We develop methods of nonparametric estimation for the Expected Shortfall of possibly heavy tailed asset returns that leads to asymptotically standard inference. We use a tail-trimming indicator to dampen extremes negligibly, ensuring standard Gaussian inference, and a higher rate of convergence than without trimming when the variance is infinite. Trimming, however, causes bias in small sample…

PENGARUH PERTUMBUHAN PEMBIAYAAN JUAL BELI DAN PERTUMBUHAN PEMBIAYAAN BAGI HASIL TERHADAP PERTUMBUHAN LABA BERSIH BANK UMUM SYARIAH. Skripsi. Program Strata Satu Program Studi Akuntansi. Fakultas Ekonomi dan Bisnis Universitas Muhammadiyah Prof. DR. HAMKA. 2015. Jakarta. Kata Kunci: Pertumbuhan Pembiayaan Jual Beli, Pertumbuhan Pembiayaan Bagi Hasil, dan Pertumbuhan Laba Bersih. Penelitian in…

In situ fluorometers are the optimal means of providing high-frequency estimates of phytoplankton communities. However, they may be subjected to measurement biases originating from variations in the physiological states of cells, the use of spectral fluorescence signatures (SFS) defined on the basis of inappropriate phytoplankton groups and the lack of linear independence between selected sets …

PENGARUH UKURAN PERUSAHAAN DAN CORPORATE GOVERNANCE TERHADAP KUALITAS LABA (STUDI EMPIRIS PADA PERUSAHAAN MANUFAKTUR SEKTOR OTOMOTIF DAN KOMPONEN YANG TERDAFTAR DI BURSA EFEK INDONESIA) Skripsi. Program Strata Satu Program Studi Akuntansi. Fakultas Ekonomi dan Bisnis Universitas Muhammadiyah Prof. DR. HAMKA. 2015. Jakarta. Kata kunci : Ukuran Perusahaan, Dewan Komisaris Independen, Komite Aud…

We present an approach for subspace detection of small seismic events that includes methods for estimating magnitudes and associating detections from multiple stations into unique events. The process is used to identify mining related seismicity from a surface coal mine and an underground coal mining district, both located in the Western U.S. Using a blasting log and a locally derived seismic c…

Previous formalisms for determining the static perturbation of spherically symmetric selfgravitating elastic Earth models due to displacement dislocations deal with each infinitesimal element of the fault system in its epicentral reference frame. In this work, we overcome this restriction and present novel and compact formulas for obtaining the perturbation due to the whole fault system in an a…

The electrical rock conductivity is a sensitive indicator for carbon dioxide (CO2) injection and migration processes. For a reliable balancing of the free CO2 in pore space with petrophysical models such as Archie’s law or for the detection of migrating CO2, detailed knowledge of the pore water conductivity during interaction with CO2 is essential but not available yet. Contrary to common ass…

Mantle control on the geodynamo is often simulated using numerical dynamos with imposed outer boundary heat flux inferred from lower mantle tomography, assuming that seismic and thermal anomalies in the lowermost mantle are highly correlated. However, non-thermal effects might perturb this idealized linear seismic–thermalmapping. Here we use a probabilistic tomography model to isolate the the…

The linear traveltime interpolation has been a routinemethod to compute first arrivals of seismic waves and trace rays in complex media. The method assumes that traveltimes follow a linear distribution on each boundary of cells. The linearity assumption of traveltimes facilitates the numerical implementation but its violation may result in large computational errors. In this paper, we propose a…

This paper presents efficient numerical schemes for 3-D gravity field inversion. We propose a 2-D multilayer model to approximate a 3-D density distribution, and prove that the solution of the multilayer model will converge to the discretized 3-D solution. Differed from the conventional fast Fourier transform (FFT) based methods in which FFT is applied to the kernel, the proposed approach dire…