Research and Publications: Recent submissions
Now showing items 1041-1060 of 1138
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Exponentiated generalized exponential Dagum distribution
(Elsevier, 2017)In this study, the exponentiated generalized exponential Dagum distribution has been proposed and studied. This family of distribution consists of a number of sub-models such as the exponentiated generalized Dagum ... -
Organochlorine Pesticides Residues in Lake Naivasha Catchment Water
(2017)Lake Naivasha, Kenya, hangs precariously in balance between economic exploitation and biodiversity conservation. There is increasing intensity of horticultural activities around the lake, believed to result in excessive ... -
Reconfigurable high-speed optical fibre networks: Optical wavelength conversion and switching using VCSELs to eliminate channel collisions
(Elsevier, 2017-01)We experimentally provide an alternative solution to channel collisions through upwavelength conversion and switching by using vertical cavity surface-emitting lasers (VCSELs). This has been achieved by utilizing purely ... -
Demonstration of Raman-based, dispersion-managed VCSEL technology for fibre-to-the-hut application
(Elsevier, 2017-03)For the first time, we experimentally investigate the use of vertical cavity surface emitting lasers (VCSELs) in the fibre-to-the-home (FTTH) flavour for Africa, known as fibre-to-the-hut. Fibre-to-the-hut is a VCSEL ... -
A signal impairment-aware scheme for next-gen flexible spectrum in 10 Gb/s VCSEL metro-access optical fibre networks
(Elsevier, 2017-07)We experimentally characterized and optimized link performance of a multi-node flexible spectrum network. The cheap and low power consuming and wavelength tunable vertical cavity surface-emitting lasers (VCSELs) have ... -
Discussion on Generalized Modified Inverse Rayleigh
(2018-01-01)In this paper, a generalization of the modified inverse Rayleigh distribution called the new exponentiated generalized modified inverse Rayleigh distribution is proposed and studied. Various sub-models of the new distribution ... -
Nonparametric Estimation of the Error Functional of a Location-Scale Model
(Scienpress Ltd, 2018-10-01)Two estimators of the distribution of the error term are proposed based on nonparametric regression residuals; considering a heteroscadastic location-scale model where the mean and variance functions are smooth, and the ... -
Consistency of the Model Order Change-Point Estimator for GARCH Models
(Scientific Research Publishing Inc., 2018)GARCH models have been commonly used to capture volatility dynamics in financial time series. A key assumption utilized is that the series is stationary as this allows for model identifiability. This however violates the ... -
Exponentiated Generalized Power Series Family of Distributions
(2018)In this paper, a new family of distributions called the exponentiated generalized power series family is proposed and studied. Statistical properties such as stochastic order, quantile function, entropy, mean residual ... -
Modeling USD/KES Exchange Rate Volatility using GARCH Models
(IOSR Journal of Economics and Finance (IOSR-JEF), 2017-02)this paper the generalized autoregressive conditional heteroscedastic models are applied in modeling exchange rate volatility of the USD/KES exchange rate using daily observations over the period starting 3rd January 2003 ... -
Imputation Based Treatment Effect Estimators
(2017-09-15)The problem of counterfactual and control group is at the core of impact evaluation. Almost all existing methods aim to find the best control group to compare with the treated group. The aim of this study is to use ... -
Application of Conditional Autoregressive Value at Risk Model to Kenyan Stocks: A Comparative Study
(Science Publishing Group, 2017-05-22)Value at Risk (VaR) became the industry accepted measure for risk by financial institutions and their regulators after the Basel I Accords agreement of 1996. As a result, many methodologies of estimating VaR models used ... -
Exponentiated Generalized Transformed-Transformer Family of Distributions
(Scienpress Ltd, 2017)Recently, the development of generalized class of distributions has become an issue of interest, to both applied and theoretical statisticians, due to their wider application in different fields of studies. Thus, ... -
Using Conditional Extreme Value Theory to Estimate Value-at-Risk for Daily Currency Exchange Rates
(Scientific Research Publishing Inc., 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 ... -
Estimating Dependence Structure and Risk of Financial Market Crash
(Canadian Center of Science and Education, 2016-10)In this paper, we estimate the dependence structure between international stock markets using copulas. Different relationships that exist in normal and extreme periods were estimated using Clayton copula. The Inference ... -
Empirical and numerical analysis of small wind turbine aerodynamic performance at a plateau terrain in Kenya
(2016)Kenya's energy depends on fossil fuels and the country is yet to embrace alternative sources that are environmentally friendly. In this paper, empirical and computational approaches are presented to investigate aerodynamic ... -
Experimental and numerical study of turbulence effect on aerodynamic performance of a small-scale vertical axis wind turbine
(2016)The suitability of vertical axis wind turbines (VAWTs) in harnessing energy within a complex wind environment has increased their renewed interest. However, there still exists a huge knowledge gap about the aerodynamic ... -
Reactivity, Characterization of Reaction Products and Immobilization of Lead in Water and Sediments using Quercetin Pentaphosphate
(RSC, 2016)Lead is currently ranked the number one heavy metal pollutant with maximum contaminant level (MCL) of 0.015 mg/L. The use of organicsolvent free methods to immobilize lead from the environment is attracting the attention ... -
Comparative studies in electrochemical degradation of sulfamethoxazole and diclofenac in water by using various electrodes and phosphate and sulfate supporting electrolytes
(Taylor and Francis, 2016-06)In this study, the electro-oxidation capacities of Na2SO4 and potassium phosphate buffer supporting electrolytes were tested and compared for destruction of the sulfamethoxazole (SMX) and diclofenac (DCF) on platinum (Pt) ...