Parametric VaR with goodness-of-fit tests based on EDF statistics for extreme returns

Parametric VaR (Value-at-Risk) is widely used due to its simplicity and easy calculation. However, the normality assumption, often used in the estimation of the parametric VaR, does not provide satisfactory estimates for risk exposure. Therefore, this study suggests a method for computing the parametric VaR based on goodness-of-fit tests using the empirical distribution function (EDF) for extreme returns, and compares the feasibility of this method for the banking sector in an emerging market and in a developed one. The paper also discusses possible theoretical contributions in related fields like enterprise risk management (ERM). © 2013 Elsevier Ltd.

Egg production curve fitting using nonlinear models for selected and nonselected lines of White Leghorn hens

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

A quantitative nature of somatic embryogenesis in soybean

The objectives of this research were to investigate the genetic parameters associated with the in vitro formation of somatic embryos in soybean and to determine the effect of light intensity on the embryogenic capability of F-1, F-2, and backcross (RC1P1 and RC1P2) progenies derived from crosses between embryogenic (IAS-5 and Embrapa-1) and nonembryogenic (Parana) cultivars. Immature cotyledons (4-6 mm in length) derived from the parental lines, F-1, F-2, RC1P1, and RC1P2 were grown for 90 d on the inductive N10 medium, after which the number of somatic embryos was recorded. Chi-square tests for goodness of fit showed that the genetic component of the somatic embryogenesis trait is controlled in a quantitative manner by approximately 10 genes. A normal distribution for somatic embryo formation in the F-2 generations was observed reinforcing the quantitative nature of the trait. Variation in light intensity (8-12 and 27-33 mu mol m(-2) s(-1)) had no effect on somatic embryo formation in the parental material tested.

Models for the analysis of growth curves for rearing tinamous (Rhynchotus rufescens) in captivity

Growth curves models provide a visual assessment of growth as a function of time, and prediction body weight at a specific age. This study aimed at estimating tinamous growth curve using different models, and at verifying their goodness of fit. A total number 11,639 weight records from 411 birds, being 6,671 from females and 3,095 from males, was analyzed. The highest estimates of a parameter were obtained using Brody (BD), von Bertalanffy (VB), Gompertz (GP,) and Logistic function (LG). Adult females were 5.7% heavier than males. The highest estimates of b parameter were obtained in the LG, GP, BID, and VB models. The estimated k parameter values in decreasing order were obtained in LG, GP, VB, and BID models. The correlation between the parameters a and k showed heavier birds are less precocious than the lighter. The estimates of intercept, linear regression coefficient, quadratic regression coefficient, and differences between quadratic coefficient of functions and estimated ties of quadratic-quadratic-quadratic segmented polynomials (QQQSP) were: 31.1732 +/- 2.41339; 3.07898 +/- 0.13287; 0.02689 +/- 0.00152; -0.05566 +/- 0.00193; 0.02349 +/- 0.00107, and 57 and 145 days, respectively. The estimated predicted mean error values (PME) of VB, GP, BID, LG, and QQQSP models were, respectively, 0.8353; 0.01715; -0.6939; -2.2453; and -0.7544%. The coefficient of determination (RI) and least square error values (MS) showed similar results. In conclusion, the VB and the QQQSP models adequately described tinamous growth. The best model to describe tinamous growth was the Gompertz model, because it presented the highest R-2 values, easiness of convergence, lower PME, and the easiness of parameter biological interpretation.

Comparison of different nonlinear functions to describe Nelore cattle growth

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Comparison of non-linear growth models to describe the growth curve in West African Dwarf sheep

The objectives of this study were to compare the goodness of fit of four non-linear growth models, i.e. Brody, Gompertz, Logistic and Von Bertalanffy, in West African Dwarf (WAD) sheep. A total of 5274 monthly weight records from birth up to 180 days of age from 889 lambs, collected during 2001 to 2004 in Betecoucou breeding farm in Benin were used. In the preliminary analysis, the General Linear Model Procedure of the Statistical Analysis Systems Institute was applied to the dataset to identify the significant effects of the sex of lamb (male and female), type of birth (single and twin), season of birth (rainy season and dry season), parity of dam (1, 2 and 3) and year of birth (2001, 2002, 2003 and 2004) on the observed birth weight and monthly weight up to 6 months of age. The models parameters (A, B and k), coefficient of determination (112), mean square error (MSE) were calculated using language of technical computing package Matlab(R), 2006. The mean values of A, B and k were substituted into each model to calculate the corresponding Akaike's Information Criterion (AIC). Among the four growth functions, the Brody model has been selected for its accuracy of fit according to the higher R(2), lower MSE and A/C Finally, the parameters A, B and k were adjusted in Matlab(R) 2006 for the sex of lamb, year of birth, season of birth, birth type and the parity of ewe, providing a specific slope of the Brody growth curve. The results of this study suggest that Brody model can be useful for WAD sheep breeding in Betecoucou farm conditions through growth monitoring.

Crystal Structure Determination of Mebendazole Form A Using High-Resolution Synchrotron X-Ray Powder Diffraction Data

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Crystal structure of propylthiouracil determined using high-resolution synchrotron X-ray powder diffraction

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Validity and reliability of the Portuguese version of Mandibular Function Impairment Questionnaire

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Sorption isotherms of alligator's meat (Caiman crocodilus yacare)

Sorption isotherms were determined for salted alligator's meat at four different temperatures (10degreesC, 15degreesC, 25degreesC and 35degreesC), using a standard gravimetric method. The goodness of fit of five sorption models to experimental data was determined. Five models, namely the GAB, the BET, the Halsey, the Henderson and the Hailwood and Horrobin, were evaluated to determine the best fit for the experimental data. The GAB was the best fitted model for the data of salted alligator's meat with an average error less than 10% for temperature of 10degreesC and less than 5% for the others temperatures. The coefficients of determination (r(2)) were 0.99 for all temperatures considered. The monolayer values decreased as temperature increased. The other four models were not appropriated to fit the data because of the high error values, although the r(2) were also similar to the GAB model. The net isosteric heat of sorption was estimated from equilibrium sorption data, using the Clausis-Clapeyron equation. Isosteric heats of sorption were found to increase with increasing temperature and could be well adjusted by an exponential relationship. (C) 2002 Elsevier B.V. Ltd. All rights reserved.

Linear and Poisson models for genetic evaluation of tick resistance in cross-bred Hereford x Nellore cattle

Cattle resistance to ticks is measured by the number of ticks infesting the animal. The model used for the genetic analysis of cattle resistance to ticks frequently requires logarithmic transformation of the observations. The objective of this study was to evaluate the predictive ability and goodness of fit of different models for the analysis of this trait in cross-bred Hereford x Nellore cattle. Three models were tested: a linear model using logarithmic transformation of the observations (MLOG); a linear model without transformation of the observations (MLIN); and a generalized linear Poisson model with residual term (MPOI). All models included the classificatory effects of contemporary group and genetic group and the covariates age of animal at the time of recording and individual heterozygosis, as well as additive genetic effects as random effects. Heritability estimates were 0.08 ± 0.02, 0.10 ± 0.02 and 0.14 ± 0.04 for MLIN, MLOG and MPOI models, respectively. The model fit quality, verified by deviance information criterion (DIC) and residual mean square, indicated fit superiority of MPOI model. The predictive ability of the models was compared by validation test in independent sample. The MPOI model was slightly superior in terms of goodness of fit and predictive ability, whereas the correlations between observed and predicted tick counts were practically the same for all models. A higher rank correlation between breeding values was observed between models MLOG and MPOI. Poisson model can be used for the selection of tick-resistant animals. © 2013 Blackwell Verlag GmbH.

Environmental management and operational performance in automotive companies in Brazil: The role of human resource management and lean manufacturing

The main objective of this study is to verify the influence of Environmental Management (EM) on Operational Performance (OP) in Brazilian automotive companies, analyzing whether Lean Manufacturing (LM) and Human Resources (HR) interfere in the greening of these companies. Therefore, a conceptual framework listing these concepts was proposed, and three research hypotheses were presented. A questionnaire was elaborated based on this theoretical background and sent to respondents occupying the highest positions in the production/operations areas of Brazilian automotive companies. The data, collected from 75 companies, were analyzed using structural equation modeling. The main results are as follows: (a) the model tested revealed an adequate goodness of fit, showing that overall, the relations proposed between EM and OP and between HR, LM and EM tend to be statistically valid; (b) EM tends to influence OP in a positive and statistically weak manner; (c) LM has a greater influence on EM when compared to the influence HR has over EM; (d) HR has a positive relationship over EM, but the statistical significance of this relationship is less than that of the other evaluated relationships. The originality of this paper lies in its gathering the concepts of EM, LM, HR and OP in a single study, as they generally tend not to be treated jointly. This paper also provided valid empirical evidence for a littlestudied context: the Brazilian automotive sector. © 2012 Elsevier Ltd. All rights reserved.

Severity of temporomandibular disorders in women: validity and reliability of the Fonseca Anamnestic Index

The aim of this study was to assess the validity and reliability of the Fonseca Anamnestic Index (IAF), used to assess the severity of temporomandibular disorders, applied to Brazilian women. We used a probabilistic sampling design. The participants were 700 women over 18 years of age, living in the city of Araraquara (SP). The IAF questionnaire was applied by telephone interviews. We conducted Confirmatory Factor Analysis (CFA) using Chi-Square Over Degrees of Freedom (χ2/df), Comparative Fit Index (CFI), Tucker-Lewis Index (TLI), and Root Mean Square Error of Approximation (RMSEA) as goodness of fit indices. We calculated the convergent validity, the average variance extracted (AVE) and the composite reliability (CR). Internal consistency was assessed by Cronbach's alpha coefficient (α).The factorial weights of questions 8 and 10 were below the adequate values. Thus, we refined the original model and these questions were excluded. The resulting factorial model showed appropriate goodness of fit to the sample (χ2/df = 3.319, CFI = 0.978, TLI = 0.967, RMSEA = 0.058). The convergent validity (AVE = 0.513, CR = 0.878) and internal consistency (α = 0.745) were adequate. The reduced IAF version showed adequate validity and reliability in a sample of Brazilian women.

Psychometric Properties of the Oral Health Impact Profile and New Methodological Approach

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Epidemiology of Severity of Temporomandibular Disorders in Brazilian Women

Aims: To evaluate the severity of temporomandibular disorders (TMD) of women in the municipality of Araraquara (Brazil) as well as the contribution of the perception of oral health, mandibular functional limitation, and sociodemographic variables on the severity of TMD. Methods: The participants were interviewed by telephone. Information regarding age, marital status, economic level, education, and use and type of dental prostheses was surveyed. To evaluate TMD severity, mandibular functional limitation and perception of oral health, Fonseca's Anamnesic Index (IAF), the Mandibular Function Impairment Questionnaire (MFIQ), and the General Oral Health Assessment Index (GOHAI) were used. To evaluate the contribution of these variables on TMD severity, a structural equation model (SEM) was fitted to the data and assessed by usual goodness-of-fit indices. Results: A total of 701 women with a mean age of 44.36 years (SD = 16.31) participated. According to the IAF, 59.6% (95% confidence interval = 56.00%-63.2%) of the women were classified as having TMD, of which 63.9% presented light, 26.8% moderate, and 9.3% severe TMD. Mandibular functional limitation was low in 91.0% of the women, moderate in 7.1%, and severe in 1.9%. Goodness-of-fit for the structural model was adequate. The predictors explained 43% of the variation in the TMD severity, with significant contributions of the variables dental prostheses (beta = -.008; P = .006), perception of oral health (beta = -.43; P < .001), and mandibular functional limitation (beta = .014; P = 014). Conclusion: The severity of TMD among Brazilian women was greater in non-users of dental prostheses and was also associated with greater mandibular functional limitation and poor perception of oral health.