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A Multilevel Model with Time Series Components for the Analysis of Tribal Art PricesModugno, Lucia <1983> 03 February 2012 (has links)
In the present work we perform an econometric analysis of the Tribal art market. To this aim, we use a unique and original database that includes information on Tribal art market auctions worldwide from 1998 to 2011. In Literature, art prices are modelled through the hedonic regression model, a classic fixed-effect model.
The main drawback of the hedonic approach is the large number of parameters, since, in general, art data include many categorical variables. In this work, we propose a multilevel
model for the analysis of Tribal art prices that takes into account the influence of time on artwork prices. In fact, it is natural to assume that time exerts an influence over the price dynamics in various ways. Nevertheless, since the set of
objects change at every auction date, we do not have repeated measurements
of the same items over time. Hence, the dataset does not constitute a proper
panel; rather, it has a two-level
structure in that items, level-1 units, are grouped in time points, level-2
units. The main theoretical contribution is the extension of classical
multilevel models to cope with the case described above. In particular,
we introduce a model with time dependent random effects at the second
level. We propose a novel specification of the model, derive the maximum likelihood
estimators and implement them through the E-M algorithm. We test the finite sample properties of the estimators and the validity of the own-written R-code by means of a simulation study. Finally, we show that the new model improves considerably the fit of the Tribal art data with respect to both the hedonic regression model and the classic multilevel model.
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Parameter estimation in a growth model for a biological populationPignotti, Elettra <1958> 25 February 2013 (has links)
The motivating problem concerns the estimation of the growth curve of solitary corals that follow the nonlinear Von Bertalanffy Growth Function (VBGF). The most common parameterization of the VBGF for corals is based on two parameters: the ultimate length L∞ and the growth rate k. One aim was to find a more reliable method for estimating these parameters, which can capture the influence of environmental covariates. The main issue with current methods is that they force the linearization of VBGF and neglect intra-individual variability. The idea was to use the hierarchical nonlinear model which has the appealing features of taking into account the influence of collection sites, possible intra-site measurement correlation and variance heterogeneity, and that can handle the influence of environmental factors and all the reliable information that might influence coral growth. This method was used on two databases of different solitary corals i.e. Balanophyllia europaea and Leptopsammia pruvoti, collected in six different sites in different environmental conditions, which introduced a decisive improvement in the results. Nevertheless, the theory of the energy balance in growth ascertains the linear correlation of the two parameters and the independence of the ultimate length L∞ from the influence of environmental covariates, so a further aim of the thesis was to propose a new parameterization based on the ultimate length and parameter c which explicitly describes the part of growth ascribable to site-specific conditions such as environmental factors. We explored the possibility of estimating these parameters characterizing the VBGF new parameterization via the nonlinear hierarchical model. Again there was a general improvement with respect to traditional methods. The results of the two parameterizations were similar, although a very slight improvement was observed in the new one. This is, nevertheless, more suitable from a theoretical point of view when considering environmental covariates.
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Employing Distances in Design-based Spatial EstimationVagheggini, Alessandro <1984> 18 February 2013 (has links)
In the last couple of decades we assisted to a reappraisal of spatial design-based techniques. Usually the spatial information regarding the spatial location of the individuals of a population has been used to develop efficient sampling designs.
This thesis aims at offering a new technique for both inference on individual values and global population values able to employ the spatial information available before sampling at estimation level by rewriting a deterministic interpolator under a design-based framework. The achieved point estimator of the individual values is treated both in the case of finite spatial populations and continuous spatial domains, while the theory on the estimator of the population global value covers the finite population case only.
A fairly broad simulation study compares the results of the point estimator with the simple random sampling without replacement estimator in predictive form and the kriging, which is the benchmark technique for inference on spatial data. The Monte Carlo experiment is carried out on populations generated according to different superpopulation methods in order to manage different aspects of the spatial structure. The simulation outcomes point out that the proposed point estimator has almost the same behaviour as the kriging predictor regardless of the parameters adopted for generating the populations, especially for low sampling fractions. Moreover, the use of the spatial information improves substantially design-based spatial inference on individual values.
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A critical study of the archaeology of the Jawf region of Saudi Arabia with additional material on its history and early Arabic epigraphyAl-Muaikel, Khaleel Ibrahim January 1988 (has links)
This thesis concentrates on the study of the archaeology of the Jawf region, including excavations in various sites, and also a comprehensive survey of the sites and monuments throughout the region. The thesis is divided into nine chapters.Chapter I deals with the history of the Jawf during the pre-Islamic periods. In the first part of this chapter, the Assyrian campaigns against Dumat al-Jandal are studied. The rest of the chapter is devoted to the history of the region during the Babylonian, Nabataean and the Roman and Byzantine periods. Chapter II focuses on the history of the area during the early Islamic period and the conquest of Dumat al-Jandal by Khalid b. al-Walid during the caliphate of Abu Bakr. Chapter III is dedicated to the study of the various accounts of Dumat al-Jandal by the early Arab geographers. Chapter IV deals with the trade routes which passed through the Jawf and the implication of the caravan trade on the history of the region. Chapter V investigates the pre-history of the Jawf region and examines the unique site of al-Rajajil to the south of Sakaka. Chapter VI is devoted to the study of the excavations results in the sites of al-Tuwayr, Dumat al-Jandal and the Muwaysin castle.The arch aeological materials which have been discovered were compared with similar materials from various sites in Jordan, Syria, Iraq and Eastern Arabia. Chapter VII concentrates on the architecture within the Jawf region and gives a full description of the various monuments and the different building techniques and materials used. Chapter VIII focuses on the study of the early Arabic inscriptions which are found in the region. We discuss their palaeography, historical importance and their parallel with some of the published materials from various parts of the Islamic world. Chapter IX is a study of the pottery from various sites in the Jawf. The first part of this chapter discusses the ware types and vessel types of the pottery from the Tuwayr and Dumat al-Jandal sites, while the second part is a pottery catalogue. In addition, this thesis also contains three appendices: the first is an examination of the well of Saysarȁ at Sakākā; the second investigates the walled enclosure of Dumat al-Jandal; and the third is a glossary of Arabic terms associated with the architecture.
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Resource capture and productivity of agroforestry systems in KenyaHoward, Stephen B. January 1997 (has links)
Resource capture and utilisation were studied in two agroforestry systems at the International Centre for Research in Agroforestry (ICRAF) Research Station at Machakos, Kenya. The agroforestry systems examined contained two contrasting tree species, leucaena (Leucaena leucocephala (Lam.) de wit) and grevillea (Grevillea robusta), and the C3 and C4 crops, cowpea (Vigna unguiculata) and maize (Zea mays, Katumani composite). The leucaena-based trial was established in November 1989 and the trees were grown with ten maize crop rows on either side of a pruned hedgerow (HM) or unpruned tree row (LM). A sole maize control (SM) was also grown. Paired sets of treatments were irrigated to eliminate below-ground competition for water (HMI, LMI and SMI respectively). Interception of photosynthetically active radiation (PAR) by leucaena and maize was measured on a row-wise basis in all treatments at 7-10 day intervals using a sunfleck ceptometer. Sap flux was measured for the maize and both pruned and unpruned leucaena using heat balance gauges. Results are presented for the 1992 April-July rainy season. Total PAR interception was 30 % greater in LM and LMI than in the SM and SMI sole maize treatments. However, little more than 30 % of the light intercepted by the LM and LMI systems was captured by the crop component, and competition for light alone reduced maize yields by over 30 %. Total water uptake by the LM leucaena and maize comprised 60 % of the seasonal rainfall (237 mm) as compared to 30 % for sole maize. However, as for light interception, only 30 % of the water transpired in LM was used by the intercropped maize, and competition from the trees for soil water reduced maize yields at distances of over 6 m from the leucaena. The leucaena was more effective at resource capture, yet less efficient in resource utilisation since it exhibited a lower dry matter:radiation quotient and a lower transpired water:dry matter ratio than maize. Thus the leucaena in the agroforestry systems captured more of the resources that could have been used more effectively by the maize, causing the performance of the mixture to be sub-optimal; these results suggest that the two components would be best grown separately. Intensive monitoring of resource capture and use by trees and crops was subsequently transferred to the Complementarity In Resource Use on Sloping land trial (CIRUS). Although it had been intended to study both trials during the long rains of 1993, the leucaena trees were almost completely defoliated by psyllid (Heteropsylla cubana) infestation shortly before the onset of the rains: in subsequent seasons, CIRUS was studied in preference to the leucaena trial as the trees had only partially recovered. CIRUS was designed to investigate the effects of competition and the extent of complementarity between grevillea and associated crops using the following treatments; sole crops (Cg) of cowpea during the short rains and maize during the long rains, dispersed-planted trees with (CTd) and without crops (Td), and across (CTa) or on-contour-planted (CTc) tree rows with crops. Light interception and water use were monitored using a similar measurement regime to that employed in the leucaena trial. Results are presented for the 199213 and 1993/4 short rainy seasons; the failure of the 1993 long rains forced the abandonment of experimental measurements during this season. Light interception by the Td and CTd grevillea increased greatly between the two short rainy seasons. Thus, total seasonal interception of PAR was three times greater in sole cowpea than in sole grevillea during the 1992/3 short rains, but by the following short rainy season was over 50 % greater in the grevillea than in the cowpea. Cumulative interception of PAR by the CTd grevillea and cowpea combined was more than twice that of the sole cowpea and over 40 % greater than that for sole grevillea during the 1993/4 short rains. Experiments involving artificially imposed shade showed that there was no reduction in total above-ground dry matter production in cowpea until 75 % shading was imposed. To quantify the degree of below-ground complementarity in water use between grevillea and cowpea, sap flux was measured using heat balance gauges attached to the stems of young grevillea (10-18 months old), both before and after excavating the crop rooting zone (upper 60 cm of soil) around the stem base. The crop rooting zone was removed to establish the capability of the grevillea to extract water from deeper horizons. After excavation, the trees maintained sap fluxes of up to 85 % of the unexcavated values. During both short rains, soil evaporation was by far the largest component of the water balance in all treatments. However, continued extraction of water by the trees during the dry season greatly increased resource capture~ thus total water uptake was three times greater for the sole trees than for the sole crop when dry season water use was included. During the 1993/4 short rains, water use was greatest in the CTd treatment, in which 25 % of the total seasonal rainfall was transpired by the trees and crops. Although transpiration by the CTd trees exceeded interception losses, the latter may have had a greater effect on crop growth by reducing the total quantity of water available within the system. The existence of below-ground complementarity and the shade tolerance of the cowpea suggest that deep-rooted tree species and certain C3 crops may be combined successfully in the semi-arid tropics, but the sensitivity of crop yield to any reduction in water availability within the system demonstrates the need for caution when implementing such systems. The results obtained are discussed in relation to previous research on intercropping and agroforestry and their implications for the successful adoption of agroforestry systems in the semi-arid tropics.
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Local Trigonometric Methods for Time Series Smoothing.Gentile, Maria <1981> 15 May 2014 (has links)
The thesis is concerned with local trigonometric regression methods. The aim was to develop a method for extraction of cyclical components in time series. The main results of the thesis are the following.
First, a generalization of the filter proposed by Christiano and Fitzgerald is furnished for the smoothing of ARIMA(p,d,q) process.
Second, a local trigonometric filter is built, with its statistical properties.
Third, they are discussed the convergence properties of trigonometric estimators, and the problem of choosing the order of the model.
A large scale simulation experiment has been designed in order to assess the performance of the proposed models and methods. The results show that local trigonometric regression may be a useful tool for periodic time series analysis.
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Multidimensional item response theory models with general and specific latent traits for ordinal dataMartelli, Irene <1984> 15 May 2014 (has links)
The aim of the thesis is to propose a Bayesian estimation through Markov chain Monte Carlo of multidimensional item response theory models for graded responses with complex structures and correlated traits. In particular, this work focuses on the multiunidimensional and the additive underlying latent structures, considering that the first one is widely used and represents a classical approach in multidimensional item response analysis, while the second one is able to reflect the complexity of real interactions between items and respondents.
A simulation study is conducted to evaluate the parameter recovery for the proposed models under different conditions (sample size, test and subtest length, number of response categories, and correlation structure).
The results show that the parameter recovery is particularly sensitive to the sample size, due to the model complexity and the high number of parameters to be estimated. For a sufficiently large sample size the parameters of the multiunidimensional and additive graded response models are well reproduced. The results are also affected by the trade-off between the number of items constituting the test and the number of item categories.
An application of the proposed models on response data collected to investigate Romagna and San Marino residents' perceptions and attitudes towards the tourism industry is also presented.
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Comparing Different Approaches for Clustering Categorical DataAnderlucci, Laura <1984> 03 February 2012 (has links)
There are different ways to do cluster analysis of categorical data in the literature and the choice among them is strongly related to the aim of the researcher, if we do not take into account time and economical constraints.
Main approaches for clustering are usually distinguished into model-based and distance-based methods: the former assume that objects belonging to the same class are similar in the sense that their observed values come from the same probability distribution, whose parameters are unknown and need to be estimated; the latter evaluate distances among objects by a defined dissimilarity measure and, basing on it, allocate units to the closest group.
In clustering, one may be interested in the classification of similar objects into groups, and one may be interested in finding observations that come from the same true homogeneous distribution.
But do both of these aims lead to the same clustering? And how good are clustering methods designed to fulfil one of these aims in terms of the other?
In order to answer, two approaches, namely a latent class model (mixture of multinomial distributions) and a partition around medoids one, are evaluated and compared by Adjusted Rand Index, Average Silhouette Width and Pearson-Gamma indexes in a fairly wide simulation study. Simulation
outcomes are plotted in bi-dimensional graphs via Multidimensional Scaling; size of points is proportional to the number of points that overlap and different colours are used according to the cluster membership.
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A study of the adoption of innovations by Syrian farmersRazzouk, Talal Ahmad January 1990 (has links)
The objective of this research was to "investigate, study, analyse, and report conditions under which Syrian "rainfed" wheat farmers live interact and adopt innovations and improved cropping practices. The purpose of this was to help in understanding forces that can influence farmers' decisions to adopt innovations and which influence their adoption behaviour. The research, also, has attempted to develop concepts and methods which have rarely been used before in Syrian conditions. The recommendations for the policy makers and the Extension organisations in Syria were based on the major findings as well as other findings which were revealed throughout the research. The study was carried out in the two largest rainfed cropping areas in the country; Aleppo province to the north and Hassakeh province to the east, the sample of farmers was distributed in First Stability Zone (Zone 1) and Second Stability Zone (Zone 2). A total sample of 60 farmers were randomly selected from both areas. Nine agricultural innovations and improved cropping practices were selected and farmers' adoption behaviour with regard to these innovations and improved practices were investigated. The nine innovations and practices were; "the use of nitrogen", the use of "phosphorus", "following the recommended time of nitrogen application", "the use of improved wheat varieties", "the degree of following the seed renewal for wheat", "the use of herbicides", "the use of pesticides", "the use of sowing machines", and "following the recommended seed bed preparation". The "Sten Score" method was adopted in order to score the adoption behaviour of farmers for the nine selected innovations and improved cropping practice. The method was modified in order to achieve the best classification of farmers on the basis of their adoption behaviour. Four major aspects and characteristics were selected, investigated and later were analysed in relation to the adoption behaviour of farmers with regard to the nine selected innovations and improved practices. These aspects and characteristics were Personal and Socio-Economic, Economic and Institutional, Communicational, and Psychological Factors. The study has concentrated on characteristics which usually have been ignored or avoided in past adoption and diffusion research. Special methods have been devised in order to help in measuring these aspects and characteristics. Special attention was paid to the role of personality and the Self-image of farmers as important aspects affecting their adoption behaviour. Until recently research into farmers' decision making to adopt or reject innovations did not pay attention to the role played by these factors at the time of taking the decision to adopt innovations. The major findings in Zone 1 revealed that the adoption of innovations and improved practice by farmers were related highly and significantly with farmers' "Self-image", the "availability of credit and cash money" and "having an Extension plot or field demonstration on the farm". The three variables together explain over 70% of the variation in the adoption behaviour of farmers. In Zone 2, the farmers' "Self-image", and the "availability of machinery and equipment on the farm" were found to be the best related variables with the adoption behaviour of farmers. The two variables together explain over 60% of the variation in the adoption behaviour of farmers. The recommendations for the policy makers and the Extension organisations in Syria were based on the major findings as well as other findings which were revealed throughout the research.
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Phytoextraction of cadmium from soils treated with sewage sludgeMaxted, Andrew P. January 2003 (has links)
The efficacy of phytoextraction strategies were tested by pot and field trials on soil contaminated with heavy metals, including Cd, derived from long-term disposal of sewage sludge. The strategies investigated were: i) the use of hyperaccumulators; ii) chemically-enhanced uptake using arable species and iii) the use of short rotation coppice (SRC). Chemical interventions including EDTA, chloride salts, HCl and herbicide were used to enhance uptake by arable and SRC species. Tissue Cd concentrations in the Ganges population of Thlaspi caerulescens were lower than reported in other studies; the mean Cd concentration was 265 mg kg". It was deduced that Cd uptake was limited by a low Cd2+ concentration in soil and the rate at which solution Cd was replenished. High rates of plant mortality were observed, raising questions over the successful husbandry of T. caerulescens for phytoextraction. Chemical interventions produced significant increases in metal uptake by arable and SRC species. For example, Cd uptake by Z. mays following application of 10 mmol EDTA kg'' and by Salix caprea x cineria x viminalis following combined application of EDTA and HCI. However, concentrations were still well below those required for successful remediation. Furthermore downward migration of metal was observed through the soil profile following EDTA application. For example, the soil Cd concentration in the 0- 10 cm profile was reduced from 32.0 to 25.5 mg kg' seven months after application of 10 mmol EDTA kg'', yet only 1% of this reduction could be accounted for by Z. mays Cd off-take. Realistic estimates for phytoextraction timescales and costs were made in line with legislative thresholds. Overall the time required to reduce total soil Cd concentrations below 3 mg kg-1 was large and the costs were prohibitive. For example, although Cd off-take by Ganges was greater than for any of the other species tested, it was estimated that well over one century would be required to reach target metal concentrations.
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