924 resultados para Bias-adjusted AR estimators


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BACKGROUND: Health professionals and policymakers aspire to make healthcare decisions based on the entire relevant research evidence. This, however, can rarely be achieved because a considerable amount of research findings are not published, especially in case of 'negative' results - a phenomenon widely recognized as publication bias. Different methods of detecting, quantifying and adjusting for publication bias in meta-analyses have been described in the literature, such as graphical approaches and formal statistical tests to detect publication bias, and statistical approaches to modify effect sizes to adjust a pooled estimate when the presence of publication bias is suspected. An up-to-date systematic review of the existing methods is lacking. METHODS/DESIGN: The objectives of this systematic review are as follows:âeuro¢ To systematically review methodological articles which focus on non-publication of studies and to describe methods of detecting and/or quantifying and/or adjusting for publication bias in meta-analyses.âeuro¢ To appraise strengths and weaknesses of methods, the resources they require, and the conditions under which the method could be used, based on findings of included studies.We will systematically search Web of Science, Medline, and the Cochrane Library for methodological articles that describe at least one method of detecting and/or quantifying and/or adjusting for publication bias in meta-analyses. A dedicated data extraction form is developed and pilot-tested. Working in teams of two, we will independently extract relevant information from each eligible article. As this will be a qualitative systematic review, data reporting will involve a descriptive summary. DISCUSSION: Results are expected to be publicly available in mid 2013. This systematic review together with the results of other systematic reviews of the OPEN project (To Overcome Failure to Publish Negative Findings) will serve as a basis for the development of future policies and guidelines regarding the assessment and handling of publication bias in meta-analyses.

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This paper is concerned with the derivation of new estimators and performance bounds for the problem of timing estimation of (linearly) digitally modulated signals. The conditional maximum likelihood (CML) method is adopted, in contrast to the classical low-SNR unconditional ML (UML) formulationthat is systematically applied in the literature for the derivationof non-data-aided (NDA) timing-error-detectors (TEDs). A new CML TED is derived and proved to be self-noise free, in contrast to the conventional low-SNR-UML TED. In addition, the paper provides a derivation of the conditional Cramér–Rao Bound (CRB ), which is higher (less optimistic) than the modified CRB (MCRB)[which is only reached by decision-directed (DD) methods]. It is shown that the CRB is a lower bound on the asymptotic statisticalaccuracy of the set of consistent estimators that are quadratic with respect to the received signal. Although the obtained boundis not general, it applies to most NDA synchronizers proposed in the literature. A closed-form expression of the conditional CRBis obtained, and numerical results confirm that the CML TED attains the new bound for moderate to high Eg/No.

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O objetivo deste trabalho foi avaliar tendências das temperaturas mínimas e máximas no Estado de Minas Gerais. Foram avaliados dados de 43 municípios, tendo-se considerado as escalas anual e sazonal - janeiro, abril, julho e outubro, que representam os meses centrais de verão, outono, inverno e primavera, respectivamente. Séries históricas de temperaturas mínimas e máximas do ar diárias, com extensão mínima de 30 anos, foram analisadas com base no teste de Mann-Kendall e no uso de regressão linear simples. As tendências foram consideradas significativas somente quando ambas as avaliações foram significativas; neste caso, determinaram-se as taxas de alteração das temperaturas. Houve boa concordância entre os testes de significância para a detecção de tendências nas séries históricas, na maioria dos municípios. Observou-se tendência de elevação das temperaturas mínimas em julho de até 1,5ºC por década, com tendências generalizadas de aumento na maior parte do estado, em outubro e janeiro, e também na escala anual. Exceções foram verificadas especialmente em municípios de maiores altitudes, em que as temperaturas mínimas diminuíram no inverno. Há predominância de municípios com tendência significativa de aumento de temperaturas, independentemente da escala de avaliação. Tendências de aumento nas temperaturas são esperadas mais comumente no sentido sul-norte do Estado de Minas Gerais.

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This work provides a general framework for the design of second-order blind estimators without adopting anyapproximation about the observation statistics or the a prioridistribution of the parameters. The proposed solution is obtainedminimizing the estimator variance subject to some constraints onthe estimator bias. The resulting optimal estimator is found todepend on the observation fourth-order moments that can be calculatedanalytically from the known signal model. Unfortunately,in most cases, the performance of this estimator is severely limitedby the residual bias inherent to nonlinear estimation problems.To overcome this limitation, the second-order minimum varianceunbiased estimator is deduced from the general solution by assumingaccurate prior information on the vector of parameters.This small-error approximation is adopted to design iterativeestimators or trackers. It is shown that the associated varianceconstitutes the lower bound for the variance of any unbiasedestimator based on the sample covariance matrix.The paper formulation is then applied to track the angle-of-arrival(AoA) of multiple digitally-modulated sources by means ofa uniform linear array. The optimal second-order tracker is comparedwith the classical maximum likelihood (ML) blind methodsthat are shown to be quadratic in the observed data as well. Simulationshave confirmed that the discrete nature of the transmittedsymbols can be exploited to improve considerably the discriminationof near sources in medium-to-high SNR scenarios.

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This paper addresses the estimation of the code-phase(pseudorange) and the carrier-phase of the direct signal received from a direct-sequence spread-spectrum satellite transmitter. Thesignal is received by an antenna array in a scenario with interferenceand multipath propagation. These two effects are generallythe limiting error sources in most high-precision positioning applications.A new estimator of the code- and carrier-phases is derivedby using a simplified signal model and the maximum likelihood(ML) principle. The simplified model consists essentially ofgathering all signals, except for the direct one, in a component withunknown spatial correlation. The estimator exploits the knowledgeof the direction-of-arrival of the direct signal and is much simplerthan other estimators derived under more detailed signal models.Moreover, we present an iterative algorithm, that is adequate for apractical implementation and explores an interesting link betweenthe ML estimator and a hybrid beamformer. The mean squarederror and bias of the new estimator are computed for a numberof scenarios and compared with those of other methods. The presentedestimator and the hybrid beamforming outperform the existingtechniques of comparable complexity and attains, in manysituations, the Cramér–Rao lower bound of the problem at hand.

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Objectives: Quantitative ultrasound (QUS) is an attractive method for assessing fracture risk because it is portable, inexpensive, without ionizing radiation, and available in areas of the world where DXA is not readily accessible or affordable. However, the diversity of QUS scanners and variability of fracture outcomes measured in different studies is an important obstacle to widespread utilisation of QUS for fracture risk assessment. We aimed in this review to assess the predictive power of heel QUS for fractures considering different characteristics of the association (QUS parameters and fracture outcomes measured, QUS devices, study populations, and independence from DXA-measured bone density).Materials/Methods : We conducted an inverse-variance randomeffects meta-analysis of prospective studies with heel QUS measures at baseline and fracture outcomes in their follow-up. Relative risks (RR) per standard deviation (SD) of different QUS parameters (broadband ultrasound attenuation [BUA], speed of sound &SOS;, stiffness index &SI;, and quantitative ultrasound index [QUI]) for various fracture outcomes (hip, vertebral, any clinical, any osteoporotic, and major osteoporotic fractures) were reported based on study questions.Results : 21 studies including 55,164 women and 13,742 men were included with a total follow-up of 279,124 person-years. All four QUS parameters were associated with risk of different fractures. For instance, RR of hip fracture for 1 SD decrease of BUA was 1.69 (95% CI 1.43-2.00), SOS was 1.96 (95% CI 1.64-2.34), SI was 2.26 (95%CI 1.71-2.99), and QUI was 1.99 (95% CI 1.49-2.67). Validated devices from different manufacturers predicted fracture risks with a similar performance (meta-regression p-values>0.05 for difference of devices). There was no sign of publication bias among the studies. QUS measures predicted fracture with a similar performance in men and women. Meta-analysis of studies with QUS measures adjusted for hip DXA showed a significant and independent association with fracture risk (RR/SD for BUA =1.34 [95%CI 1.22-1.49]).Conclusions : This study confirms that QUS of the heel using validated devices predicts risk of different fracture outcomes in elderly men and women. Further research and international collaborations are needed for standardisation of QUS parameters across various manufacturers and inclusion of QUS in fracture risk assessment tools. Disclosure of Interest : None declared.

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BACKGROUND: Selective publication of studies, which is commonly called publication bias, is widely recognized. Over the years a new nomenclature for other types of bias related to non-publication or distortion related to the dissemination of research findings has been developed. However, several of these different biases are often still summarized by the term 'publication bias'. METHODS/DESIGN: As part of the OPEN Project (To Overcome failure to Publish nEgative fiNdings) we will conduct a systematic review with the following objectives:- To systematically review highly cited articles that focus on non-publication of studies and to present the various definitions of biases related to the dissemination of research findings contained in the articles identified.- To develop and discuss a new framework on nomenclature of various aspects of distortion in the dissemination process that leads to public availability of research findings in an international group of experts in the context of the OPEN Project.We will systematically search Web of Knowledge for highly cited articles that provide a definition of biases related to the dissemination of research findings. A specifically designed data extraction form will be developed and pilot-tested. Working in teams of two, we will independently extract relevant information from each eligible article.For the development of a new framework we will construct an initial table listing different levels and different hazards en route to making research findings public. An international group of experts will iteratively review the table and reflect on its content until no new insights emerge and consensus has been reached. DISCUSSION: Results are expected to be publicly available in mid-2013. This systematic review together with the results of other systematic reviews of the OPEN project will serve as a basis for the development of future policies and guidelines regarding the assessment and prevention of publication bias.

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OBJECTIVE: The aim of this study was to examine the differences between those who gave informed consent to a study on substance use and those who did not, and to analyze whether differences changed with varying nonconsent rates. METHOD: Cross-sectional questionnaire data on demographics, alcohol, smoking, and cannabis use were obtained for 6,099 French- and 5,720 German-speaking 20-year-old Swiss men. Enrollment took place over 11 months for the Cohort Study on Substance Use Risk Factors (C-SURF). Consenters and nonconsenters were asked to complete a short questionnaire. Data for nearly the entire population were available because 94% responded. Weekly differences in consent rates were analyzed. Regressions examined the associations of substance use with consent giving and consent rates and the interaction between the two. RESULTS: Nonconsenters had higher substance use patterns, although they were more often alcohol abstainers; differences were small and not always significant and did not decrease as consent rates increased. CONCLUSIONS: Substance use currently is a minor sensitive topic among young men, resulting in small differences between nonconsenters and consenters. As consent rates increase, additional individuals are similar to those observed at lower consent rates. Estimates of analytical studies looking at associations of substance use with other variables will not differ at reasonable consent rates of 50%-80%. Descriptive prevalence studies may be biased, but only at very low rates of consent.

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OBJECTIVES: To document the prevalence of asynchrony events during noninvasive ventilation in pressure support in infants and in children and to compare the results with neurally adjusted ventilatory assist. DESIGN: Prospective randomized cross-over study in children undergoing noninvasive ventilation. SETTING: The study was performed in a PICU. PATIENTS: From 4 weeks to 5 years. INTERVENTIONS: Two consecutive ventilation periods (pressure support and neurally adjusted ventilatory assist) were applied in random order. During pressure support (PS), three levels of expiratory trigger (ETS) setting were compared: initial ETS (PSinit), and ETS value decreased and increased by 15%. Of the three sessions, the period allowing for the lowest number of asynchrony events was defined as PSbest. Neurally adjusted ventilator assist level was adjusted to match the maximum airway pressure during PSinit. Positive end-expiratory pressure was the same during pressure support and neurally adjusted ventilator assist. Asynchrony events, trigger delay, and cycling-off delay were quantified for each period. RESULTS: Six infants and children were studied. Trigger delay was lower with neurally adjusted ventilator assist versus PSinit and PSbest (61 ms [56-79] vs 149 ms [134-180] and 146 ms [101-162]; p = 0.001 and 0.02, respectively). Inspiratory time in excess showed a trend to be shorter during pressure support versus neurally adjusted ventilator assist. Main asynchrony events during PSinit were autotriggering (4.8/min [1.7-12]), ineffective efforts (9.9/min [1.7-18]), and premature cycling (6.3/min [3.2-18.7]). Premature cycling (3.4/min [1.1-7.7]) was less frequent during PSbest versus PSinit (p = 0.059). The asynchrony index was significantly lower during PSbest versus PSinit (40% [28-65] vs 65.5% [42-76], p < 0.001). With neurally adjusted ventilator assist, all types of asynchronies except double triggering were reduced. The asynchrony index was lower with neurally adjusted ventilator assist (2.3% [0.7-5] vs PSinit and PSbest, p < 0.05 for both comparisons). CONCLUSION: Asynchrony events are frequent during noninvasive ventilation with pressure support in infants and in children despite adjusting the cycling-off criterion. Compared with pressure support, neurally adjusted ventilator assist allows improving patient-ventilator synchrony by reducing trigger delay and the number of asynchrony events. Further studies should determine the clinical impact of these findings.

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We propose robust estimators of the generalized log-gamma distribution and, more generally, of location-shape-scale families of distributions. A (weighted) Q tau estimator minimizes a tau scale of the differences between empirical and theoretical quantiles. It is n(1/2) consistent; unfortunately, it is not asymptotically normal and, therefore, inconvenient for inference. However, it is a convenient starting point for a one-step weighted likelihood estimator, where the weights are based on a disparity measure between the model density and a kernel density estimate. The one-step weighted likelihood estimator is asymptotically normal and fully efficient under the model. It is also highly robust under outlier contamination. Supplementary materials are available online.

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Este trabalho apresenta as curvas de resfriamento de banana-prata (Musa balbisiana Colla) e os valores do tempo de meio e sete oitavos de resfriamento, partindo do cálculo da Taxa Adimensional de Temperatura. Os frutos foram resfriados num sistema com ar forçado a 7ºC, umidade relativa de 87,6±3,8%, e velocidade do ar entre 1 e 0,2 m/s. Aplicou-se um delineamento experimental inteiramente casualizado, usando um esquema fatorial 2x2 (dois fluxos de ar (fatores) e duas embalagens (níveis)), para um nível de significância de 10%. Os fluxos de ar foram 1.933 a 1.160 m³/h, e as embalagens se diferenciaram pela porcentagem de área de abertura disponível para a ventilação (40 e 3,2%). Foi constatada uma diferença significativa no tempo de resfriamento, tanto quando aplicadas as duas taxas de ar como quando usadas as duas embalagens. O menor tempo de resfriamento foi atingido no tratamento que combinou a maior taxa de ar (1.933 m³/h) com a embalagem de maior área de aberturas (40%). O maior tempo de resfriamento foi atingido no tratamento que combinou a menor taxa de ar (1160 m³/h) com a embalagem de 3,2% de área efetiva de abertura. Os resultados obtidos demonstram que o tempo de resfriamento depende, em grande medida, da taxa de ar e do tipo de embalagem usada. O tempo de resfriamento variou em média entre 117 a 555 min, dependendo do tratamento aplicado. Não se constatou diferença significativa nas perdas de massa entre os diferentes tratamentos.

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En aquest treball estudiem si el valor intrínsec de Tubacex entre 1994-2013 coincideix amb la seva tendència bursàtil a llarg termini, tenint en compte part de la teoria defensada per Shiller. També verifiquem la possible infravaloració de l’acció de Tubacex a 31/12/13. A la primera part expliquem els principals mètodes de valoració d’empreses y a la segona part fem una anàlisi del sector en el que opera Tubacex (acer inoxidable) i calculem el valor de l’acció de Tubacex per mitjà de tres mètodes de valoració (Free Cash Flow, Cash Flow i Valor en Llibres). Apliquem aquests tres mètodes de valoració per verificar si com a mínim algun d’ells coincideix amb la tendència bursàtil a llarg termini.

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Tutkimus keskittyy kansainväliseen hajauttamiseen suomalaisen sijoittajan näkökulmasta. Tutkimuksen toinen tavoite on selvittää tehostavatko uudet kovarianssimatriisiestimaattorit minimivarianssiportfolion optimointiprosessia. Tavallisen otoskovarianssimatriisin lisäksi optimoinnissa käytetään kahta kutistusestimaattoria ja joustavaa monimuuttuja-GARCH(1,1)-mallia. Tutkimusaineisto koostuu Dow Jonesin toimialaindekseistä ja OMX-H:n portfolioindeksistä. Kansainvälinen hajautusstrategia on toteutettu käyttäen toimialalähestymistapaa ja portfoliota optimoidaan käyttäen kahtatoista komponenttia. Tutkimusaieisto kattaa vuodet 1996-2005 eli 120 kuukausittaista havaintoa. Muodostettujen portfolioiden suorituskykyä mitataan Sharpen indeksillä. Tutkimustulosten mukaan kansainvälisesti hajautettujen investointien ja kotimaisen portfolion riskikorjattujen tuottojen välillä ei ole tilastollisesti merkitsevää eroa. Myöskään uusien kovarianssimatriisiestimaattoreiden käytöstä ei synnytilastollisesti merkitsevää lisäarvoa verrattuna otoskovarianssimatrisiin perustuvaan portfolion optimointiin.

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Tutkimuksen tavoitteena on selvittää, esiintyykö suomeen sijoittavilla osakerahastoilla menestyksen pysyvyyttä. Tutkimusaineisto koostuu kaikista suomalaisista osakerahastoista, jotka toimivat ajanjaksolla 15.1.1998-13.1.2005. Aineisto on vapaa selviytymisvinoumasta. Suorituskyvyn mittareina käytetään CAPM-alfaa sekä kolmi- ja nelifaktori-alfaa. Empiirisessä osassa osakerahastojen menestyksen pysyvyyttä testataan Spearmanin järjestyskorrelaatiotestillä. Evidenssi menestyksen pysyvyydestä jäi vähäiseksi, vaikkakin sitä esiintyi satunnaisesti kaikilla menestysmittareilla joillakin ranking- ja sijoitusperiodin yhdistelmillä. CAPM-alfalla tarkasteltuna tilastollisesti merkitsevää menestyksen pysyvyyttä esiintyi selvästi useammin kuin muilla menestysmittareilla. Tulokset tukevat viimeaikaisia kansainvälisiä tutkimuksia, joiden mukaan menestyksen pysyvyys riippuu usein mittaustavasta. Menestysmittareina käytettyjen regressiomallien merkitsevyystestit osoittavat multifaktorimallien selittävän osakerahastojen tuottoja CAPM:a paremmin. Lisätyt muuttujat parantavat merkittävästi CAPM:n selitysvoimaa.