the 5% significant level, and the analysis performed on the reanalysis data at locations of significant trend indicated a rise in the median extreme annual wind speed by up to 2 m s−1 per decade in the southern coastal areas with a corresponding increase in the 90% and 99% quantiles of the extreme annual wind speeds by up to 5 m s−1 per decade. Also in the northern part of the gulf and some offshore areas in the south, the 50%, 90%, and 99% quantile values of the extreme annual wind speeds are noted to drop by up to 1.5, 3, and 5 m s−1, respectively. While the directions of the changes in the annual extremes at the selected stations are similar to those of the reanalysis data at nearby grid cells, the magnitudes and significance levels of the changes are generally inconsistent. Change at the same significance level over the same period of the NARR dataset was noted only at 2 stations out of 13.
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Hu, Jie, Yu Chen, Weiping Zhang, and Xiao Guo. "Penalized high‐dimensional M‐quantile regression: From L 1 to L p optimization." Canadian Journal of Statistics 49, no. 3 (March 8, 2021): 875–905. http://dx.doi.org/10.1002/cjs.11597.

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30

Costanzo, Antonella. "The Effect of M@tabel on Italian Students’ Performances: A Quantile Regression Approach." Procedia - Social and Behavioral Sciences 197 (July 2015): 236–44. http://dx.doi.org/10.1016/j.sbspro.2015.07.130.

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31

Borgoni, R., A. Carcagní, N. Salvati, and T. Schmid. "Analysing radon accumulation in the home by flexible M-quantile mixed effect regression." Stochastic Environmental Research and Risk Assessment 33, no. 2 (January 8, 2019): 375–94. http://dx.doi.org/10.1007/s00477-018-01643-1.

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32

Bianchi, Annamaria, Enrico Fabrizi, Nicola Salvati, and Nikos Tzavidis. "Estimation and Testing in M-quantile Regression with Applications to Small Area Estimation." International Statistical Review 86, no. 3 (April 5, 2018): 541–70. http://dx.doi.org/10.1111/insr.12267.

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33

Giusti, C., N. Tzavidis, M. Pratesi, and N. Salvati. "Resistance to Outliers of M-Quantile and Robust Random Effects Small Area Models." Communications in Statistics - Simulation and Computation 43, no. 3 (September 23, 2013): 549–68. http://dx.doi.org/10.1080/03610918.2012.707724.

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34

Magnussen, S., and P. Boudewyn. "Derivations of stand heights from airborne laser scanner data with canopy-based quantile estimators." Canadian Journal of Forest Research 28, no. 7 (July 1, 1998): 1016–31. http://dx.doi.org/10.1139/x98-078.

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The distribution of canopy heights obtained with an airborne laser scanner over a field trial with Douglas-fir (Pseudotsuga menziesii (Mirb.) Franco) was a function of the vertical distribution of foliage area. Over a wide range of canopy structures, the proportion of laser pulses returned from or above a given reference height was proportional to the fraction of leaf area above it. We hypothesized that the quantile of the laser canopy heights matching in probability the fraction of leaf area above a desired height would be an unbiased estimator of same. This was confirmed in 36 (20 × 20 m) plots and 6 older validation plots. Canopy-based quantiles of the laser canopy height data were within 6% (mean 3%) of the field estimates. Laser and field estimates were strongly correlated (r ~ 0.8), and statistical tests supported the null hypotheses of no difference in mean stand height (P > 0.3). A geometric model successfully predicted the mean difference between the laser canopy heights and the mean tree height. Our results explicate why estimation of stand heights from laser scanner data based on the maximum canopy height value in each cell of a fixed area grid has been successful in practice.
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35

Willey, Joshua Z., Yeseon P. Moon, Erin R. Kulick, Ying Kuen Cheung, Clinton B. Wright, Ralph L. Sacco, and Mitchell S. V. Elkind. "Physical Inactivity Predicts Slow Gait Speed in an Elderly Multi-Ethnic Cohort Study: The Northern Manhattan Study." Neuroepidemiology 49, no. 1-2 (2017): 24–30. http://dx.doi.org/10.1159/000479695.

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Introduction: Gait speed is associated with multiple adverse outcomes of aging. We hypothesized that physical inactivity would be prospectively inversely associated with gait speed independently of white matter hyperintensity volume and silent brain infarcts on MRI. Methods: Participants in the Northern Manhattan Study MRI sub-study had physical activity assessed when they were enrolled into the study. A mean of 5 years after the MRI, participants had gait speed measured via a timed 5-meter walk test. Physical inactivity was defined as reporting no leisure-time physical activity. Multi-variable logistic and quantile regression was performed to examine the associations between physical inactivity and future gait speed adjusted for confounders. Results: Among 711 participants with MRI and gait speed measures (62% women, 71% Hispanic, mean age 74.1 ± 8.4), the mean gait speed was 1.02 ± 0.26 m/s. Physical inactivity was associated with a greater odds of gait speed in the lowest quartile (<0.85 m/s, adjusted OR 1.90, 95% CI 1.17-3.08), and in quantile regression with 0.06 m/s slower gait speed at the lowest 20 percentile (p = 0.005). Conclusions: Physical inactivity is associated with slower gait speed independently of osteoarthritis, grip strength, and subclinical ischemic brain injury. Modifying sedentary behavior poses a target for interventions aimed at reducing decline in mobility.
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36

Johansen, Søren, and Bent Nielsen. "BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES." Econometric Theory 35, no. 03 (September 4, 2018): 653–83. http://dx.doi.org/10.1017/s0266466618000257.

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We show boundedness in probability uniformly in sample size of a general M-estimator for multiple linear regression in time series. The positive criterion function for the M-estimator is assumed lower semicontinuous and sufficiently large for large argument. Particular cases are the Huber-skip and quantile regression. Boundedness requires an assumption on the frequency of small regressors. We show that this is satisfied for a variety of deterministic and stochastic regressors, including stationary and random walks regressors. The results are obtained using a detailed analysis of the condition on the regressors combined with some recent martingale results.
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37

De Vleeschauwer, D., G. H. Petit, B. Steyaert, S. Wittevrongel, and H. Bruneel. "Calculation of end-to-end delay quantile in network of M/G/1 queues." Electronics Letters 37, no. 8 (2001): 535. http://dx.doi.org/10.1049/el:20010327.

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38

Frumento, Paolo, and Nicola Salvati. "Parametric modelling of M ‐quantile regression coefficient functions with application to small area estimation." Journal of the Royal Statistical Society: Series A (Statistics in Society) 183, no. 1 (August 5, 2019): 229–50. http://dx.doi.org/10.1111/rssa.12495.

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39

Marchetti, Stefano, Caterina Giusti, Nicola Salvati, and Monica Pratesi. "Small area estimation based on M-quantile models in presence of outliers in auxiliary variables." Statistical Methods & Applications 26, no. 4 (March 22, 2017): 531–55. http://dx.doi.org/10.1007/s10260-017-0380-4.

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40

Boiko, Yuri M. "Evolution of Statistical Strength during the Contact of Amorphous Polymer Specimens below the Glass Transition Temperature: Influence of Chain Length." Materials 16, no. 2 (January 4, 2023): 491. http://dx.doi.org/10.3390/ma16020491.

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A comprehensive study of the statistical distribution of the auto-adhesion lap-shear strength (σ) of amorphous polymer–polymer interfaces using various types of statistical tests and models is a useful approach aimed at a better understanding of the mechanisms of the self-healing interface. In the present work, this approach has been applied, for the first time, to a temperature (T) range below the bulk glass transition temperature (Tgbulk). The interest of this T range consists in a very limited or even frozen translational segmental motion giving little or no chance for adhesion to occur. To clarify this issue, the two identical samples of entangled amorphous polystyrene (PS) with a molecular weight (M) of 105 g/mol or 106 g/mol were kept in contact at T = Tgbulk − 33 °C for one day. The as-self-bonded PS–PS auto-adhesive joints (AJ) of PSs differing in M by an order of magnitude were fractured at ambient temperature, and their σ distributions were analyzed using the Weibull model, the quantile-quantile plots, the normality tests, and the Gaussian distribution. It has been shown that the Weibull model most correctly describes the σ statistical distributions of the two self-bonded PS–PS AJs with different M due to the joints’ brittleness. The values of the Weibull modulus (a statistical parameter) m = 2.40 and 1.89 calculated for PSs with M = 105 and 106 g/mol, respectively, were rather close, indicating that the chain length has a minor effect on the σ data scatter. The Gaussian distribution has been found to be less appropriate for this purpose, though all the normality tests performed have predicted the correctness of the normal distribution for these PS–PS interfaces.
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41

Khalid, Noreen, Raja Fawad Zafar, Qasim Raza Syed, and Roni Bhowmik. "The Heterogeneous Effects of COVID-19 Outbreak on Stock Market Returns and Volatility: Evidence from Panel Quantile Regression Model." ETIKONOMI 20, no. 2 (November 2, 2021): 225–38. http://dx.doi.org/10.15408/etk.v20i2.20587.

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The purpose of this study is to probe the impact of the novel coronavirus (COVID-19) outbreak on stock market returns and volatility in developed markets. We employ a panel quantile regression model to capture unobserved individual heterogeneity and distributional heterogeneity. The study's findings reveal that there is a heterogeneous impact of COVID-19 on stock market returns and volatility. More specifically, there is a negative impact of COVID-19 on stock returns in the bearish stock market; however, there is an insignificant impact of COVID-19 on stock returns in the bullish stock market. Furthermore, COVID-19 has a positive impact on stock market volatility across all quantiles.JEL Classification: G24, G30, O16How to Cite:Khalid, N., Zafar, R. F., Syed, Q. R., Bhowmik, R., & Jamil, M. (2021). The Heterogeneous Effects of COVID-19 Outbreak on Stock Market Returns and Volatility: Evidence from Panel Quantile Regression Model. Etikonomi, 20(2), xx – xx. https://doi.org/10.15408/etk.v20i2.20587.
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42

Strupczewski, W. G., K. Kochanek, and E. Bogdanowicz. "Flood frequency analysis supported by the largest historical flood." Natural Hazards and Earth System Sciences 14, no. 6 (June 20, 2014): 1543–51. http://dx.doi.org/10.5194/nhess-14-1543-2014.

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Abstract. The use of non-systematic flood data for statistical purposes depends on the reliability of the assessment of both flood magnitudes and their return period. The earliest known extreme flood year is usually the beginning of the historical record. Even if one properly assesses the magnitudes of historic floods, the problem of their return periods remains unsolved. The matter at hand is that only the largest flood (XM) is known during whole historical period and its occurrence marks the beginning of the historical period and defines its length (L). It is common practice to use the earliest known flood year as the beginning of the record. It means that the L value selected is an empirical estimate of the lower bound on the effective historical length M. The estimation of the return period of XM based on its occurrence (L), i.e. ^M = L, gives a severe upward bias. The problem arises that to estimate the time period (M) representative of the largest observed flood XM. From the discrete uniform distribution with support 1, 2, ... , M of the probability of the L position of XM, one gets ^L = M/2. Therefore ^M = 2L has been taken as the return period of XM and as the effective historical record length as well this time. As in the systematic period (N) all its elements are smaller than XM, one can get ^M = 2t( L+N). The efficiency of using the largest historical flood (XM) for large quantile estimation (i.e. one with return period T = 100 years) has been assessed using the maximum likelihood (ML) method with various length of systematic record (N) and various estimates of the historical period length ^M comparing accuracy with the case when systematic records alone (N) are used only. The simulation procedure used for the purpose incorporates N systematic record and the largest historic flood (XMi) in the period M, which appeared in the Li year of the historical period. The simulation results for selected two-parameter distributions, values of their parameters, different N and M values are presented in terms of bias and root mean square error RMSEs of the quantile of interest are more widely discussed.
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43

Strupczewski, W. G., K. Kochanek, and E. Bogdanowicz. "Flood Frequency Analysis supported by the largest historical flood." Natural Hazards and Earth System Sciences Discussions 1, no. 6 (November 5, 2013): 6133–53. http://dx.doi.org/10.5194/nhessd-1-6133-2013.

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Abstract. The use of non-systematic flood data for statistical purposes depends on reliability of assessment both flood magnitudes and their return period. The earliest known extreme flood year is usually the beginning of the historical record. Even if one properly assess the magnitudes of historic floods, the problem of their return periods remains unsolved. The matter in hand is that the only largest flood (XM) is known during whole historical period and its occurrence marks the beginning of the historical period and defines its length (L). It is the common practice of using the earliest known flood year as the beginning of the record. It means that the L value selected is an empirical estimate of the lower bound on the effective historical length M. The estimation of the return period of XM based on its occurrence (L), i.e. ∧ M = L, gives the severe upward bias. Problem arises to estimate the time period (M) representative of the largest observed flood XM. From the discrete uniform distribution with support 1,2, ... , M of the probability of the L position of XM one gets ∧ L = M/2. Therefore ∧ M = 2L has been taken as the return period of XM and as the effective historical record length as well this time. As in the systematic period (N) all its elements are smaller than XM, one can get ∧ M =2(L+N). The efficiency of using the largest historical flood (XM) for large quantile estimation (i.e. one with return period T = 100 yr has been assessed using ML method with various length of systematic record (N) and various estimates of historical period length ∧ M comparing accuracy with the case when systematic records alone (N) are used only. The simulation procedure used for the purpose incorporates N systematic record and one largest historic flood (XMi) in the period M which appeared in the Li year backward from the end of historical period. The simulation result for selected distributions, values of their parameters, different N and M values are presented in terms of bias and RMSE of the quantile of interest and widely discussed.
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44

Malmstadt, Jill C., James B. Elsner, and Thomas H. Jagger. "Risk of Strong Hurricane Winds to Florida Cities." Journal of Applied Meteorology and Climatology 49, no. 10 (October 1, 2010): 2121–32. http://dx.doi.org/10.1175/2010jamc2420.1.

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Abstract A statistical procedure for estimating the risk of strong winds from hurricanes is demonstrated and applied to several major cities in Florida. The procedure, called the hurricane risk calculator, provides an estimate of wind risk over different length periods and can be applied to any location experiencing this hazard. Results show that the city of Miami can expect to see hurricane winds blowing at 50 m s−1 [45.5–54.5 m s−1 is the 90% confidence interval (CI)] or stronger, on average, once every 12 yr. In comparison, the city of Pensacola can expect to see hurricane winds of 50 m s−1 (46.9–53.1 m s−1, 90% CI) or stronger once every 24 yr. A quantile regression is applied to hurricane wind speeds in the vicinity of Florida. Results show that the strongest hurricanes are getting stronger as a consequence of higher offshore intensification rates.
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45

Han, Haijiao, Qiming Zeng, and Jian Jiao. "Quality Assessment of TanDEM-X DEMs, SRTM and ASTER GDEM on Selected Chinese Sites." Remote Sensing 13, no. 7 (March 29, 2021): 1304. http://dx.doi.org/10.3390/rs13071304.

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Digital elevation models (DEMs) are the basic data of science and engineering technology research. SRTM and ASTER GDEM are currently widely used global DEMs, and TanDEM-X DEM, released in 2016, has attracted users’ attention due to its unprecedented accuracy. These global datasets are often used for local applications and the quality of DEMs affects the results of applications. Many researchers have assessed and compared the quality of global DEMs on a local scale. To provide some additional insights on quality assessment of 12- and 30-m resolution TanDEM-X DEMs, 30-m resolution ASTER GDEM and 30-m resolution SRTM, this study assessed differences’ performance in relation to not only geographical features but also the ways in which DEMs have been created on selected Chinese sites, taking ICESat/GLAS points with 14-cm absolute vertical accuracy but size of 70-m diameter and 12-m resolution TanDEM-X DEM with less than 10-m absolute vertical accuracy as the reference data for comprehensive quality evaluation. When comparing the three 30-m DEMs with the reference DEM, an improved Least Z-Difference (LZD) method was applied for co-registration between models, and Quantile–Quantile (Q-Q) plot was used to identify if the DEM errors follow a normal distribution to help choose proper statistical indicators accordingly. The results show that: (1) TanDEM-X DEMs have the best overall quality, followed by SRTM. ASTER GDEM has the worst quality. The 12-m TanDEM-X DEM has significant advantages in describing terrain details. (2) The quality of DEM has a strong relationship with slope, aspect and land cover. However, the relationship between aspect and vertical quality weakens after data co-registration. The quality of DEMs gets higher with the increasing number of images used in the fusion process. The quality in where slopes opposite to the radar beam is the worst for SRTM, which could provide a new perspective for quality assessment of SRTM and other DEMs whose incidence angle files are available. (3) Systematic deviations can reduce the vertical quality of DEM. The differences have non-normal distribution even after co-registration. For researchers who want to know the quality of a DEM in order to use it in further applications, they should pay more attention to the terrain factors and land cover in their study areas and the ways in which the DEM has been created.
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46

Marchetti, Stefano, and Nikos Tzavidis. "Robust Estimation of the Theil Index and the Gini Coeffient for Small Areas." Journal of Official Statistics 37, no. 4 (December 1, 2021): 955–79. http://dx.doi.org/10.2478/jos-2021-0041.

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Abstract Small area estimation is receiving considerable attention due to the high demand for small area statistics. Small area estimators of means and totals have been widely studied in the literature. Moreover, in the last years also small area estimators of quantiles and poverty indicators have been studied. In contrast, small area estimators of inequality indicators, which are often used in socio-economic studies, have received less attention. In this article, we propose a robust method based on the M-quantile regression model for small area estimation of the Theil index and the Gini coefficient, two popular inequality measures. To estimate the mean squared error a non-parametric bootstrap is adopted. A robust approach is used because often inequality is measured using income or consumption data, which are often non-normal and affected by outliers. The proposed methodology is applied to income data to estimate the Theil index and the Gini coefficient for small domains in Tuscany (provinces by age groups), using survey and Census micro-data as auxiliary variables. In addition, a design-based simulation is carried out to study the behaviour of the proposed robust estimators. The performance of the bootstrap mean squared error estimator is also investigated in the simulation study.
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47

Hasan, A., P. Pilesjö, and A. Persson. "The use of LIDAR as a data source for digital elevation models – a study of the relationship between the accuracy of digital elevation models and topographical attributes in northern peatlands." Hydrology and Earth System Sciences Discussions 8, no. 3 (June 10, 2011): 5497–522. http://dx.doi.org/10.5194/hessd-8-5497-2011.

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Abstract. It is important to study the factors affecting estimates of wetness since wetness is crucial in climate change studies. The availability of digital elevation models (DEMs) generated with high resolution data is increasing, and their use is expanding. LIDAR earth elevation data have been used to create several DEMs with different resolutions, using various interpolation parameters, in order to compare the models with collected surface data. The aim is to study the accuracy of DEMs in relation to topographical attributes such as slope and drainage area, which are normally used to estimate the wetness in terms of topographic wetness indices. Evaluation points were chosen from the high-resolution LIDAR dataset at a maximum distance of 10 mm from the cell center for each DEM resolution studied, 0.5, 1, 5, 10, 30 and 90 m. The interpolation method used was inverse distance weighting method with four search radii: 1, 2, 5 and 10 m. The DEM was evaluated using a quantile-quantile test and the normalized median absolute deviation. The accuracy of the estimated elevation for different slopes was tested using the DEM with 0.5 m resolution. Drainage areas were investigated at three resolutions, with coinciding evaluation points. The ability of the model to generate the drainage area at each resolution was obtained by pairwise comparison of three data subsets. The results show that the accuracy of the elevations obtained with the DEM model are the same for different resolutions, but vary with search radius. The accuracy of the values (NMAD of errors) varies from 29.7 mm to 88.9 mm, being higher for flatter areas. It was also found that the accuracy of the drainage area is highly dependent on DEM resolution. Coarse resolution yielded larger estimates of the drainage area but lower slope values. This may lead to overestimation of wetness values when using a coarse resolution DEM.
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48

Pereyra-Castro, Karla, and Ernesto Caetano. "Wind-Ramp Predictability." Atmosphere 13, no. 3 (March 11, 2022): 453. http://dx.doi.org/10.3390/atmos13030453.

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The intermittent nature of wind resources is challenging for their integration into the electrical system. The identification of weather systems and the accurate forecast of wind ramps can improve wind-energy management. In this study, extreme wind ramps were characterized at four different geographical sites in terms of duration, persistence, and weather system. Mid-latitude systems are the main cause of wind ramps in Mexico during winter. The associated ramps last around 3 h, but intense winds are sustained for up to 40 h. Storms cause extreme wind ramps in summer due to the downdraft contribution to the wind gust. Those events last about 1 to 3 h. Dynamic downscaling is computationally costly, and statistical techniques can improve wind forecasting. Evaluation of the North American Mesoscale Forecast System (NAM) operational model to simulate wind ramps and two bias-correction methods (simple bias and quantile mapping) was done for two selected sites. The statistical adjustment reduces the excess of no-ramps (≤|0.5| m/s) predicted by NAM compared to observed wind ramps. According to the contingency table-derived indices, the wind-ramp distribution correction with simple bias method or quantile mapping method improves the prediction of positive and negative ramps.
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49

Barmpadimos, I., J. Keller, D. Oderbolz, C. Hueglin, and A. S. H. Prévôt. "One decade of parallel PM10 and PM2.5 measurements in Europe: trends and variability." Atmospheric Chemistry and Physics Discussions 12, no. 1 (January 2, 2012): 1–43. http://dx.doi.org/10.5194/acpd-12-1-2012.

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Abstract. The trends and variability of PM10, PM2.5 and PMcoarse concentrations at seven urban and rural background stations in five European countries for the period between 1998 and 2010 were investigated. Collocated or nearby PM measurements and meteorological observations were used in order to construct Generalized Additive Models, which model the effect of each meteorological variable on PM concentrations. In agreement with previous findings, the most important meteorological variables affecting PM concentrations were wind speed, wind direction, boundary layer depth, precipitation, temperature and number of consecutive days with synoptic weather patterns that favor high PM concentrations. Temperature has a negative relationship to PM2.5 concentrations for low temperatures and a positive relationship for high temperatures. The stationary point of this relationship varies between 5 and 15 °C depending on the station. PMcoarse concentrations increase for increasing temperatures almost throughout the temperature range. Wind speed has a monotonic relationship to PM2.5 except for one station, which exhibits a stationary point. Considering PMcoarse, concentrations tend to increase or stabilize for large wind speeds at most stations. It was also observed that at all stations except one, higher PM2.5 concentrations occurred for east wind direction, compared to west wind direction. Meteorologically adjusted PM time series were produced by removing most of the PM variability due to meteorology. It was found that PM10 and PM2.5 concentrations decrease at most stations. The average trends of the raw and meteorologically adjusted data are −0.4 μg m−3 yr−1 for PM10 and PM2.5 size fractions. PMcoarse have much smaller trends and after averaging over all stations, no significant trend was detected at the 95% level of confidence. It is suggested that decreasing PMcoarse in addition to PM2.5 can result in a faster decrease of PM10 in the future. The trends of the 90th quantile of PM10 and PM2.5 concentrations were examined by quantile regression in order to detect long term changes in the occurrence of very large PM concentrations. The meteorologically adjusted trends of the 90th quantile were significantly larger (as an absolute value) on average over all stations (−0.6 μg m−3 yr−1).
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50

Barmpadimos, I., J. Keller, D. Oderbolz, C. Hueglin, and A. S. H. Prévôt. "One decade of parallel fine (PM<sub>2.5</sub>) and coarse (PM<sub>10</sub>–PM<sub>2.5</sub>) particulate matter measurements in Europe: trends and variability." Atmospheric Chemistry and Physics 12, no. 7 (April 3, 2012): 3189–203. http://dx.doi.org/10.5194/acp-12-3189-2012.

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Abstract. The trends and variability of PM10, PM2.5 and PMcoarse concentrations at seven urban and rural background stations in five European countries for the period between 1998 and 2010 were investigated. Collocated or nearby PM measurements and meteorological observations were used in order to construct Generalized Additive Models, which model the effect of each meteorological variable on PM concentrations. In agreement with previous findings, the most important meteorological variables affecting PM concentrations were wind speed, wind direction, boundary layer depth, precipitation, temperature and number of consecutive days with synoptic weather patterns that favor high PM concentrations. Temperature has a negative relationship to PM2.5 concentrations for low temperatures and a positive relationship for high temperatures. The stationary point of this relationship varies between 5 and 15 °C depending on the station. PMcoarse concentrations increase for increasing temperatures almost throughout the temperature range. Wind speed has a monotonic relationship to PM2.5 except for one station, which exhibits a stationary point. Considering PMcoarse, concentrations tend to increase or stabilize for large wind speeds at most stations. It was also observed that at all stations except one, higher PM2.5 concentrations occurred for east wind direction, compared to west wind direction. Meteorologically adjusted PM time series were produced by removing most of the PM variability due to meteorology. It was found that PM10 and PM2.5 concentrations decrease at most stations. The average trends of the raw and meteorologically adjusted data are −0.4 μg m−3 yr−1 for PM10 and PM2.5 size fractions. PMcoarse have much smaller trends and after averaging over all stations, no significant trend was detected at the 95% level of confidence. It is suggested that decreasing PMcoarse in addition to PM2.5 can result in a faster decrease of PM10 in the future. The trends of the 90th quantile of PM10 and PM2.5 concentrations were examined by quantile regression in order to detect long term changes in the occurrence of very large PM concentrations. The meteorologically adjusted trends of the 90th quantile were significantly larger (as an absolute value) on average over all stations (−0.6 μg m−3 yr−1).
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