Aplicação da metodologia ROC na avaliação de desempenho de índices de gravidade clínica em unidades de neonatologia de Portugal

Tese de Doutoramento em Engenharia Industrial e de Sistemas

On the Hill estimator: a comparison of methods

Extreme value theory (EVT) deals with the occurrence of extreme phenomena. The tail index is a very important parameter appearing in the estimation of the probability of rare events. Under a semiparametric framework, inference requires the choice of a number k of upper order statistics to be considered. This is the crux of the matter and there is no definite formula to do it, since a small k leads to high variance and large values of k tend to increase the bias. Several methodologies have emerged in literature, specially concerning the most popular Hill estimator (Hill, 1975). In this work we compare through simulation well-known procedures presented in Drees and Kaufmann (1998), Matthys and Beirlant (2000), Beirlant et al. (2002) and de Sousa and Michailidis (2004), with a heuristic scheme considered in Frahm et al. (2005) within the estimation of a different tail measure but with a similar context. We will see that the new method may be an interesting alternative.

Nonparametric estimation of the survival function for ordered multivariate failure time data: a comparative study

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.

Politically driven cycles in fiscal policy: in depth analysis of the functional components of government expenditures

NIPE - WP 02/2016

Avaliação quantitativa da geodiversidade: desenvolvimento de instrumentos metodológicos com aplicação ao ordenamento do território

Tese de Doutoramento em Ciências (Especialidade de Geologia)

Assessing the suitability of the minimum capture size and protection regimes in the gooseneck barnacle shellfishery

The suitability of a total-length-based, minimum capture-size and different protection regimes was investigated for the gooseneck barnacle Pollicipes pollicipes shellfishery in N Spain. For this analysis, individuals that were collected from 10 sites under different fishery protection regimes (permanently open, seasonally closed, and permanently closed) were used. First, we applied a non-parametric regression model to explore the relationship between the capitulum Rostro-Tergum (RT) size and the Total Length (TL). Important heteroskedastic disturbances were detected for this relationship, demon- strating a high variability of TL with respect to RT. This result substantiates the unsuitability of a TL-based minimum size by means of a mathematical model. Due to these disturbances, an alternative growth- based minimum capture size of 26.3 mm RT (23 mm RC) was estimated using the first derivative of a Kernel-based non-parametric regression model for the relationship between RT and dry weight. For this purpose, data from the permanently protected area were used to avoid bias due to the fishery. Second, the size-frequency distribution similarity was computed using a MDS analysis for the studied sites to evaluate the effectiveness of the protection regimes. The results of this analysis indicated a positive effect of the permanent protection, while the effect of the seasonal closure was not detected. This result needs to be interpreted with caution because the current harvesting based on a potentially unsuitable mini- mum capture size may dampen the efficacy of the seasonal protection regime.

Estimação da função de sobrevivência em dados de eventos recorrentes com censura pela direita

Dissertação de mestrado em Estatística

The electoral dynamics of human development

This paper analyses the impact of elections on the dynamics of human development in a panel of 82 countries over the period 1980-2013. The incidence of partisan and political support effects is also taken into account. A GMM estimator is employed in the empirical analysis and the results point out to the presence of an electoral cycle in the growth rate of human development. Majority governments also influence it, but no clear evidence is found regarding partisan effects. The electoral cycles have proved to be stronger in non-OECD countries, in countries with less frequent elections, with lower levels of income and human development, in presidential and non-plurality systems and in proportional representation regimes. They have also become more intense in this millennium.