994 resultados para ATE estimator
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A graphical processing unit (GPU) is a hardware device normally used to manipulate computer memory for the display of images. GPU computing is the practice of using a GPU device for scientific or general purpose computations that are not necessarily related to the display of images. Many problems in econometrics have a structure that allows for successful use of GPU computing. We explore two examples. The first is simple: repeated evaluation of a likelihood function at different parameter values. The second is a more complicated estimator that involves simulation and nonparametric fitting. We find speedups from 1.5 up to 55.4 times, compared to computations done on a single CPU core. These speedups can be obtained with very little expense, energy consumption, and time dedicated to system maintenance, compared to equivalent performance solutions using CPUs. Code for the examples is provided.
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BACKGROUND: C iclosporine ( CsA), Tacrolimus (Tcl) and Infliximab (IFX) are effective rescue therapies in steroidrefractory ulcerative colitis (UC). Comparative studies are however m issing. M ETHOD: T his i s the retrospective analysis of treatment outcome for oral Tcl (n=27, initially 0.05mg/Kg twice daily, aiming for serum trough levels of 5-10 n g/mL), i ntravenous C sA ( n=23, 2 mg/kg/daily a nd then o ral CsA 5mg/kg/daily) and IFX ( n=43, 5 mg/kg intravenously at week 0, 2, 6 and then every 8 weeks) in patients with s teroid r efractory moderate to s evere UC enrolled i n the SWISS IBD cohort s tudy. After successful rescue therapy with Tcl o r C sA, t hiopurine m aintenance therapy or maintenance therapy with Tcl (in Tcl pretreated patients) was introduced. The endpoints analyzed steroid free r emission r ate (on the basis of m odified Truelove- Witts severity index (MTWSI)) and number of colectomies after 6 m onths. R ESULTS: A t 6 months, 26% ( 7/27) o f patients treated with T cl r emained i n steroid free remission (MTWSI score ≤4) compared to 30 % (7/23) on 18 droplets to the same extend under the linoleic acid treat, whereas lipid hydrolysis or loss was significantly increased in Huh-7 WT cells after 24h. Conclusions: Chronic alcohol feeding in obese, insulin-resistant rats exerts significant and synergistic effects on PNPLA3 mRNA expression, which correlated with triglyceride content. In v itro experiments suggest that PNPLA3 expression depends on the t ypes of d ietary f atty acids with polyunsaturated fatty a cids i nducing a nd monounsaturated fatty a cids inhibiting PNPLA3 mRNA. I148M polymorphism of PNPLA3 l eads to attenuation o f lipolytic processes resulting in fat accumulation in the cell. 20 CsA and 58% ( 27/41) o f patients t reated w ith IFX ( Tcl & CsA vs I FX p = 0 .018). S ignificant m ore patients had primary non response, loss of response or severe adverse events i n the CsA cohort ( 61%, 1 4/23) c ompared to Tcl cohort (33.3 % , 9/27), and IFX cohort (30%, 1 3/43) (p= 0.037). Colectomy rate was significantly higher after CsA (17.4 %, 4/23) compared to Tcl (3.7 %, 1/27) or IFX (2.3 %, 1/43) (p= 0.047).CONCLUSION: After s ix m onth, rescue therapy with I FX h ad t he l owest c olectomy r ate, significantly h igher steroid free r emission rate, a nd t he lowest rate of non-response, loss of response and severe adverse events compared to CsA or Tcl rescue treatment.
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SummaryDiscrete data arise in various research fields, typically when the observations are count data.I propose a robust and efficient parametric procedure for estimation of discrete distributions. The estimation is done in two phases. First, a very robust, but possibly inefficient, estimate of the model parameters is computed and used to indentify outliers. Then the outliers are either removed from the sample or given low weights, and a weighted maximum likelihood estimate (WML) is computed.The weights are determined via an adaptive process such that if the data follow the model, then asymptotically no observation is downweighted.I prove that the final estimator inherits the breakdown point of the initial one, and that its influence function at the model is the same as the influence function of the maximum likelihood estimator, which strongly suggests that it is asymptotically fully efficient.The initial estimator is a minimum disparity estimator (MDE). MDEs can be shown to have full asymptotic efficiency, and some MDEs have very high breakdown points and very low bias under contamination. Several initial estimators are considered, and the performances of the WMLs based on each of them are studied.It results that in a great variety of situations the WML substantially improves the initial estimator, both in terms of finite sample mean square error and in terms of bias under contamination. Besides, the performances of the WML are rather stable under a change of the MDE even if the MDEs have very different behaviors.Two examples of application of the WML to real data are considered. In both of them, the necessity for a robust estimator is clear: the maximum likelihood estimator is badly corrupted by the presence of a few outliers.This procedure is particularly natural in the discrete distribution setting, but could be extended to the continuous case, for which a possible procedure is sketched.RésuméLes données discrètes sont présentes dans différents domaines de recherche, en particulier lorsque les observations sont des comptages.Je propose une méthode paramétrique robuste et efficace pour l'estimation de distributions discrètes. L'estimation est faite en deux phases. Tout d'abord, un estimateur très robuste des paramètres du modèle est calculé, et utilisé pour la détection des données aberrantes (outliers). Cet estimateur n'est pas nécessairement efficace. Ensuite, soit les outliers sont retirés de l'échantillon, soit des faibles poids leur sont attribués, et un estimateur du maximum de vraisemblance pondéré (WML) est calculé.Les poids sont déterminés via un processus adaptif, tel qu'asymptotiquement, si les données suivent le modèle, aucune observation n'est dépondérée.Je prouve que le point de rupture de l'estimateur final est au moins aussi élevé que celui de l'estimateur initial, et que sa fonction d'influence au modèle est la même que celle du maximum de vraisemblance, ce qui suggère que cet estimateur est pleinement efficace asymptotiquement.L'estimateur initial est un estimateur de disparité minimale (MDE). Les MDE sont asymptotiquement pleinement efficaces, et certains d'entre eux ont un point de rupture très élevé et un très faible biais sous contamination. J'étudie les performances du WML basé sur différents MDEs.Le résultat est que dans une grande variété de situations le WML améliore largement les performances de l'estimateur initial, autant en terme du carré moyen de l'erreur que du biais sous contamination. De plus, les performances du WML restent assez stables lorsqu'on change l'estimateur initial, même si les différents MDEs ont des comportements très différents.Je considère deux exemples d'application du WML à des données réelles, où la nécessité d'un estimateur robuste est manifeste : l'estimateur du maximum de vraisemblance est fortement corrompu par la présence de quelques outliers.La méthode proposée est particulièrement naturelle dans le cadre des distributions discrètes, mais pourrait être étendue au cas continu.
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Discussions at the inaugural meeting of a Trans-European Pedagogic Research Group for Anatomical Sciences highlighted the fact that there exist considerable variations in the legal and ethical frameworks throughout Europe concerning body bequests for anatomical examination. Such differences appear to reflect cultural and religious variations as well as different legal and constitutional frameworks. For example, there are different views concerning the "ownership" of cadavers and concerning the need (perceived by different societies and national politicians) for legislation specifically related to anatomical dissection. Furthermore, there are different views concerning the acceptability of using unclaimed bodies that have not given informed consent. Given that in Europe there have been a series of controversial anatomical exhibitions and also a public (televised) dissection/autopsy, and given that the commercial sale or transport of anatomical material across national boundaries is strongly debated, it would seem appropriate to "harmonise" the situation (at least in the European Union). This paper summarises the legal situation in a variety of European countries and suggests examples of good practice. In particular, it recommends that all countries should adopt clear legal frameworks to regulate the acceptance of donations for medical education and research. It stresses the need for informed consent, with donors being given clear information upon which to base their decision, intentions to bequest being made by the donor before death and encourages donors to discuss their wishes to bequeath with relatives prior to death. Departments are encouraged, where they feel it appropriate, to hold Services of Thanksgiving and Commemoration for those who have donated their bodies. Finally, there needs to be legislation to regulate transport of bodies or body parts across national borders and a discouragement of any moves towards commercialisation in relation to bequests.
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Contient : 1 Recueil de généalogies portugaises ; 2 Recueil de généalogies extraites "de hum livro de Nunalvares Pereira" ; 3 Recueil de généalogies : "Estos linages que se siguen se copiaron de un libro de Alonsso Lopez de Haro de los linages de Portugal, y, por lo que dize en el de los Pimenteles, parece se le dio Nunalbarez Pereyra." ; 4 "Desçendencia dos Teives feita por D. Belchor de Teive." ; 5 Notes sur divers membres de la famille de Mello ou Merlo ; 6 "Familia y quadrilla de Blasco Ximeno." Cette généalogie se termine par une notice sur D. Gomez d'Avila y Toledo, deuxième marquis de Velada ; 7 "Linhagem dos de Castelbranco, recopilada por Dom Manoel de Castelbranco, conde de Villanova." ; 8 Notes généalogiques sur les familles Pinheiro, Manoel et Tserclaes ; 9 "Memoria dos titulos que os reis de Portugal criarão de novo neste reyno," de João Ier à Philippe III ; 10 "Los grandes y titulos de Castilla." ; 11 "Visoreys e governadores da India." ; 12 Notes généalogiques sur les Souza et les Maldonado ; 13 "Adiantados que ouve em Portugal." ; 14 "Epitaphios que estão no mosteiro de S. Antonio da Castanheyra." ; 15-34 Documents relatifs à la prise de la ville de Salvador (Bahia, Brésil) par les hollandais (1624) et à la reprise par l'armée hispano-portugaise (1625) ; 15 "Lista dos navios, capitaes d'elles e soldados, fidalgos e nobres que se embarcarão e partirão ao soccorro da Bahia, a 21 de novembro de 1624, sendo capitão geral d'esta armada don Manoel de Meneses." ; 16 "Relaçaõ do dinheiro e cousas reduzidas a elle com que este reyno servio a Sua Magd na ocasiaõ do apresto da armada para o socorro da Bahia no Brasil, que vae ao todo noventa e tres contos coatrocentos e hum mil." 1624 ; 17 "Relaçaõ da armada que partio de Lisbóa em socorro da Bahia e do susseço que teve." ; 18 "Carta para hum fidalgo recidente na corte de Madrid, em que brevemente se relata o corpo principal de toda a armada, que d'este porto de Lixboa salio para a empreza da Bahya, aos 23 de novembro de 1624." Lisbonne, 12 décembre 1624 ; 19 "Relaçaõ das armadas de Sua Magde do dia em que chegaraõ a Bahia e do que se tem feito na expugnaçaõ do enemigo, desde 29 de março que foi vespera de Pascoa, em que deraõ fundo na dita Baia as armadas, ate 22 abril, em que se mandou a Pernambuco o papel de que se tirou esta rellaçaõ, a qual mandaraõ os governadores de Portugal a Sua Magde." 1625 ; 20 "Relaçion de Lorenço Perez Carballo de lo que pasa en la Baya, de quinçe de abril de 1625." ; 21 "Copia da carta que dom Manoel de Menezes, capitaõ mor da armada da esquadra de Portugal, escreveo a S. Mgde, da Bahia, dando conta do que succedeo nella, desde 29 de março te 12 de mayo de 1625." ; 22 "Relaçaõ de que o capitaõ don Manoel de Meneses faz mençaõ na sua carta atraz." 1625 ; 23 "Discurso breve del suçeso que han tenido las armas de su Magd en la jornada del Brasil, desde que salieron de España asta la rrestauraçion de la çiudad de San Salvador, que tomaron los Olandeses en diez de mayo del año pasado de mill y seisçientos y veinte y quatro... Fecha en diez de mayo de mill y seisçientos y veinte y cinco." ; 24 "Copia de las cartas y respuestas que ubo de parte de los Olandeses y Don Fadrique de Toledo Ossorio, desde 28 de abril [1625] hasta 30 que se rindio la plaza" de San Salvador ; 25 "Capitulos conspirados por el sor Coronel y los del Conssejo en la Baya para ofreçer a su Exa Don Fadrique de Toledo, general por su Mgd d'España." 29 et 30 avril 1625 ; 26" Relacion del viaje y sucesso de la Armada que por mandado de su Magestad partio al Brasil, a echar de alli los enemigos que lo ocupavam. Francisco de Avendaño y Vilela. En Sevilla por Francisco de Lyra, año de 1625." ; 27 "Relaçion de la jornada que ba haziendo la armada real a las partes del Brasil, que salio de la baya de Cadiz, martes á catorze de henero de seiscientos y veinte y cinco." ; 28 État-major des tercios de D. Juan de Orellana et D. Pedro Osorio et du tercio de Naples du marquis de Torrecusso, embarqués à Cadix pour le Brésil, le 14 janvier 1625 ; 29 "Brevis, succinta ac vera narratio expeditionis illius, quam quidam mercatores sub auspiciis et autoritate illustrium D. D. ordinum Holandiae, Zelandiae, etc. suseperunt in Brasilium, anno 1623." ; 30 Relation de combats entre Portugais et Hollandais sur les côtes du Brésil ; 31 Notes généalogiques sur les familles Costa, Correa de Moura et Moreno, communiquées au compilateur du recueil par D. Luis Lobo et D. Antonio Correa Barem ; 32 "Relaçaõ do que o capitaõ Francisco de Padilha fes en quanto andou nos asaltos ate a vinda da armada." 1624 ; 33 Relation de l'attaque de Sam Bento au Brésil, en 1625 ; 34 Relation de l'expédition des flottes espagnole et portugaise au Brésil et de la prise de San Salvador. 1625
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This paper investigates a simple procedure to estimate robustly the mean of an asymmetric distribution. The procedure removes the observations which are larger or smaller than certain limits and takes the arithmetic mean of the remaining observations, the limits being determined with the help of a parametric model, e.g., the Gamma, the Weibull or the Lognormal distribution. The breakdown point, the influence function, the (asymptotic) variance, and the contamination bias of this estimator are explored and compared numerically with those of competing estimates.
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Introduction: The interhemispheric asymmetries that originate from connectivity-related structuring of the cerebral cortex are compromised in schizophrenia (SZ). Recently, we have revealed the whole-head topography of EEG synchronization in SZ (Jalili et al. 2007; Knyazeva et al. 2008). Here we extended the analysis to assess the abnormality in the asymmetry of synchronization, which is further motivated by the evidence that the interhemispheric asymmetries suspected to be abnormal in SZ originate from the connectivity-related structuring of the cortex. Methods: Thirteen right-handed SZ patients and thirteen matched controls, participated in this study and the multichannel (128) EEGs were recorded for 3-5 minutes at rest. Then, Laplacian EEG (LEEG) were calculated using a 2-D spline. The LEEGs were analysis through calculating the power spectral density using Welch's average periodogram method. Furthermore, using a state-space based multivariate synchronization measure, S-estimator, we analyzed the correlate of the functional cortico-cortical connectivity in SZ patients compared to the controls. The values of S-estimator were obtained at three different special scales: first-order neighbors for each sensor location, second-order neighbors, and the whole hemisphere. The synchronization measures based on LEEG of alpha and beta bands were applied and tuned to various spatial scales including local, intraregional, and long-distance levels. To assess the between-group differences, we used a permutation version of Hotelling's T2 test. For correlation analysis, Spearman Rank Correlation was calculated. Results: Compared to the controls, who had rightward asymmetry at a local level (LEEG power), rightward anterior and leftward posterior asymmetries at an intraregional level (first- and second-order S-estimator), and rightward global asymmetry (hemispheric S-estimator), SZ patients showed generally attenuated asymmetry, the effect being strongest for intraregional synchronization. This deviation in asymmetry across the anterior-to-posterior axis is consistent with the cerebral form of the so-called Yakovlevian or anticlockwise cerebral torque. Moreover, the negative occipital and positive frontal asymmetry values suggest higher regional synchronization among the left occipital and the right frontal locations relative to their symmetrical counterparts. Correlation analysis linked the posterior intraregional and hemispheric abnormalities to the negative SZ symptoms, whereas the asymmetry of LEEG power appeared to be weakly coupled to clinical ratings. The posterior intraregional abnormalities of asymmetry were shown to increase with the duration of the disease. The tentative links between these findings and gross anatomical asymmetries, including the cerebral torque and gyrification pattern in normal subjects and SZ patients, are discussed. Conclusions: Overall, our findings reveal the abnormalities in the synchronization asymmetry in SZ patients and heavy involvement of the right hemisphere in these abnormalities. These results indicate that anomalous asymmetry of cortico-cortical connections in schizophrenia is amenable to electrophysiological analysis.
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Wireless “MIMO” systems, employing multiple transmit and receive antennas, promise a significant increase of channel capacity, while orthogonal frequency-division multiplexing (OFDM) is attracting a good deal of attention due to its robustness to multipath fading. Thus, the combination of both techniques is an attractive proposition for radio transmission. The goal of this paper is the description and analysis of a new and novel pilot-aided estimator of multipath block-fading channels. Typical models leading to estimation algorithms assume the number of multipath components and delays to be constant (and often known), while their amplitudes are allowed to vary with time. Our estimator is focused instead on the more realistic assumption that the number of channel taps is also unknown and varies with time following a known probabilistic model. The estimation problem arising from these assumptions is solved using Random-Set Theory (RST), whereby one regards the multipath-channel response as a single set-valued random entity.Within this framework, Bayesian recursive equations determine the evolution with time of the channel estimator. Due to the lack of a closed form for the solution of Bayesian equations, a (Rao–Blackwellized) particle filter (RBPF) implementation ofthe channel estimator is advocated. Since the resulting estimator exhibits a complexity which grows exponentially with the number of multipath components, a simplified version is also introduced. Simulation results describing the performance of our channel estimator demonstrate its effectiveness.
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In this paper, we introduce a pilot-aided multipath channel estimator for Multiple-Input Multiple-Output (MIMO) Orthogonal Frequency Division Multiplexing (OFDM) systems. Typical estimation algorithms assume the number of multipath components and delays to be known and constant, while theiramplitudes may vary in time. In this work, we focus on the more realistic assumption that also the number of channel taps is unknown and time-varying. The estimation problem arising from this assumption is solved using Random Set Theory (RST), which is a probability theory of finite sets. Due to the lack of a closed form of the optimal filter, a Rao-Blackwellized Particle Filter (RBPF) implementation of the channel estimator is derived. Simulation results demonstrate the estimator effectiveness.
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This paper presents several algorithms for joint estimation of the target number and state in a time-varying scenario. Building on the results presented in [1], which considers estimation of the target number only, we assume that not only the target number, but also their state evolution must be estimated. In this context, we extend to this new scenario the Rao-Blackwellization procedure of [1] to compute Bayes recursions, thus defining reduced-complexity solutions for the multi-target set estimator. A performance assessmentis finally given both in terms of Circular Position Error Probability - aimed at evaluating the accuracy of the estimated track - and in terms of Cardinality Error Probability, aimed at evaluating the reliability of the target number estimates.
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OBJECTIVE: To better understand the structure of the Patient Assessment of Chronic Illness Care (PACIC) instrument. More specifically to test all published validation models, using one single data set and appropriate statistical tools. DESIGN: Validation study using data from cross-sectional survey. PARTICIPANTS: A population-based sample of non-institutionalized adults with diabetes residing in Switzerland (canton of Vaud). MAIN OUTCOME MEASURE: French version of the 20-items PACIC instrument (5-point response scale). We conducted validation analyses using confirmatory factor analysis (CFA). The original five-dimension model and other published models were tested with three types of CFA: based on (i) a Pearson estimator of variance-covariance matrix, (ii) a polychoric correlation matrix and (iii) a likelihood estimation with a multinomial distribution for the manifest variables. All models were assessed using loadings and goodness-of-fit measures. RESULTS: The analytical sample included 406 patients. Mean age was 64.4 years and 59% were men. Median of item responses varied between 1 and 4 (range 1-5), and range of missing values was between 5.7 and 12.3%. Strong floor and ceiling effects were present. Even though loadings of the tested models were relatively high, the only model showing acceptable fit was the 11-item single-dimension model. PACIC was associated with the expected variables of the field. CONCLUSIONS: Our results showed that the model considering 11 items in a single dimension exhibited the best fit for our data. A single score, in complement to the consideration of single-item results, might be used instead of the five dimensions usually described.
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This paper studies the apparent contradiction between two strands of the literature on the effects of financial intermediation on economic activity. On the one hand, the empirical growth literature finds a positive effect of financial depth as measured by, for instance, private domestic credit and liquid liabilities (e.g., Levine, Loayza, and Beck 2000). On the other hand, the banking and currency crisis literature finds that monetary aggregates, such as domestic credit, are among the best predictors of crises and their related economic downturns (e.g., Kaminski and Reinhart 1999). The paper accounts for these contrasting effects based on the distinction between the short- and long-run impacts of financial intermediation. Working with a panel of cross-country and time-series observations, the paper estimates an encompassing model of short- and long-run effects using the Pooled Mean Group estimator developed by Pesaran, Shin, and Smith (1999). The conclusion from this analysis is that a positive long-run relationship between financial intermediation and output growth co-exists with a, mostly, negative short-run relationship. The paper further develops an explanation for these contrasting effects by relating them to recent theoretical models, by linking the estimated short-run effects to measures of financial fragility (namely, banking crises and financial volatility), and by jointly analyzing the effects of financial depth and fragility in classic panel growth regressions.
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A conservação e o desenvolvimento sustentável O desenvolvimento sustentável – Contexto histórico Uma viagem retrospectiva ao conceito de desenvolvimento sustentável conduz-nos, ate dois eventos marcantes da história: Maurice Strong, quem enquanto Secretario Geral da Conferencia de Stockholm, em 1972, introduziu o termo de eco-desenvolvimento. O termo desenvolvimento sustentável surge por primeira vez no “Relatório Bruntland” (1987), nele destacou-se tanto a necessidade de assegurar, mas também, as ligações existentes entre, um crescimento económico sustentável, a gestão apropriada dos recursos naturais (RN) e a equidade ao interior e, entre gerações. Desde aquela época o conceito de desenvolvimento sustentável tem sido amplamente disseminado e utilizado. Entre os antecedentes e base histórica da teoria da Conservação e Desenvolvimento Sustentável temos, que em 1948, foi fundada a União Internacional para a Conservação da Naturaza, the World Conservation Union – IUCN. Em 1972, teve efeito a Conferencia Global Sobre Meio Ambiente Humano, com o lema: “ Uma Só Terra”, nesse contexto é criado o Programa das Nações Unidas para o Meio Ambiente, PNUMA (UNEP). 1980-1990 pode ser definido como o período do desenvolvimento das ideais da conservação ao estatuto de Ciência. A década foi marcada com uma série de eventos e documentos resultantes, tais como: 1980: é apresentado ao mundo o documento histórico, sempre em actualidade, a Estratégia Mundial de Conservação (IUCN, UNEP, WWF, 1980) 1982: Teve efeito a Convenção sobre o Direito do Mar. 1984: no seio da Assembleia General das Nações Unidas é constituída a Comissão Mundial sobre Meio Ambiente e desenvolvimento 1987: É apresentado o Informe Brundtland “ O Nosso Futuro Comum”, de donde chamamos a atenção para aspectos importantes tais como: • Define o conceito de Desenvolvimento Sustentável (com as suas dimensões dimensiones económica, social e ambiental. • Assente a necessidade de uma nova ética de desenvolvimento em torno da equidade. • Alerta sobre a necessidade de mudanças nos padrões da produção e o consumo vigentes no momento. • Destaca a divida histórica dos países desenvolvidos. De remarcar o salto de qualidade atingido na abordagem e aplicação do conceito desenvolvimento sustentável que tivera efeito durante a Conferencia de Rio, em 1992, de onde podemos destacar: A Conferencia de Rio, resgata o conteúdo do informe Brundtland e, desenvolve aspectos importantes quando o Assinala a relação existente entre pobreza e meio ambiente, para logo estabelecer a ligação estratégica desses conceitos com o de desenvolvimento sustentável. o Marcando assim, em 1992, a transição a um novo sistema ambiental internacional o Propõe acordos concretos sobre novos princípios e conceitos éticos globais, e bases mais equitativas de cooperação. No campo prático, ao nível da cooperação, as preocupações da conservação mostram-se coerentemente ligadas ao desenvolvimento, educação e reforço das capacidades, através de iniciativa internacionais tais como as da UNESCO (1970). Onde ao estabelecimento do “Programa Homem e Biosfera” (MAB), lhe segue o estabelecimento da “REDE Mundial de Reservas de Biosfera” (RB), quatro dessas reservas estão localizadas em Africa Ocidental: a RB do Banco de Argin, na Mauritânia; a RB do Delta de Saloum, no Senegal; e a RB do Arquipélago dos Bijagós, na Guine Bissau, hoje em dia membros integrantes da Estratégia Regional de Áreas Protegidas da Africa Ocidental, iniciativa do Programa Regional de Conservação da Zona Costeira e o Meio Marinho – PRCM (2003). E da qual Cabo Verde é signatário.
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In this paper we propose a subsampling estimator for the distribution ofstatistics diverging at either known rates when the underlying timeseries in strictly stationary abd strong mixing. Based on our results weprovide a detailed discussion how to estimate extreme order statisticswith dependent data and present two applications to assessing financialmarket risk. Our method performs well in estimating Value at Risk andprovides a superior alternative to Hill's estimator in operationalizingSafety First portofolio selection.
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We introduce simple nonparametric density estimators that generalize theclassical histogram and frequency polygon. The new estimators are expressed as linear combination of density functions that are piecewisepolynomials, where the coefficients are optimally chosen in order to minimize the integrated square error of the estimator. We establish the asymptotic behaviour of the proposed estimators, and study theirperformance in a simulation study.