Maximum likelihood is an ubiquitous method used in the estimation of generalized linear mixed model (GLMM). However, the method entails computational difficulties and relies on the normality assumption for random effects. We propose a second-order least squares (SLS) estimator based on the first two marginal moments of the response variables. The proposed estimator is computationally feasible and requires less distributional assumptions than the maximum likelihood estimator. To overcome the numerical difficulties of minimizing an objective function that involves multiple integrals, a simulation-based SLS estimator is proposed. We show that the SLS estimators are consistent and asymptotically normally distributed under fairly general conditions in the framework of GLMM. Missing data is almost inevitable in longitudinal studies. Problems arise if the missing data mechanism is related to the response process. This thesis develops the proposed estimators to deal with response data missing at random by either adapting the inverse probability weight method or applying the multiple imputation approach. In practice, some of the covariates are not directly observed but are measured with error. It is well-known that simply substituting a proxy variable for the unobserved covariate in the model will generally lead to biased and inconsistent estimates. We propose the instrumental variable method for the consistent estimation of GLMM with covariate measurement error. The proposed approach does not need any parametric assumption on the distribution of the unknown covariates. This makes the method less restrictive than other methods that rely on either a parametric distribution of the covariates, or to estimate the distribution using some extra information. In the presence of data outliers, it is a concern that the SLS estimators may be vulnerable due to the second-order moments. We investigated the robustness property of the SLS estimators using their influence functions. We showed that the proposed estimators have a bounded influence function and a redescending property so they are robust to outliers. The finite sample performance and property of the SLS estimators are studied and compared with other popular estimators in the literature through simulation studies and real world data examples.

Ground subsidence due to underground coal mining is a complex, narrowly-understood phenomenon. Due to the complicated physical processes involved and the lack of a complete knowledge of the characteristics of overlying strata, the reliability of current prediction techniques varies widely. Furthermore, the accuracy of any given prediction technique is largely dependent upon the accuracy of field measurements and surveys which provide input data for the technique. A valuable resource available for predicting and modeling subsidence is aerial survey technology. This technology produces yearly datasets with a high density of survey points. The following study introduces a method wherein these survey points are converted into elevation plots and subsidence plots using GIS. This study also presents a method, titled the Type-Xi Integration method (TXI method), which improves upon a previous subsidence prediction technique. This method differs from the previous technique in that it incorporates accurate surface topography and considers irregular mine geometry, as well as seam thickness and overburden variations in its predictions. The TXI method also involves comparing predicted subsidence directly to measured subsidence from subsidence plots. In summary, this study illustrates a method of combining data from aerial survey points and mine geometry with subsidence models in order to improve the accuracy of the models.

The estimated bias and variance of commonly applied and jackknife variance estimators and observed significance level and power of standardised generalized Wilcoxon linear rank sum test statistics and tests, respectively, of Gehan and Prentice are compared in a Monte Carlo simulation study. The variance estimators are the permutational-, the conditional permutational- and the jackknife variance estimators of the test statistic of Gehan, and the asymptotic- and the jackknife variance estimators of the test statistic of Prentice. In unbalanced small sample size problems with right censoring, the commonly applied variance estimators for the generalized Wilcoxon rank test statistics of Gehan and Prentice may be biased. In the simulation study it appears that variance properties and observed level and power may be improved by using the jackknife variance estimator. To establish the sensitivity to gross errors and misclassifications for standardised generalized Wilcoxon linear rank sum statistics in small samples with right censoring, the sensitivity curves of Tukey are used. For a certain combined sample, which might contain gross errors, a relatively simple method is needed to establish the applicability of the inference drawn from the selected rank test. One way is to use the change of decision point, which in this thesis is defined as the smallest proportion of altered positions resulting in an opposite decision. When little is known about the shape of a distribution function, non-parametric estimates for the location parameter are found by making use of censored one-sample- and two-sample rank statistics. Methods for constructing censored small sample confidence intervals and asymptotic confidence intervals for a location parameter are also considered. Generalisations of the solutions from uncensored one-sample and two-sample rank tests are utilised. A Monte-Carlo simulation study indicates that rank estimators may have smaller absolute estimated bias and smaller estimated mean squared error than a location estimator derived from the Product-Limit estimator of the survival distribution function. The ideas described and discussed are illustrated with data from a clinical trial of Head and Neck cancer. / digitalisering@umu

L’objectif de cette thèse est, d’une part, de proposer une amélioration des méthodes d’estimation des cuvettes d’affaissement et des méthodes d’évaluation des dommages susceptibles de se produire sous leurs effets et de l’autre, de développer des outils basés sur ces méthodes pour étudier les affaissements et les dommages sur des cas pratiques. L’étude de l'influence de la topographie sur les cuvettes d'affaissement dans des conditions d’exploitation simplifiées grâce à des modèles numériques avec des profondeurs d'exploitation et des pentes du sol variables a permis de proposer une nouvelle fonction d’influence basée sur une densité de probabilité normale asymétrique lorsque la surface du sol est non-plane. Une modélisation simplifiée des habitations en maçonnerie sous la forme de deux modèles de structures bidimensionnels croisés, alignés avec les axes d’inertie de la structure étudiée et dans lesquels la méthode des déplacements est mise en œuvre pour calculer les efforts internes et les déformations sous l’effet de déplacements imposées des fondations. Ces modèles simplifiés dont les caractéristiques géométriques et mécaniques sont définis pour chaque type de bâtiment étudié permettent d’estimer les efforts appliqués à chaque bâtiment d’une ville exposée à un affaissement de terrain et de fournir de nouveaux critères d’évaluation des dommages prenant en compte davantage d’informations que les méthodes habituelles. Une estimation des dommages dans la ville de Joeuf sur la base des nouvelles méthodes proposées, tant pour le calcul de l’affaissement que pour l’estimation des dommages, a été réalisée / The objective of this thesis is to improve the methods of subsidence computation and building damage evaluation, and to develop some tools based on these methods to study the mining subsidence and building damage cases in Lorraine. By investigating the topography influence on subsidence under simplified mining conditions, and using numerical models with varying mining depths and ground surface angles, a new influence function method, which is based on a probability density function of a skew normal distribution, to simulate the element subsidence, was firstly developed and can be used to compute the mining subsidence caused by the excavation under non-flat surface. Then, plane framed structural models were chosen to study the mechanical behavior of 3D buildings. For each building, two plane models located in the vertical sections passing through the principle inertia axes of the building’s projective polygon were considered. Their geometry and mechanical characteristics were chosen according to the construction type and used materials of the building under consideration. Then, by using the matrix displacement method with some modifications, the internal forces and displacements for the entire structure could be computed. The achieved internal forces could then be compared to damage grade criteria to determine the extent of building damage.Finally, by using the improved methods of subsidence computation and building damage evaluation, a real case application was performed in Joeuf city (France). The subsidence was computed and applied to the defined structural models as support displacements, and then the damage extents of the buildings in Joeuf were predicted

In die Infrastruktur unserer Gesellschaft sind komplexe IT-Systeme fest eingebettet. Die Verbreitung und Verstetigung von IT-Systemen betrifft zentrale Bereiche unserer Gesellschaft beispielsweise Verkehrs-, Finanz- oder Gesundheitssystem. Lange Zeit standen funktionale Aspekte bei der Entwicklung informationstechnischer Systeme im Vordergrund. In den letzten Jahren haben sich jedoch nichtfunktionale Eigenschaften von IT-Systemen wie Robustheit zu unverzichtbaren Schlüsseleigenschaften in einer Vielzahl von Anwendungsfeldern entwickelt. Systeme während der Betriebsphase sind Veränderungen der gegebenen Einsatz- und Betriebsbedingungen durch Störungen der Umgebung oder auch Verschleißerscheinungen ausgesetzt. Ziel der Forschungsarbeit ist es ein Konzept für die Systemeigenschaft Robustheit zu entwickeln. Für ein gegebenes System mit einem definierten Funktionsziel ist zu analysieren, inwieweit es robust hinsichtlich Störungen der Einsatzbedingungen, verursacht durch Ereignisse der Umgebung, ist und folglich trotzdem das Funktionsziel erfüllt. Das vorgestellte Konzept umfasst dabei zwei wesentliche Problemstellungen: Bewertung der Robustheit Methode für robuste Systeme zur Laufzeit In Abhängigkeit der technischen Kennzahl, Robustheit, wird eine optimale Entscheidungsstrategie gewählt und so das Systemverhalten gesteuert. Mit der Integration eines Robustheitskonzepts insbesondere für den Systembetrieb soll anhand der Berücksichtigung der Systemeigenschaft Robustheit zur Laufzeit ein Beitrag zum Qualitätszuwachs bei Systemen geleistet werden. / Complex IT-systems are deeply embedded in the infrastructure of the society. The integration of these systems is important for plenty of areas such as the transportation system, the financial system or the health care system. For a long time, the functional aspects of the invention had been put forward. But lately the non-functional characteristics of IT-systems such as robustness have developed to essential key factors in many fields. A lot of systems are being exposed to environmental disturbances are showing during the stage of operation. This research work purpose is to develop a concept of robustness to increase system robustness. The robustness of embedded systems is supposed to be analyzed towards disturbances and terms of usage that were caused by the environment. Thereby the concept targets two main issues: measurement of the robustness and methods for robust systems concerning its duration. Depending on the value of robustness a proper decision is made in order to control the behavior of the system. Through an integration of the above mentioned concept, a rise of quality regarding the robustness of the system is pursued respecting its period of operation.

In die Infrastruktur unserer Gesellschaft sind komplexe IT-Systeme fest eingebettet. Die Verbreitung und Verstetigung von IT-Systemen betrifft zentrale Bereiche unserer Gesellschaft beispielsweise Verkehrs-, Finanz- oder Gesundheitssystem. Lange Zeit standen funktionale Aspekte bei der Entwicklung informationstechnischer Systeme im Vordergrund. In den letzten Jahren haben sich jedoch nichtfunktionale Eigenschaften von IT-Systemen wie Robustheit zu unverzichtbaren Schlüsseleigenschaften in einer Vielzahl von Anwendungsfeldern entwickelt. Systeme während der Betriebsphase sind Veränderungen der gegebenen Einsatz- und Betriebsbedingungen durch Störungen der Umgebung oder auch Verschleißerscheinungen ausgesetzt. Ziel der Forschungsarbeit ist es ein Konzept für die Systemeigenschaft Robustheit zu entwickeln. Für ein gegebenes System mit einem definierten Funktionsziel ist zu analysieren, inwieweit es robust hinsichtlich Störungen der Einsatzbedingungen, verursacht durch Ereignisse der Umgebung, ist und folglich trotzdem das Funktionsziel erfüllt. Das vorgestellte Konzept umfasst dabei zwei wesentliche Problemstellungen: Bewertung der Robustheit und Methode für robuste Systeme zur Laufzeit. In Abhängigkeit der technischen Kennzahl, Robustheit, wird eine optimale Entscheidungsstrategie gewählt und so das Systemverhalten gesteuert. Mit der Integration eines Robustheitskonzepts insbesondere für den Systembetrieb soll anhand der Berücksichtigung der Systemeigenschaft Robustheit zur Laufzeit ein Beitrag zum Qualitätszuwachs bei Systemen geleistet werden. / Complex IT-systems are deeply embedded in the infrastructure of the society. The integration of these systems is important for plenty of areas such as the transportation system, the financial system or the health care system. For a long time, the functional aspects of the invention had been put forward. But lately the non-functional characteristics of IT-systems such as robustness have developed to essential key factors in many fields. A lot of systems are being exposed to environmental disturbances are showing during the stage of operation. This research work purpose is to develop a concept of robustness to increase system robustness. The robustness of embedded systems is supposed to be analyzed towards disturbances and terms of usage that were caused by the environment. Thereby the concept targets two main issues: measurement of the robustness and methods for robust systems concerning its duration. Depending on the value of robustness a proper decision is made in order to control the behavior of the system. Through an integration of the above mentioned concept, a rise of quality regarding the robustness of the system is pursued respecting its period of operation.