6 resultados para finite-sample test

em Universidade do Minho


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In longitudinal studies of disease, patients may experience several events through a follow-up period. In these studies, the sequentially ordered events are often of interest and lead to problems that have received much attention recently. Issues of interest include the estimation of bivariate survival, marginal distributions and the conditional distribution of gap times. In this work we consider the estimation of the survival function conditional to a previous event. Different nonparametric approaches will be considered for estimating these quantities, all based on the Kaplan-Meier estimator of the survival function. We explore the finite sample behavior of the estimators through simulations. The different methods proposed in this article are applied to a data set from a German Breast Cancer Study. The methods are used to obtain predictors for the conditional survival probabilities as well as to study the influence of recurrence in overall survival.

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In this article, we develop a specification technique for building multiplicative time-varying GARCH models of Amado and Teräsvirta (2008, 2013). The variance is decomposed into an unconditional and a conditional component such that the unconditional variance component is allowed to evolve smoothly over time. This nonstationary component is defined as a linear combination of logistic transition functions with time as the transition variable. The appropriate number of transition functions is determined by a sequence of specification tests. For that purpose, a coherent modelling strategy based on statistical inference is presented. It is heavily dependent on Lagrange multiplier type misspecification tests. The tests are easily implemented as they are entirely based on auxiliary regressions. Finite-sample properties of the strategy and tests are examined by simulation. The modelling strategy is illustrated in practice with two real examples: an empirical application to daily exchange rate returns and another one to daily coffee futures returns.

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In this research, five types of polymer repair materials were selected for investigation of the influence of sample shape, deformation rate and test temperature on the mechanical properties determined with an uniaxial tensile test. The results showed the clear effect of measurement conditions on tensile strength, elongation and modulus of elasticity. The highest tensile strength and modulus of elasticity were exhibited by epoxy resin for the filling of concrete cracks, which achieved 1% elongation. The lowest coefficient of dispersion characterized the results of tensile test carried out using dumbbell samples at a deformation rate of 50 mm/min. The effect of temperature varied with the material type.

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We study the longitudinal and transverse spin dynamical structure factors of the spin-1/2 XXX chain at finite magnetic field h, focusing in particular on the singularities at excitation energies in the vicinity of the lower thresholds. While the static properties of the model can be studied within a Fermi-liquid like description in terms of pseudoparticles, our derivation of the dynamical properties relies on the introduction of a form of the ‘pseudofermion dynamical theory’ (PDT) of the 1D Hubbard model suitably modified for the spin-only XXX chain and other models with two pseudoparticle Fermi points. Specifically, we derive the exact momentum and spin-density dependences of the exponents ζτ(k) controlling the singularities for both the longitudinal  and transverse (τ = t) dynamical structure factors for the whole momentum range  , in the thermodynamic limit. This requires the numerical solution of the integral equations that define the phase shifts in these exponents expressions. We discuss the relation to neutron scattering and suggest new experiments on spin-chain compounds using a carefully oriented crystal to test our predictions.

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Past research has demonstrated that divorced adults show more health problems and psychological distress than married adults. Considering the high prevalence rates of divorce among Western countries, new and robust measures should be developed to measure psychological distress after this specific transition in adulthood. The aim of this study was to adapt and validate a Portuguese version of the Psychological Adjustment to Separation Test-Part A (PAST-A; Sweeper and Halford in J Family Psychol 20(4):632–640, 2006). PAST-A is a self-report measure that assesses two key dimensions of separation adjustment problems: lonely-negativity and former partner attachment. Psychometric properties of the Portuguese version of PAST-A were assessed in terms of factor structure, internal consistency, and convergent and divergent validity, in an online convenience sample with divorced adults (N = 460). The PAST-A two-factor structure was confirmed by exploratory and confirmatory factor analyses, with each factor demonstrating very satisfactory internal consistency and good convergence. In terms of discriminant validity, the Portuguese PAST-A reveals a distinct factor from psychological growth after divorce. The results provided support for the use of the Portuguese PAST-A with divorced adults and also suggested that the explicative factors of the psychological adjustment to divorce may be cross-cultural stable. The non-existence of validated divorce-related well-being measures and its implications for divorce research are also discussed.