Méthodes de Bootstrap pour les modèles à facteurs

Cette thèse développe des méthodes bootstrap pour les modèles à facteurs qui sont couram- ment utilisés pour générer des prévisions depuis l'article pionnier de Stock et Watson (2002) sur les indices de diffusion. Ces modèles tolèrent l'inclusion d'un grand nombre de variables macroéconomiques et financières comme prédicteurs, une caractéristique utile pour inclure di- verses informations disponibles aux agents économiques. Ma thèse propose donc des outils éco- nométriques qui améliorent l'inférence dans les modèles à facteurs utilisant des facteurs latents extraits d'un large panel de prédicteurs observés. Il est subdivisé en trois chapitres complémen- taires dont les deux premiers en collaboration avec Sílvia Gonçalves et Benoit Perron. Dans le premier article, nous étudions comment les méthodes bootstrap peuvent être utilisées pour faire de l'inférence dans les modèles de prévision pour un horizon de h périodes dans le futur. Pour ce faire, il examine l'inférence bootstrap dans un contexte de régression augmentée de facteurs où les erreurs pourraient être autocorrélées. Il généralise les résultats de Gonçalves et Perron (2014) et propose puis justifie deux approches basées sur les résidus : le block wild bootstrap et le dependent wild bootstrap. Nos simulations montrent une amélioration des taux de couverture des intervalles de confiance des coefficients estimés en utilisant ces approches comparativement à la théorie asymptotique et au wild bootstrap en présence de corrélation sérielle dans les erreurs de régression. Le deuxième chapitre propose des méthodes bootstrap pour la construction des intervalles de prévision permettant de relâcher l'hypothèse de normalité des innovations. Nous y propo- sons des intervalles de prédiction bootstrap pour une observation h périodes dans le futur et sa moyenne conditionnelle. Nous supposons que ces prévisions sont faites en utilisant un ensemble de facteurs extraits d'un large panel de variables. Parce que nous traitons ces facteurs comme latents, nos prévisions dépendent à la fois des facteurs estimés et les coefficients de régres- sion estimés. Sous des conditions de régularité, Bai et Ng (2006) ont proposé la construction d'intervalles asymptotiques sous l'hypothèse de Gaussianité des innovations. Le bootstrap nous permet de relâcher cette hypothèse et de construire des intervalles de prédiction valides sous des hypothèses plus générales. En outre, même en supposant la Gaussianité, le bootstrap conduit à des intervalles plus précis dans les cas où la dimension transversale est relativement faible car il prend en considération le biais de l'estimateur des moindres carrés ordinaires comme le montre une étude récente de Gonçalves et Perron (2014). Dans le troisième chapitre, nous suggérons des procédures de sélection convergentes pour les regressions augmentées de facteurs en échantillons finis. Nous démontrons premièrement que la méthode de validation croisée usuelle est non-convergente mais que sa généralisation, la validation croisée «leave-d-out» sélectionne le plus petit ensemble de facteurs estimés pour l'espace généré par les vraies facteurs. Le deuxième critère dont nous montrons également la validité généralise l'approximation bootstrap de Shao (1996) pour les regressions augmentées de facteurs. Les simulations montrent une amélioration de la probabilité de sélectionner par- cimonieusement les facteurs estimés comparativement aux méthodes de sélection disponibles. L'application empirique revisite la relation entre les facteurs macroéconomiques et financiers, et l'excès de rendement sur le marché boursier américain. Parmi les facteurs estimés à partir d'un large panel de données macroéconomiques et financières des États Unis, les facteurs fortement correlés aux écarts de taux d'intérêt et les facteurs de Fama-French ont un bon pouvoir prédictif pour les excès de rendement.

Estudio in vitro de la resistencia adhesiva en la interfaz de resina entre la base del pad y el resinoso utilizado en cementación indirecta de la técnica lingual

Con el fin de aminorar retrasos por descementación de cualquier accesorio durante el tratamiento de Ortodoncia Lingual, se ha considerado que la fuerza de adhesión es muy importante, especialmente cuando está ubicada en las diferentes interfaces presentes entre el bracket y la resina del PAD; entre la resina del PAD y el cemento resinoso fotopolimerizable y entre este cemento y el esmalte dental. Por lo que este estudio se ha enfocado en determinar la resistencia adhesiva en la interfaz localizada entre la resina de la base del PAD y el cemento resinoso fotopolimerizable utilizando ácido fluorhídrico y óxido de aluminio como tratamiento de superficie previo a la cementación indirecta de la técnica lingual. MATERIALES Y METODOS: El tipo de estudio fue experimental "in vitro", con una muestra de 30 cuerpos de prueba hechos con resina Transbond XT, utilizando para su confección un blíster de brackets, se siguieron tres protocolos diferentes; G1 o grupo control sin ninguna preparación, G2 con aplicación de óxido de aluminio, 50 micrones durante 10 segundos en la superficie del cuerpo de prueba, G3 con aplicación de ácido fluorhídrico al 9% en la superficie del cuerpo de prueba durante 10 minutos. Previo al test de resistencia adhesiva, se realizó los cortes de precisión en cada cuerpo de prueba, obteniendo así 45 tiras de prueba, cada una de las muestras fue adherida a un porta muestra para la prueba de micro tracción, la misma que fue realizada con la máquina universal Mini-Instron modelo 5942, a una velocidad de deformación constante de 0.5 mm/min. Los datos fueron sometidos al test de Normalidad de residuos de Shapiro Wilk (p>0,05) y de LEVENE para el análisis de homogeneidad de las varianzas. La resistencia adhesiva fue comparada entre los grupos por medio del Análisis de Varianza (ANOVA) como factor único para el procesamiento de los datos. Para todos los análisis el nivel de significancia fue del 5% (p< 0,05) con un nivel de confianza del 95% (IC95%). Se consideró estadísticamente significativo valores por debajo de 0,05. RESULTADOS Y CONCLUSIONES: El resultado del test de ANOVA, reveló que el factor de tratamiento de superficie F(2,12)=2,52;p=0,12 no es significante, por lo tanto los diferentes tratamientos de superficie (óxido de aluminio y ácido fluorhídrico) utilizados son equivalentes al grupo control, indicando que no ejercen influencia de manera significativa en los valores de Resistencia Adhesiva (RA) en la preparación de la interfaz localizada entre la resina de la base del PAD y el cemento resinoso fotopolimerizable; concluyendo que se puede utilizar cualquier protocolo de tratamiento de superficie indicado en la presente investigación.

Efeitos do treinamento resistido com máquinas pneumáticas e resistência elástica progressiva na força, capacidade funcional e equilíbrio em mulheres idosas : um ensaio clínico randomizado

Dissertação (mestrado)—Universidade de Brasília, Faculdade de Educação Física, Programa de Pós-Graduação Strictu-Sensu em Educação Física, 2015.

Abdominal hyperalgesia in secretory phospholipase A(2)-induced rat pancreatitis: Distinct roles of NK1 receptors

We investigated the potential of secretory phospholipase A(2) (sPLA(2))-induced pancreatitis to promote abdominal hyperalgesia, as well as to depolarize sensory fibres in vitro using a grease-gap technique. Pancreatitis was induced by the injection of sPLA(2) from Crotalus durissus terrificus (sPLA(2) Cdt, 300 mu g kg(-1)) venom into the common bile duct of rats. Pancreatic inflammatory signs, serum amylase levels and abdominal hyperalgesia were evaluated in rats treated or not with SR140333, a tachykinin NK1 receptor antagonist. Injection of sPLA(2) Cdt caused pancreatic oedema formation and increased pancreatic neutrophil infiltration and serum amylase at 4 h, which returned to normality by 24 h, except for the neutrophil infiltration, which was still increased at this time point. Animals injected with sPLA(2) exhibited a lower withdrawal threshold to electronic von Frey stimulation in the upper abdominal region at 4 h, but not 24 h, post-injection when compared with saline-injected rats. Pre-treatment of animals with SR140333 significantly reduced the sPLA(2) Cdt-induced abdominal hyperalgesia, without affecting the other parameters. Neither sPLA(2) Cdt nor sPLA(2) from Naja mocambique mocambique venom depolarized capsaicin-sensitive sensory fibres from rat vagus nerve, but they decreased the propagated compound action potentials in both A and C fibres. These data show for the first time that NK1 receptors play an important role in the early abdominal hyperalgesia in a rat model of sPLA(2)-induced pancreatitis, suggesting that these receptors are of importance in the development of pain in the pancreatitis condition. We also provide evidence that sPLA(2)s do not directly depolarize sensory fibres in vitro. (C) 2011 European Federation of International Association for the Study of Pain Chapters. Published by Elsevier Ltd. All rights reserved.

Bahadur representation of linear kernel quantile estimator of VaR under mixing assumptions

Bahadur representation and its applications have attracted a large number of publications and presentations on a wide variety of problems. Mixing dependency is weak enough to describe the dependent structure of random variables, including observations in time series and longitudinal studies. This note proves the Bahadur representation of sample quantiles for strongly mixing random variables (including ½-mixing and Á-mixing) under very weak mixing coe±cients. As application, the asymptotic normality is derived. These results greatly improves those recently reported in literature.

Body composition by dual X-ray absorptiometry in Mexican schoolchildren with or without obesity

Objective: Apply dual X-ray absorptiometry (DXA) to determine the amount of fat mass, lean mass, and bone mineral density in Mexican schoolchildren with and without obesity. Material and methods: We performed an observational, analytical, comparative, cross-sectional study of 80 Mexican schoolchildren who attended the Nutrition Clinic of the Pediatric Medical Center in Monterrey, Mexico during the period of January to April 2005. Body mass index (BMI) was determined to classify the participants according to the growth charts of the Centers for Disease Control and Prevention. Two groups of 40 children each (with and without obesity) were formed and DXA was carried out on each individual. Cronbach’s Alpha was used to determine instrument reliability and the Kolmogorov-Smirnov test was used to test the normality of numerical variables. Means were compared using Student´s t test. Results: Statistically signiicant differences were found in fat mass (p≤0.001) and lean mass (p≤0.001), but not in bone mineral content (p=0.051) between both groups. Conclusions: Differences exist in fat mass and lean mass in both groups, but not in bone mineral content between both groups. A signiicant positive correlation was found between fat mass, determined by DXA, and BMI in schoolchildren with and without obesity

The medico-legal importance of establishing human identity by palatal rugoscopy: evaluation of the immutability and individuality of palatal rugae under the influence of ante mortem orthodontic treatment

This is an open-access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.

As forças armadas e a segurança interna

A Constituição da República Portuguesa desde 1982, e após sete revisões constitucionais, faz a distinção vincada entre o que é Segurança Interna e Defesa Nacional. Assim, reserva para a primeira a intervenção das Forças da Segurança e para a segunda a as Forças Armadas, permitindo apenas a intervenção destas na Segurança Interna em estados de excepção, como o estado de emergência e o estado de sítio. Dada a delicadeza do tema optou-se pela construção de um questionário, para que as pessoas possam pronunciar-se de forma isenta sobre o tema, sem constrangimentos institucionais. Optou-se por uma abordagem qualitativa. Com base num guião, entrevistaram-se quatro peritos no assunto de forma a obter respostas sobre a viabilidade da intervenção das Forças Armadas na Segurança Interna, num estado de normalidade democrática. As respostas depois de transcritas constituíram o corpus que foi submetido a análise de conteúdo. Com base nesta análise de conteúdo, a partir dos excertos de discursos codificados nas categorias e subcategorias, procedeu-se à construção dos itens que figurarão numa primeira versão do questionário. A primeira versão do questionário apresenta-se em torno de quatro eixos (categorias), que se dividem em subcategorias: intervenção das Forças Armadas na Segurança Interna; legislação; mudança do paradigma de segurança; e, definição conceptual.

Relação entre impacto de um treinamento gerencial no trabalho, desejabilidade social, suporte a transferência e características dos respondentes

Dissertação (mestrado)—Universidade de Brasília, Faculdade de Economia, Administração e Contabilidade, Programa de Pós-Graduação em Administração, 2016.

Nonlinear evolution of harmonically forced perturbations on a wingtip vortex

Wingtip vortices are created by flying airplanes due to lift generation. The vortex interaction with the trailing aircraft has sparked researchers’ interest to develop an efficient technique to destroy these vortices. Different models have been used to describe the vortex dynamics and they all show that, under real flight conditions, the most unstable modes produce a very weak amplification. Another linear instability mechanism that can produce high energy gains in short times is due to the non-normality of the system. Recently, it has been shown that these non-normal perturbations also produce this energy growth when they are excited with harmonic forcing functions. In this study, we analyze numerically the nonlinear evolution of a spatially, pointwise and temporally forced perturbation, generated by a synthetic jet at a given radial distance from the vortex core. This type of perturbation is able to produce high energy gains in the perturbed base flow (10^3), and is also a suitable candidate for use in engineering applications. The flow field is solved for using fully nonlinear three-dimensional direct numerical simulation with a spectral multidomain penalty method model. Our novel results show that the nonlinear effects are able to produce locally small bursts of instability that reduce the intensity of the primary vortex.

Avaliação das concentrações hepáticas e séricas de retinol em bovinos e do consumo habitual de fígado por gestantes

The vitamin A is essential to animals because of its participation in a great number of biological functions. The investigation of this vitamin s concentrations is important to serve as reference to normality parameters. This study had as aim to analyse the serics and hepatics concentrations of vitamin A in two groups of bovines and to compare the hepatics concentrations to the present requeriments of vitamin A for pregnant women. It was also appraised the consume habit of bovine liver by pregnant women through of the alimentary frequency quest. Two groups of bovine were studied and the first was formad by Nelore bovine breed and the second by bovine without defined breed (WDB). It was analysed 120 samples: 60 of liver and 60 of serum. The method used to dose retinol was High Performance Liquid Cromatography (HPLC). The average (+ sd) of retinol concentrations in Nelore breed bovine and WDB liver were 16947,8 + 6866,9 and 5213,1 + 2517,2 µg of retinol/100g and at serum 39,6 + 17,9 e 28,6 + 9,4 µg of retinol/dL, respectively. No statistically significant correlation was found between hepatic and the serum retinol. The bovines in this study had adequate vitamin A levels. Independently of animal breed, the daily ingestion of bovine liver is not advised for pregnant women who show adequate support of vitamin A. The consume of bovine liver by pregnant women consulted on school maternity hospital Januário Cicco, UFRN, Natal RN, was considered high

Lecture by Juan Manuel Echavarria, given at Florida International University, March 7, 2012

Juan Manuel Echavarria discusses his exhibition which includes 24 paintings created by men and women who participated in Colombia’s war. All 35 participants were rank and file soldiers demobilized either under the Ley de Justicia y Paz (Justice and Peace Law), or because they deserted or were wounded in combat. They spent two years painting their personal experiences, illustrating the rural tragedy; witnessing the involvement of drug traffickers, capturing the painful repertoire of violence in Colombia, which for years has played out alongside daily life, blending in with normality. Introduction by Carol Damien.

A Study on the Correlation of Bivariate And Trivariate Normal Models

Suppose two or more variables are jointly normally distributed. If there is a common relationship between these variables it would be very important to quantify this relationship by a parameter called the correlation coefficient which measures its strength, and the use of it can develop an equation for predicting, and ultimately draw testable conclusion about the parent population. This research focused on the correlation coefficient ρ for the bivariate and trivariate normal distribution when equal variances and equal covariances are considered. Particularly, we derived the maximum Likelihood Estimators (MLE) of the distribution parameters assuming all of them are unknown, and we studied the properties and asymptotic distribution of . Showing this asymptotic normality, we were able to construct confidence intervals of the correlation coefficient ρ and test hypothesis about ρ. With a series of simulations, the performance of our new estimators were studied and were compared with those estimators that already exist in the literature. The results indicated that the MLE has a better or similar performance than the others.

Improved inference in the evaluation of mutual fund performance using bootstrap methods

Two new methodologies are introduced to improve inference in the evaluation of mutual fund performance against benchmarks. First, the benchmark models are estimated using panel methods with both fund and time effects. Second, the non-normality of individual mutual fund returns is accounted for by using panel bootstrap methods. We also augment the standard benchmark factors with fund-specific characteristics, such as fund size. Using a dataset of UK equity mutual fund returns, we find that fund size has a negative effect on the average fund manager’s benchmark-adjusted performance. Further, when we allow for time effects and the non-normality of fund returns, we find that there is no evidence that even the best performing fund managers can significantly out-perform the augmented benchmarks after fund management charges are taken into account.

Eficacia de la infiltración de Plasma Rico en Plaquetas (PRP) en pacientes diagnosticados del Síndrome de la Fascia Plantar (SFP) desde el punto de vista clínico y funcional

On the basis of the knowledge that the entheses between the plantar fascia and the calcaneus may exhibit a varied pathology, we considered the need to value the pathological factors by illustrating the anatomical changes in the Plantar Fascia Syndrome (PFS) with easy-to-obtain images which allowed us to substantiate our claims. Accordingly, we analized the anatomical (Orts Llorca, 1977; Llusá, 2007; Sobotta, 2007; Domenech Mateu, 2012; Rodriguez Baeza 2012) and biomechanical (Arandes, 1956; Viladot 1979; Caturla, 2001; Safe, 2001) literature in order to better know the location of the pathology and also to assess the functional reasons that could favor this disease. A study of the affected area by Nuclear Magnetic Resonance (NMR) revealed the presence of bone affections such as bone edema, subchondral lesions and several other bone pathologies together with fascia intrinsic injuries such as myxoid degeneration, intrasubstance fissures and perifascial edematous lesions (Larroca, 2013; Conejero, 2014). Injuries not properly treated during the acute phase can evolve into chronic processes which, month after month, become ever more difficult to resolve. In addition, as seen throughout this study, there are changes in the anatomical normality of the foot usually associated with pathological conditions of the plantar fascia. Once the pathological aspects of PFS are identified and their location is established, clinical manifestations should be registered in order to define this syndrome. Pain is the main symptom in patients with PFS and is associated, in many occasions, with tightness or stiffness of the plantar area, limited mobility of the arch of the ankle and, inevitably, a progressive functional deterioration. Thus, that sharp and stabbing pain felt when one puts the foot on the floor after a period of rest located in the front lower face of the heel and irradiating and/or projecting to the middle of the sole of the foot would be synonymous with Plantar Fascia Syndrome (PFS)...