966 resultados para Permutation-Symmetric Covariance


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Publicationes Mathematicae Debrecen

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Dissertation presented to obtain a Master degree in Biotechnology

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On a symmetric differentiated Stackelberg duopoly model in which there is asymmetric demand information owned by leading and follower firms, we show that the leading firm does not necessarily have advantage over the following one. The reason for this is that the second mover can adjust its output level after observing the realized demand, while the first mover chooses its output level only with the knowledge of demand distribution.

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We consider a symmetric Stackelberg model in which there is asymmetric demand information owned by first and second movers. We analyse the advantages of leadership and flexibility, and prove that when the leading firm faces demand uncertainty, but the follower does not, the first mover does not necessarily have advantage over the second mover. Moreover, we show that the advantage of one firm over the other depends upon the demand fluctuation and also upon the degree of substitutability of the products.

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We consider a price competition in a duopoly with substitutable goods, linear and symmetric demand. There is a firm (F 1) that chooses first the price p 1 of its good; the other firm (F 2) observes p 1 and then chooses the price p 2 of its good. The conclusions of this price-setting dynamical duopoly are substantially altered by the presence of either differentiated goods or asymmetric information about rival’s production costs. In this paper, we consider asymmetric information about rival’s production costs. We do ex-ante and ex-post analyses of firms’ profits and market prices. We compare the ex-ante firms’ expected profits with the ex-post firms’ profits.

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In this paper, we consider a Stackelberg duopoly competition with differentiated goods, linear and symmetric demand and with unknown costs. In our model, the two firms play a non-cooperative game with two stages: in a first stage, firm F 1 chooses the quantity, q 1, that is going to produce; in the second stage, firm F 2 observes the quantity q 1 produced by firm F 1 and chooses its own quantity q 2. Firms choose their output levels in order to maximise their profits. We suppose that each firm has two different technologies, and uses one of them following a certain probability distribution. The use of either one or the other technology affects the unitary production cost. We show that there is exactly one perfect Bayesian equilibrium for this game. We analyse the variations of the expected profits with the parameters of the model, namely with the parameters of the probability distributions, and with the parameters of the demand and differentiation.

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The aim of this paper was to analyze the spatiotemporal variations of cases of influenza A(H1N1)pdm09 in Argentina. A space-time permutation scan statistic was performed to test the non-randomness in the interaction between space and time in reported influenza A(H1N1)pdm09 cases. In 2009, two clusters were recorded in the east of Buenos Aires Province (May and June) and in the central and northern part of Argentina (July and August). Between 2011 and 2012, clusters near areas bordering other countries were registered. Within the clusters, in 2009, the high notification rates were first observed in the school-age population and then extended to the older population (15-59 years). From 2011 onwards, higher rates of reported cases of influenza A(H1N1)pdm09 occurred in children under five years in center of the country. Two stages of transmission of influenza A(H1N1)pdm09 can be characterized. The first stage had high rates of notification and a possible interaction with individuals from other countries in the major cities of Argentina (pattern of hierarchy), and the second stage had an increased interaction in some border areas without a clear pattern of hierarchy. These results suggest the need for greater coordination in the Southern Cone countries, in order to implement joint prevention and vaccination policies.

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Dissertation presented to obtain the PhD degree in Biology

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BACKGROUND: A post-hoc analysis was performed on the data from a 54 weeks phase III study (ClinicalTrials.gov identifier: NCT00923091) to measure changes in the health-related quality of life (HRQoL) of 2,690 patients aged ≥18 with moderate-to-severe hypertension who received one of six doses of olmesartan/amlodipine/hydrochlorothiazide (OLM/AML/HCTZ), using the MINICHAL and EQ-5D instruments. METHODS: Descriptive statistics were used to assess blood pressure and HRQoL scores over the study period. Analysis of covariance (ANCOVA) was used to identify those factors that could possibly have influenced HRQoL. Linear regression was used to assess the relationship between changes in blood pressure and HRQoL scores. RESULTS: Patients' baseline MINICHAL mood and somatic domains scores were 5.5 and 2.6. Over the study period HRQoL improved as both MINICHAL scores decreased by 31-33%. Patients' baseline EQ-5D index and VAS scores were 0.9 and 73.4 respectively, increasing by 6% and 12% over the study period. Patients' QALY gain over the 54 weeks study period was estimated to be 0.029 QALYs. The ANCOVA showed that changes in patients' HRQoL was likely to have been influenced by patients' achievement of blood pressure control, the amount of concomitant medication and patients' last used dosage strength of antihypertensive. Linear regression showed that blood pressure improvement may have been associated with improved HRQoL. CONCLUSIONS: This study showed that OLM/AML/HCTZ reduced blood pressure and significantly increased blood pressure control whilst improving patients' HRQoL. Achieving blood pressure control, amount of concomitant medication and dosage strength of antihypertensive impacted on patients' HRQoL.

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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

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Dissertação para obtenção do Grau de Mestre em Genética Molecular e Biomedicina

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Dissertação para obtenção do Grau de Doutor em Estatística e Gestão do Risco

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This paper offers a new approach to estimating time-varying covariance matrices in the framework of the diagonal-vech version of the multivariate GARCH(1,1) model. Our method is numerically feasible for large-scale problems, produces positive semidefinite conditional covariance matrices, and does not impose unrealistic a priori restrictions. We provide an empirical application in the context of international stock markets, comparing the nev^ estimator with a number of existing ones.

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INTRODUCTION: The purpose of this ecological study was to evaluate the urban spatial and temporal distribution of tuberculosis (TB) in Ribeirão Preto, State of São Paulo, southeast Brazil, between 2006 and 2009 and to evaluate its relationship with factors of social vulnerability such as income and education level. METHODS: We evaluated data from TBWeb, an electronic notification system for TB cases. Measures of social vulnerability were obtained from the SEADE Foundation, and information about the number of inhabitants, education and income of the households were obtained from Brazilian Institute of Geography and Statistics. Statistical analyses were conducted by a Bayesian regression model assuming a Poisson distribution for the observed new cases of TB in each area. A conditional autoregressive structure was used for the spatial covariance structure. RESULTS: The Bayesian model confirmed the spatial heterogeneity of TB distribution in Ribeirão Preto, identifying areas with elevated risk and the effects of social vulnerability on the disease. We demonstrated that the rate of TB was correlated with the measures of income, education and social vulnerability. However, we observed areas with low vulnerability and high education and income, but with high estimated TB rates. CONCLUSIONS: The study identified areas with different risks for TB, given that the public health system deals with the characteristics of each region individually and prioritizes those that present a higher propensity to risk of TB. Complex relationships may exist between TB incidence and a wide range of environmental and intrinsic factors, which need to be studied in future research.

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INTRODUCTION: This work aimed to study the community structure of sandflies, with regard to the richness, constancy, abundance, and monthly frequency of the species with a focus on the transmission of leishmaniasis. METHODS: The study was conducted in the rural villages of Bom Jardim and Santa Maria, situated on the edge of a tropical rain forest in the municipality of São Jose de Ribamar, Maranhão, Brazil. The phlebotomines were captured in the intradomiciles and peridomiciles of each village, with Centers for Disease Control (CDC) light traps set in 10 homes in each village, for 1 year, once a month, from 18h to 6h. RESULTS: We collected 1,378 individuals of 16 sandfly species. The capture success rate was higher in Bom Jardim (0.61 specimens/hour/trap) than that of Santa Maria (0.35/specimens/hour/trap). The sandflies were more abundant in the peridomiciles (86.1%) and in the rainy season (77%). Five species were considered constants (occurring in more than 50% of samples), 5 accessory (25%-50%), and 6 accidental (<25%). The most abundant species were Lutzomyia longipalpis (59.7%) and L whitmani (28%). The permutation analysis showed differences between the species composition of the villages and no separation between the intradomicile and peridomicile of each village. The species that most contributed to the dissimilarity between the light traps of the 2 villages were L. longipalpis, L. whitmani, and L. evandroi, contributing to 80.8% of the variation among groups. CONCLUSIONS: The high level of richness and abundance of species and the presence of competent vectors throughout the year and around houses justify the occurrence of leishmaniasis cases reported in the area.