938 resultados para Generalized variance
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Includes bibliographical references (p. 56-57).
Multivariate analyses of variance and covariance for simulation studies involving normal time series
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Photocopy.
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"AFCRL-TR-75-0589."
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Performing organization: Dept. of Statistics, University of Michigan.
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Mode of access: Internet.
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Mode of access: Internet.
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Considering the importance of the proper detection of bubbles in financial markets for policymakers and market agents, we used two techniques described in Diba and Grossman (1988b) and in Phillips, Shi, and Yu (2015) to detect periods of exuberance in the recent history of the Brazillian stock market. First, a simple cointegration test is applied. Secondly, we conducted several augmented, right-tailed Dickey-Fuller tests on rolling windows of data to determine the point in which there’s a structural break and the series loses its stationarity.
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Thesis (Ph.D.)--University of Washington, 2016-06
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Thesis (Ph.D.)--University of Washington, 2016-06
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The compelling quality of the Global Change simulation study (Altemeyer, 2003), in which high RWA (right-wing authoritarianism)/high SDO (social dominance orientation) individuals produced poor outcomes for the planet, rests on the inference that the link between high RWA/SDO scores and disaster in the simulation can be generalized to real environmental and social situations. However, we argue that studies of the Person × Situation interaction are biased to overestimate the role of the individual variability. When variables are operationalized, strongly normative items are excluded because they are skewed and kurtotic. This occurs both in the measurement of predictor constructs, such as RWA, and in the outcome constructs, such as prejudice and war. Analyses of normal linear statistics highlight personality variables such as RWA, which produce variance, and overlook the role of norms, which produce invariance. Where both normative and personality forces are operating, as in intergroup contexts, the linear analysis generates statistics for the sample that disproportionately reflect the behavior of the deviant, antinormative minority and direct attention away from the baseline, normative position. The implications of these findings for the link between high RWA and disaster are discussed.
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A recent development of the Markov chain Monte Carlo (MCMC) technique is the emergence of MCMC samplers that allow transitions between different models. Such samplers make possible a range of computational tasks involving models, including model selection, model evaluation, model averaging and hypothesis testing. An example of this type of sampler is the reversible jump MCMC sampler, which is a generalization of the Metropolis-Hastings algorithm. Here, we present a new MCMC sampler of this type. The new sampler is a generalization of the Gibbs sampler, but somewhat surprisingly, it also turns out to encompass as particular cases all of the well-known MCMC samplers, including those of Metropolis, Barker, and Hastings. Moreover, the new sampler generalizes the reversible jump MCMC. It therefore appears to be a very general framework for MCMC sampling. This paper describes the new sampler and illustrates its use in three applications in Computational Biology, specifically determination of consensus sequences, phylogenetic inference and delineation of isochores via multiple change-point analysis.
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Stabilizing selection has been predicted to change genetic variances and covariances so that the orientation of the genetic variance-covariance matrix (G) becomes aligned with the orientation of the fitness surface, but it is less clear how directional selection may change G. Here we develop statistical approaches to the comparison of G with vectors of linear and nonlinear selection. We apply these approaches to a set of male sexually selected cuticular hydrocarbons (CHCs) of Drosophila serrata. Even though male CHCs displayed substantial additive genetic variance, more than 99% of the genetic variance was orientated 74.9degrees away from the vector of linear sexual selection, suggesting that open-ended female preferences may greatly reduce genetic variation in male display traits. Although the orientation of G and the fitness surface were found to differ significantly, the similarity present in eigenstructure was a consequence of traits under weak linear selection and strong nonlinear ( convex) selection. Associating the eigenstructure of G with vectors of linear and nonlinear selection may provide a way of determining what long-term changes in G may be generated by the processes of natural and sexual selection.
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The paper identifies the structural restrictions on preferences required for them to exhibit both translation homotheticity in particular direction and radial homotheticity. The results are illustrated by an application to an asset allocation problem in the absence of riskless asset.
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Single male sexually selected traits have been found to exhibit substantial genetic variance, even though natural and sexual selection are predicted to deplete genetic variance in these traits. We tested whether genetic variance in multiple male display traits of Drosophila serrata was maintained under field conditions. A breeding design involving 300 field-reared males and their laboratory-reared offspring allowed the estimation of the genetic variance-covariance matrix for six male cuticular hydrocarbons (CHCs) under field conditions. Despite individual CHCs displaying substantial genetic variance under field conditions, the vast majority of genetic variance in CHCs was not closely associated with the direction of sexual selection measured on field phenotypes. Relative concentrations of three CHCs correlated positively with body size in the field, but not under laboratory conditions, suggesting condition-dependent expression of CHCs under field conditions. Therefore condition dependence may not maintain genetic variance in preferred combinations of male CHCs under field conditions, suggesting that the large mutational target supplied by the evolution of condition dependence may not provide a solution to the lek paradox in this species. Sustained sexual selection may be adequate to deplete genetic variance in the direction of selection, perhaps as a consequence of the low rate of favorable mutations expected in multiple trait systems.
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This article examines whether optimism and health-related hardiness contribute to health and well-being among older women. Positive psychological characteristics, including optimism and health-related hardiness, are correlated with good self-rated health, but these variables are all affected by socioeconomic status, social support, physical illness and access to services. Using data from 9501 Australian women aged 73 to 78, we show that optimism and health-related hardiness explain a significant proportion of variance in all subscales of the SF-36, and in stress, even after these confounders are taken into account. The data, although cross-sectional, suggest that positive personal characteristics may contribute to well-being.