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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
151

A Gasoline Demand Model For The United States Light Vehicle Fleet

Rey, Diana 01 January 2009 (has links)
The United States is the world's largest oil consumer demanding about twenty five percent of the total world oil production. Whenever there are difficulties to supply the increasing quantities of oil demanded by the market, the price of oil escalates leading to what is known as oil price spikes or oil price shocks. The last oil price shock which was the longest sustained oil price run up in history, began its course in year 2004, and ended in 2008. This last oil price shock initiated recognizable changes in transportation dynamics: transit operators realized that commuters switched to transit as a way to save gasoline costs, consumers began to search the market for more efficient vehicles leading car manufactures to close 'gas guzzlers' plants, and the government enacted a new law entitled the Energy Independence Act of 2007, which called for the progressive improvement of the fuel efficiency indicator of the light vehicle fleet up to 35 miles per gallon in year 2020. The past trend of gasoline consumption will probably change; so in the context of the problem a gasoline consumption model was developed in this thesis to ascertain how some of the changes will impact future gasoline demand. Gasoline demand was expressed in oil equivalent million barrels per day, in a two steps Ordinary Least Square (OLS) explanatory variable model. In the first step, vehicle miles traveled expressed in trillion vehicle miles was regressed on the independent variables: vehicles expressed in million vehicles, and price of oil expressed in dollars per barrel. In the second step, the fuel consumption in million barrels per day was regressed on vehicle miles traveled, and on the fuel efficiency indicator expressed in miles per gallon. The explanatory model was run in EVIEWS that allows checking for normality, heteroskedasticty, and serial correlation. Serial correlation was addressed by inclusion of autoregressive or moving average error correction terms. Multicollinearity was solved by first differencing. The 36 year sample series set (1970-2006) was divided into a 30 years sub-period for calibration and a 6 year "hold-out" sub-period for validation. The Root Mean Square Error or RMSE criterion was adopted to select the "best model" among other possible choices, although other criteria were also recorded. Three scenarios for the size of the light vehicle fleet in a forecasting period up to 2020 were created. These scenarios were equivalent to growth rates of 2.1, 1.28, and about 1 per cent per year. The last or more optimistic vehicle growth scenario, from the gasoline consumption perspective, appeared consistent with the theory of vehicle saturation. One scenario for the average miles per gallon indicator was created for each one of the size of fleet indicators by distributing the fleet every year assuming a 7 percent replacement rate. Three scenarios for the price of oil were also created: the first one used the average price of oil in the sample since 1970, the second was obtained by extending the price trend by exponential smoothing, and the third one used a longtime forecast supplied by the Energy Information Administration. The three scenarios created for the price of oil covered a range between a low of about 42 dollars per barrel to highs in the low 100's. The 1970-2006 gasoline consumption trend was extended to year 2020 by ARIMA Box-Jenkins time series analysis, leading to a gasoline consumption value of about 10 millions barrels per day in year 2020. This trend line was taken as the reference or baseline of gasoline consumption. The savings that resulted by application of the explanatory variable OLS model were measured against such a baseline of gasoline consumption. Even on the most pessimistic scenario the savings obtained by the progressive improvement of the fuel efficiency indicator seem enough to offset the increase in consumption that otherwise would have occurred by extension of the trend, leaving consumption at the 2006 levels or about 9 million barrels per day. The most optimistic scenario led to savings up to about 2 million barrels per day below the 2006 level or about 3 millions barrels per day below the baseline in 2020. The "expected" or average consumption in 2020 is about 8 million barrels per day, 2 million barrels below the baseline or 1 million below the 2006 consumption level. More savings are possible if technologies such as plug-in hybrids that have been already implemented in other countries take over soon, are efficiently promoted, or are given incentives or subsidies such as tax credits. The savings in gasoline consumption may in the future contribute to stabilize the price of oil as worldwide demand is tamed by oil saving policy changes implemented in the United States.
152

The contribution of justice MM Corbett to the development of the law of taxation in South Africa

Van der Walt, Wessel Johannes 30 September 2007 (has links)
Mr Justice Corbett made a substantial contribution to the South African tax law as he delivered several judgements during his long career on the bench. Starting from the lower ranks as a judge he became Chief Justice of South Africa. Precedents set by his judgements are considered important and indicative of the level of South African tax law. This dissertation observes his background, looks at the operations of the tax court in South Africa and examines whether his judgements were cited and applied in subsequent cases as accepted precedent. International case law is referred to, to compare his judgements with comparable international tax law. / Auditing / M. Comm. (Accounting)
153

Help-seeking behaviours of black Africans and African-Caribbean people to diagnose HIV and AIDS

Ajuo, Concilia Nem January 2014 (has links)
With the advent of Highly Active Antiretroviral Therapy (HAART), people with the human immune deficiency virus (HIV) infection are increasingly enjoying longer and relatively healthy lives, particularly in developed countries. However, black Africans and African-Caribbean people in the United Kingdom and other developed countries are not yet enjoying the full benefits of HAART, essentially as a result of delayed diagnosis. Delayed diagnosis, in addition to affecting the health of infected individuals, also creates a community reservoir for the spread of the infection; thereby hampering prevention and control strategies by international and NHS guidelines. The delayed diagnosis may be grounded in individual, societal and health service factors that guide help-seeking behaviours of black African and African-Caribbean populations. This study set out to investigate the help-seeking behaviours to diagnose HIV and AIDS among UK based black African and African-Caribbean people, and to investigate the dynamics in those behaviours by place of origin (Africa vs. Caribbean) and by gender. A qualitative methodological approach involving semi-structured interviews was used to explore help-seeking behaviours to diagnose HIV and AIDS among black Africans and African-Caribbean populations in the UK and compared by gender. Thirty (30) purposively selected individuals from patients attending two sexual health clinics in the city of London were interviewed. These included 16 black Africans and 14 African-Caribbean people, and 16 men and 14 women. The symbolic interactionist perspective, and the concepts of broken narratives/silences, biographical disruption and biographical abruption guided the study and interpretation of findings. One main theme ‘Africanness’ and two sub-themes (“African way” and “African thing”) emerged from the findings. The “African way” embodies the risk factors involved in contracting or transmitting HIV and the “African thing” represents the HIV status itself. This is a cultural construction of HIV and AIDS within the acceptable context of participants which helped them to talk about HIV and AIDS without addressing it by the biomedical idiom. The notion of ‘Africanness’ provided a ‘marker’ for African identity. The “African thing” represented a new landscape for naming HIV without necessarily calling it by name and provided a comfortable platform for participants to seek help. The “African way” described the risk behaviours by participants that resulted in the “African thing”. Three sociological concepts; ‘broken narratives or silences, biographical disruption and biographical abruption were key issues in HIV and AIDS diagnosis at a late stage and have formed the basis for the development of a model of help-seeking for diagnosis by participants. Apparently, the main determinants of help-seeking for diagnosis of HIV and AIDS are dependent on cultural factors. Stigma is reinforced by the national health care system practices as well as health professionals themselves. This potentially increases the reluctance among black African and African-Caribbean populations to voluntarily test for HIV. An HIV diagnosis is seemingly a challenging experience because of the impending uncertainties associated with it. Seeking help for diagnosis may even be more difficult because of the anticipated and unpleasant experiences along the path to diagnosis. This may guide the individual to consider other alternatives outside the biomedical pathway, potentially; the biomedical path becomes the least likely choice, especially with black African and African-Caribbean populations. An insufficient cultural understanding is likely to result in inadequate recognition of alternative medical practices, insufficient attention to alternatives to biomedical health systems and potential distortion of the meaning of health messages linking them to practice.
154

Nonparametric Statistical Inference for Entropy-type Functionals / Icke-parametrisk statistisk inferens för entropirelaterade funktionaler

Källberg, David January 2013 (has links)
In this thesis, we study statistical inference for entropy, divergence, and related functionals of one or two probability distributions. Asymptotic properties of particular nonparametric estimators of such functionals are investigated. We consider estimation from both independent and dependent observations. The thesis consists of an introductory survey of the subject and some related theory and four papers (A-D). In Paper A, we consider a general class of entropy-type functionals which includes, for example, integer order Rényi entropy and certain Bregman divergences. We propose U-statistic estimators of these functionals based on the coincident or epsilon-close vector observations in the corresponding independent and identically distributed samples. We prove some asymptotic properties of the estimators such as consistency and asymptotic normality. Applications of the obtained results related to entropy maximizing distributions, stochastic databases, and image matching are discussed. In Paper B, we provide some important generalizations of the results for continuous distributions in Paper A. The consistency of the estimators is obtained under weaker density assumptions. Moreover, we introduce a class of functionals of quadratic order, including both entropy and divergence, and prove normal limit results for the corresponding estimators which are valid even for densities of low smoothness. The asymptotic properties of a divergence-based two-sample test are also derived. In Paper C, we consider estimation of the quadratic Rényi entropy and some related functionals for the marginal distribution of a stationary m-dependent sequence. We investigate asymptotic properties of the U-statistic estimators for these functionals introduced in Papers A and B when they are based on a sample from such a sequence. We prove consistency, asymptotic normality, and Poisson convergence under mild assumptions for the stationary m-dependent sequence. Applications of the results to time-series databases and entropy-based testing for dependent samples are discussed. In Paper D, we further develop the approach for estimation of quadratic functionals with m-dependent observations introduced in Paper C. We consider quadratic functionals for one or two distributions. The consistency and rate of convergence of the corresponding U-statistic estimators are obtained under weak conditions on the stationary m-dependent sequences. Additionally, we propose estimators based on incomplete U-statistics and show their consistency properties under more general assumptions.
155

Garfinkels Agnes-Studie

Geimer, Alexander 25 April 2017 (has links) (PDF)
Harold Garfinkel untersuchte in seiner ethnomethodologischen Studie über Agnes, die er 1967 im Prozess der Geschlechtsumwandlung begleitete, die Praktiken der alltäglichen, interaktiven Produktion des Geschlechts. Das hieraus entstandene Konzept des Doing Gender erkennt Geschlecht nicht als natürlichen Zustand, sondern als in sozialer Interaktion hervorgebrachtes Personenmerkmal.
156

Kunskap om sex och samlevnad hos elever med normbrytande intellektuell funktionsvariation : En kvalitativ studie om grundsärskoleelevers tillgång till kunskap om sex och samlevnad / Knowledge About Sex and Relationships in Differently Abled Pupils : A Qualitative Study of Pupils in Special Schools

Elfvelin, Love, Moberg, Frida January 2016 (has links)
The aim of this study was to investigate how teachers in schools for youths with intellectual disabilities view their pupils’ abilities to access sex education. The study is based on individual interviews with five teachers in years 6 - 9. The theoretical framework has been set by Michel Foucault’s theories on normality and power and “the ignored curriculum” as described by Nathalie A. Gougeon. It is also supported by additional theories on normality and sexuality. The results of the study show that, these pupils have a harder time finding information about sex and relationships, because of the stigma surrounding people with intellectual disabilities in relation to sexuality, and because of the lack of information about sex outside the classroom for youths with intellectual disabilities. Youths with no intellectual disabilities learn about sex also outside of classrooms to a large extent, which is more difficult for youths with intellectual disabilities. The role of the teacher as provider of sex education is therefore crucial.
157

Sur les tests lisses d'ajustement dans le context des series chronologiques

Tagne Tatsinkou, Joseph Francois 12 1900 (has links)
La plupart des modèles en statistique classique repose sur une hypothèse sur la distribution des données ou sur une distribution sous-jacente aux données. La validité de cette hypothèse permet de faire de l’inférence, de construire des intervalles de confiance ou encore de tester la fiabilité du modèle. La problématique des tests d’ajustement vise à s’assurer de la conformité ou de la cohérence de l’hypothèse avec les données disponibles. Dans la présente thèse, nous proposons des tests d’ajustement à la loi normale dans le cadre des séries chronologiques univariées et vectorielles. Nous nous sommes limités à une classe de séries chronologiques linéaires, à savoir les modèles autorégressifs à moyenne mobile (ARMA ou VARMA dans le cas vectoriel). Dans un premier temps, au cas univarié, nous proposons une généralisation du travail de Ducharme et Lafaye de Micheaux (2004) dans le cas où la moyenne est inconnue et estimée. Nous avons estimé les paramètres par une méthode rarement utilisée dans la littérature et pourtant asymptotiquement efficace. En effet, nous avons rigoureusement montré que l’estimateur proposé par Brockwell et Davis (1991, section 10.8) converge presque sûrement vers la vraie valeur inconnue du paramètre. De plus, nous fournissons une preuve rigoureuse de l’inversibilité de la matrice des variances et des covariances de la statistique de test à partir de certaines propriétés d’algèbre linéaire. Le résultat s’applique aussi au cas où la moyenne est supposée connue et égale à zéro. Enfin, nous proposons une méthode de sélection de la dimension de la famille d’alternatives de type AIC, et nous étudions les propriétés asymptotiques de cette méthode. L’outil proposé ici est basé sur une famille spécifique de polynômes orthogonaux, à savoir les polynômes de Legendre. Dans un second temps, dans le cas vectoriel, nous proposons un test d’ajustement pour les modèles autorégressifs à moyenne mobile avec une paramétrisation structurée. La paramétrisation structurée permet de réduire le nombre élevé de paramètres dans ces modèles ou encore de tenir compte de certaines contraintes particulières. Ce projet inclut le cas standard d’absence de paramétrisation. Le test que nous proposons s’applique à une famille quelconque de fonctions orthogonales. Nous illustrons cela dans le cas particulier des polynômes de Legendre et d’Hermite. Dans le cas particulier des polynômes d’Hermite, nous montrons que le test obtenu est invariant aux transformations affines et qu’il est en fait une généralisation de nombreux tests existants dans la littérature. Ce projet peut être vu comme une généralisation du premier dans trois directions, notamment le passage de l’univarié au multivarié ; le choix d’une famille quelconque de fonctions orthogonales ; et enfin la possibilité de spécifier des relations ou des contraintes dans la formulation VARMA. Nous avons procédé dans chacun des projets à une étude de simulation afin d’évaluer le niveau et la puissance des tests proposés ainsi que de les comparer aux tests existants. De plus des applications aux données réelles sont fournies. Nous avons appliqué les tests à la prévision de la température moyenne annuelle du globe terrestre (univarié), ainsi qu’aux données relatives au marché du travail canadien (bivarié). Ces travaux ont été exposés à plusieurs congrès (voir par exemple Tagne, Duchesne et Lafaye de Micheaux (2013a, 2013b, 2014) pour plus de détails). Un article basé sur le premier projet est également soumis dans une revue avec comité de lecture (Voir Duchesne, Lafaye de Micheaux et Tagne (2016)). / Several phenomena from natural and social sciences rely on distribution’s assumption among which the normal distribution is the most popular. The validity of that assumption is useful to setting up forecast intervals or for checking model adequacy of the underlying model. The goodness-of-fit procedures are tools to assess the adequacy of the data’s underlying assumptions. Autoregressive and moving average time series models are often used to find the mathematical behavior of these phenomena from natural and social sciences, and especially in the finance area. These models are based on some assumptions including normality distribution for the innovations. Normality assumption may be helpful for some testing procedures. Furthermore, stronger conclusions can be drawn from the adjusted model if the white noise can be assumed Gaussian. In this work, goodness-of-fit tests for checking normality for the innovations from autoregressive moving average time series models are proposed for both univariate and multivariate cases (ARMA and VARMA models). In our first project, a smooth test of normality for ARMA time series models with unknown mean based on a least square type estimator is proposed. We derive the asymptotic null distribution of the test statistic. The result here is an extension of the paper of Ducharme et Lafaye de Micheaux (2004), where they supposed the mean known and equal to zero. We use the least square type estimator proposed by Brockwell et Davis (1991, section 10.8) and we provide a rigorous proof that it is almost surely convergent. We show that the covariance matrix of the test is nonsingular regardless if the mean is known. We have also studied a data driven approach for the choice of the dimension of the family and we gave a finite sample approximation of the null distribution. Finally, the finite and asymptotic sample properties of the proposed test statistic are studied via a small simulation study. In the second project, goodness-of-fit tests for checking multivariate normality for the innovations from vector autoregressive moving average time series models are proposed. Since these time series models may rely on a large number of parameters, structured parameterization of the functional form is allowed. The methodology also relies on the smooth test paradigm and on families of orthonormal functions with respect to the multivariate normal density. It is shown that the smooth tests converge to convenient chi-square distributions asymptotically. An important special case makes use of Hermite polynomials, and in that situation we demonstrate that the tests are invariant under linear transformations. We observed that the test is not invariant under linear transformations with Legendre polynomials. A consistent data driven method is discussed to choose the family order from the data. In a simulation study, exact levels are studied and the empirical powers of the smooth tests are compared to those of other methods. Finally, an application to real data is provided, specifically on Canadian labour market data and annual global temperature. These works were exposed at several meeting (see for example Tagne, Duchesne and Lafaye de Micheaux (2013a, 2013b, 2014) for more details). A paper based on the first project is submitted in a refereed journal (see Duchesne, Lafaye de Micheaux et Tagne (2016)).
158

Neues Deutschland – neues Deutschlandbild? : Selbstdarstellung und Rezeption der Berliner Republik in Frankreich von 1990 bis in die Gegenwart / Une nouvelle Allemagne - une nouvelle image de l'Allemagne ? : l'autoreprésentation de la République de Berlin et sa réception en France de 1990 à nos jours

Marx, Jean-Samuel 13 December 2018 (has links)
La réunification ne transforma pas uniquement l’Allemagne sur le plan intérieur, mais eut également d’importantes répercussions sur sa place en Europe et dans le monde. Le nouveau contexte général ainsi que le changement générationnel au sein de la classe politique dans les années qui suivirent, entraînèrent aussi une évolution de l’autoreprésentation de la République fédérale. Tout cela ne resta pas sans conséquences sur sa perception à l’étranger. L’objectif de la présente thèse est d’analyser l’autoreprésentation de la jeune « République de Berlin » et sa réception en France de 1990 à nos jours. La question centrale est de savoir quelle image l’Etat allemand cherche à donner de lui-même et quelle image de l’Allemagne domine en France. Il s’agira de mettre en évidence les évolutions concrètes que l’on peut observer en la matière depuis la réunification, les facteurs permettant de les expliquer ainsi que de déterminer dans quelle mesure il existe une corrélation entre l’autoreprésentation de l’Allemagne et sa réception. / Reunification not only changed Germany domestically, but also had an important impact on its position in Europe and in the world. The new general framework as well as the generational change in politics in the following years also led to a change in the self-representation of the Federal Republic. All this did not remain without consequences on the perception of the country abroad. The aim of this thesis is to analyse the self-representation of the young “Berlin Republic” and its reception in France from 1990 to the present. The key question is which public image does the German state promote of itself and which image of Germany prevails in France. It will be highlighted how this has changed concretely since reunification, by which factors this development can be explained, and to what extent a correlation exists between Germany’s self-representation and its reception.
159

Choix optimal du paramètre de lissage dans l'estimation non paramétrique de la fonction de densité pour des processus stationnaires à temps continu / Optimal choice of smoothing parameter in non parametric density estimation for continuous time stationary processes

El Heda, Khadijetou 25 October 2018 (has links)
Les travaux de cette thèse portent sur le choix du paramètre de lissage dans le problème de l'estimation non paramétrique de la fonction de densité associée à des processus stationnaires ergodiques à temps continus. La précision de cette estimation dépend du choix de ce paramètre. La motivation essentielle est de construire une procédure de sélection automatique de la fenêtre et d'établir des propriétés asymptotiques de cette dernière en considérant un cadre de dépendance des données assez général qui puisse être facilement utilisé en pratique. Cette contribution se compose de trois parties. La première partie est consacrée à l'état de l'art relatif à la problématique qui situe bien notre contribution dans la littérature. Dans la deuxième partie, nous construisons une méthode de sélection automatique du paramètre de lissage liée à l'estimation de la densité par la méthode du noyau. Ce choix issu de la méthode de la validation croisée est asymptotiquement optimal. Dans la troisième partie, nous établissons des propriétés asymptotiques, de la fenêtre issue de la méthode de la validation croisée, données par des résultats de convergence presque sûre. / The work this thesis focuses on the choice of the smoothing parameter in the context of non-parametric estimation of the density function for stationary ergodic continuous time processes. The accuracy of the estimation depends greatly on the choice of this parameter. The main goal of this work is to build an automatic window selection procedure and establish asymptotic properties while considering a general dependency framework that can be easily used in practice. The manuscript is divided into three parts. The first part reviews the literature on the subject, set the state of the art and discusses our contribution in within. In the second part, we design an automatical method for selecting the smoothing parameter when the density is estimated by the Kernel method. This choice stemming from the cross-validation method is asymptotically optimal. In the third part, we establish an asymptotic properties pertaining to consistency with rate for the resulting estimate of the window-width.
160

非常態間斷隨機變數的產生 / Generation of non-normal approximated discrete random variables

李晏, Lee, Yen Unknown Date (has links)
使用母數統計方法(Parametric Tests)分析資料時,常需滿足常態假設,但實際得到的資料卻少有常態,因此研究違反常態假設對統計量所造成影響的強韌性研究(Robustness Research)在應用統計方法上是重要的研究主題。在進行此類研究時,常使用蒙地卡羅法(Monte Carlo Method)產生非常態之資料進一步進行研究,目前雖已有多個可產生非常態連續資料的方法被提出,但心理學研究之資 料卻多為間斷資料。而在產生非常態間斷資料時,除難以產生指定參數之間斷分配外,亦有無限多組具同樣參數之間斷分配可供選擇。針對以上兩困難,本研究提出可使用最大資訊熵程序估計符合指定參數之單變數間斷分配,用以產生對應之單變數間斷資料。最大資訊熵方法可所估出之間斷最大資訊熵分配除為符合指定參數時最常出現之分配以外,同時具有平滑、非必要無0 機率等特性。本研究呈現指定4 參數(平均數、變異數、偏態及峰度)與指定2 參數(偏態及峰度) 之最大資訊熵方法,及相對應之R 套件,並以R 套件對此2 方法進行探討評估。結果發現本研究所提出之二方法,在要求指定參數與估計參數之誤差均不超過 .001 時,均可估計出符合指定參數之可能組合之分配,顯示此二方法可精確產生指定參數之間斷分配。而本研究所提供之R 套件,除可在輸入點數、指定參數後產生間斷分配,亦可輸入指定樣本數目及樣本數於此間斷分配中抽取樣本,使此二方法於使用蒙地卡羅法進行間斷資料之強韌性研究時,更易於使用。 / When conducting the robustness researches about normality assumption with Monte Carlo method, a procedure for simulating non-normal data is needed. Some procedures for simulating the non-normal continuous data have been proposed, but the discrete data of ordered categorized variables (e.g., Likert-Type scale) are what we met mostly in practice. To estimate the discrete probability distribution precisely and choose one from infinite discrete probability distributions with the same constraints are 2 difficulties encountered on discrete data simulating process. Therefore, the research purposed a procedure called Maximum Entropy Procedure (MEP) which simulates the univariate discrete maximum entropy distribution with the specified parameters. The distribution is the one with greatest number with the specified parameters, most unlikely probability distribution with 0 probability and smoothest. The characteristics make the MEP a reasonable and considerable choice on simulating univariate discrete data with specified parameters. The MEP-4 (constraints on mean, variance, skewness and kurtosis), the MEP-2 (constraints on skewness and kurtosis) and the corresponding R packages which could estimate the univariate discrete distributions with the specified parameters are presented, evaluated and discussed in this research. It shows that the MEP-4 and MEP-2 are able to estimate the discrete probability distributions precisely with possible combinations of specified parameters with all differences are smaller than .001 and thus useful for robustness researches. The R packages presented in this study are easily to estimate the discrete probability distributions with specified parameters and generate data from these distributions with specified number of samples and sample size. Therefore the MEP-4 and MEP-2 could be easily implemented for generating discrete data with the specified parameters through the corresponding R package and thus useful for Monte Carlo method of robustness researches.

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