Strategic Project - UI 297 - 2011-2012

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Publications

Estimation in mixed models through three step minimization

Publication . Ferreira, Dário; Ferreira, Sandra S.; Nunes, Célia; Mexia, João T.

The aim of this article is to present an estimation procedure for both fixed effects and variance components in linear mixed models. This procedure consists of a maximum likelihood method which we call Three Step Minimization, TSM. The major contribution of this method is that when variances tend to be null standard algorithms behave badly, unlike the TSM method, which uses a grid search algorithm in a compact set. A numerical application with real and simulated data is provided.

2015Journal article

Open access

Estimation and Orthogonal Block Structure

Publication . Ferreira, Sandra S.; Nunes, Célia; Ferreira, Dário; Moreira, Elsa; Mexia, João T.

Estimators with good behaviors for estimable vectors and variance components are obtained for a class of models that contains the well known models with orthogonal block structure, OBS, see [15], [16] and [1], [2]. The study observations of these estimators uses commutative Jordan Algebras, CJA, and extends the one given for a more restricted class of models, the models with commutative orthogonal block structure, COBS, in which the orthogonal projection matrix on the space spanned by the means vector commute with all variance-covariance matrices, see [7].

2015Journal article

Open access

Inducing pivot variables and non-centrality parameters in elliptical distributions

Publication . Ferreira, Dário; Ferreira, Sandra S.; Nunes, Célia; Inácio, Sónia

We used inducing pivot variables to derive confidence intervals for the non-centrality parameters of samples with elliptical errors. A numerical application is presented.

2013Journal article

Open access

Confidence intervals for variance components in gauge capability studies

Publication . Ferreira, Dário; Ferreira, Sandra S.; Nunes, Célia; Oliveira, Teresa A.; Mexia, João T.

We present a method, that uses pivot variables, which are functions of statistics and parameters, of constructing confidence intervals for variance components in gauge capability studies. As illustration we will consider a study on repeatability and reproducibility measures. Besides this the paper includes a simulation study demonstrating that in approximately 9500 out of 10000 simulations the 95% confidence interval covers the true value of the parameter.

2018Journal article

Restricted access

Estimation in Models with Commutative Orthogonal Block Structure, Imbedded Orthogonality

Publication . Ferreira, Sandra S.; Ferreira, Dário; Nunes, Célia; Mexia, João T.

As a branch of Block Designs, research on Balanced Incomplete Block Designs (BIBD) arose several interesting and defying problems within Combinatory Mathematics. Hadamard Matrices are present in our daily life and it give rise to a class of block designs named Hadamard configurations. It is easy and current to find different applications of it based on new technologies and codes of figures such as Quick Response Codes (QR Codes). These are bi-dimensional barcodes that can be easily read by common devices which have image capture function, such as mobile phones. Risk is the potential of losing something of value, weighed against the potential to gain something of value. There are several types of risk and we will focus on information security risk, namely on the information loss for QR Codes. Connections between the various methodologies and QR Codes will be discussed.

2016Book part

Restricted access