7 resultados para Portmanteau test statistics

em Repositório Institucional UNESP - Universidade Estadual Paulista "Julio de Mesquita Filho"


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In this paper, we derive score test statistics to discriminate between proportional hazards and proportional odds models for grouped survival data. These models are embedded within a power family transformation in order to obtain the score tests. In simple cases, some small-sample results are obtained for the score statistics using Monte Carlo simulations. Score statistics have distributions well approximated by the chi-squared distribution. Real examples illustrate the proposed tests.

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The aim of this prospective study was to assess ovarian function using clinical and endocrine parameters in women of reproductive age who underwent total abdominal hysterectomy. Sixty-one women, aged ≤ 40 years, were allocated into two groups: group 1, consisting of 31 patients who had hysterectomy, and group 2, consisting of 30 normal women. Inclusion criteria were normal ovarian function at baseline, normal body weight, no hormonal diseases and basal follicle stimulating hormone (FSH) level of < 15 mIU/ml. FSH, luteinizing hormone (LH), estradiol and inhibin B levels as well as maturation value (MV) were measured by vaginal cytology on three occasions: baseline, and 6 and 12 months after hysterectomy. Analysis of variance, the Friedman test, Mann-Whitney test and t-test statistics were employed to compare the two groups. At baseline the groups were homogeneous. At months 6 and 12, hysterectomized women showed decreased median values of inhibin B, increased median values of estradiol (p < 0.05), unchanged median values of FSH and LH, and decreased median values of MV (p < 0.05). In the hysterectomy group, 12.9% (4/31) of the patients had FSH levels of > 40 mIU/ml, estradiol of < 20 pg/ml and inhibin B of < 5 ng/ml, compatible with ovarian failure. In the control group, all the parameters studied remained unchanged. These results suggest that total abdominal hysterectomy accelerates the decline in ovarian function in women of reproductive age.

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The aim of this study was to evaluate the efficacy of a dip slide test for mutans streptococci in caries risk assessment, when the microbiological results were compared to well-defined clinical criteria (DCC) for caries risk, clinically measured through high and low caries activity. Eighty-one volunteers from the 6(th) to 8(th) grades from public schools of Piracicaba, São Paulo, Brazil, were evaluated for dental caries. All free smooth surfaces were evaluated to check whether or not there were white spots. Based on the subjects' caries experience, a calibrated clinician divided them into groups of high and low caries activity. The subjects were submitted to a salivary test (CARITEST SM (R)) from the same batch number. Kappa statistics (kappa) were applied to verify the reproducibility of the simplified test, checked through interexaminer agreement when the results were classified by independent and blind means. The microbiological results were validated according to expressions of sensitivity and specificity. A moderate agreement was verified as the results were classified according to 6 scores (kappa =0.55), and the agreement was substantial when the results were classified according to high and low microbiological count (kappa =0.78). The sensitivity and specificity values were 0.59 and 0.85, respectively, showing that the test was more specific than sensitive, and could thus better identify the low caries risk subjects.

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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.

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Pós-graduação em Fisioterapia - FCT