Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions

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

Comparison between univariate and bivariate geostatistical models for estimating catch per unit of effort (cpue): A simulation study

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Genetic associations between carcass traits measured by real-time ultrasound and scrotal circumference and growth traits in Nelore cattle

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Associações genéticas entre pesos e características reprodutivas em rebanhos da raça Nelore

Dados de 14.918 animais da raça Nelore nascidos entre 1991 e 2000, provenientes de rebanhos localizados nas regiões Sul e Sudeste do País, foram utilizados para estimar componentes de co-variância, herdabilidade e correlações genéticas de peso ao desmame (PD), peso a 1 ano de idade (PA), peso ao sobreano (PS), peso ao primeiro parto (PPP), idade ao primeiro parto (IPP) e dias para o primeiro parto (DP). As estimativas dos componentes de co-variância e dos parâmetros genéticos foram obtidas pelo método de máxima verossimilhança restrita, em análises multivariadas. As herdabilidades estimadas para PD, PA, PS, PPP, IPP e DP foram de 0,26; 0,30; 0,34; 0,35; 0,14 e 0,07, respectivamente. Correlações genéticas negativas foram estimadas entre pesos medidos em diferentes idades e IPP, as quais variaram de -0,31 a -0,16. do mesmo modo, as estimativas de correlação genética entre PD × DP (-0,09); PA × DP (-0,13); PS × DP (-0,17) e PPP × DP (-0,16) foram negativas, embora de menor magnitude. As correlações genéticas estimadas entre as características de crescimento e a IPP foram favoráveis. Assim, a seleção para aumento de peso deve promover redução da IPP. A alta correlação genética estimada entre IPP e DP (0,73) indica que o uso de DP na seleção de bovinos de corte pode promover resposta correlacionada favorável na idade ao primeiro parto.

Thermophysical properties of mango pulp (Mangifera indica L. cv. Tommy Atkins)

The density, heat capacity and thermal conductivity of mango pulp (Mangifera indica L. cv. Tommy Atkins) were determined at moisture contents of between 0.9 and 0.52 kg kg(-1) (w.b.) and temperatures of between 20 and 80 degrees C. The experimental data were satisfactorily fitted (explained variation values >99.1%) as functions of the moisture content and temperature by using multivariate linear models. In the range of conditions considered, the moisture content exhibits a greater influence on the studied properties than temperature. (C) 2009 Elsevier Ltd. All rights reserved.

Microscopic origin of non-Gaussian distributions of financial returns

In this paper we study the possible microscopic origin of heavy-tailed probability density distributions for the price variation of financial instruments. We extend the standard log-normal process to include another random component in the so-called stochastic volatility models. We study these models under an assumption, akin to the Born-Oppenheimer approximation, in which the volatility has already relaxed to its equilibrium distribution and acts as a background to the evolution of the price process. In this approximation, we show that all models of stochastic volatility should exhibit a scaling relation in the time lag of zero-drift modified log-returns. We verify that the Dow-Jones Industrial Average index indeed follows this scaling. We then focus on two popular stochastic volatility models, the Heston and Hull-White models. In particular, we show that in the Hull-White model the resulting probability distribution of log-returns in this approximation corresponds to the Tsallis (t-Student) distribution. The Tsallis parameters are given in terms of the microscopic stochastic volatility model. Finally, we show that the log-returns for 30 years Dow Jones index data is well fitted by a Tsallis distribution, obtaining the relevant parameters. (c) 2007 Elsevier B.V. All rights reserved.

Reductions in the Prevalence and Incidence of Geohelminth Infections following a City-wide Sanitation Program in a Brazilian Urban Centre

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Clinical patterns and epidemiological characteristics of facial melasma in Brazilian women

Background Melasma is a common acquired chronic hypermelanosis of sun-exposed areas which significantly impacts quality of life. There are few epidemiological studies in medical literature concerning these patients. Objective Characterize clinical and epidemiological data on Brazilian female patients with melasma. Methods A semi-structured questionnaire was administered to melasma patients treated at a dermatology clinic between 2005 and 2010. Association between variables was performed by multivariate regression models. Results We assessed 302 patients; intermediate skin phototypes III (34.4%) and IV (38.4%) were prevalent. Mean disease onset age was 27.5 ± 7.8 years and familiar occurrence of melasma was identified in 56.3%. The most commonly reported trigger factors were pregnancy (36.4%), contraceptive pills (16.2%) and intense sun exposure (27.2%). Preferred facial topographies were zygomatic (83.8%), labial superior (51.3%) and frontal (49.7%). Pregnancy induced melasma has been associated to early disease (OR = 0.86) and number of pregnancies (OR = 1.39). Childbearing was correlated to melasma extension. Older disease onset age was associated to darker skin phototypes. Co-occurrence of facial topographies supported clinical classification as centrofacial and peripheral melasma. Conclusion This population was characterized by: a high prevalence in adult females, intermediate skin phototypes, disease precipitation by hormonal stimulus and familiar genetic influence. © 2012 The Authors. Journal of the European Academy of Dermatology and Venereology © 2012 European Academy of Dermatology and Venereology.

Análise multivariada no monitoramento do processo de produção de óleo diesel numa refinaria de petróleo

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Estudo comparativo morfofuncional e expressão de receptor de melanocortina do tipo 1 em lesões de melasma

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

Uso do modelo linear multivariado de crescimento no estudo da densidade básica da madeira de eucaliptos

Pós-graduação em Agronomia (Energia na Agricultura) - FCA

Desenvolvimento, validação, avaliação da incerteza de medição e análise de custos de método baseado em espectroscopia no infravermelho e análise multivariada para previsão de parâmetros de qualidade de amostras de E85

Pós-graduação em Química - IQ

Multivariate models for correlated count data

In this study, we deal with the problem of overdispersion beyond extra zeros for a collection of counts that can be correlated. Poisson, negative binomial, zero-inflated Poisson and zero-inflated negative binomial distributions have been considered. First, we propose a multivariate count model in which all counts follow the same distribution and are correlated. Then we extend this model in a sense that correlated counts may follow different distributions. To accommodate correlation among counts, we have considered correlated random effects for each individual in the mean structure, thus inducing dependency among common observations to an individual. The method is applied to real data to investigate variation in food resources use in a species of marsupial in a locality of the Brazilian Cerrado biome. © 2013 Copyright Taylor and Francis Group, LLC.