๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Regression models for estimating coseismic landslide displacement

โœ Scribed by Randall W. Jibson


Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
752 KB
Volume
91
Category
Article
ISSN
0013-7952

No coin nor oath required. For personal study only.

โœฆ Synopsis


Newmark's sliding-block model is widely used to estimate coseismic slope performance. Early efforts to develop simple regression models to estimate Newmark displacement were based on analysis of the small number of strong-motion records then available. The current availability of a much larger set of strong-motion records dictates that these regression equations be updated. Regression equations were generated using data derived from a collection of 2270 strong-motion records from 30 worldwide earthquakes. The regression equations predict Newmark displacement in terms of (1) critical acceleration ratio, (2) critical acceleration ratio and earthquake magnitude, (3) Arias intensity and critical acceleration, and (4) Arias intensity and critical acceleration ratio. These equations are well constrained and fit the data well (71% b R 2 b 88%), but they have standard deviations of about 0.5 log units, such that the range defined by the mean ยฑ one standard deviation spans about an order of magnitude. These regression models, therefore, are not recommended for use in site-specific design, but rather for regional-scale seismic landslide hazard mapping or for rapid preliminary screening of sites.


๐Ÿ“œ SIMILAR VOLUMES


Variance Estimation for High-Dimensional
โœ Vladimir Spokoiny ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 190 KB

The paper is concerned with the problem of variance estimation for a highdimensional regression model. The results show that the accuracy n -1/2 of variance estimation can be achieved only under some restrictions on smoothness properties of the regression function and on the dimensionality of the mo

Sequential estimation for time series re
โœ Takayuki Shiohama; Masanobu Taniguchi ๐Ÿ“‚ Article ๐Ÿ“… 2004 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 297 KB

Sequential procedures are proposed to estimate the regression parameters in a linear regression model with dependent residuals. The error process considered here is a linear process with unknown spectral density. The sequential point estimator for the regression parameters is based on the least-squa