School of Pure and Applied Sciences: Recent submissions
Now showing items 61-80 of 259
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Nonparametric Estimates for Conditional Quantiles of Time Series
(2014)We consider the problem of estimating the conditional quantile of a time series fYtg at time t given covariates Xt , where Xt can either exogenous variables or lagged variables of Yt . The conditional quantile is ... -
Nonparametric Mixed Ratio Estimator for a Finite Population Total in Stratified Sampling
(2018)We propose a nonparametric regression approach to the estimation of a finite population total in model based frameworks in the case of stratified sampling. Similar work has been done, by Nadaraya and Watson (1964), Hansen ... -
Distributive and Quantile Treatment Effects: Imputation Based Estimators Approach
(Journal of Statistical and Econometric Methods, 2018)This paper develops two new classes of estimators measuring the distributive effects of a treatment on a population. Using imputation methods, empirical quantile and bootstrap simulations, we managed to define and study ... -
Bootstrap Uniform Confidence Bands for A Local Linear Nonparametric Estimator and Applications to Financial Risk Management
(2012)This paper considers the problem of bootstrapping a local linear estimator in conditional quantile estimation of a financial time series assuming independent and identically distributed errors. A nonparametric ... -
Conditional CAPM in Financial Risk Management: A Quantile Autoregression approach
(2012)The study aims to provide a comprehensive description of dependence pattern of a stock by studying a range of betas derived as quantiles of conditional return distribution using quantile regression based on moving window ... -
Modelling the volatility of exchange rates in the Kenyan market
(Academic Journals, 2010)This paper considers the application of the generalized autoregressive conditional heteroscedasticity process in the estimation of volatility in the Kenyan exchange rates. A quasi-maximum likelihood estimation procedure ... -
Using Conditional Extreme Value Theory to Estimate Value-at-Risk for Daily Currency Exchange Rates
(IOP Publishing, 2017)This paper implements different approaches used to compute the one-day Value-at-Risk (VaR) forecast for a portfolio of four currency exchange rates. The concepts and techniques of the conventional methods considered in ... -
Statistical techniques for modeling extreme price dynamics in the energy market
(IOP Publishing, 2013)Extreme events have large impact throughout the span of engineering, science and economics. This is because extreme events often lead to failure and losses due to the nature unobservable of extra ordinary occurrences. ... -
Determination of serum isometamidium levels in sheep and goats under field conditions using isometamidium-ELISA
(2000)Twenty eight sheep and 28 goats were treated with isometamidium chloride (Samorin®, hone Merieux, Lyon, France) at a dose of 1 mg/kg body weight (bw) by intramuscular injection. All the animals were grazed in a tsetse-infested ... -
Evaluation of isometamidium levels in the serum of sheep and goats after prophylactic treatment against trypanosomosis
(Onderstepoort Journal of Veterinary Research, 2004)Evaluation of isometamidium levels in the serum of sheep and goats after prophylactic treatment against trypanosomosis. Onderstepoort Journal of Veterinary Research, 71:175–179 Isometamidium chloride has been used for the ... -
Anti-trypanosomal effects ofAzadiracta indica(neem)extract onTrypanosoma brucei rhodesiense-infected mice
(Eastern Journal of Medicine, 2009)Anin vivostudy was carried out to determine the anti-typanosomal effect of aqueous extracts of the barkofAzadiracta indica(neem) inTrypanosoma brucei rhodesiense-infected mice. The extracts were orallyadministeredad ... -
Catalytic Reduction of Hexavalent Chromium using Nanostructured Polyamic Acid
(American Chemical Society, 2014)This paper provides a survey of conventional and emerging techniques that are available for characterizing engineered nanoparticles in complex matrices. Techniques that were considered include microscopy (TEM, SEM, HRTEM, ... -
Reduction of Hexavalent Chromium Using Naturally-Derived Flavonoids
(American Chemical Society, 2012)Quercetin is a naturally occurring flavonoid that is known to form complexes with metals; a process that reduces the environmental availability of toxic metals such as chromium. We hereby report the first evidence of the ... -
A residual-based bootstrap for functional autoregressions
(arXiv preprint, 2019)We consider the residual-based or naive bootstrap for functional autoregressions of order 1 and prove that it is asymptotically valid for, e.g., the sample mean and for empirical covariance operator estimates. As a crucial ... -
Multi-walled carbon nanotubes: innovativesorbents for pre-concentration of polychlorinatedbiphenyls in aqueous environments
(Royal Society of Chemistry, 2015)Carbon nanotubes (CNTs) have demonstrated outstanding chemical and mechanical stability, electricalproperties, and strong interactions with aromatic compounds owing to thep-electron system on thegraphene sheets. Taking ... -
Organochlorine pesticide residues in sediment and water from NairobiRiver, Kenya: levels, distribution, and ecological risk assessment
(Environmental Science and Pollution Research, 2018)Production and use of most organochlorine pesticides (OCPs) was banned through the Stockholm Convention on persistentorganic pollutants. However, appreciable amounts are still detected in the environment due to their ... -
Optimal threshold determination based on the meanexcess plot
(Taylor and Francis Group, 2019)Choosing a suitable threshold has been an issue in practice. Based on the mean excess plot (MEP), the eyeball inspection approach(EIA) is mainly used to determine the threshold. This involves fitting the threshold at the ... -
Biodegradation of carbofuran in soils within Nzoia River Basin, Kenya
(Taylor & Francis, 2015)Carbofuran (2,3-dihydro-2,2-dimethylbenzofuran-7-yl methylcarbamate) has been used within the Nzoia River Basin (NRB), especially in Bunyala Rice Irrigation Schemes, in Kenya for the control of pests. In this study, the ...
