956 resultados para Conditional CAPM


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Estimation of von Bertalanffy growth parameters has received considerable attention in fisheries research. Since Sainsbury (1980, Can. J. Fish. Aquat. Sci. 37: 241-247) much of this research effort has centered on accounting for individual variability in the growth parameters. In this paper we demonstrate that, in analysis of tagging data, Sainsbury's method and its derivatives do not, in general, satisfactorily account for individual variability in growth, leading to inconsistent parameter estimates (the bias does not tend to zero as sample size increases to infinity). The bias arises because these methods do not use appropriate conditional expectations as a basis for estimation. This bias is found to be similar to that of the Fabens method. Such methods would be appropriate only under the assumption that the individual growth parameters that generate the growth increment were independent of the growth parameters that generated the initial length. However, such an assumption would be unrealistic. The results are derived analytically, and illustrated with a simulation study. Until techniques that take full account of the appropriate conditioning have been developed, the effect of individual variability on growth has yet to be fully understood.

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We propose a simple method of constructing quasi-likelihood functions for dependent data based on conditional-mean-variance relationships, and apply the method to estimating the fractal dimension from box-counting data. Simulation studies were carried out to compare this method with the traditional methods. We also applied this technique to real data from fishing grounds in the Gulf of Carpentaria, Australia

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Background Epidemiological and clinical studies suggest comorbidity between prostate cancer (PCA) and cardiovascular disease (CVD) risk factors. However, the relationship between these two phenotypes is still not well understood. Here we sought to identify shared genetic loci between PCA and CVD risk factors. Methods We applied a genetic epidemiology method based on conjunction false discovery rate (FDR) that combines summary statistics from different genome-wide association studies (GWAS), and allows identification of genetic overlap between two phenotypes. We evaluated summary statistics from large, multi-centre GWA studies of PCA (n = 50 000) and CVD risk factors (n = 200 000) [triglycerides (TG), low-density lipoprotein (LDL) cholesterol and high-density lipoprotein (HDL) cholesterol, systolic blood pressure, body mass index, waist-hip ratio and type 2 diabetes (T2D)]. Enrichment of single nucleotide polymorphisms (SNPs) associated with PCA and CVD risk factors was assessed with conditional quantile-quantile plots and the Anderson-Darling test. Moreover, we pinpointed shared loci using conjunction FDR. Results We found the strongest enrichment of P-values in PCA was conditional on LDL and conditional on TG. In contrast, we found only weak enrichment conditional on HDL or conditional on the other traits investigated. Conjunction FDR identified altogether 17 loci; 10 loci were associated with PCA and LDL, 3 loci were associated with PCA and TG and additionally 4 loci were associated with PCA, LDL and TG jointly (conjunction FDR < 0.01). For T2D, we detected one locus adjacent to HNF1B. Conclusions We found polygenic overlap between PCA predisposition and blood lipids, in particular LDL and TG, and identified 17 pleiotropic gene loci between PCA and LDL, and PCA and TG, respectively. These findings provide novel pathobiological insights and may have implications for trials using targeting lipid-lowering agents in a prevention or cancer setting.

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Summary. Interim analysis is important in a large clinical trial for ethical and cost considerations. Sometimes, an interim analysis needs to be performed at an earlier than planned time point. In that case, methods using stochastic curtailment are useful in examining the data for early stopping while controlling the inflation of type I and type II errors. We consider a three-arm randomized study of treatments to reduce perioperative blood loss following major surgery. Owing to slow accrual, an unplanned interim analysis was required by the study team to determine whether the study should be continued. We distinguish two different cases: when all treatments are under direct comparison and when one of the treatments is a control. We used simulations to study the operating characteristics of five different stochastic curtailment methods. We also considered the influence of timing of the interim analyses on the type I error and power of the test. We found that the type I error and power between the different methods can be quite different. The analysis for the perioperative blood loss trial was carried out at approximately a quarter of the planned sample size. We found that there is little evidence that the active treatments are better than a placebo and recommended closure of the trial.

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We consider the problem of estimating a population size from successive catches taken during a removal experiment and propose two estimating functions approaches, the traditional quasi-likelihood (TQL) approach for dependent observations and the conditional quasi-likelihood (CQL) approach using the conditional mean and conditional variance of the catch given previous catches. Asymptotic covariance of the estimates and the relationship between the two methods are derived. Simulation results and application to the catch data from smallmouth bass show that the proposed estimating functions perform better than other existing methods, especially in the presence of overdispersion.

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Quasi-likelihood (QL) methods are often used to account for overdispersion in categorical data. This paper proposes a new way of constructing a QL function that stems from the conditional mean-variance relationship. Unlike traditional QL approaches to categorical data, this QL function is, in general, not a scaled version of the ordinary log-likelihood function. A simulation study is carried out to examine the performance of the proposed QL method. Fish mortality data from quantal response experiments are used for illustration.

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An adaptive learning scheme, based on a fuzzy approximation to the gradient descent method for training a pattern classifier using unlabeled samples, is described. The objective function defined for the fuzzy ISODATA clustering procedure is used as the loss function for computing the gradient. Learning is based on simultaneous fuzzy decisionmaking and estimation. It uses conditional fuzzy measures on unlabeled samples. An exponential membership function is assumed for each class, and the parameters constituting these membership functions are estimated, using the gradient, in a recursive fashion. The induced possibility of occurrence of each class is useful for estimation and is computed using 1) the membership of the new sample in that class and 2) the previously computed average possibility of occurrence of the same class. An inductive entropy measure is defined in terms of induced possibility distribution to measure the extent of learning. The method is illustrated with relevant examples.

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Ecological and genetic studies of marine turtles generally support the hypothesis of natal homing, but leave open the question of the geographical scale of genetic exchange and the capacity of turtles to shift breeding sites. Here we combine analyses of mitochondrial DNA (mtDNA) variation and recapture data to assess the geographical scale of individual breeding populations and the distribution of such populations through Australasia. We conducted multiscale assessments of mtDNA variation among 714 samples from 27 green turtle rookeries and of adult female dispersal among nesting sites in eastern Australia. Many of these rookeries are on shelves that were flooded by rising sea levels less than 10 000 years (c. 450 generations) ago. Analyses of sequence variation among the mtDNA control region revealed 25 haplotypes, and their frequency distributions indicated 17 genetically distinct breeding stocks (Management Units) consisting either of individual rookeries or groups of rookeries in general that are separated by more than 500 km. The population structure inferred from mtDNA was consistent with the scale of movements observed in long-term mark-recapture studies of east Australian rookeries. Phylogenetic analysis of the haplotypes revealed five clades with significant partitioning of sequence diversity (Φ = 68.4) between Pacific Ocean and Southeast Asian/Indian Ocean rookeries. Isolation by distance was indicated for rookeries separated by up to 2000 km but explained only 12% of the genetic structure. The emerging general picture is one of dynamic population structure influenced by the capacity of females to relocate among proximal breeding sites, although this may be conditional on large population sizes as existed historically across this region.

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In this paper we consider the third-moment structure of a class of time series models. It is often argued that the marginal distribution of financial time series such as returns is skewed. Therefore it is of importance to know what properties a model should possess if it is to accommodate unconditional skewness. We consider modeling the unconditional mean and variance using models that respond nonlinearly or asymmetrically to shocks. We investigate the implications of these models on the third-moment structure of the marginal distribution as well as conditions under which the unconditional distribution exhibits skewness and nonzero third-order autocovariance structure. In this respect, an asymmetric or nonlinear specification of the conditional mean is found to be of greater importance than the properties of the conditional variance. Several examples are discussed and, whenever possible, explicit analytical expressions provided for all third-order moments and cross-moments. Finally, we introduce a new tool, the shock impact curve, for investigating the impact of shocks on the conditional mean squared error of return series.

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Data-flow analysis is an integral part of any aggressive optimizing compiler. We propose a framework for improving the precision of data-flow analysis in the presence of complex control-flow. W initially perform data-flow analysis to determine those control-flow merges which cause the loss in data-flow analysis precision. The control-flow graph of the program is then restructured such that performing data-flow analysis on the resulting restructured graph gives more precise results. The proposed framework is both simple, involving the familiar notion of product automata, and also general, since it is applicable to any forward data-flow analysis. Apart from proving that our restructuring process is correct, we also show that restructuring is effective in that it necessarily leads to more optimization opportunities. Furthermore, the framework handles the trade-off between the increase in data-flow precision and the code size increase inherent in the restructuring. We show that determining an optimal restructuring is NP-hard, and propose and evaluate a greedy strategy. The framework has been implemented in the Scale research compiler, and instantiated for the specific problem of Constant Propagation. On the SPECINT 2000 benchmark suite we observe an average speedup of 4% in the running times over Wegman-Zadeck conditional constant propagation algorithm and 2% over a purely path profile guided approach.

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The research examines the process by which a sense of belonging to Finnish society is constructed among women of Russian and Estonian background who are multiply marginalised in Finnish society. It does so by analysing the encounters between their nationality and 'being Finnis'. Attention is focused on the question of what kind of "journey" they take after moving to Finland, how a sense of belonging is constructed especially along the paths followed in education and at work, and what kind of agency is available to them. The thesis is connected with post-colonial research and also draws from studies on citizenship and nationality as well as the social structures of interaction, when analysing careers. As the educational system forms the most central context of the research, the work is also focused on educational sociology. The research methodology includes life history and a narrative approach. The raw data is from thematic interviews concerning the life experiences of women of immigrant backgrounds. They were studying in Finland to be practical nurses or to complete Bachelor of Social Service degree. According to the study, the women had been encountered as alien, strange, and carrying a shade of "otherness". The experience of inclusion in Finnish communities and society turned out to be conditional, an inclusion based on the notion of a citizen worker, which is defined by national needs. The person from abroad is placed in the position of someone who fills gaps in the services of the welfare state. The choice of education in the care sector and the overall necessity of obtaining Finnish education turned out to be socially directed. Gendered structures of education and working life were found to act as a frame in which the decisions of the immigrant women were made. Although national education policy emphasis as an orientation to global labour markets, the immigrant student is placed above all in the position of an object to be made suitable for the Finnish labour market. Citizenship, a goal of education, requires consent to being "socialised" into Finnish society as well as learning to be Finnish. One s only option to negotiate appearing suitable as a member is to construct oneself into someone who adopts Finnish and Western cultural values, values which favour individuality. However, Finnish education is a resource to Finnishness. Finnish education enables a sense of being Finnish, and empowers the job applicant for example, and in addition to providing cultural, human and social capital strengthen inclusion as well. The study confirms the view that the encounter of an immigrant is still characterised by its colonial nature. It shows that encounters with Finns and Finnish society place the person of immigrant background, even one receiving a Finnish education, in the position of "the other". The journey as an immigrant continues. The immigrant has access only to certain predefined subject positions, which limits agency. When categorised as an immigrant, one becomes a per-son who is different and "other", while the sense of belonging as a member of Finnish society without conditions appears to be somewhat unreachable. Yet, new arrivals are capable of acting change. An immigrant woman can challenge the positions offered to her and present herself as strong. Her life story has often included struggle, and she has the fortitude strength to change her circumstances. Key words: life story, post-colonial encounter, nationality, citizenship, the career of immi-grant, position, agency

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Dynamic Bayesian Networks (DBNs) provide a versatile platform for predicting and analysing the behaviour of complex systems. As such, they are well suited to the prediction of complex ecosystem population trajectories under anthropogenic disturbances such as the dredging of marine seagrass ecosystems. However, DBNs assume a homogeneous Markov chain whereas a key characteristics of complex ecosystems is the presence of feedback loops, path dependencies and regime changes whereby the behaviour of the system can vary based on past states. This paper develops a method based on the small world structure of complex systems networks to modularise a non-homogeneous DBN and enable the computation of posterior marginal probabilities given evidence in forwards inference. It also provides an approach for an approximate solution for backwards inference as convergence is not guaranteed for a path dependent system. When applied to the seagrass dredging problem, the incorporation of path dependency can implement conditional absorption and allows release from the zero state in line with environmental and ecological observations. As dredging has a marked global impact on seagrass and other marine ecosystems of high environmental and economic value, using such a complex systems model to develop practical ways to meet the needs of conservation and industry through enhancing resistance and/or recovery is of paramount importance.

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Analytical models of IEEE 802.11-based WLANs are invariably based on approximations, such as the well-known mean-field approximations proposed by Bianchi for saturated nodes. In this paper, we provide a new approach for modeling the situation when the nodes are not saturated. We study a State Dependent Attempt Rate (SDAR) approximation to model M queues (one queue per node) served by the CSMA/CA protocol as standardized in the IEEE 802.11 DCF. The approximation is that, when n of the M queues are non-empty, the attempt probability of the n non-empty nodes is given by the long-term attempt probability of n saturated nodes as provided by Bianchi's model. This yields a coupled queue system. When packets arrive to the M queues according to independent Poisson processes, we provide an exact model for the coupled queue system with SDAR service. The main contribution of this paper is to provide an analysis of the coupled queue process by studying a lower dimensional process and by introducing a certain conditional independence approximation. We show that the numerical results obtained from our finite buffer analysis are in excellent agreement with the corresponding results obtained from ns-2 simulations. We replace the CSMA/CA protocol as implemented in the ns-2 simulator with the SDAR service model to show that the SDAR approximation provides an accurate model for the CSMA/CA protocol. We also report the simulation speed-ups thus obtained by our model-based simulation.

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In genetic epidemiology, population-based disease registries are commonly used to collect genotype or other risk factor information concerning affected subjects and their relatives. This work presents two new approaches for the statistical inference of ascertained data: a conditional and full likelihood approaches for the disease with variable age at onset phenotype using familial data obtained from population-based registry of incident cases. The aim is to obtain statistically reliable estimates of the general population parameters. The statistical analysis of familial data with variable age at onset becomes more complicated when some of the study subjects are non-susceptible, that is to say these subjects never get the disease. A statistical model for a variable age at onset with long-term survivors is proposed for studies of familial aggregation, using latent variable approach, as well as for prospective studies of genetic association studies with candidate genes. In addition, we explore the possibility of a genetic explanation of the observed increase in the incidence of Type 1 diabetes (T1D) in Finland in recent decades and the hypothesis of non-Mendelian transmission of T1D associated genes. Both classical and Bayesian statistical inference were used in the modelling and estimation. Despite the fact that this work contains five studies with different statistical models, they all concern data obtained from nationwide registries of T1D and genetics of T1D. In the analyses of T1D data, non-Mendelian transmission of T1D susceptibility alleles was not observed. In addition, non-Mendelian transmission of T1D susceptibility genes did not make a plausible explanation for the increase in T1D incidence in Finland. Instead, the Human Leucocyte Antigen associations with T1D were confirmed in the population-based analysis, which combines T1D registry information, reference sample of healthy subjects and birth cohort information of the Finnish population. Finally, a substantial familial variation in the susceptibility of T1D nephropathy was observed. The presented studies show the benefits of sophisticated statistical modelling to explore risk factors for complex diseases.

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Gene therapy is a promising novel approach for treating cancers resistant to or escaping currently available modalities. Treatment approaches are based on taking advantage of molecular differences between normal and tumor cells. Various strategies are currently in clinical development with adenoviruses as the most popular vehicle. Recent developments include improving targeting strategies for gene delivery to tumor cells with tumor specific promoters or infectivity enhancement. A rapidly developing field is as well replication competent agents, which allow improved tumor penetration and local amplification of the anti-tumor effect. Adenoviral cancer gene therapy approaches lack cross-resistance with other treatment options and therefore synergistic effects are possible. This study focused on development of adenoviral vectors suitable for treatment of various gynecologic cancer types, describing the development of the field from non-replicating adenoviral vectors to multiple-modified conditional replicating viruses. Transcriptional targeting of gynecologic cancer cells by the use of the promoter of vascular endothelial growth factor receptor type 1 (flt-1) was evaluated. Flt-1 is not expressed in the liver and thus an ideal promoter for transcriptional targeting of adenoviruses. Our studies implied that the flt-1 promoter is active in teratocarcinomas.and therefore a good candidate for development of oncolytic adenoviruses for treatment of this often problematic disease with then poor outcome. A tropism modified conditionally replicating adenovirus (CRAd), Ad5-Δ24RGD, was studied in gynecologic cancers. Ad5-Δ24RGD is an adenovirus selectively replication competent in cells defective in the p16/Rb pathway, including many or most tumor cells. The fiber of Ad5-Δ24RGD contains an integrin binding arginine-glycine-aspartic acid motif (RGD-4C), allowing coxackie-adenovirus receptor independent infection of cancer cells. This approach is attractive because expression levels of CAR are highly variable and often low on primary gynecological cancer cells. Oncolysis could be shown for a wide variety of ovarian and cervical cancer cell lines as well as primary ovarian cancer cell spheroids, a novel system developed for in vitro analysis of CRAds on primary tumor substrates. Biodistribution was evaluated and preclinical safety data was obtained by demonstrating lack of replication in human peripheral blood mononuclear cells. The efficicacy of Ad5-Δ24RGD was shown in different orthotopic murine models including a highly aggressive intraperitoneal model of disseminated ovarian cancer cells, where Ad5-Δ24RGD resulted in complete eradication of intraperitoneal disease in half of the mice. To further improve the selectivity and specificity of CRAds, triple-targeted oncolytic adenoviruses were cloned, featuring the cyclo-oxygenase-2 (cox-2) promoter, E1A transcomplementation and serotype chimerism. Those viruses were evaluated on ovarian cancer cells for specificity and oncolytic potency with regard to two different cox2 versions and three different variants of E1A (wild type, delta24 and delta2delta24). Ad5/3cox2Ld24 emerged as the best combination due to enhanced selectivity without potency lost in vitro or in an aggressive intraperitoneal orthotopic ovarian tumor model. In summary, the preclinical therapeutic efficacy of the CRAds tested in this study, taken together with promising biodistribution and safety data, suggest that these CRAds are interesting candidates for translation into clinical trials for gynecologic cancer.