Compact matrix expressions for generalized Wald tests of equality of moment vectors

Asymptotic chi-squared test statistics for testing the equality ofmoment vectors are developed. The test statistics proposed aregeneralizedWald test statistics that specialize for different settings by inserting andappropriate asymptotic variance matrix of sample moments. Scaled teststatisticsare also considered for dealing with situations of non-iid sampling. Thespecializationwill be carried out for testing the equality of multinomial populations, andtheequality of variance and correlation matrices for both normal andnon-normaldata. When testing the equality of correlation matrices, a scaled versionofthe normal theory chi-squared statistic is proven to be an asymptoticallyexactchi-squared statistic in the case of elliptical data.

Multi-sample analysis of moment-structures: Asymptotic validity of inferences based on second-order moments

In moment structure analysis with nonnormal data, asymptotic valid inferences require the computation of a consistent (under general distributional assumptions) estimate of the matrix $\Gamma$ of asymptotic variances of sample second--order moments. Such a consistent estimate involves the fourth--order sample moments of the data. In practice, the use of fourth--order moments leads to computational burden and lack of robustness against small samples. In this paper we show that, under certain assumptions, correct asymptotic inferences can be attained when $\Gamma$ is replaced by a matrix $\Omega$ that involves only the second--order moments of the data. The present paper extends to the context of multi--sample analysis of second--order moment structures, results derived in the context of (simple--sample) covariance structure analysis (Satorra and Bentler, 1990). The results apply to a variety of estimation methods and general type of statistics. An example involving a test of equality of means under covariance restrictions illustrates theoretical aspects of the paper.

Scaled and adjusted restricted tests in multi-sample analysis of moment structures

We extend to score, Wald and difference test statistics the scaled and adjusted corrections to goodness-of-fit test statistics developed in Satorra and Bentler (1988a,b). The theory is framed in the general context of multisample analysis of moment structures, under general conditions on the distribution of observable variables. Computational issues, as well as the relation of the scaled and corrected statistics to the asymptotic robust ones, is discussed. A Monte Carlo study illustrates thecomparative performance in finite samples of corrected score test statistics.

Late morbidity during childhood and adolescence in previously premature neonates after patent ductus arteriosus closure.

The health status of previously premature neonates after closure of a patent ductus arteriosus (PDA) was analyzed in childhood and adolescence. Physician questionnaires were used to study 180 hospital survivors among 210 consecutive premature neonates who underwent PDA closure between 1985 and 2005. Complete follow-up data were obtained for 129 patients (72%). During a median follow-up period of 7 years (range, 2-22 years), three late deaths (2.3%) had occurred. Only 45% of the patients were considered healthy. Morbidity included developmental delay (41.1%), pulmonary illness (12.4%), neurologic impairment (14.7%), hearing impairment (3.9%), gastrointestinal disease (3.1%), and thoracic deformity (1.2%). None of the adverse variables during the neonatal period (intraventricular hemorrhage, bradycardia apnea syndrome, bronchopulmonary dysplasia, pulmonary bleeding, hyaline membrane disease, artificial respiration time [continuous positive airway pressure + intubation], or necrotizing enterocolitis) statistically predicted respective system morbidity at the follow-up evaluation. Hyaline membrane disease (odds ratio, 2.5; p = 0.026) and longer hospitalization time (odds ratio, 1.2 days per 10 hospitalization days; p = 0.032) in the newborn period were significant predictors of an unhealthy outcome at the last follow-up evaluation. Survival until childhood after closure of a hemodynamically significant PDA in premature neonates is satisfactory. However, physical and neurodevelopmental co-morbidity persist for half of the patients, perhaps as a sequela of prematurity unrelated to ductus closure.

Approximation of quadratic irrationals and their pierce expansions

In this article two aims are pursued: on the one hand, to present arapidly converging algorithm for the approximation of square roots; on theother hand and based on the previous algorithm, to find the Pierce expansionsof a certain class of quadratic irrationals as an alternative way to themethod presented in 1984 by J.O. Shallit; we extend the method to findalso the Pierce expansions of quadratic irrationals of the form $2 (p-1)(p - \sqrt{p^2 - 1})$ which are not covered in Shallit's work.

A generalization of Hull and White formula and applications to option pricing approximation

By means of Malliavin Calculus we see that the classical Hull and White formulafor option pricing can be extended to the case where the noise driving thevolatility process is correlated with the noise driving the stock prices. Thisextension will allow us to construct option pricing approximation formulas.Numerical examples are presented.

A decomposition formula for option prices in the Heston model and applications to option pricing approximation

By means of classical Itô's calculus we decompose option prices asthe sum of the classical Black-Scholes formula with volatility parameterequal to the root-mean-square future average volatility plus a term dueby correlation and a term due to the volatility of the volatility. Thisdecomposition allows us to develop first and second-order approximationformulas for option prices and implied volatilities in the Heston volatilityframework, as well as to study their accuracy. Numerical examples aregiven.

Poly-N-acetyl glucosamine fibers are synergistic with vacuum-assisted closure in augmenting the healing response of diabetic mice.

BACKGROUND: Vacuum-assisted closure (VAC) has become the preferred modality to treat many complex wounds but could be further improved by methods that minimize bleeding and facilitate wound epithelialization. Short fiber poly-N-acetyl glucosamine nanofibers (sNAG) are effective hemostatic agents that activate platelets and facilitate wound epithelialization. We hypothesized that sNAG used in combination with the VAC device could be synergistic in promoting wound healing while minimizing the risk of bleeding. METHODS: Membranes consisting entirely of sNAG nanofibers were applied immediately to dorsal excisional wounds of db/db mice followed by application of the VAC device. Wound healing kinetics, angiogenesis, and wound-related growth factor expression were measured. RESULTS: The application of sNAG membranes to wounds 24 hours before application of the VAC device was associated with a significant activation of wounds (expression of PDGF, TGFβ, EGF), superior granulation tissue formation rich in Collagen I as well as superior wound epithelialization (8.6% ± 0.3% vs. 1.8% ± 1.1% of initial wound size) and wound contraction. CONCLUSIONS: The application of sNAG fiber-containing membranes before the application of the polyurethane foam interface of VAC devices leads to superior healing in db/db mice and represents a promising wound healing adjunct that can also reduce the risk of bleeding complications.

Incremental neural networks for function approximation

A new strategy for incremental building of multilayer feedforward neural networks is proposed in the context of approximation of functions from R-p to R-q using noisy data. A stopping criterion based on the properties of the noise is also proposed. Experimental results for both artificial and real data are performed and two alternatives of the proposed construction strategy are compared.