The paper considers likelihood-based estimation of multivariate models, in which only marginal distributions are correctly specified. The unknown joint distribution is modelled with a copula function, which may be misspecified. In a GMM framework, we study robustness and efficiency of resulting estimators, propose improvements to existing estimators and discuss tests of copula validity. It is s...

Anticipating the actions of others is key to coordinating joint activities. We propose the notion of anticipatory action and perception for for robots acting with humans. We describe four systems in which anticipation has been modeled for human-robot interaction; two in a teamwork setting, and two in a human-robot joint performance setting. In evaluating the effects of anticipatory agent activi...

arch dams are generally built in cantilvever monoliths. vertical contraction joints between monoliths control the stresses due to concrete shrinkage and temperature variations. past studies in earthquake safety evaluation of the system often show the tensile fracture and local nonlinear deformation of joints. in this paper, some nonlinear joint element constitutive models are presented to exami...

Public provision of a private goods is justified on efficiency grounds in a modelwith no redistributive preferences. A government’s involvement in the provision of a private good generates information about preferences that facilitatesmore efficient revenue extraction for the provision of public goods. Public provision of the private good improves economic efficiency under a condition that is a...

We study stochastic energetic exchanges in quantumheat engines. Due tomicroreversibility, these obey a fluctuation relation, called the heat enginefluctuation relation, which implies the Carnot bound: nomachine can have an efficiency greater thanCarnot’s efficiency. The stochastic thermodynamics of a quantumheat engine (including the joint statistics of heat andwork and the statistics of effici...

The present research studied the acoustic properties of 40 oak timber samples (Quercus castaneifolia): the acoustic coefficient (K) and acoustic conversion efficiency (ACE) in free vibration mode, using the free-free bar method with different planes of vibration, i.e., tangential (LT) and radial (LR). These acoustic parameters were considered for both primary virgin wooden beams and modified be...

Estimating and tracking the state is a fundamental ability of any autonomous system. The complexity of state spaces in typical applications frequently necessitate approximate filtering techniques such as particle filters. However, these methods often suffer from the curse of dimensionality when attempting to maintain a high-dimensional joint posterior distribution. Based on the insight that mos...

For improving the reliability and efficiency of the dynamic modelling and simulation of planar linkage with revolute joint clearances, the corresponding vector bond graph procedure is proposed. Based on the kinematic relations, the vector bond graph model of a rigid body undergoing planar motion is built. Besides this, the vector bond graph model of revolute joint clearance is made based on con...

In this study a directional output distance function which incorporates both desirable and undesirable output is employed to investigate the impact of privatization experienced by the Taiwan Motor Transport Company (TMTC). For the first time, we measure efficiency changes before and after privatization while treating transport risk as a joint but undesirable output. The empirical results demons...

Commercial mortgage backed securities (CMBS) are complex asset backed securities trading in markets that do not currently use derivatives pricing technology. This lack of usage is due to the complexity of the modeling exercise, and only the recent and costly availability of historical data. As such, CMBS markets provide a natural environment for the testing of market efficiency with respect to ...