On the statistical estimation of diffusion processes: a survey

Data available on continuos-time diffusions are always sampled discretely in time. In most cases, the likelihood function of the observations is not directly computable. This survey covers a sample of the statistical methods that have been developed to solve this problem. We concentrate on some recent contributions to the literature based on three di§erent approaches to the problem: an improvement of the Euler-Maruyama discretization scheme, the use of Martingale Estimating Functions and the application of Generalized Method of Moments (GMM).

On the statistical estimation of diffusion processes - a partial survey

Data available on continuous-time diffusions are always sampled discretely in time. In most cases, the likelihood function of the observations is not directly computable. This survey covers a sample of the statistical methods that have been developed to solve this problem. We concentrate on some recent contributions to the literature based on three di§erent approaches to the problem: an improvement of the Euler-Maruyama discretization scheme, the employment of Martingale Estimating Functions, and the application of Generalized Method of Moments (GMM).

Cópulas: uma alternativa para a estimação de modelos de risco multivariados

Dentre os principais desafios enfrentados no cálculo de medidas de risco de portfólios está em como agregar riscos. Esta agregação deve ser feita de tal sorte que possa de alguma forma identificar o efeito da diversificação do risco existente em uma operação ou em um portfólio. Desta forma, muito tem se feito para identificar a melhor forma para se chegar a esta definição, alguns modelos como o Valor em Risco (VaR) paramétrico assumem que a distribuição marginal de cada variável integrante do portfólio seguem a mesma distribuição , sendo esta uma distribuição normal, se preocupando apenas em modelar corretamente a volatilidade e a matriz de correlação. Modelos como o VaR histórico assume a distribuição real da variável e não se preocupam com o formato da distribuição resultante multivariada. Assim sendo, a teoria de Cópulas mostra-se um grande alternativa, à medida que esta teoria permite a criação de distribuições multivariadas sem a necessidade de se supor qualquer tipo de restrição às distribuições marginais e muito menos as multivariadas. Neste trabalho iremos abordar a utilização desta metodologia em confronto com as demais metodologias de cálculo de Risco, a saber: VaR multivariados paramétricos - VEC, Diagonal,BEKK, EWMA, CCC e DCC- e VaR histórico para um portfólio resultante de posições idênticas em quatro fatores de risco – Pre252, Cupo252, Índice Bovespa e Índice Dow Jones

Modelos de previsão de volatilidade : uma aplicação do modelo GARCH a taxas de câmbio

Com o objetivo de mostrar uma aplicação dos modelos da família GARCH a taxas de câmbio, foram utilizadas técnicas estatísticas englobando análise multivariada de componentes principais e análise de séries temporais com modelagem de média e variância (volatilidade), primeiro e segundo momentos respectivamente. A utilização de análise de componentes principais auxilia na redução da dimensão dos dados levando a estimação de um menor número de modelos, sem contudo perder informação do conjunto original desses dados. Já o uso dos modelos GARCH justifica-se pela presença de heterocedasticidade na variância dos retornos das séries de taxas de câmbio. Com base nos modelos estimados foram simuladas novas séries diárias, via método de Monte Carlo (MC), as quais serviram de base para a estimativa de intervalos de confiança para cenários futuros de taxas de câmbio. Para a aplicação proposta foram selecionadas taxas de câmbio com maior market share de acordo com estudo do BIS, divulgado a cada três anos.

Multivariate analysis for the classification and differentiation of Madeira wines according to main grape varieties

In order to differentiate and characterize Madeira wines according to main grape varieties, the volatile composition (higher alcohols, fatty acids, ethyl esters and carbonyl compounds) was determined for 36 monovarietal Madeira wine samples elaborated from Boal, Malvazia, Sercial and Verdelho white grape varieties. The study was carried out by headspace solid-phase microextraction technique (HS-SPME), in dynamic mode, coupled with gas chromatography–mass spectrometry (GC–MS). Corrected peak area data for 42 analytes from the above mentioned chemical groups was used for statistical purposes. Principal component analysis (PCA) was applied in order to determine the main sources of variability present in the data sets and to establish the relation between samples (objects) and volatile compounds (variables). The data obtained by GC–MS shows that the most important contributions to the differentiation of Boal wines are benzyl alcohol and (E)-hex-3-en-1-ol. Ethyl octadecanoate, (Z)-hex-3-en-1-ol and benzoic acid are the major contributions in Malvazia wines and 2-methylpropan-1-ol is associated to Sercial wines. Verdelho wines are most correlated with 5-(ethoxymethyl)-furfural, nonanone and cis-9-ethyldecenoate. A 96.4% of prediction ability was obtained by the application of stepwise linear discriminant analysis (SLDA) using the 19 variables that maximise the variance of the initial data set.

Auto-eficácia de alunos de administração: um estudo com concluintes do curso de graduação em Administração no Estado do Pará

The current study presents the characteristics of self-efficacy of students of Administration course, who work and do not work. The study was conducted through a field research, descriptive, addressed quantitatively using statistical procedures. Was studied a population composed of 394 students distributed in three Higher Education Institutions, in the metropolitan region of Belém, in the State of Pará. The sampling was not probabilistic by accessibility, with a sample of 254 subjects. The instrument for data collection was a questionnaire composed of a set of questions divided into three sections: the first related to sociodemographic data, the second section was built to identify the work situation of the respondent and the third section was built with issues related to General Perceived Self-Efficacy Scale proposed by Schwarzer and Jerusalem (1999). Sociodemographic data were processed using methods of descriptive statistics. This procedure allowed characterizing the subjects of the sample. To identify the work situation, the analysis of frequency and percentage was used, which allowed to classify in percentage, the respondents who worked and those that did not work, and the data related to the scale of self-efficacy were processed quantitatively by the method of multivariate statistics using the software of program Statistical Package for Social Sciences for Windows - SPSS, version 17 from the process of Exploratory Factor Analysis. This procedure allowed characterizing the students who worked and the students who did not worked. The results were discussed based on Social Cognitive Theory from the construct of self-efficacy of Albert Bandura (1977). The study results showed a young sample, composed the majority of single women with work experience, and indicated that the characteristics of self-efficacy of students who work and students who do not work are different. The self-efficacy beliefs of students who do not work are based on psychological expectations, whereas the students who work demonstrated that their efficacy beliefs are sustained by previous experiences. A student who does not work proved to be reliant in their abilities to achieve a successful performance in their activities, believing it to be easy to achieve your goals and to face difficult situations at work, simply by invest a necessary effort and trust in their abilities. One who has experience working proved to be reliant in their abilities to conduct courses of action, although know that it is not easy to achieve your goals, and in unexpected situations showed its ability to solve difficult problems

Correlations among behavior, performance and environment in broiler breeders using multivariate analysis

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Method of numerical correction of errors occasioned by delay of records during the monitoring of environmental variables of interest for animal production

As condições de ambiente térmico e aéreo, no interior de instalações para animais, alteram-se durante o dia, devido à influência do ambiente externo. Para que análises estatísticas e geoestatísticas sejam representativas, uma grande quantidade de pontos distribuídos espacialmente na área da instalação deve ser monitorada. Este trabalho propõe que a variação no tempo das variáveis ambientais de interesse para a produção animal, monitoradas no interior de instalações para animais, pode ser modelada com precisão a partir de registros discretos no tempo. O objetivo deste trabalho foi desenvolver um método numérico para corrigir as variações temporais dessas variáveis ambientais, transformando os dados para que tais observações independam do tempo gasto durante a aferição. O método proposto aproximou os valores registrados com retardos de tempo aos esperados no exato momento de interesse, caso os dados fossem medidos simultaneamente neste momento em todos os pontos distribuídos espacialmente. O modelo de correção numérica para variáveis ambientais foi validado para o parâmetro ambiental temperatura do ar, sendo que os valores corrigidos pelo método não diferiram pelo teste Tukey, a 5% de probabilidade dos valores reais registrados por meio de dataloggers.

A non-invasive method for silencing gene transcription in honeybees maintained under natural conditions

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Predição da maturação puberal de indivíduos do sexo masculino a partir de variáveis antropométricas

The methods of analysis of the selection system sports talent sometimes do not consider the biological age of the athletes, since that the assessment of maturational moment have several limitations The aim of this work is to develop a predictive equation of pubertal assessment in male subjects, based on anthropometric measurements. We evaluated 206 young boys, aged between eight and 18 years, and studing in public and private schools in Natal, Brazil. The sample selection was done randomly, being used the anthropometric measurements and pubertal maturation evaluation according to the Tanner stages. Statistical analysis followed the presentation of central tendency measures and their derivatives. The inferential analysis was performed according to the ANOVA test, multivariate discriminant analysis and weighted Kappa. The advancement of pubertal stages was accompanied by significant changes in anthropometric variables, demonstrating the relationship presented in both. For this purpose, discriminant analysis selected eight variables with the highest prediction of pubertal maturation, and created an equation with a significance level of 75%. and concordance level of 0.840, considered as excellent. This shows that the prediction of pubertal maturation from anthropometric variables presented as a valid method, being used as a practical tool in sports talents selection

Características agronômicas, produtividade, qualidade de vagens e divergência genética em feijão-vagem de crescimento indeterminado

Avaliou-se a divergência genética entre quinze linhagens (Hav 13, Hav 14, Hav 21, Hav 22, Hav 25, Hav 38, Hav 40, Hav 41, Hav 49, Hav 53, Hav 56, Hav 64, Hav 65, Hav 67 e Hav 68) e cinco cultivares (Macarrão Favorito AG480, Macarrão Preferido AG482, Manteiga Maravilha AG481, Teresópolis AG484 e Macarrão Bragança) de feijão-vagem de crescimento indeterminado, utilizando-se vinte características agronômicas. O ensaio foi conduzido na AGENCIARURAL - EE de Anápolis, no período de 30/04 a 10/08/1998. Os dados foram submetidos às análises de variância e multivariada (distância D² de Mahalanobis e o método de agrupamento de Tocher). Houve diferenças significativas entre os genótipos para as características consideradas. Os genótipos Hav 13, Hav 49, Hav 56, Hav 64, Hav 68, Favorito AG480 e Teresópolis AG484 destacaram-se com relação ao conjunto de características favoráveis a produtores e consumidores. Houve maior freqüência de pares com maiores distâncias, quando um dos componentes era a cultivar Teresópolis AG484 ou Hav 49, e de pares com menores distâncias quando seus componentes tiveram como ancestral comum a linhagem Hab 229. Os genótipos distribuíram-se em quatro grupos, sendo um constituído exclusivamente pela linhagem Hav 49, outro englobando as cultivares Manteiga Maravilha AG481 e Teresópolis AG484. A linhagem Hav 41 e as cultivares Macarrão Favorito AG480 e Macarrão Preferido AG482 um terceiro grupo, e os demais genótipos um único grupo. As características que mais contribuíram para a divergência entre os genótipos foram o número de dias para o início de floração e o comprimento das vagens, com 58,11% do total, seguidas da porcentagem de palha na vagem seca, da largura das vagens, das alturas das plantas nas duas épocas avaliadas, do peso médio de vagem e do número de vagens por planta que, em conjunto, contribuíram com 85,73% do total.

Multivariate optimization and validation of an analytical methodology by RP-HPLC for the determination of losartan potassium in capsules

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Influence of sample type and collection method on Streptococcus mutans and Lactobacillus spp. counts in the oral cavity

Objectives: This study compared three methods of Streptococcus mutans and Lactobacillus spp. detection in the oral cavity: saliva swab (SS)-sample of stimulated saliva collected with swab; whole saliva (WS)-sample of 2 ml of stimulated saliva; and the dental plaque method (DP)-plaque sample of all dental surfaces.Methods: Thirty children were included in this study. In the first 15 children, the SS and WS methods were carried out before the dental plaque collection, and in the following 15, the sequence was inverted to evaluate possible interference of the methods sequence. The samples were diluted and inoculated in SB20 and Rogosa agar, respectively for S. mutans and Lactobacillus spp., at 37 degrees C for 48 h.Results: the results (cfu/mL) of S. mutans were analysed by the statistical Friedman's test. The levels of Lactobacillus spp. were analysed by descriptive statistics due to the high proportion of zero counts in the culture. In the first sequence of methods, the number of S. mutans counted for the SS method was inferior to DP and WS (P < 0.05), and the results for the WS and DP methods were similar. The detection of Lactobacillus spp. was observed just by the WS (100 %) and SS (14.3 %) methods. However, in the second experimental set the number of S. mutans detected by the DP method was similar to those of the SS and WS, however, the WS method showed higher values than SS (P < 0.05). A greater number of Lactobacillus spp. was detected by the WS method (100 %), followed by SS (55.5 %) and DP (33.3 %).Conclusions: the dental plaque collection and the sample of stimulated whole saliva presented similar results in the S. mutans count. The most suitable method to detect the Lactobacillus spp. level in the oral cavity is the stimulated whole saliva method. (c) 2004 Elsevier Ltd. All rights reserved.

Influences of the insertion method in glass ionomer cement porosity

The aim of this study was to evaluate the presence of porosities inside the glass ionomer cement (GIC) after different techniques of material insertion. MATERIAL and METHOD: Specimens were prepared with high-viscosity GIC Ketac Molar Easymix and divided into three groups according to the insertion method: spatula (PI), Centrix injector (CI), and low-cost syringe (LCS). The specimens were fractured and observed with scanning electronic microscopy to quantitatively evaluate porosity inside the material using Image J Software. RESULTS: Statistical analysis, ANOVA application, and Tukey test to significance level of 5%, revealed that there was no statistical difference between the groups. CONCLUSION: Although the use of LCS has not decreased the porosity of the material, this insertion method is easy, accessible, and low cost, which makes it a viable alternative of use in the ART technique and in others bucal health programs. Microsc. Res. Tech., 2012. (c) 2012 Wiley Periodicals, Inc.

Association of Haplotypes in the CXCR2 Gene with Periodontitis in a Brazilian Population

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)