Model selection and the vectorial misspecification-resistant information criterion in multivariate time series

The thesis deals with the problem of Model Selection (MS) motivated by information and prediction theory, focusing on parametric time series (TS) models. The main contribution of the thesis is the extension to the multivariate case of the Misspecification-Resistant Information Criterion (MRIC), a criterion introduced recently that solves Akaike’s original research problem posed 50 years ago, which led to the definition of the AIC. The importance of MS is witnessed by the huge amount of literature devoted to it and published in scientific journals of many different disciplines. Despite such a widespread treatment, the contributions that adopt a mathematically rigorous approach are not so numerous and one of the aims of this project is to review and assess them. Chapter 2 discusses methodological aspects of MS from information theory. Information criteria (IC) for the i.i.d. setting are surveyed along with their asymptotic properties; and the cases of small samples, misspecification, further estimators. Chapter 3 surveys criteria for TS. IC and prediction criteria are considered for: univariate models (AR, ARMA) in the time and frequency domain, parametric multivariate (VARMA, VAR); nonparametric nonlinear (NAR); and high-dimensional models. The MRIC answers Akaike’s original question on efficient criteria, for possibly-misspecified (PM) univariate TS models in multi-step prediction with high-dimensional data and nonlinear models. Chapter 4 extends the MRIC to PM multivariate TS models for multi-step prediction introducing the Vectorial MRIC (VMRIC). We show that the VMRIC is asymptotically efficient by proving the decomposition of the MSPE matrix and the consistency of its Method-of-Moments Estimator (MoME), for Least Squares multi-step prediction with univariate regressor. Chapter 5 extends the VMRIC to the general multiple regressor case, by showing that the MSPE matrix decomposition holds, obtaining consistency for its MoME, and proving its efficiency. The chapter concludes with a digression on the conditions for PM VARX models.

Joint value at risk: a new conditional risk measure

In this PhD thesis a new firm level conditional risk measure is developed. It is named Joint Value at Risk (JVaR) and is defined as a quantile of a conditional distribution of interest, where the conditioning event is a latent upper tail event. It addresses the problem of how risk changes under extreme volatility scenarios. The properties of JVaR are studied based on a stochastic volatility representation of the underlying process. We prove that JVaR is leverage consistent, i.e. it is an increasing function of the dependence parameter in the stochastic representation. A feasible class of nonparametric M-estimators is introduced by exploiting the elicitability of quantiles and the stochastic ordering theory. Consistency and asymptotic normality of the two stage M-estimator are derived, and a simulation study is reported to illustrate its finite-sample properties. Parametric estimation methods are also discussed. The relation with the VaR is exploited to introduce a volatility contribution measure, and a tail risk measure is also proposed. The analysis of the dynamic JVaR is presented based on asymmetric stochastic volatility models. Empirical results with S&P500 data show that accounting for extreme volatility levels is relevant to better characterize the evolution of risk. The work is complemented by a review of the literature, where we provide an overview on quantile risk measures, elicitable functionals and several stochastic orderings.

A Microleakage Study Of Gutta-percha/ah Plus And Resilon/real Self-etch Systems After Different Irrigation Protocols.

The development and maintenance of the sealing of the root canal system is the key to the success of root canal treatment. The resin-based adhesive material has the potential to reduce the microleakage of the root canal because of its adhesive properties and penetration into dentinal walls. Moreover, the irrigation protocols may have an influence on the adhesiveness of resin-based sealers to root dentin. The objective of the present study was to evaluate the effect of different irrigant protocols on coronal bacterial microleakage of gutta-percha/AH Plus and Resilon/Real Seal Self-etch systems. One hundred ninety pre-molars were used. The teeth were divided into 18 experimental groups according to the irrigation protocols and filling materials used. The protocols used were: distilled water; sodium hypochlorite (NaOCl)+eDTA; NaOCl+H3PO4; NaOCl+eDTA+chlorhexidine (CHX); NaOCl+H3PO4+CHX; CHX+eDTA; CHX+ H3PO4; CHX+eDTA+CHX and CHX+H3PO4+CHX. Gutta-percha/AH Plus or Resilon/Real Seal Se were used as root-filling materials. The coronal microleakage was evaluated for 90 days against Enterococcus faecalis. Data were statistically analyzed using Kaplan-Meier survival test, Kruskal-Wallis and Mann-Whitney tests. No significant difference was verified in the groups using chlorhexidine or sodium hypochlorite during the chemo-mechanical preparation followed by eDTA or phosphoric acid for smear layer removal. The same results were found for filling materials. However, the statistical analyses revealed that a final flush with 2% chlorhexidine reduced significantly the coronal microleakage. A final flush with 2% chlorhexidine after smear layer removal reduces coronal microleakage of teeth filled with gutta-percha/AH Plus or Resilon/Real Seal SE.

Neurodevelopment Of Small-for-gestational Age Infants: Behavioral Aspects In First Year.

The purpose of this study was to compare the behavior of full-term small-for-gestational age (SGA) with full-term appropriate-for gestational age (AGA) infants in the first year of life. We prospectively evaluated 68 infants in the 2nd month, 67 in the 6th month and 69 in the 12th month. The Bayley Scales of Infant Development-II were used, with emphasis on the Behavior Rating Scale (BRS). The groups were similar concerning the item interest in test materials and stimuli; there was a trend toward differences in the items negative affect, hypersensitivity to test materials and adaptation to change in test materials. The mean of Raw Score was significantly lower for the SGA group in the items predominant state, liability of state of arousal, positive affect, soothability when upset, energy, exploration of objects and surroundings, orientation toward examiner. A lower BRS score was associated with the SGA group in the 2nd month.

Spinal Cord Atrophy Correlates With Disease Duration And Severity In Amyotrophic Lateral Sclerosis.

Our objective was to investigate spinal cord (SC) atrophy in amyotrophic lateral sclerosis (ALS) patients, and to determine whether it correlates with clinical parameters. Forty-three patients with ALS (25 males) and 43 age- and gender-matched healthy controls underwent MRI on a 3T scanner. We used T1-weighted 3D images covering the whole brain and the cervical SC to estimate cervical SC area and eccentricity at C2/C3 level using validated software (SpineSeg). Disease severity was quantified with the ALSFRS-R and ALS Severity scores. SC areas of patients and controls were compared with a Mann-Whitney test. We used linear regression to investigate association between SC area and clinical parameters. Results showed that mean age of patients and disease duration were 53.1 ± 12.2 years and 34.0 ± 29.8 months, respectively. The two groups were significantly different regarding SC areas (67.8 ± 6.8 mm² vs. 59.5 ± 8.4 mm², p < 0.001). Eccentricity values were similar in both groups (p = 0.394). SC areas correlated with disease duration (r = - 0.585, p < 0.001), ALSFRS-R score (r = 0.309, p = 0.044) and ALS Severity scale (r = 0.347, p = 0.022). In conclusion, patients with ALS have SC atrophy, but no flattening. In addition, SC areas correlated with disease duration and functional status. These data suggest that quantitative MRI of the SC may be a useful biomarker in the disease.

Photoelastic Analysis Of All-on-four Concept Using Different Implants Angulations For Maxilla.

Conventional tilted implants are used in oral rehabilitation for heavily absorbed maxilla to avoid bone grafts; however, few research studies evaluate the biomechanical behavior when different angulations of the implants are used. The aim of this study was evaluate, trough photoelastic method, two different angulations and length of the cantilever in fixed implant-supported maxillary complete dentures. Two groups were evaluated: G15 (distal tilted implants 15°) and G35 (distal tilted implants 35°) n = 6. For each model, 2 distal tilted implants (3.5 x 15 mm long cylindrical cone) and 2 parallel tilted implants in the anterior region (3.5 x 10 mm) were installed. Photoelastic models were submitted to three vertical load tests: in the end of cantilever, in the last pillar and in the all pillars at the same time. We obtained the shear stress by Fringes software and found values for total, cervical and apical stress. The quantitative analysis was performed using the Student tests and Mann-Whitney test; p ≥ 0.05. There is no difference between G15 and G35 for total stress regardless of load type. Analyzing the apical region, G35 reduced strain values considering the distal loads (in the cantilever p = 0.03 and in the last pillar p = 0.02), without increasing the stress level in the cervical region. Considering the load in all pillars, G35 showed higher stress concentration in the cervical region (p = 0.04). For distal loads, G15 showed increase of tension in the apical region, while for load in all pillars, G35 inclination increases stress values in the cervical region.

Deregulation Of Adipokines Related To Target Organ Damage On Resistant Hypertension.

Resistant hypertension (RHTN) includes patients with controlled blood pressure (BP) (CRHTN) and uncontrolled BP (UCRHTN). In fact, RHTN patients are more likely to have target organ damage (TOD), and resistin, leptin and adiponectin may affect BP control in these subjects. We assessed the relationship between adipokines levels and arterial stiffness, left ventricular hypertrophy (LVH) and microalbuminuria (MA). This cross-sectional study included CRHTN (n=51) and UCRHTN (n=38) patients for evaluating body mass index, ambulatory blood pressure monitoring, plasma adiponectin, leptin and resistin concentrations, pulse wave velocity (PWV), MA and echocardiography. Leptin and resistin levels were higher in UCRHTN, whereas adiponectin levels were lower in this same subgroup. Similarly, arterial stiffness, LVH and MA were higher in UCRHTN subgroup. Adiponectin levels negatively correlated with PWV (r=-0.42, P<0.01), and MA (r=-0.48, P<0.01) only in UCRHTN. Leptin was positively correlated with PWV (r=0.37, P=0.02) in UCRHTN subgroup, whereas resistin was not correlated with TOD in both subgroups. Adiponectin is associated with arterial stiffness and renal injury in UCRHTN patients, whereas leptin is associated with arterial stiffness in the same subgroup. Taken together, our results showed that those adipokines may contribute to vascular and renal damage in UCRHTN patients.

Rolandic Epilepsy And Dyslexia.

Although benign epilepsy with centrotemporal spikes (BECTS) is an idiopathic, age-related epilepsy syndrome with favorable outcome, recent studies have shown impairment in specific neuropsychological tests. The objective of this study was to analyze the comorbidity between dyslexia and BECTS. Thirty-one patients with clinical and electroencephalographic diagnosis of BECTS (group A) and 31 paired children (group B) underwent a language and neuropsychological assessment performed with several standardized protocols. Our findings were categorized as: a) dyslexia; b) other difficulties; c) without difficulties. Our results were compared and statistically analyzed. Our data showed that dyslexia occurred in 19.4% and other difficulties in 74.2% of our patients. This was highly significant when compared with the control group (p<0.001). Phonological awareness, writing, reading, arithmetic, and memory tests showed a statistically significant difference when comparing both groups. Our findings show significant evidence of the occurrence of dyslexia in patients with BECTS.

Effect Of 4-(n,n-dimethylamino)phenethyl Alcohol On Degree Of Conversion And Cytotoxicity Of Photo-polymerized Cq-based Resin Composites.

The aim of this study was to evaluate the degree of conversion (DC) and the cytotoxicity of photo-cured experimental resin composites containing 4-(N,N-dimethylamino)phenethyl alcohol (DMPOH) combined to the camphorquinone (CQ) compared with ethylamine benzoate (EDAB). The resin composites were mechanically blended using 35 wt% of an organic matrix and 65 wt% of filler loading. To this matrix was added 0.2 wt% of CQ and 0.2 wt% of one of the reducing agents tested. 5x1 mm samples (n=5) were previously submitted to DC measurement and then pre-immersed in complete culture medium without 10% (v/v) bovine serum for 1 h or 24 h at 37 °C in a humidifier incubator with 5% CO2 and 95% humidity to evaluate the cytotoxic effects of experimental resin composites using the MTT assay on immortalized human keratinocytes cells. As a result of absence of normal distribution, the statistical analysis was performed using the nonparametric Kruskal-Wallis to evaluate the cytotoxicity and one-way analysis of variance to evaluate the DC. For multiple comparisons, cytotoxicity statistical analyses were submitted to Student-Newman-Keuls and DC analysis to Tukey's HSD post-hoc test (=0.05). No significant differences were found between the DC of DMPOH (49.9%) and EDAB (50.7%). 1 h outcomes showed no significant difference of the cell viability between EDAB (99.26%), DMPOH (94.85%) and the control group (100%). After 24 h no significant difference were found between EDAB (48.44%) and DMPOH (38.06%), but significant difference was found compared with the control group (p>0.05). DMPOH presented similar DC and cytotoxicity compared with EDAB when associated with CQ.

Estatística aplicada à química: dez dúvidas comuns

Ten common doubts of chemistry students and professionals about their statistical applications are discussed. The use of the N-1 denominator instead of N is described for the standard deviation. The statistical meaning of the denominators of the root mean square error of calibration (RMSEC) and root mean square error of validation (RMSEV) are given for researchers using multivariate calibration methods. The reason why scientists and engineers use the average instead of the median is explained. Several problematic aspects about regression and correlation are treated. The popular use of triplicate experiments in teaching and research laboratories is seen to have its origin in statistical confidence intervals. Nonparametric statistics and bootstrapping methods round out the discussion.

Análise de biomarcadores sanguíneos em estímulos anaeróbios máximos no nado crawl

Universidade Estadual de Campinas . Faculdade de Educação Física

Composição corporal e somatotipo em pessoas com síndrome de Down

Universidade Estadual de Campinas . Faculdade de Educação Física

Licenças medicas de professores de educação fisica : expressando especificidades em estudo na Rede Municipal de Ensino, Campinas - SP

Universidade Estadual de Campinas . Faculdade de Educação Física

Recalled and recorded bowel habits confirm early onset and high frequency of constipation in day-care nursery children

CONTEXT: Mothers recall early-onset constipation in children attending gastroenterology clinics. OBJECTIVES: To study the bowel habit of young children in the community to determine, first, whether early-onset constipation is confirmed in this setting and, second, the agreement between recalled and recorded bowel habit. METHODS:Defecation data of 57 children aged 6.0-40.7 mo were obtained by maternal recall (questionnaire on predominant stool characteristics) and by record (1,934 defecations registered prospectively at home and in the nursery). The bowel habit was classified according to stool frequency and proportion of stool characteristics (soft, hard and/or runny). Two criteria were used to classify recorded data, since the cutoff point for hard stools to identify constipation is undefined in children: predominant criterion and adult criterion, respectively with >50% and >25% of stools with altered consistency. Bowel habit categories were: adequate, constipation, functional diarrhea and "other bowel habit". Nonparametric statistics, and the Kappa index for agreement between recalled and recorded bowel habit, were used. RESULTS: Constipation occurred in 17.5%, 10.5%, 19.3% of the children by recall, the predominant and the adult criteria, respectively. Constipation was the main recalled alteration, vs 12.3% "other bowel habit". Only one child classified as having functional diarrhea (by the adult criterion). Agreement between recalled and recorded bowel habit was fair for constipation, by the predominant and the adult criteria (K = 0.28 and 0.24, respectively), but only slight (K <0.16) for other bowel habit categories. Individual data, however, pointed to a better relationship between recalled constipation and the adult rather than the predominant criterion. CONCLUSIONS: Frequent early-onset constipation was confirmed. Fair agreement between recalled and recorded constipation by the two used criteria indicates that recalled data are quite reliable to detect constipation.

Répteis da Estação Ecológica Serra Geral do Tocantins, Brasil Central

Os Cerrados sul-americanos abrigam alta diversidade de répteis, incluindo elevado número de endemismos. No entanto, o conhecimento desta diversidade é ainda incompleto frente à acelerada transformação das paisagens naturais no Brasil central. Constituem, portanto, uma das regiões prioritárias para estudo e conservação da biodiversidade mundial. Estudos intensivos sobre a fauna de répteis do Cerrado são necessários e urgentes para melhor compreensão dos processos que levaram à sua origem e distribuição e para subsidiar ações de conservação. Por meio de métodos padronizados, amostramos duas regiões ainda inexploradas da Estação Ecológica Serra Geral do Tocantins, situada na região do Jalapão. Registramos 45 espécies de répteis para a EESGT e entorno, o que representa uma riqueza alta e comparável à de outras regiões bem amostradas do Cerrado. Curvas de acumulação e estimadores indicam que a riqueza local de lagartos e anfisbenídeos aproxima-se da riqueza real enquanto a de serpentes é subestimada. A distribuição não-aleatória das espécies na paisagem concorda com evidências anteriores sugerindo utilização diferencial dos hábitats pelos répteis. Reunindo os resultados do presente estudo com os de levantamentos prévios realizados na região, registramos 88 espécies de répteis para o Jalapão sendo oito registros novos que incluem Bachia oxyrhina uma espécie recém descrita da região. As espécies da área apresentam três padrões gerais de distribuição: (1) espécies endêmicas do Cerrado, (2) espécies compartilhadas com domínios da diagonal de formações abertas sul-americanas, e (3) espécies de ampla ocorrência, compartilhadas também com ecossistemas florestais. Prevalecem espécies de ampla distribuição, porém é grande o número de espécies típicas do Cerrado, incluindo cinco possivelmente endêmicas do Jalapão, e há contribuição importante da fauna da Caatinga. A distribuição dos répteis em escala local e regional demonstra a necessidade de considerar a heterogeneidade paisagística para o planejamento de diretrizes visando à conservação em regiões do Cerrado. Por sua grande extensão, posição biogeográfica e complexidade de relevo e tipos de hábitat, a EESGT tem papel fundamental para a preservação e conhecimento da diversidade de répteis do Cerrado.