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Dissertations / Theses on the topic 'And shrinkage estimator (SE)'

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Published: 4 June 2021

Last updated: 7 February 2022

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1

Hoque, Zahirul. "Improved estimation for linear models under different loss functions." University of Southern Queensland, Faculty of Sciences, 2004. http://eprints.usq.edu.au/archive/00001438/.

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This thesis investigates improved estimators of the parameters of the linear regression models with normal errors, under sample and non-sample prior information about the value of the parameters. The estimators considered are the unrestricted estimator (UE), restricted estimator (RE), shrinkage restricted estimator (SRE), preliminary test estimator (PTE), shrinkage preliminary test estimator (SPTE), and shrinkage estimator (SE). The performances of the estimators are investigated with respect to bias, squared error and linex loss. For the analyses of the risk functions of the estimators, analy

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2

Mahdi, Tahir Naweed. "Shrinkage estimation in prediction." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1997. http://www.collectionscanada.ca/obj/s4/f2/dsk3/ftp04/mq30515.pdf.

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3

Kim, Tae-Hwan. "The shrinkage least absolute deviation estimator in large samples and its application to the Treynor-Black model /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 1998. http://wwwlib.umi.com/cr/ucsd/fullcit?p9901433.

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4

Chan, Tsz-hin, and 陳子軒. "Hybrid bootstrap procedures for shrinkage-type estimators." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2012. http://hub.hku.hk/bib/B48521826.

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In statistical inference, one is often interested in estimating the distribution of a root, which is a function of the data and the parameters only. Knowledge of the distribution of a root is useful for inference problems such as hypothesis testing and the construction of a confidence set. Shrinkage-type estimators have become popular in statistical inference due to their smaller mean squared errors. In this thesis, the performance of different bootstrap methods is investigated for estimating the distributions of roots which are constructed based on shrinkage estimators. Focus is on two shrin

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5

Remenyi, Norbert. "Contributions to Bayesian wavelet shrinkage." Diss., Georgia Institute of Technology, 2012. http://hdl.handle.net/1853/45898.

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This thesis provides contributions to research in Bayesian modeling and shrinkage in the wavelet domain. Wavelets are a powerful tool to describe phenomena rapidly changing in time, and wavelet-based modeling has become a standard technique in many areas of statistics, and more broadly, in sciences and engineering. Bayesian modeling and estimation in the wavelet domain have found useful applications in nonparametric regression, image denoising, and many other areas. In this thesis, we build on the existing techniques and propose new methods for applications in nonparametric regression, image d

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6

Vumbukani, Bokang C. "Comparison of ridge and other shrinkage estimation techniques." Master's thesis, University of Cape Town, 2006. http://hdl.handle.net/11427/4364.

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Includes bibliographical references.<br>Shrinkage estimation is an increasingly popular class of biased parameter estimation techniques, vital when the columns of the matrix of independent variables X exhibit dependencies or near dependencies. These dependencies often lead to serious problems in least squares estimation: inflated variances and mean squared errors of estimates unstable coefficients, imprecision and improper estimation. Shrinkage methods allow for a little bias and at the same time introduce smaller mean squared error and variances for the biased estimators, compared to those of

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7

Mergel, Victor. "Divergence loss for shrinkage estimation, prediction and prior selection." [Gainesville, Fla.] : University of Florida, 2006. http://purl.fcla.edu/fcla/etd/UFE0015678.

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8

Ullah, Bashir. "Some contributions to positive part shrinkage estimation in various models." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1997. http://www.collectionscanada.ca/obj/s4/f2/dsk2/ftp03/NQ30263.pdf.

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9

Tang, Tianyuan, and 唐田园. "On uniform consistency of confidence regions based on shrinkage-type estimators." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2011. http://hub.hku.hk/bib/B47152035.

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10

Serra, Puertas Jorge. "Shrinkage corrections of sample linear estimators in the small sample size regime." Doctoral thesis, Universitat Politècnica de Catalunya, 2016. http://hdl.handle.net/10803/404386.

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We are living in a data deluge era where the dimensionality of the data gathered by inexpensive sensors is growing at a fast pace, whereas the availability of independent samples of the observed data is limited. Thus, classical statistical inference methods relying on the assumption that the sample size is large, compared to the observation dimension, are suffering a severe performance degradation. Within this context, this thesis focus on a popular problem in signal processing, the estimation of a parameter, observed through a linear model. This inference is commonly based on a linear filter

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11

Vu, Anh Tuan Eric. "La modélisation du risque en immobilier d'entreprise." Thesis, Paris 9, 2014. http://www.theses.fr/2014PA090016.

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L’immobilier est un actif récalcitrant, hétérogène et illiquide, ces incertitudes constituent l`appréhension du risque en immobilier d`entreprise. Nous suggérons que le risque peut être évaluer à travers une somme de mesure de risque : en premier lieu dans une approche globale de la volatilité, ce que peut nous proposer une analyse de portefeuille, puis dans une approche plus fine, que peut nous donner la prime de risque d`un marché bureau. Notre travail doctoral se propose d’adapter les outils hérités du monde financier à l’évaluation du risque dans les principaux marchés de bureau Européen.

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12

Ali, Abdunnabi M. Carleton University Dissertation Mathematics. "Interface of preliminary test approach and empirical Bayes approach to shrinkage estimation." Ottawa, 1990.

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13

Hu, Qilin. "Autocorrelation-based factor analysis and nonlinear shrinkage estimation of large integrated covariance matrix." Thesis, London School of Economics and Political Science (University of London), 2016. http://etheses.lse.ac.uk/3551/.

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The first part of my thesis deals with the factor modeling for high-dimensional time series based on a dimension-reduction viewpoint. we allow the dimension of time series N to be as large as, or even larger than the sample size of the time series. The estimation of the factor loading matrix and subsequently the factors are done via an eigenanalysis on a non-negative definite matrix constructed from autocorrelation matrix. The method is dubbed as AFA. We give explicit comparison of the convergence rates between AFA with PCA. We show that AFA possesses the advantage over PCA when dealing with s

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14

KWON, YEIL. "NONPARAMETRIC EMPIRICAL BAYES SIMULTANEOUS ESTIMATION FOR MULTIPLE VARIANCES." Diss., Temple University Libraries, 2018. http://cdm16002.contentdm.oclc.org/cdm/ref/collection/p245801coll10/id/495491.

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Statistics<br>Ph.D.<br>The shrinkage estimation has proven to be very useful when dealing with a large number of mean parameters. In this dissertation, we consider the problem of simultaneous estimation of multiple variances and construct a shrinkage type, non-parametric estimator. We take the non-parametric empirical Bayes approach by starting with an arbitrary prior on the variances. Under an invariant loss function, the resultant Bayes estimator relies on the marginal cumulative distribution function of the sample variances. Replacing the marginal cdf by the empirical distribution function,

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15

Dickinson, Charles R. "Refinement and extension of shrinkage techniques in loss rate estimation of Marine Corps officer manpower models/." Thesis, Monterey, California. Naval Postgraduate School, 1988. http://hdl.handle.net/10945/23375.

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This thesis is a continuation of previous work to apply modern multiparameter estimation techniques to the problem of estimating attrition rates for a large number of small inventory cells in manpower planning models used by the U.S. Marine Corps. The main advances involve the promising introduction of empirical Bayes (non-constant shrinkage) techniques, recognition of the non symmetric nature of the errors with a response to this, and some insight into all aggregation plans that should help provide greater stability for the estimation methods. In addition, the roles of some middle level metho

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16

Misiewicz, John M. "Extension of aggregation and shrinkage techniques used in the estimation of Marine Corps Officer attrition rates." Thesis, Monterey, California. Naval Postgraduate School, 1989. http://hdl.handle.net/10945/25936.

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17

Dick, Artur [Verfasser], Udo [Akademischer Betreuer] Kamps, and Maria [Akademischer Betreuer] Kateri. "Shrinkage estimation in parametric families of distributions based on divergence measures / Artur Dick ; Udo Kamps, Maria Kateri." Aachen : Universitätsbibliothek der RWTH Aachen, 2018. http://d-nb.info/1181193192/34.

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18

Som, Agniva. "Paradoxes and Priors in Bayesian Regression." The Ohio State University, 2014. http://rave.ohiolink.edu/etdc/view?acc_num=osu1406197897.

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19

Huang, Zhengyan. "Differential Abundance and Clustering Analysis with Empirical Bayes Shrinkage Estimation of Variance (DASEV) for Proteomics and Metabolomics Data." UKnowledge, 2019. https://uknowledge.uky.edu/epb_etds/24.

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Mass spectrometry (MS) is widely used for proteomic and metabolomic profiling of biological samples. Data obtained by MS are often zero-inflated. Those zero values are called point mass values (PMVs). Zero values can be further grouped into biological PMVs and technical PMVs. The former type is caused by the absence of components and the latter type is caused by detection limit. There is no simple solution to separate those two types of PMVs. Mixture models were developed to separate the two types of zeros apart and to perform the differential abundance analysis. However, we notice that the mi

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20

Delaney, James Dillon. "Contributions to the Analysis of Experiments Using Empirical Bayes Techniques." Diss., Georgia Institute of Technology, 2006. http://hdl.handle.net/1853/11590.

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Specifying a prior distribution for the large number of parameters in the linear statistical model is a difficult step in the Bayesian approach to the design and analysis of experiments. Here we address this difficulty by proposing the use of functional priors and then by working out important details for three and higher level experiments. One of the challenges presented by higher level experiments is that a factor can be either qualitative or quantitative. We propose appropriate correlation functions and coding schemes so that the prior distribution is simple and the results easily interpr

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21

Liu, Wenjie. "Estimation and bias correction of the magnitude of an abrupt level shift." Thesis, Linköpings universitet, Statistik, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-84618.

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Consider a time series model which is stationary apart from a single shift in mean. If the time of a level shift is known, the least squares estimator of the magnitude of this level shift is a minimum variance unbiased estimator. If the time is unknown, however, this estimator is biased. Here, we first carry out extensive simulation studies to determine the relationship between the bias and three parameters of our time series model: the true magnitude of the level shift, the true time point and the autocorrelation of adjacent observations. Thereafter, we use two generalized additive models to

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22

Zhang, Yafei. "Comparative Analysis of Ledoit's Covariance Matrix and Comparative Adjustment Liability Management (CALM) Model Within the Markowitz Framework." Digital WPI, 2014. https://digitalcommons.wpi.edu/etd-theses/790.

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Estimation of the covariance matrix of asset returns is a key component of portfolio optimization. Inherent in any estimation technique is the capacity to inaccurately reflect current market conditions. Typical of Markowitz portfolio optimization theory, which we use as the basis for our analysis, is to assume that asset returns are stationary. This assumption inevitably causes an optimized portfolio to fail during a market crash since estimates of covariance matrices of asset returns no longer re ect current conditions. We use the market crash of 2008 to exemplify this fact. A current industr

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23

Jin, Shaobo. "Essays on Estimation Methods for Factor Models and Structural Equation Models." Doctoral thesis, Uppsala universitet, Statistiska institutionen, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-247292.

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This thesis which consists of four papers is concerned with estimation methods in factor analysis and structural equation models. New estimation methods are proposed and investigated. In paper I an approximation of the penalized maximum likelihood (ML) is introduced to fit an exploratory factor analysis model. Approximated penalized ML continuously and efficiently shrinks the factor loadings towards zero. It naturally factorizes a covariance matrix or a correlation matrix. It is also applicable to an orthogonal or an oblique structure. Paper II, a simulation study, investigates the properties

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24

Kastner, Gregor. "Sparse Bayesian Time-Varying Covariance Estimation in Many Dimensions." WU Vienna University of Economics and Business, 2016. http://epub.wu.ac.at/5172/1/resreport129.pdf.

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Dynamic covariance estimation for multivariate time series suffers from the curse of dimensionality. This renders parsimonious estimation methods essential for conducting reliable statistical inference. In this paper, the issue is addressed by modeling the underlying co-volatility dynamics of a time series vector through a lower dimensional collection of latent time-varying stochastic factors. Furthermore, we apply a Normal-Gamma prior to the elements of the factor loadings matrix. This hierarchical shrinkage prior effectively pulls the factor loadings of unimportant factors towards zero, ther

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25

Hösthagen, Anders. "Thermal Crack Risk Estimation and Material Properties of Young Concrete." Licentiate thesis, Luleå tekniska universitet, Byggkonstruktion och brand, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:ltu:diva-65495.

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This thesis presents how to establish a theoretical model to predict risk of thermal cracking in young concrete when cast on ground or an arbitrary construction. The crack risk in young concrete is determined in two steps: 1) calculation of temperature distribution within newly cast concrete and adjacent structure; 2) calculation of stresses caused by thermal and moisture (due to self-desiccation, if drying shrinkage not included) changes in the analyzed structure. If the stress reaches the tensile strength of the young concrete, one or several cracks will occur. The main focus of this work is

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26

Canteri, Laurence. "Transferts et déformations en surface au cours du séchage : estimation de la qualité du matériau bois." Vandoeuvre-les-Nancy, INPL, 1996. http://www.theses.fr/1996INPL077N.

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L’objectif de ce travail est de réaliser une synthèse de l'interprétation des phénomènes thermomécaniques se produisant au cours du séchage convectif à haute température du bois massif, intégrant la variabilité inter et intra arbre. Une notion de qualité plus objective que celle introduite jusqu'ici au laboratoire est apportée. Un dispositif fiable de mesures locales et simultanées de pression et température est couplé à une méthode non destructive de mesure des déformations en surface. Lors de séchages de duramen de résineux (pin sylvestre), une absence de première phase est mise en évidence,

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27

Jonsson, Robin. "Optimal Linear Combinations of Portfolios Subject to Estimation Risk." Thesis, Mälardalens högskola, Akademin för utbildning, kultur och kommunikation, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-28524.

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The combination of two or more portfolio rules is theoretically convex in return-risk space, which provides for a new class of portfolio rules that gives purpose to the Mean-Variance framework out-of-sample. The author investigates the performance loss from estimation risk between the unconstrained Mean-Variance portfolio and the out-of-sample Global Minimum Variance portfolio. A new two-fund rule is developed in a specific class of combined rules, between the equally weighted portfolio and a mean-variance portfolio with the covariance matrix being estimated by linear shrinkage. The study show

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28

Moradi, Rekabdarkolaee Hossein. "Dimension Reduction and Variable Selection." VCU Scholars Compass, 2016. http://scholarscompass.vcu.edu/etd/4633.

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High-dimensional data are becoming increasingly available as data collection technology advances. Over the last decade, significant developments have been taking place in high-dimensional data analysis, driven primarily by a wide range of applications in many fields such as genomics, signal processing, and environmental studies. Statistical techniques such as dimension reduction and variable selection play important roles in high dimensional data analysis. Sufficient dimension reduction provides a way to find the reduced space of the original space without a parametric model. This method has b

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29

WANG, QI. "Shrinkage amid Growth." Thesis, KTH, Arkitektur, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-298829.

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In general, the project I am going to present has two parts, the first part was finished in my first master year (2020.05) and further improved during past days, while the second part is what I have been focused on during the thesis. together, they worked as a complete circle in the project. From the reality perspective, what caught my attention was the two opposite trends during urban development – growing and shrinking. -The cities in growth nowadays, especially megacities, are facing huge challenges on housing shortages, transportation pressures, overpopulation issues etc. for centurie

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30

Zheng, Yong Chu. "Shrinkage behaviour of geopolymers /." Connect to thesis, 2010. http://repository.unimelb.edu.au/10187/7157.

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31

Kanellopoulos, Antonios. "Autogenous shrinkage of CARDIFRCRTM." Thesis, Cardiff University, 2004. http://orca.cf.ac.uk/55928/.

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Durability requirements have become a major issue in the design of concrete structures today. The hardening process plays a key role in the quality of the concrete. Autogenous shrinkage is considered to be a factor that may cause damage to the concrete structure during hardening. The concept of autogenous shrinkage is relatively new and in the case of conventional concrete with fairly high water to cement ratios these self-induced volume changes are found to be relatively small and therefore are neglected. Self-desiccation and autogenous shrinkage are pronounced phenomena in the case of low wa

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32

Mokarem, David W. "Development of Concrete Shrinkage Performance Specifications." Diss., Virginia Tech, 2002. http://hdl.handle.net/10919/27605.

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During its service life, concrete experiences volume changes. One of the types of deformation experienced by concrete is shrinkage. The four main types of shrinkage associated with concrete are plastic, autogeneous, carbonation and drying shrinkage. The volume changes in concrete due to shrinkage can lead to the cracking of the concrete. In the case of reinforced concrete, the cracking may produce a direct path for chloride ions to reach the reinforcing steel. Once chloride ions reach the steel surface, the steel will corrode, which itself can cause cracking, spalling, and delamination of

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33

Mokarem, David Wayne. "Development of Concrete Shrinkage Performance Specifications." Diss., Virginia Tech, 2003. http://hdl.handle.net/10919/27605.

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During its service life, concrete experiences volume changes. One of the types of deformation experienced by concrete is shrinkage. The four main types of shrinkage associated with concrete are plastic, autogeneous, carbonation and drying shrinkage. The volume changes in concrete due to shrinkage can lead to the cracking of the concrete. In the case of reinforced concrete, the cracking may produce a direct path for chloride ions to reach the reinforcing steel. Once chloride ions reach the steel surface, the steel will corrode, which itself can cause cracking, spalling, and delamination of

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34

Alvaredo, Alejandra Mónica. "Drying shrinkage and crack formation /." Zürich, 1994. http://e-collection.ethbib.ethz.ch/show?type=diss&nr=10754.

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35

Rajayogan, Vinod Engineering &amp Information Technology Australian Defence Force Academy UNSW. "Autogenous shrinkage in cementitious systems." Awarded by:University of New South Wales - Australian Defence Force Academy. Engineering & Information Technology, 2009. http://handle.unsw.edu.au/1959.4/44250.

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Autogenous shrinkage is of concern in high performance concrete mixtures, when specific properties like strength and durability are enhanced. Factors like low watercement ratio, low porosity and increased hydration kinetics which are associated with high performance concrete mixtures are also responsible for the development of autogenous shrinkage. With about two decades of research into autogenous shrinkage, uncertainties still exist with testing procedure, effect of supplementary cementitious materials, modelling and prediction of autogenous shrinkage. The primary focus of this study

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36

Lin, Kuo-Chin. "Some topics in wavelet shrinkage /." free to MU campus, to others for purchase, 1996. http://wwwlib.umi.com/cr/mo/fullcit?p9720543.

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37

Messin, Liam J. "Spatial control of microtubule shrinkage." Thesis, University of Warwick, 2017. http://wrap.warwick.ac.uk/94871/.

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Microtubules are long linear polymers that switch randomly between periods of growth and shrinkage, in a process known as dynamic instability. In vivo, dynamic instability is regulated by microtubule associated proteins (MAPs). One class of MAPS, the kinesins, move actively along microtubules, and some regulate microtubule dynamics. Kinesin-8, a kinesin, regulates microtubule dynamics in a wide range of eukaryotic cells. Schizosaccharomyces pombe (S. pombe) provides a well-characterised system in which to study microtubule regulation by MAPs. During interphase, microtubules grow from the centr

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38

Wiedenbeck, Janice K. "Shrinkage characteristics of lodgepole pine." Thesis, Virginia Polytechnic Institute and State University, 1988. http://hdl.handle.net/10919/53198.

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This study examined shrinkage and related characteristics of two North American varieties of lodgepole pine: Pinus contorta var. latifolia and Pinus contorta var. murrayana, sampled at 10% of tree height. For var. murrayana, size was the only factor that had a significant effect on specific gravity; specific gravity decreased with increasing tree diameter. For var. Iatifolia, latitude was the only factor that had a significant effect on specific gravity; in general, specific gravity increased with increasing latitude. Conversely, specific gravity had a significant effect on radial shrinkage

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39

Huber, Florian, and Thomas Zörner. "Threshold cointegration and adaptive shrinkage." WU Vienna University of Economics and Business, 2017. http://epub.wu.ac.at/5577/1/wp250.pdf.

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This paper considers Bayesian estimation of the threshold vector error correction (TVECM) model in moderate to large dimensions. Using the lagged cointegrating error as a threshold variable gives rise to additional difficulties that are typically solved by relying on large sample approximations. Relying on Markov chain Monte Carlo methods we circumvent these issues by avoiding computationally prohibitive estimation strategies like the grid search. Due to the proliferation of parameters we use novel global-local shrinkage priors in the spirit of Griffin and Brown (2010). We illustrate the merit

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40

El-Baden, Ali Said Ahmed. "Shrinkage of high strength concrete." Thesis, Cardiff University, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.531983.

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Sayahi, Faez. "Plastic Shrinkage Cracking in Concrete." Licentiate thesis, Luleå tekniska universitet, Institutionen för samhällsbyggnad och naturresurser, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:ltu:diva-133.

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Early-age (up to 24 hours after casting) cracking may become problematic in any concrete structure. It can damage the aesthetics of the concrete member and decrease the durability and serviceability by facilitating the ingress of harmful material. Moreover, these cracks may expand gradually during the member’s service-life due to long-term shrinkage and/or loading. Early-age cracking is caused by two driving forces: 1) plastic shrinkage cracking which is a physical phenomenon and occurs due to rapid and excessive loss of moisture, mainly in form of evaporation, 2) chemical reactions between ce

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42

Kong, Fanhui. "Asymptotic distributions of Buckley-James estimator." Online access via UMI:, 2005.

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Schaap, Willem Egbert. "DTFE the Delaunay Tessellation Field Estimator /." [S.l. : [Groningen : s.n.] ; University Library Groningen] [Host], 2006. http://irs.ub.rug.nl/ppn/298831376.

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Yu, Tianyi, and Jenny Edèn. "Traffic Situation Estimator for Adaptive CruiseControl." Thesis, Högskolan i Halmstad, Akademin för informationsteknologi, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-30075.

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The Traffic Situation Estimator is a method that analyses vehicle behaviour by monitoring and counting the surrounding traffic. This is done with image analysis that keepstrack of several vehicles through consecutive frames under good lightning conditionson a straight one way road. The behaviour of the detected vehicles is then analysedin a state machine driven counter to estimate the traffic rhythm and determine if thedetected vehicles are approaching, getting away, have been overtaken or have overtakenthe ego-vehicle. Depending on the result the Traffic Situation Estimator suggest different

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45

Zhang, Jianfeng. "Applications of a Robust Dispersion Estimator." OpenSIUC, 2011. https://opensiuc.lib.siu.edu/theses/776.

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Robust estimators for multivariate location and dispersion should be ãn consistent and highly outlier resistant, but estimators that have been shown to have these properties are impractical to compute. The RMVN estimator is an easily computed outlier resistant robust ãn consistent estimator of multivariate location and dispersion, and the estimator is obtained by scaling the classical estimator applied to the gRMVN subseth that contains at least half of the cases. Several robust estimators will be presented, discussed and compared in detail. The applications for the RMVN estimator are numerous

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46

Linehan, Kelly A. "A study of shrinkage crack patterns." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1997. http://www.collectionscanada.ca/obj/s4/f2/dsk3/ftp05/mq25860.pdf.

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47

Booker, David Richard. "Volumetric shrinkage of spiked crude oils." Thesis, University of Exeter, 1989. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.235968.

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48

Krebs-Brown, Axel Johannes. "Shrinkage and calibration in multiple regression." Thesis, University of Warwick, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.364602.

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49

Holt, Erika E. "Early age autogenous shrinkage of concrete /." Thesis, Connect to this title online; UW restricted, 2001. http://hdl.handle.net/1773/10113.

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50

Couceiro, José. "Wood shrinkage in CT-scanning analysis." Licentiate thesis, Luleå tekniska universitet, Träteknik, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:ltu:diva-129.

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Computed tomography (CT) can be used to study wood-water interactions in differentways, such as by determining wood moisture content (MC). The determination of MCrequires two CT images: one at the unknown moisture distribution and a second one ata known reference MC level, usually oven-dry MC. The two scans are then compared.If the goal is to determine the MC in local regions, when studying moisture gradients forinstance, wood shrinkage must be taken into account during the data processing of theimages. The anisotropy of wood shrinkage creates an obstacle, however, since theshrinkage is not un

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