16 resultados para Bivariate BEKK-GARCH
em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo
Resumo:
In this article we introduce a three-parameter extension of the bivariate exponential-geometric (BEG) law (Kozubowski and Panorska, 2005) [4]. We refer to this new distribution as the bivariate gamma-geometric (BGG) law. A bivariate random vector (X, N) follows the BGG law if N has geometric distribution and X may be represented (in law) as a sum of N independent and identically distributed gamma variables, where these variables are independent of N. Statistical properties such as moment generation and characteristic functions, moments and a variance-covariance matrix are provided. The marginal and conditional laws are also studied. We show that BBG distribution is infinitely divisible, just as the BEG model is. Further, we provide alternative representations for the BGG distribution and show that it enjoys a geometric stability property. Maximum likelihood estimation and inference are discussed and a reparametrization is proposed in order to obtain orthogonality of the parameters. We present an application to a real data set where our model provides a better fit than the BEG model. Our bivariate distribution induces a bivariate Levy process with correlated gamma and negative binomial processes, which extends the bivariate Levy motion proposed by Kozubowski et al. (2008) [6]. The marginals of our Levy motion are a mixture of gamma and negative binomial processes and we named it BMixGNB motion. Basic properties such as stochastic self-similarity and the covariance matrix of the process are presented. The bivariate distribution at fixed time of our BMixGNB process is also studied and some results are derived, including a discussion about maximum likelihood estimation and inference. (C) 2012 Elsevier Inc. All rights reserved.
Resumo:
In this paper we use Markov chain Monte Carlo (MCMC) methods in order to estimate and compare GARCH models from a Bayesian perspective. We allow for possibly heavy tailed and asymmetric distributions in the error term. We use a general method proposed in the literature to introduce skewness into a continuous unimodal and symmetric distribution. For each model we compute an approximation to the marginal likelihood, based on the MCMC output. From these approximations we compute Bayes factors and posterior model probabilities. (C) 2012 IMACS. Published by Elsevier B.V. All rights reserved.
Resumo:
In this article, we present a new control chart for monitoring the covariance matrix in a bivariate process. In this method, n observations of the two variables were considered as if they came from a single variable (as a sample of 2n observations), and a sample variance was calculated. This statistic was used to build a new control chart specifically as a VMIX chart. The performance of the new control chart was compared with its main competitors: the generalized sampled variance chart, the likelihood ratio test, Nagao's test, probability integral transformation (v(t)), and the recently proposed VMAX chart. Among these statistics, only the VMAX chart was competitive with the VMIX chart. For shifts in both variances, the VMIX chart outperformed VMAX; however, VMAX showed better performance for large shifts (higher than 10%) in one variance.
Resumo:
The Gumbel distribution is perhaps the most widely applied statistical distribution for problems in engineering. We propose a generalization-referred to as the Kumaraswamy Gumbel distribution-and provide a comprehensive treatment of its structural properties. We obtain the analytical shapes of the density and hazard rate functions. We calculate explicit expressions for the moments and generating function. The variation of the skewness and kurtosis measures is examined and the asymptotic distribution of the extreme values is investigated. Explicit expressions are also derived for the moments of order statistics. The methods of maximum likelihood and parametric bootstrap and a Bayesian procedure are proposed for estimating the model parameters. We obtain the expected information matrix. An application of the new model to a real dataset illustrates the potentiality of the proposed model. Two bivariate generalizations of the model are proposed.
Resumo:
The KASCADE-Grande experiment, located at Karlsruhe Institute of Technology (Germany) is a multi-component extensive air-shower experiment devoted to the study of cosmic rays and their interactions at primary energies 10(14)-10(18) eV. Main goals of the experiment are the measurement of the all-particle energy spectrum and mass composition in the 10(16)-10(18) eV range by sampling charged (N-ch) and muon (N-mu) components of the air shower. The method to derive the energy spectrum and its uncertainties, as well as the implications of the obtained result, is discussed. An overview of the analyses performed by KASCADE-Grande to derive the mass composition of the measured high-energy comic rays is presented as well. (C) 2012 Elsevier By. All rights reserved.
Resumo:
We observe a correlation between the slope of radio lateral distributions and the mean muon pseudorapidity of 59 individual cosmic-ray-air-shower events. The radio lateral distributions are measured with LOPES, a digital radio interferometer colocated with the multidetector-air-shower array KASCADE-Grande, which includes a muon-tracking detector. The result proves experimentally that radio measurements are sensitive to the longitudinal development of cosmic-ray air showers. This is one of the main prerequisites for using radio arrays for ultra-high-energy particle physics and astrophysics.
Resumo:
The relationship between maternal factors and the response of preterm infants to pain and stress experienced during heel puncture while in maternal kangaroo care was investigated. This descriptive study included 42 mothers and their preterm infants cared for in a neonatal unit. Data were collected in the baseline, procedure, and recovery phases. We measured the neonates' facial actions, sleep and wake states, crying, salivary cortisol levels, and heart rate, in addition to the mothers' behavior, salivary cortisol levels, and mental condition. The influence of the maternal explanatory variables on the neonatal response variables were verified through bivariate analysis, ANOVA, and multiple regression. The mothers' behavior and depression and/or anxiety did not affect the neonates' responses to pain and stress, though the mothers' levels of salivary cortisol before the procedure explained the variance in the neonates' levels of salivary cortisol after the procedure (p=0.036). Additionally, the mothers' baseline levels of salivary cortisol along with the neonates' age explained the variance in the neonates' heart rate (p=0.001). The ability of mothers to regulate their own stress contributed to the infants' responses to pain and stress.
Resumo:
For any continuous baseline G distribution [G. M. Cordeiro and M. de Castro, A new family of generalized distributions, J. Statist. Comput. Simul. 81 (2011), pp. 883-898], proposed a new generalized distribution (denoted here with the prefix 'Kw-G'(Kumaraswamy-G)) with two extra positive parameters. They studied some of its mathematical properties and presented special sub-models. We derive a simple representation for the Kw-Gdensity function as a linear combination of exponentiated-G distributions. Some new distributions are proposed as sub-models of this family, for example, the Kw-Chen [Z.A. Chen, A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function, Statist. Probab. Lett. 49 (2000), pp. 155-161], Kw-XTG [M. Xie, Y. Tang, and T.N. Goh, A modified Weibull extension with bathtub failure rate function, Reliab. Eng. System Safety 76 (2002), pp. 279-285] and Kw-Flexible Weibull [M. Bebbington, C. D. Lai, and R. Zitikis, A flexible Weibull extension, Reliab. Eng. System Safety 92 (2007), pp. 719-726]. New properties of the Kw-G distribution are derived which include asymptotes, shapes, moments, moment generating function, mean deviations, Bonferroni and Lorenz curves, reliability, Renyi entropy and Shannon entropy. New properties of the order statistics are investigated. We discuss the estimation of the parameters by maximum likelihood. We provide two applications to real data sets and discuss a bivariate extension of the Kw-G distribution.
Resumo:
We report a morphology-based approach for the automatic identification of outlier neurons, as well as its application to the NeuroMorpho.org database, with more than 5,000 neurons. Each neuron in a given analysis is represented by a feature vector composed of 20 measurements, which are then projected into a two-dimensional space by applying principal component analysis. Bivariate kernel density estimation is then used to obtain the probability distribution for the group of cells, so that the cells with highest probabilities are understood as archetypes while those with the smallest probabilities are classified as outliers. The potential of the methodology is illustrated in several cases involving uniform cell types as well as cell types for specific animal species. The results provide insights regarding the distribution of cells, yielding single and multi-variate clusters, and they suggest that outlier cells tend to be more planar and tortuous. The proposed methodology can be used in several situations involving one or more categories of cells, as well as for detection of new categories and possible artifacts.
Resumo:
The energy spectrum of cosmic rays between 10(16) eV and 10(18) eV, derived from measurements of the shower size (total number of charged particles) and the total muon number of extensive air showers by the KASCADE-Grande experiment, is described. The resulting all-particle energy spectrum exhibits strong hints for a hardening of the spectrum at approximately 2 . 10(16) eV and a significant steepening at approximate to 8 . 10(16) eV. These observations challenge the view that the spectrum is a single power law between knee and ankle. Possible scenarios generating such features are discussed in terms of astrophysical processes that may explain the transition region from galactic to extragalactic origin of cosmic rays. (C) 2012 Elsevier B.V. All rights reserved.
Resumo:
Maize is one of the most important crops in the world. The products generated from this crop are largely used in the starch industry, the animal and human nutrition sector, and biomass energy production and refineries. For these reasons, there is much interest in figuring the potential grain yield of maize genotypes in relation to the environment in which they will be grown, as the productivity directly affects agribusiness or farm profitability. Questions like these can be investigated with ecophysiological crop models, which can be organized according to different philosophies and structures. The main objective of this work is to conceptualize a stochastic model for predicting maize grain yield and productivity under different conditions of water supply while considering the uncertainties of daily climate data. Therefore, one focus is to explain the model construction in detail, and the other is to present some results in light of the philosophy adopted. A deterministic model was built as the basis for the stochastic model. The former performed well in terms of the curve shape of the above-ground dry matter over time as well as the grain yield under full and moderate water deficit conditions. Through the use of a triangular distribution for the harvest index and a bivariate normal distribution of the averaged daily solar radiation and air temperature, the stochastic model satisfactorily simulated grain productivity, i.e., it was found that 10,604 kg ha(-1) is the most likely grain productivity, very similar to the productivity simulated by the deterministic model and for the real conditions based on a field experiment.
Resumo:
A finalidade deste estudo foi descrever a sobrecarga e o desconforto emocional dos cuidadores de idosos. Estudo epidemiológico e transversal conduzido em 2009 com 124 cuidadores residentes na comunidade de Ribeirão Preto-SP, por meio dos instrumentos: Escala de Sobrecarga de Zarit e Self-Reporting Questionaire (SRQ-20) para o cuidador. A análise dos dados foi realizada no aplicativo SPSS, 15.0, de forma descritiva, univariada (tabelas de frequência) e bivariada (tabelas de contingência para variáveis qualitativas). Os cuidadores, 85,6% do sexo feminino, média de 56,5 anos, utilizaram, em média, 12,4 horas diárias para o cuidar e 57,6% dos cuidadores apresentaram de leve a moderada sobrecarga. Dependência funcional do idoso, sexo do cuidador e tempo em horas para o cuidado, foram preditores da sobrecarga (p<0,05). Encontrou-se, também, que a sobrecarga é fator de risco para desconforto emocional (p<0,05). Cabe aos enfermeiros utilizarem protocolos de avaliação, com base nos fatores de risco, para prevenir a sobrecarga.
Resumo:
Background: Caesarean section rates in Brazil have been steadily increasing. In 2009, for the first time, the number of children born by this type of procedure was greater than the number of vaginal births. Caesarean section is associated with a series of adverse effects on the women and newborn, and recent evidence suggests that the increasing rates of prematurity and low birth weight in Brazil are associated to the increasing rates of Caesarean section and labour induction. Methods: Nationwide hospital-based cohort study of postnatal women and their offspring with follow-up at 45 to 60 days after birth. The sample was stratified by geographic macro-region, type of the municipality and by type of hospital governance. The number of postnatal women sampled was 23,940, distributed in 191 municipalities throughout Brazil. Two electronic questionnaires were applied to the postnatal women, one baseline face-to-face and one follow-up telephone interview. Two other questionnaires were filled with information on patients' medical records and to assess hospital facilities. The primary outcome was the percentage of Caesarean sections (total, elective and according to Robson's groups). Secondary outcomes were: post-partum pain; breastfeeding initiation; severe/near miss maternal morbidity; reasons for maternal mortality; prematurity; low birth weight; use of oxygen use after birth and mechanical ventilation; admission to neonatal ICU; stillbirths; neonatal mortality; readmission in hospital; use of surfactant; asphyxia; severe/near miss neonatal morbidity. The association between variables were investigated using bivariate, stratified and multivariate model analyses. Statistical tests were applied according to data distribution and homogeneity of variances of groups to be compared. All analyses were taken into consideration for the complex sample design. Discussion: This study, for the first time, depicts a national panorama of labour and birth outcomes in Brazil. Regardless of the socioeconomic level, demand for Caesarean section appears to be based on the belief that the quality of obstetric care is closely associated to the technology used in labour and birth. Within this context, it was justified to conduct a nationwide study to understand the reasons that lead pregnant women to submit to Caesarean sections and to verify any association between this type of birth and it's consequences on postnatal health.
Resumo:
Aims: To evaluate the associations of excision repair cross complementing-group 1 (ERCC1) (DNA repair protein) (G19007A) polymorphism, methylation and immunohistochemical expression with epidemiological and clinicopathological factors and with overall survival in head and neck squamous cell carcinoma (HNSCC) patients. Methods and results: The study group comprised 84 patients with HNSCC who underwent surgery and adjuvant radiotherapy without chemotherapy. Bivariate and multivariate analyses were used. The allele A genotype variant was observed in 79.8% of the samples, GG in 20.2%, GA in 28.6% and AA in 51.2%. Individuals aged more than 45 years had a higher prevalence of the allelic A variant and a high (83.3%) immunohistochemical expression of ERCC1 protein [odds ratio (OR) = 4.86, 95% confidence interval (CI): 1.2-19.7, P = 0.027], which was also high in patients with advanced stage (OR= 5.04, 95% CI: 1.07-23.7, P = 0.041). Methylated status was found in 51.2% of the samples, and was higher in patients who did not present distant metastasis (OR = 6.67, 95% CI: 1.40-33.33, P = 0.019) and in patients with advanced stage (OR = 5.04, 95% CI: 1.07-23.7, P = 0.041). At 2 and 5 years, overall survival was 55% and 36%, respectively (median = 30 months). Conclusion: Our findings may reflect a high rate of DNA repair due to frequent tissue injury during the lifetime of these individuals, and also more advanced disease presentation in this population with worse prognosis.
Resumo:
Abstract Background Imprisonment may lead to the development of mental illness, especially depression. This study examines the clinical and sociodemographic profiles of imprisoned women, identifies indicative signs of depression, and relates these indicators to other variables. Methods This study took the form of descriptive exploratory research with a psychometric evaluation. A total of 100 of 300 women in a female penitentiary were interviewed. A questionnaire with sociodemographic, clinical and penal situation information was used, along with the Beck Depression Inventory. The authors performed bivariate and multivariate analysis regarding depression. Results In all, 82 women presented signs of depression (light = 33, mild = 29 and severe = 20). Comorbidities, lack of religious practice, absence of visitors and presence of eating disorders were risk factors for depression (P = 0.03, 0.03, 0.02, 0.04, and 0.01). Being older was a protection factor against severe depression; for women over 30, the risk of depression was multiplied by 0.12. The rate of depression among women prisoners was high. Conclusions Comorbidities, the lack of religious practice, not having visitors and eating disorders are significant risk factors for depression, while age is a protective factor, among incarcerated women.