139 resultados para Multivariate volatility models
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Skew-normal distribution is a class of distributions that includes the normal distributions as a special case. In this paper, we explore the use of Markov Chain Monte Carlo (MCMC) methods to develop a Bayesian analysis in a multivariate, null intercept, measurement error model [R. Aoki, H. Bolfarine, J.A. Achcar, and D. Leao Pinto Jr, Bayesian analysis of a multivariate null intercept error-in -variables regression model, J. Biopharm. Stat. 13(4) (2003b), pp. 763-771] where the unobserved value of the covariate (latent variable) follows a skew-normal distribution. The results and methods are applied to a real dental clinical trial presented in [A. Hadgu and G. Koch, Application of generalized estimating equations to a dental randomized clinical trial, J. Biopharm. Stat. 9 (1999), pp. 161-178].
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In this paper we deal with the issue of performing accurate testing inference on a scalar parameter of interest in structural errors-in-variables models. The error terms are allowed to follow a multivariate distribution in the class of the elliptical distributions, which has the multivariate normal distribution as special case. We derive a modified signed likelihood ratio statistic that follows a standard normal distribution with a high degree of accuracy. Our Monte Carlo results show that the modified test is much less size distorted than its unmodified counterpart. An application is presented.
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In this article, we consider local influence analysis for the skew-normal linear mixed model (SN-LMM). As the observed data log-likelihood associated with the SN-LMM is intractable, Cook`s well-known approach cannot be applied to obtain measures of local influence. Instead, we develop local influence measures following the approach of Zhu and Lee (2001). This approach is based on the use of an EM-type algorithm and is measurement invariant under reparametrizations. Four specific perturbation schemes are discussed. Results obtained for a simulated data set and a real data set are reported, illustrating the usefulness of the proposed methodology.
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The main purpose of this work is to study the behaviour of Skovgaard`s [Skovgaard, I.M., 2001. Likelihood asymptotics. Scandinavian journal of Statistics 28, 3-32] adjusted likelihood ratio statistic in testing simple hypothesis in a new class of regression models proposed here. The proposed class of regression models considers Dirichlet distributed observations, and the parameters that index the Dirichlet distributions are related to covariates and unknown regression coefficients. This class is useful for modelling data consisting of multivariate positive observations summing to one and generalizes the beta regression model described in Vasconcellos and Cribari-Neto [Vasconcellos, K.L.P., Cribari-Neto, F., 2005. Improved maximum likelihood estimation in a new class of beta regression models. Brazilian journal of Probability and Statistics 19,13-31]. We show that, for our model, Skovgaard`s adjusted likelihood ratio statistics have a simple compact form that can be easily implemented in standard statistical software. The adjusted statistic is approximately chi-squared distributed with a high degree of accuracy. Some numerical simulations show that the modified test is more reliable in finite samples than the usual likelihood ratio procedure. An empirical application is also presented and discussed. (C) 2009 Elsevier B.V. All rights reserved.
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The aim of this study was to comparatively assess dental arch width, in the canine and molar regions, by means of direct measurements from plaster models, photocopies and digitized images of the models. The sample consisted of 130 pairs of plaster models, photocopies and digitized images of the models of white patients (n = 65), both genders, with Class I and Class II Division 1 malocclusions, treated by standard Edgewise mechanics and extraction of the four first premolars. Maxillary and mandibular intercanine and intermolar widths were measured by a calibrated examiner, prior to and after orthodontic treatment, using the three modes of reproduction of the dental arches. Dispersion of the data relative to pre- and posttreatment intra-arch linear measurements (mm) was represented as box plots. The three measuring methods were compared by one-way ANOVA for repeated measurements (α = 0.05). Initial / final mean values varied as follows: 33.94 to 34.29 mm / 34.49 to 34.66 mm (maxillary intercanine width); 26.23 to 26.26 mm / 26.77 to 26.84 mm (mandibular intercanine width); 49.55 to 49.66 mm / 47.28 to 47.45 mm (maxillary intermolar width) and 43.28 to 43.41 mm / 40.29 to 40.46 mm (mandibular intermolar width). There were no statistically significant differences between mean dental arch widths estimated by the three studied methods, prior to and after orthodontic treatment. It may be concluded that photocopies and digitized images of the plaster models provided reliable reproductions of the dental arches for obtaining transversal intra-arch measurements.
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Dental impression is an important step in the preparation of prostheses since it provides the reproduction of anatomic and surface details of teeth and adjacent structures. The objective of this study was to evaluate the linear dimensional alterations in gypsum dies obtained with different elastomeric materials, using a resin coping impression technique with individual shells. A master cast made of stainless steel with fixed prosthesis characteristics with two prepared abutment teeth was used to obtain the impressions. References points (A, B, C, D, E and F) were recorded on the occlusal and buccal surfaces of abutments to register the distances. The impressions were obtained using the following materials: polyether, mercaptan-polysulfide, addition silicone, and condensation silicone. The transfer impressions were made with custom trays and an irreversible hydrocolloid material and were poured with type IV gypsum. The distances between identified points in gypsum dies were measured using an optical microscope and the results were statistically analyzed by ANOVA (p < 0.05) and Tukey's test. The mean of the distances were registered as follows: addition silicone (AB = 13.6 µm, CD=15.0 µm, EF = 14.6 µm, GH=15.2 µm), mercaptan-polysulfide (AB = 36.0 µm, CD = 36.0 µm, EF = 39.6 µm, GH = 40.6 µm), polyether (AB = 35.2 µm, CD = 35.6 µm, EF = 39.4 µm, GH = 41.4 µm) and condensation silicone (AB = 69.2 µm, CD = 71.0 µm, EF = 80.6 µm, GH = 81.2 µm). All of the measurements found in gypsum dies were compared to those of a master cast. The results demonstrated that the addition silicone provides the best stability of the compounds tested, followed by polyether, polysulfide and condensation silicone. No statistical differences were obtained between polyether and mercaptan-polysulfide materials.
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The purpose of this study was to develop and validate equations to estimate the aboveground phytomass of a 30 years old plot of Atlantic Forest. In two plots of 100 m², a total of 82 trees were cut down at ground level. For each tree, height and diameter were measured. Leaves and woody material were separated in order to determine their fresh weights in field conditions. Samples of each fraction were oven dried at 80 °C to constant weight to determine their dry weight. Tree data were divided into two random samples. One sample was used for the development of the regression equations, and the other for validation. The models were developed using single linear regression analysis, where the dependent variable was the dry mass, and the independent variables were height (h), diameter (d) and d²h. The validation was carried out using Pearson correlation coefficient, paired t-Student test and standard error of estimation. The best equations to estimate aboveground phytomass were: lnDW = -3.068+2.522lnd (r² = 0.91; s y/x = 0.67) and lnDW = -3.676+0.951ln d²h (r² = 0.94; s y/x = 0.56).
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The enzyme purine nucleoside phosphorylase from Schistosoma mansoni (SmPNP) is an attractive molecular target for the treatment of major parasitic infectious diseases, with special emphasis on its role in the discovery of new drugs against schistosomiasis, a tropical disease that affects millions of people worldwide. In the present work, we have determined the inhibitory potency and developed descriptor- and fragment-based quantitative structure-activity relationships (QSAR) for a series of 9-deazaguanine analogs as inhibitors of SmPNP. Significant statistical parameters (descriptor-based model: r² = 0.79, q² = 0.62, r²pred = 0.52; and fragment-based model: r² = 0.95, q² = 0.81, r²pred = 0.80) were obtained, indicating the potential of the models for untested compounds. The fragment-based model was then used to predict the inhibitory potency of a test set of compounds, and the predicted values are in good agreement with the experimental results
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In this work we report on a comparison of some theoretical models usually used to fit the dependence on temperature of the fundamental energy gap of semiconductor materials. We used in our investigations the theoretical models of Viña, Pässler-p and Pässler-ρ to fit several sets of experimental data, available in the literature for the energy gap of GaAs in the temperature range from 12 to 974 K. Performing several fittings for different values of the upper limit of the analyzed temperature range (Tmax), we were able to follow in a systematic way the evolution of the fitting parameters up to the limit of high temperatures and make a comparison between the zero-point values obtained from the different models by extrapolating the linear dependence of the gaps at high T to T = 0 K and that determined by the dependence of the gap on isotope mass. Using experimental data measured by absorption spectroscopy, we observed the non-linear behavior of Eg(T) of GaAs for T > ΘD.
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The aim of the present study was to evaluate the effect of soil characteristics (pH, macro- and micro-nutrients), environmental factors (temperature, humidity, period of the year and time of day of collection) and meteorological conditions (rain, sun, cloud and cloud/rain) on the flavonoid content of leaves of Passiflora incarnata L., Passifloraceae. The total flavonoid contents of leaf samples harvested from plants cultivated or collected under different conditions were quantified by high-performance liquid chromatography with ultraviolet detection (HPLC-UV/PAD). Chemometric treatment of the data by principal component (PCA) and hierarchic cluster analyses (HCA) showed that the samples did not present a specific classification in relation to the environmental and soil variables studied, and that the environmental variables were not significant in describing the data set. However, the levels of the elements Fe, B and Cu present in the soil showed an inverse correlation with the total flavonoid contents of the leaves of P. incarnata.
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The aim of this study was to determine the reproducibility, reliability and validity of measurements in digital models compared to plaster models. Fifteen pairs of plaster models were obtained from orthodontic patients with permanent dentition before treatment. These were digitized to be evaluated with the program Cécile3 v2.554.2 beta. Two examiners measured three times the mesiodistal width of all the teeth present, intercanine, interpremolar and intermolar distances, overjet and overbite. The plaster models were measured using a digital vernier. The t-Student test for paired samples and interclass correlation coefficient (ICC) were used for statistical analysis. The ICC of the digital models were 0.84 ± 0.15 (intra-examiner) and 0.80 ± 0.19 (inter-examiner). The average mean difference of the digital models was 0.23 ± 0.14 and 0.24 ± 0.11 for each examiner, respectively. When the two types of measurements were compared, the values obtained from the digital models were lower than those obtained from the plaster models (p < 0.05), although the differences were considered clinically insignificant (differences < 0.1 mm). The Cécile digital models are a clinically acceptable alternative for use in Orthodontics.
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Com o objetivo de comparar a satisfação das mulheres com a experiência do parto em três modelos assistenciais, foi realizada pesquisa descritiva, com abordagem quantitativa, em dois hospitais públicos de São Paulo, um promovendo o modelo "Típico" e o outro com um centro de parto intra-hospitalar (modelo "CPNIH") e um peri-hospitalar (modelo "CPNPH"). A amostra foi constituída por 90 puérperas, 30 de cada modelo. A comparação entre os resultados referentes à satisfação das mulheres com o atendimento prestado pelos profissionais de saúde, com a qualidade da assistência e os motivos de satisfação e insatisfação, com a indicação ou recomendação dos serviços recebidos, com a sensação de segurança no processo e com as sugestões de melhorias, mostrou que o modelo CPHPH foi o melhor avaliado, vindo em seguida o CPNIH e por último o Típico. Conclui-se que o modelo peri-hospitalar de assistência ao parto deveria receber maior apoio do SUS, por se constituir em serviço em que as mulheres se mostram satisfeitas com a atenção recebida
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Nowadays, digital computer systems and networks are the main engineering tools, being used in planning, design, operation, and control of all sizes of building, transportation, machinery, business, and life maintaining devices. Consequently, computer viruses became one of the most important sources of uncertainty, contributing to decrease the reliability of vital activities. A lot of antivirus programs have been developed, but they are limited to detecting and removing infections, based on previous knowledge of the virus code. In spite of having good adaptation capability, these programs work just as vaccines against diseases and are not able to prevent new infections based on the network state. Here, a trial on modeling computer viruses propagation dynamics relates it to other notable events occurring in the network permitting to establish preventive policies in the network management. Data from three different viruses are collected in the Internet and two different identification techniques, autoregressive and Fourier analyses, are applied showing that it is possible to forecast the dynamics of a new virus propagation by using the data collected from other viruses that formerly infected the network. Copyright (c) 2008 J. R. C. Piqueira and F. B. Cesar. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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Strawberries represent the main source of ellagic acid derivatives in the Brazilian diet, corresponding to more than 50% of all phenolic compounds found in the fruit. There is a particular interest in the determination of the ellagic acid content in fruits because of possible chemopreventive benefits. In the present study, the potential health benefits of purified ellagitannins from strawberries were evaluated in relation to the antiproliferative activity and in vitro inhibition of alpha-amylase, alpha-glucosidase, and angiotensin I-converting enzyme (ACE) relevant for potential management of hyperglycemia and hypertension. Therefore, a comparison among ellagic acid, purified ellagitannins, and a strawberry extract was done to evaluate the possible synergistic effects of phenolics. In relation to the antiproliferative activity, it was observed that ellagic acid had the highest percentage inhibition of cell proliferation. The strawberry extract had lower efficacy in inhibiting the cell proliferation, indicating that in the case of this fruit there is no synergism. Purified ellagitannins had high alpha-amylase and ACE inhibitory activities. However, these compounds had low alpha-glucosidase inhibitory activity. These results suggested that the ellagitannins and ellagic acid have good potential for the management of hyperglycemia and hypertension linked to type 2 diabetes. However, further studies with animal and human models are needed to advance the in vitro assay-based biochemical rationale from this study.
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Local food diversity and traditional crops are essential for cost-effective management of the global epidemic of type 2 diabetes and associated complications of hypertension. Water and 12% ethanol extracts of native Peruvian fruits such as Lucuma (Pouteria lucuma), Pacae (Inga feuille), Papayita arequipena (Carica pubescens), Capuli (Prunus capuli), Aguaymanto (Physalis peruviana), and Algarrobo (Prosopis pallida) were evaluated for total phenolics, antioxidant activity based on 2, 2-diphenyl-1-picrylhydrazyl radical scavenging assay, and functionality such as in vitro inhibition of alpha-amylase, alpha-glucosidase, and angiotensin I-converting enzyme (ACE) relevant for potential management of hyperglycemia and hypertension linked to type 2 diabetes. The total phenolic content ranged from 3.2 (Aguaymanto) to 11.4 (Lucuma fruit) mg/g of sample dry weight. A significant positive correlation was found between total phenolic content and antioxidant activity for the ethanolic extracts. No phenolic compound was detected in Lucuma (fruit and powder) and Pacae. Aqueous extracts from Lucuma and Algarrobo had the highest alpha-glucosidase inhibitory activities. Papayita arequipena and Algarrobo had significant ACE inhibitory activities reflecting antihypertensive potential. These in vitro results point to the excellent potential of Peruvian fruits for food-based strategies for complementing effective antidiabetes and antihypertension solutions based on further animal and clinical studies.