Systems of Frequency Curves Generated by Methods of Translation

Johnson, Norman L.

doi:10.1093/biomet/36.1-2.149

Cited by 1,605 publications

(400 citation statements)

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“…These generalized probability distribution families are the generalized beta and exponential generalized beta and variants from McDonald and Xu [10], the skewed generalized T from Theodossiou [11], the inverse hyperbolic sine from Johnson [12] and the g-and-h from Tukey [13] and Dutta and Babel [14]. Some of these distributions have been used in Hansen, McDonald, and Theodossiou [15] to model various skewed and fat-tail distributed financial time series data in GARCH specifications.…”

Section: Literature Reviewmentioning

confidence: 99%

Partially Adaptive and Robust Estimation of Asset Models: Accommodating Skewness and Kurtosis in Returns

McDonald¹,

Michelfelder²

2017

JMF

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Robust regression estimation deals with selecting estimators that have desirable statistical properties when applied to data drawn from a wide range of distributional characteristics. Ideally, robust estimators are insensitive to small departures from the assumed distributions and hopefully would be unbiased and have variances close to estimators based on the true distribution. The approach explored in this paper is to select an estimator based on a flexible distribution which includes, for example, the normal as a limiting case. Thus, the corresponding estimator can accommodate normally distributed data as well as data having significant skewness and kurtosis. In the case when an assumed distribution over-parameterizes the true distribution, the variance of the estimator is larger than necessary, but often the increases are modest and much smaller than assuming a model which does not include the true distribution. The selection of a flexible probability distribution can impact the efficiency and biasedness of the corresponding robust estimator. Knowing the relations among potential distributions can lead to a better estimator that improves efficiency, avoids bias, and reduces the impact of misspecification.

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Section: Literature Reviewmentioning

confidence: 99%

Partially Adaptive and Robust Estimation of Asset Models: Accommodating Skewness and Kurtosis in Returns

McDonald¹,

Michelfelder²

2017

JMF

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“…donde: e = Parámetro de localización λ = Parámetro de escala γ y δ = Parámetros que dependen del rodal y que se maximum likelihood (MVS) (Devore, 1987;Johnson, 1949;Rennolls et al, 1985); ii) moments (MM) (Scolforo, Vitti, Grisi, Acerbi, & Assis, 2003;Shifley & Lentz, 1985); iii) nonlinear ordinary least squares regression (NPOs) (Zhou & McTague, 1996); and iv) percentiles (MP) (Bailey & Dell, 1973;Dubey, 1967;Knoebel & Burkhart, 1991). The location parameter e for all cases was estimated by the method of Zanakis (1979) Where:…”

Section: The Expression Of the Johnson's S B Likelihood Function Is Amentioning

confidence: 99%

“…Existen trabajos donde se han comparado cuatro procedimientos para estimar los parámetros de las dos FDP: i) máxima verosimilitud (MVS) (Devore, 1987;Johnson, 1949;Rennolls et al, 1985); ii) momentos (MM) (Scolforo, Vitti, Grisi, Acerbi, & Assis, 2003;Shifley & Lentz, 1985); iii) regresión no lineal por mínimos cuadrados ordinarios (ONLS) (Zhou & McTague, 1996); y iv) percentiles (MP) (Bailey & Dell, 1973;Dubey, 1967;Knoebel & Burkhart, 1991). El parámetro de localización e para todos los casos fue estimado mediante el procedimiento de Zanakis (1979), debido a los buenos resultados obtenidos en la caracterización de las distribuciones diamétricas de numerosas especies en ámbitos geográficos distintos (Álvarez-González & Ruiz-González, 1998;Gorgoso, Álvarez, Rojo, & Grandas-Arias, 2007): donde:…”

Section: Pdf Assessmentunclassified

“…Bailey and Dell (1973) pioneers in the use of the Weibull PDFs to describe the diameter distribution of forest stands under traditional forestry, while Hafley and Schreuder (1977) introduced the Johnson's S B distribution (System bounded [Johnson, 1949]) for the characterization of diameter distributions. The purpose of modeling precisely the diameter distribution is to create a system that provides estimates of volume per diameter class and per unit area (Cao, 2004;Jiang & Brooks, 2009;Parresol, 2003).…”

Section: Introductionmentioning

confidence: 99%

“…Bailey y Dell (1973) fueron pioneros en usar la FDP Weibull para describir la distribución diamétrica de rodales bajo silvicultura tradicional, mientras que Hafley y Schreuder (1977) introdujeron la distribución de Johnson S B (System bounded [Johnson, 1949]) para la caracterización de distribuciones diamétricas. El propósito de modelar la distribución diamétrica con precisión es generar un sistema que provea estimaciones de volumen por clase diamétrica y por unidad de superficie (Cao, 2004;Jiang & Brooks, 2009;Parresol, 2003).…”

Section: Introductionunclassified

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Caracterización de las estructuras diamétricas de los bosques naturales del noroeste de Durango, México

Corral-Rivas¹,

González²,

Corral-Rivas³

et al. 2015

Rev Cha Se Cie For y del Amb

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T he diameter distribution of 44 permanent plots (conifers and broadleaf trees) was modeled using the three-parameter Weibull and Johnson's S B probability density functions (PDFs) in Santiago Papasquiaro, Durango. Four different methods of fitting parameters were used: maximum likelihood (ML), moments (MM), non-linear regression by ordinary least squares (ONLS) and percentiles (MP). The best method of fitting parameters for conifers and broadleaf trees was the method of moments. In modeling the Weibull PDFs, it was assumed that the location parameter (e) corresponds to the minimum measurable diameter. The scale parameter (λ) was modeled using the method of prediction parameter (PPM) through a linear regression relating to the quadratic mean diameter and dominant height of the stand. Finally, the shape parameter (γ) was indirectly recovered by the method of moments through prediction of the average diameter of the stand. According to the Kolmogorov-Smirnov test (P= 0.05), 71 % of the plots for the group of conifers and 68 % of the plots for the group of broadleaf species come from a population that follows the fitting distribution function. ResumenL a distribución diamétrica de 44 parcelas permanentes (coníferas y latifoliadas) se modeló a través de las funciones de densidad de probabilidad (FDP) Weibull de tres parámetros y S B Johnson, en el municipio de Santiago Papasquiaro, Durango. Para ello, se emplearon cuatro métodos de ajuste de parámetros: máxima verosimilitud, momentos, regresión no lineal por mínimos cuadrados ordinarios y percentiles. El mejor método de ajuste para las especies de coníferas y latifoliadas fue el método de momentos. En el modelado de la FDP Weibull se asumió que el parámetro de localización (e) corresponde al diámetro mínimo inventariable de la distribución. El parámetro de escala (λ) se modeló con el procedimiento de predicción de parámetros a través de un modelo de regresión lineal simple que relaciona γ con el diámetro cuadrático medio y la altura dominante del rodal. Finalmente, el parámetro de forma (γ) fue recuperado indirectamente por el método de momentos a través de la predicción del diámetro medio del rodal. De acuerdo con la prueba de Kolmogorov-Smirnov (P = 0.05), 71 % de las parcelas del grupo de especies de coníferas y 68 % de las parcelas del grupo de latifoliadas provienen de una población que sigue la función de distribución ajustada. Palabras clave: Coníferas, latifoliadas, función Weibull, modelado diamétrico.

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Associations of Maternal Prenatal Drug Abuse With Measures of Newborn Brain Structure, Tissue Organization, and Metabolite Concentrations

et al. 2020

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Increasing rates of illicit drug use during pregnancy may be associated with risk for long-term health problems in prenatally exposed children.OBJECTIVE To identify the associations of prenatal exposure to illicit drugs with organization of the newborn brain.DESIGN, SETTING, AND PARTICIPANTS For this cohort study, a volunteer sample of 210 illicit drug-using and nonusing mothers and their newborns was enrolled from prenatal clinics and drug abuse treatment programs in New York, New York. Enrollment, scanning, and long-term follow-up occurred from September 2004 through February 2012, and image processing and statistical analyses continued through fall 2018. In addition to 26 participants with incomplete data, a total of 64 mothers were lost to follow-up during pregnancy, and 13 newborns were lost to follow-up at birth because of perinatal complications.EXPOSURES Newborns were assigned to 1 of 4 primary exposure groups based on the history of most frequent maternal drug use: marijuana, cocaine, methadone maintenance, and/or heroin. Unexposed newborns were controls.MAIN OUTCOMES AND MEASURES Unsedated magnetic resonance imaging (MRI) of newborn brains was performed shortly after birth. Infant neurodevelopmental outcomes were assessed at age 12 months. MRI modalities included anatomical imaging, diffusion tensor imaging, T2 relaxometry, and magnetic resonance spectroscopic imaging. Infant neurodevelopmental outcomes included Bayley scales of infant development-III and Vineland Adaptive Behavior Scales. Statistical analyses were performed with results represented on the brain images. RESULTSOf 118 mothers, 42 (35%) were in the control group (mean [SD] age, 25.9 [6.1] years), 29 (25%) were in the cocaine group (mean [SD] age, 29.0 [6.1] years), 29 (25%) were in the marijuana group (mean [SD] age, 24.3 [5.5] years), and 18 (15%) were in the methadone and/or heroin group (mean [SD] age, 30.9 [5.7] years). Not all newborns could be scanned successfully; therefore, usable MRIs were acquired for 118 newborns from predominantly minority groups and with economically disadvantaged mothers. Anatomic abnormalities were detected in similar locations across all 3 drug exposures and included smaller volumes in the dorsal, medial, and ventral surfaces of the frontal lobe and dose-related increases in volumes in the lateral temporal lobe, dorsal parietal lobe, and superior frontal gyrus. Dose-related increases in diffusion tensor measures of tissue organization, decreases in T2 relaxometry times, and increases in spectroscopy metabolite concentrations were similar across exposures. These associations of exposures with brain measures were similar to the associations of newborn age with brain measures. The anatomic and diffusion tensor imaging measures suppressively mediated the associations of prenatal exposure with poorer 12-month infant outcomes. CONCLUSIONS AND RELEVANCEThe findings suggest that prenatal drug exposure is associated with measures of newborn brain tissue in patterns that may indicate that exposures accelerated norma...

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Systems of Frequency Curves Generated by Methods of Translation

Cited by 1,605 publications

References 2 publications

Partially Adaptive and Robust Estimation of Asset Models: Accommodating Skewness and Kurtosis in Returns

Partially Adaptive and Robust Estimation of Asset Models: Accommodating Skewness and Kurtosis in Returns

Caracterización de las estructuras diamétricas de los bosques naturales del noroeste de Durango, México

Associations of Maternal Prenatal Drug Abuse With Measures of Newborn Brain Structure, Tissue Organization, and Metabolite Concentrations

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