Nonparametric estimation of time-dependent ROC curves conditional on a continuous covariate

The receiver-operating characteristic (ROC) curve is the most widely used measure for evaluating the performance of a diagnostic biomarker when predicting a binary disease outcome. The ROC curve displays the true positive rate (or sensitivity) and the false positive rate (or 1-specificity) for different cut-off values used to classify an individual as healthy or diseased. In time-to-event studies, however, the disease status (e.g. death or alive) of an individual is not a fixed characteristic, and it varies along the study. In such cases, when evaluating the performance of the biomarker, several issues should be taken into account: first, the time-dependent nature of the disease status; and second, the presence of incomplete data (e.g. censored data typically present in survival studies). Accordingly, to assess the discrimination power of continuous biomarkers for time-dependent disease outcomes, time-dependent extensions of true positive rate, false positive rate, and ROC curve have been recently proposed. In this work, we present new nonparametric estimators of the cumulative/dynamic time-dependent ROC curve that allow accounting for the possible modifying effect of current or past covariate measures on the discriminatory power of the biomarker. The proposed estimators can accommodate right-censored data, as well as covariate-dependent censoring. The behavior of the estimators proposed in this study will be explored through simulations and illustrated using data from a cohort of patients who suffered from acute coronary syndrome.

Nonparametric estimation of the survival function for ordered multivariate failure time data: a comparative study

In longitudinal studies of disease, patients may experience several events through a follow-up period. In these studies, the sequentially ordered events are often of interest and lead to problems that have received much attention recently. Issues of interest include the estimation of bivariate survival, marginal distributions and the conditional distribution of gap times. In this work we consider the estimation of the survival function conditional to a previous event. Different nonparametric approaches will be considered for estimating these quantities, all based on the Kaplan-Meier estimator of the survival function. We explore the finite sample behavior of the estimators through simulations. The different methods proposed in this article are applied to a data set from a German Breast Cancer Study. The methods are used to obtain predictors for the conditional survival probabilities as well as to study the influence of recurrence in overall survival.

A structured inventory of spiders (Arachnida, Araneae) in natural and artificial forest gaps at Porto Urucu, Western Brazilian Amazonia

A preliminary survey of the spider fauna in natural and artificial forest gap formations at “Porto Urucu”, a petroleum/natural gas production facility in the Urucu river basin, Coari, Amazonas, Brazil is presented. Sampling was conducted both occasionally and using a protocol composed of a suite of techniques: beating trays (32 samples), nocturnal manual samplings (48), sweeping nets (16), Winkler extractors (24), and pitfall traps (120). A total of 4201 spiders, belonging to 43 families and 393 morphospecies, were collected during the dry season, in July, 2003. Excluding the occasional samples, the observed richness was 357 species. In a performance test of seven species richness estimators, the Incidence Based Coverage Estimator (ICE) was the best fit estimator, with 639 estimated species. To evaluate differences in species richness associated with natural and artificial gaps, samples from between the center of the gaps up to 300 meters inside the adjacent forest matrix were compared through the inspection of the confidence intervals of individual-based rarefaction curves for each treatment. The observed species richness was significantly higher in natural gaps combined with adjacent forest than in the artificial gaps combined with adjacent forest. Moreover, a community similarity analysis between the fauna collected under both treatments demonstrated that there were considerable differences in species composition. The significantly higher abundance of Lycosidae in artificial gap forest is explained by the presence of herbaceous vegetation in the gaps themselves. Ctenidae was significantly more abundant in the natural gap forest, probable due to the increase of shelter availability provided by the fallen trees in the gaps themselves. Both families are identified as potential indicators of environmental change related to the establishment or recovery of artificial gaps in the study area.

Notes on necrophagous flies (Diptera: Calyptratae) associated to fish carrion in Colombian Amazon

In recent years, there has been an increasing number of studies on carrion fly communities due to their medical importance and as a consequence of the large number of studies on forensic entomology. Surprisingly few studies have adressed with the asynantropic flies of the Amazon, and none were done in Colombia. A faunistic study of asynantropic flies of the families Calliphoridae, Sarcophagidae, Muscidae and Fannidae in three different landscapes of the Colombian Amazon is presented, trapping effectiveness is assessed, and the first record of Mesembrinella batesi (Aldrich, 1922) and Fannia femoralis (Stein, 1897) from Colombia is reported.

Fendas de secagem em vigas de madeira: causas, efeitos na capacidade resistente e métodos de reparação

Dissertação de mestrado integrado em Engenharia Civil

Estimação da função de sobrevivência em dados de eventos recorrentes com censura pela direita

Dissertação de mestrado em Estatística

О состоятельных оценках статистических структур Фишера

ნაშრომში დამტკიცებულია აუცილებელი და საკმარისი პირობები, თუ როდის უშვებს ფიშერის სტატისტიკური სტრუქტურა პარამეტრების ძალდებულ შეფასებას.

Theoretische und experimentelle Untersuchungen der Trocknung plastisch geformter Ziegelrohlinge

Drying, moisture diffusity coefficient, shrinkage

Assemblages of drosophilids (Diptera, Drosophilidae) in mangrove forests: community ecology and species diversity

Brazilian fauna of drosophilids has been researched in various ecosystems, but those in mangrove forests remain overlooked in Brazil and elsewhere. The present study attempts to characterise the assemblages of drosophilids of this environment, based on 28 collections taken in three mangrove areas in Santa Catarina Island, southern Brazil. The three mangroves surveyed were different in their surroundings, which varied from highly urbanised areas to conservation areas with natural vegetation. Overall, 69 species were collected, and no remarkable difference was detected in species composition and abundances or in the richness, evenness and heterogeneity between sites. The species abundance distribution observed fitted to a theoretical lognormal distribution in the three mangroves. The species richness scored and the performance of the species richness estimators showed an unexpectedly high diversity, considering the very low floristic diversity and the harsh conditions of the environment. Regarding species composition and abundances, the drosophilid mangrove assemblages were shown to be more similar to those found in open environments, with a marked dominance of exotic species. Finally, considering the apparent lack of feeding and breeding sites, we suggest that mangrove forests are acting as sink habitats for the drosophilids populations.

A proposal for a new specification for a conditionally heteroskedastic variance model: the Quadratic Moving-Average Conditional Heteroskedasticity and an application to the D. Mark-U.S. dollar Exchange Rate

Ever since the appearance of the ARCH model [Engle(1982a)], an impressive array of variance specifications belonging to the same class of models has emerged [i.e. Bollerslev's (1986) GARCH; Nelson's (1990) EGARCH]. This recent domain has achieved very successful developments. Nevertheless, several empirical studies seem to show that the performance of such models is not always appropriate [Boulier(1992)]. In this paper we propose a new specification: the Quadratic Moving Average Conditional heteroskedasticity model. Its statistical properties, such as the kurtosis and the symmetry, as well as two estimators (Method of Moments and Maximum Likelihood) are studied. Two statistical tests are presented, the first one tests for homoskedasticity and the second one, discriminates between ARCH and QMACH specification. A Monte Carlo study is presented in order to illustrate some of the theoretical results. An empirical study is undertaken for the DM-US exchange rate.

Preparació i caracterització de materials mesoporosos en sistemes tensioactius

Estudi elaborat a partir d’una estada a la Universitat Nacional de Yokohama des de maig fins a mitjans de juny del 2006. S'ha estudiat el comportament fàssic i la preparació de sílica mesoporosa pels nous tensioactius fluorats d'estructura C8F17SO2(C3H7)N(C2H4O)nH (abreujat C8F17(EO)n. El tensioactiu C8F17(EO)n forma micel•les allargades i cristalls líquids en aigua, i per tant pot ser adequat per a la preparació de materials mesoporosos. Sílica mesoestructurada es va preparar pel mètode de precipitació per autoagregació cooperativa. Un estudi sistemàtic es va realitzar, investigant la influència de les concentracions de tensioactiu i precursor (TEOS), l’efecte del pH i de la longitud de cadena de poliòxid d’etilè. Els materials es van caracteritzar per raigs X a angle petit (SAXS), sorció de nitrògen i TEM. Els materials obtinguts presenten diàmetres de por petits i parets de por gruixudes. A més, aquests materials posseeixen altes superfícies específiques, que s’han obtingut emprant concentracions de tensioactiu petites, produint parets de por robustes sense microporositat significativa. La superfície específica es manté durant el procés de calcinació, malgrat un petit encongiment degut a l’entrecreuament de la sílica. Els materials de sílica obtinguts han mostrat ser significativament més robustos que altres materials similars descrits a la bibliografia, com la sílica MCM-41.

Estimation of dynamic latent variable models using simulated nonparametric moments

Given a model that can be simulated, conditional moments at a trial parameter value can be calculated with high accuracy by applying kernel smoothing methods to a long simulation. With such conditional moments in hand, standard method of moments techniques can be used to estimate the parameter. Since conditional moments are calculated using kernel smoothing rather than simple averaging, it is not necessary that the model be simulable subject to the conditioning information that is used to define the moment conditions. For this reason, the proposed estimator is applicable to general dynamic latent variable models. Monte Carlo results show that the estimator performs well in comparison to other estimators that have been proposed for estimation of general DLV models.

Primary localized rectal/pararectal gastrointestinal stromal tumors: results of surgical and multimodal therapy from the French Sarcoma group.

BACKGROUND: Rectal and pararectal gastrointestinal stromal tumors (GISTs) are rare. The optimal management strategy for primary localized GISTs remains poorly defined. METHODS: We conducted a retrospective analysis of 41 patients with localized rectal or pararectal GISTs treated between 1991 and 2011 in 13 French Sarcoma Group centers. RESULTS: Of 12 patients who received preoperative imatinib therapy for a median duration of 7 (2-12) months, 8 experienced a partial response, 3 had stable disease, and 1 had a complete response. Thirty and 11 patients underwent function-sparing conservative surgery and abdominoperineal resection, respectively. Tumor resections were mostly R0 and R1 in 35 patients. Tumor rupture occurred in 12 patients. Eleven patients received postoperative imatinib with a median follow-up of 59 (2.4-186) months. The median time to disease relapse was 36 (9.8-62) months. The 5-year overall survival rate was 86.5%. Twenty patients developed local recurrence after surgery alone, two developed recurrence after resection combined with preoperative and/or postoperative imatinib, and eight developed metastases. In univariate analysis, the mitotic index (≤5) and tumor size (≤5 cm) were associated with a significantly decreased risk of local relapse. Perioperative imatinib was associated with a significantly reduced risk of overall relapse and local relapse. CONCLUSIONS: Perioperative imatinib therapy was associated with improved disease-free survival. Preoperative imatinib was effective. Tumor shrinkage has a clear benefit for local excision in terms of feasibility and function preservation. Given the complexity of rectal GISTs, referral of patients with this rare disease to expert centers to undergo a multidisciplinary approach is recommended.

Implementación de técnicas de estimación y sincronización para sistemas OFDM: aplicación directa sobre la implementación de la capa física del estándar DVB-T

El sistema de modulación ODFM es utilizado en diversas aplicaciones de banda ancha, tanto en comunicaciones por cable como en aplicaciones inalámbricas. Presenta numerosas ventajas frente a sistemas de banda ancha de portadora única ya que permite una alta eficiencia espectral, una fácil ecualización y una reducción del ISI. Por el contrario, presenta dificultades inherentes a su estructura, que son de vital importancia solventar, entre las cuales se encuentran los altos requisitos de sincronización. Este proyecto presenta métodos de sincronización de tiempo y frecuencia implementados y evaluados sobre una plataforma software basada en Matlab®, que recoge el sistema completo de transmisión basado fielmente en el estándar DVB-T. Tras una presentación de los principios de la modulación OFDM, en este documento se presenta un estudio detallado de este sistema de transmisión y su implementación, formando conjuntamente una plataforma de simulación para la evaluación de los estimadores implementados.

Valuing American Derivatives by Least Squares Methods

Least Squares estimators are notoriously known to generate sub-optimal exercise decisions when determining the optimal stopping time. The consequence is that the price of the option is underestimated. We show how variance reduction methods can be implemented to obtain more accurate option prices. We also extend the Longsta¤ and Schwartz (2001) method to price American options under stochastic volatility. These are two important contributions that are particularly relevant for practitioners. Finally, we extend the Glasserman and Yu (2004b) methodology to price Asian options and basket options.