976 resultados para variance ratio test
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We propose a blind method to detect interference in GNSS signals whereby the algorithms do not require knowledge of the interference or channel noise features. A sample covariance matrix is constructed from the received signal and its eigenvalues are computed. The generalized likelihood ratio test (GLRT) and the condition number test (CNT) are developed and compared in the detection of sinusoidal and chirp jamming signals. A computationally-efficient decision threshold was proposed for the CNT.
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The Hardy-Weinberg law, formulated about 100 years ago, states that under certainassumptions, the three genotypes AA, AB and BB at a bi-allelic locus are expected to occur inthe proportions p2, 2pq, and q2 respectively, where p is the allele frequency of A, and q = 1-p.There are many statistical tests being used to check whether empirical marker data obeys theHardy-Weinberg principle. Among these are the classical xi-square test (with or withoutcontinuity correction), the likelihood ratio test, Fisher's Exact test, and exact tests in combinationwith Monte Carlo and Markov Chain algorithms. Tests for Hardy-Weinberg equilibrium (HWE)are numerical in nature, requiring the computation of a test statistic and a p-value.There is however, ample space for the use of graphics in HWE tests, in particular for the ternaryplot. Nowadays, many genetical studies are using genetical markers known as SingleNucleotide Polymorphisms (SNPs). SNP data comes in the form of counts, but from the countsone typically computes genotype frequencies and allele frequencies. These frequencies satisfythe unit-sum constraint, and their analysis therefore falls within the realm of compositional dataanalysis (Aitchison, 1986). SNPs are usually bi-allelic, which implies that the genotypefrequencies can be adequately represented in a ternary plot. Compositions that are in exactHWE describe a parabola in the ternary plot. Compositions for which HWE cannot be rejected ina statistical test are typically “close" to the parabola, whereas compositions that differsignificantly from HWE are “far". By rewriting the statistics used to test for HWE in terms ofheterozygote frequencies, acceptance regions for HWE can be obtained that can be depicted inthe ternary plot. This way, compositions can be tested for HWE purely on the basis of theirposition in the ternary plot (Graffelman & Morales, 2008). This leads to nice graphicalrepresentations where large numbers of SNPs can be tested for HWE in a single graph. Severalexamples of graphical tests for HWE (implemented in R software), will be shown, using SNPdata from different human populations
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OBJECTIVE: Previous studies reported that the severity of cognitive deficits in euthymic patients with bipolar disorder (BD) increases with the duration of illness and postulated that progressive neuronal loss or shrinkage and white matter changes may be at the origin of this phenomenon. To explore this issue, the authors performed a case-control study including detailed neuropsychological and magnetic resonance imaging analyses in 17 euthymic elderly patients with BD and 17 healthy individuals. METHODS: Neuropsychological evaluation concerned working memory, episodic memory, processing speed, and executive functions. Volumetric estimates of the amygdala, hippocampus, entorhinal cortex, and anterior cingulate cortex were obtained using both voxel-based and region of interest morphometric methods. Periventricular and deep white matter were assessed semiquantitatively. Differences in cognitive performances and structural data between BD and comparison groups were analyzed using paired t-test or analysis of variance. Wilcoxon test was used in the absence of normal distribution. RESULTS: Compared with healthy individuals, patients with BD obtained significantly lower performances in processing speed, working memory, and episodic memory but not in executive functions. Morphometric analyses did not show significant volumetric or white matter differences between the two groups. CONCLUSIONS: Our results revealed impairment in verbal memory, working memory, and processing speed in euthymic older adults with BD. These cognitive deficits are comparable both in terms of affected functions and size effects to those previously reported in younger cohorts with BD. Both this observation and the absence of structural brain abnormalities in our cohort do not support a progressively evolving neurotoxic effect in BD.
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The hepatitis C virus (HCV) NS3 protease has been one of the molecular targets of new therapeutic approaches. Its genomic sequence variability in Brazilian HCV isolates is poorly documented. To obtain more information on the magnitude of its genetic diversity, 114 Brazilian HCV samples were sequenced and analysed together with global reference sequences. Genetic distance (d) analyses revealed that subtype 1b had a higher degree of heterogeneity (d = 0.098) than subtypes 1a (d = 0.060) and 3a (d = 0.062). Brazilian isolates of subtype 1b were distributed in the phylogenetic tree among sequences from other countries, whereas most subtype 1a and 3a sequences clustered into a single branch. Additional characterisation of subtype 1a in clades 1 and 2 revealed that all but two Brazilian subtype 1a sequences formed a distinct and strongly supported (approximate likelihood-ratio test = 93) group of sequences inside clade 1. Moreover, this subcluster inside clade 1 presented an unusual phenotypic characteristic in relation to the presence of resistance mutations for macrocyclic inhibitors. In particular, the mutation Q80K was found in the majority of clade 1 sequences, but not in the Brazilian isolates. These data demonstrate that Brazilian HCV subtypes display a distinct pattern of genetic diversity and reinforce the importance of sequence information in future therapeutic approaches.
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BACKGROUND: A history of diabetes is associated with an increased risk of several types of cancers. Whether diabetes is a risk factor for head and neck cancer (HNC) has received little attention. METHODS: We pooled data from 12 case-control studies including 6,448 cases and 13,747 controls, and estimated odds ratios (OR) and 95% confidence intervals (CI) for the associations between diabetes and HNC, adjusted for age, education level, sex, race/ethnicity, study center, cigarette smoking, alcohol use and body mass index (BMI). RESULTS: We observed a weak association between diabetes and the incidence of HNC overall (OR, 1.09; 95% CI, 0.95-1.24). However, we observed a modest association among never smokers (OR, 1.59; 95% CI, 1.22-2.07), and no association among ever smokers (OR, 0.96; 95% CI, 0.83-1.11); likelihood ratio test for interaction p=0.001. CONCLUSIONS: A history of diabetes was weakly associated with HNC overall, but we observed evidence of effect modification by smoking status, with a positive association among those who never smoked cigarettes. Impact: This study suggests that glucose metabolism abnormalities may be a HNC risk factor in subgroups of the population. Prospective studies incorporating biomarkers are needed to improve our understanding of the relationship between diabetes and HNC risk, possibly providing new strategies in the prevention of HNC.
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Although silicon is not recognized as a nutrient, it may benefit rice plants and may alleviate the Mn toxicity in some plant species. The dry matter yield (root, leaf, sheaths and leaf blade) and plant architecture (angle of leaf insertion and leaf arc) were evaluated in rice plants grown in nutrient solutions with three Mn doses, with and without Si addition. The treatments were arranged in a 2 x 3 factorial [with and without (2 mmol L-1) Si; three Mn doses (0.5; 2.5 and 10 µmol L-1)], in a randomized block design with 4 replications. The experimental unit was a 4 L plastic vase with 4 rice (Metica-1 cultivar) plants. Thirty nine days after keeping the seedlings in the nutrient solution the plant dry matter yield was determined; the angle of leaf insertion in the sheath and the leaf arc were measured; and the Si and Mn concentrations in roots, sheaths and leaves were determined. The analysis of variance (F test at 5 and 1 % levels) and the regression analysis (for testing plant response to Mn with the Si treatments) were performed. The Si added to the nutrient solution increased the dry matter yield of roots, sheaths and leaf blades and also decreased the angle of leaf blade insertion into the sheath and the foliar arc in the rice plant. Additionally, it ameliorated the rice plant architecture which allowed an increase in the dry matter yield. Similarly, the addition of Mn to the solution improved the architecture of the rice plants with gain in dry matter yield. As Si was added to the nutrient solution, the concentration of Mn in leaves decreased and in roots increased thus alleviating the toxic effects of Mn on the plants.
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Enzymatic activity is an important property for soil quality evaluation. Two sequences of experiments were carried out in order to evaluate the enzymatic activity in a soil (Rhodic Eutrudox) amended with cattle manure, earthworm casts, or sewage sludges from the municipalities of Barueri and Franca. The activity of commercial enzymes was measured by microcalorimetry in the same soil samples after sterilization. In the first experiment, the enzyme activities of cellulase, protease, and urease were determined in the soil samples during a three month period. In the second sequence of experiments, the thermal effect of the commercial enzymes cellulase, protease, and urease on sterilized soil samples under the same tretaments was monitored for a period of 46 days. The experimental design was randomized and arranged as factorial scheme in five treatments x seven samplings with five replications. The treatment effects were statistically evaluated by one-way analysis of variance. Tukey´s test was used to compare means at p < 0.05. The presence of different sources of organic residues increased the enzymatic activity in the sampling period. Cattle manure induced the highest enzymatic activity, followed by municipal sewage sludge, whereas earthworm casts induced the lowest activity, but differed from control treatment. The thermal effect on the enzyme activity of commercial cellulase, protease, and urease showed a variety of time peaks. These values probably oscillated due to soil physical-chemical factors affecting the enzyme activity on the residues.
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The restricted maximum likelihood is preferred by many to the full maximumlikelihood for estimation with variance component and other randomcoefficientmodels, because the variance estimator is unbiased. It is shown that thisunbiasednessis accompanied in some balanced designs by an inflation of the meansquared error.An estimator of the cluster-level variance that is uniformly moreefficient than the fullmaximum likelihood is derived. Estimators of the variance ratio are alsostudied.
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In orange commercial farms, Zn deficiencies symptoms and small fruits were observed in Corrientes, Argentine. During four years (1995 to 1998), Valencia orange (Citrus sinensis Osb.) on Rough lemon (C. jambhiri Lush.) rootstock, implanted in 1974 in sandy soil, where six treatments were tested. Treatments varied from 1 to 3 Kg KCl.tree-1.year-1 (applied in April and December) with and without Zineb 80, 0,35%. year-1, 20 L. tree-1 (13,3 g Zn.tree-1 applied in December). The experimental design was a randomized complete block with four replications, with a single tree and borders in the experimental plot. Foliar sample were taken every year in Autumn and Summer, foliar concentrations of Zn and K were determined by atomic spectrum absorption. Harvested fruits were classified into small, medium and big. Analysis of Variance, Tukey test and Pearson correlations between production and foliar concentrations were performed. Higher fertilization levels of K with Zn increased medium and big fruits production (Kg and percentage). Foliar concentrations of K and Zn were positively correlated with big and medium fruit production and negatively correlated with small one. Chemical names used: Ethilenbis-ditiocarbamate of Zn (Zineb).
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Tämän Pro Gradu -tutkielman tavoitteena on tutkia mitkä tekijät vaikuttavat yritysjärjestelyn toteutuneeseen kauppahintaan. Lisäksi tämä tutkimus pyrkii vastaamaan mikä on ulkoisen neuvonantajan rooli kauppahinnan muodostumisessa sekä miten ulkoinen neuvonantaja suoriutuu erilaisista yritysjärjestelyistä. Tutkimuksen syntyä motivoi vähäinen tutkimusten määrä pienten yritysten yritysjärjestelyistä; yritysjärjestelyt toteutetaan usein puutteellisilla resursseilla ja epäonnistuneet yritysjärjestelyt nähdään uhkana Euroopan unionin talouskasvulle. Empiirinen tutkimus koostuu 104 toteutuneesta pienen yrityksen yritysjärjestelyn tilastollisesta analyysistä. Pääsääntöisesti otosta on tutkittu keskiarvovertailulla (Ttesti ja Oneway Anova) sekä korrelaatiotestauksella. Tutkimuksen tulokset osoittavat, että arvonmääritys on merkittävimmin kauppahintaan vaikuttava tekijä. Tämän lisäksi tilinpäätöstiedoilla on positiivinen yhteys kauppahintaan, kun taas myyntiajalla tai preemiolla ei ole yhteyttä kauppahintaan. Sekä osake- ja liiketoimintakaupan että sukupolvenvaihdosten ja yrityskauppojen välillä tehty keskiarvovertailu osoittaa, että ulkoinen neuvonantaja suoriutuu ammattitaitoisesti erilaisista yritysjärjestelytilanteista osaten huomioida näihin liittyviä erityispiirteitä.
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This study examines performance persistence of hedge funds from investor's point of view and look at the methods by which an investor could choose the successful hedge funds to the portfolio. This study was used the data from HFI & Tremont databases on period 1998-2007. In this study used the 36-month combination (24-month selection and 12-month prediction periods). As the research methods used the Sharpe index, raw returns, MVR (mean variance ratio), GSC-clustering, the SDI index and the new combination of metrics. The evaluation criterions of the results used the volatility, excess returns and the Sharpe index. This study compared different results from the 7 time series with each other, and commenting the problems on a portfolio loss of funds.
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From a cross-sectional observational study with convenience samples, 347 blood samples from horses were collected from different physiographic regions, as follows: Santa Catarina Plateau (Santa Catarina State - SC), Médio Paraíba do Sul (São Paulo State - SP and Rio de Janeiro State RJ), Mountainous and Metropolitan regions (Rio de Janeiro State - RJ). Samples were tested for the presence of antibodies (IgG) anti Neorickettsia risticii by indirect immunofluorescence assay (IFA). The frequency obtained in this study corroborates with the ones obtained in the U.S.A., which refers to endemic regions. Fisher's exact test showed significant differences in the number of positive animals between regions, indicating that the probability of an animal becoming infected varies depending on the area. The CI 95% revealed no association between infection and geopolitical space. Moreover, Odds ratio test showed differences of an animal getting infected in different regions. This event could be influenced by the type of treatment used in each area, as the seasonal frequency of injury or even potential vectors. Therefore, there are seropositive animals for N. risticii in the studied areas, suggesting that this agent may be circulating in those regions. Future studies mainly based on molecular analyzes are needed to confirm these serological findings.
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The purpose of the thesis is to examine the long-term performance persistence and relative performance of hedge funds during bear and bull market periods. Performance metrics applied for fund rankings are raw return, Sharpe ratio, mean variance ratio and strategy distinctiveness index calculated of the original and clustered data correspondingly. Four different length combinations for selection and holding periods are employed. The persistence is examined using decile and quartile portfolio formatting approach and on the basis of Sharpe ratio and SKASR as performance metrics. The relative performance persistence is examined by comparing hedge portfolio returns during varying stock market conditions. The data is gathered from a private database covering 10,789 hedge funds and time horizon is set from January 1990 to December 2012. The results of this thesis suggest that long-term performance persistence of the hedge funds exists. The degree of persistence also depends on the performance metrics employed and length combination of selection and holding periods. The best results of performance persistence were obtained in the decile portfolio analysis on the basis of Sharpe ratio rankings for combination of 12-month selection period and the holding period of equal length. The results also suggest that the best performance persistence occurs in the Event Driven and Multi strategies. Dummy regression analysis shows that a relationship between hedge funds and stock market returns exists. Based on the results, Dedicated Short Bias, Global Macro, Managed Futures and Other strategies perform well during bear market periods. The results also indicate that the Market Neutral strategy is not absolutely market neutral and the Event Driven strategy has the best performance among all hedge strategies.
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This paper aims to evaluate the physicochemical characteristics, sensory acceptance, and purchase intent of acerola nectar sweetened with sucrose and other sweeteners (neotame, sucralose and stevia extracts with 40%, 60%, 80%, and 95% rebaudioside A). The analyses were carried out for pH, soluble solids, total titratable acidity, ascorbic acid, and colorimetry (L*a*b). The acceptance test was performed by 120 consumers who evaluated the appearance, aroma, flavor, texture, and overall impression of the samples using a 9-cm unstructured hedonic scale. Furthermore, the consumers were asked to rate overall purchase intent along the scale anchored with (1) "would definitely not purchase" to (5) "would definitely purchase." The results were evaluated using analysis of variance/Tukey test and the internal preference mapping technique. The acerola nectar samples did not differ significantly (p>0.05) between themselves in terms of vitamin C content and total titratable acidity. As for appearance and aroma, there was no significant difference (p>0.05) between the samples, and as for flavor and overall impression, the most accepted samples were those with sucrose and sucralose. The internal preference mapping indicated that the most accepted samples were those with sucrose, sucralose, and neotame were. The highest frequency of positive purchase intent scores was observed for sucrose and sucralose.
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Financial time series have a tendency of abruptly changing their behavior and maintain this behavior for several consecutive periods, and commodity futures returns are not an exception. This quality proposes that nonlinear models, as opposed to linear models, can more accurately describe returns and volatility. Markov regime switching models are able to match this behavior and have become a popular way to model financial time series. This study uses Markov regime switching model to describe the behavior of energy futures returns on a commodity level, because studies show that commodity futures are a heterogeneous asset class. The purpose of this thesis is twofold. First, determine how many regimes characterize individual energy commodities’ returns in different return frequencies. Second, study the characteristics of these regimes. We extent the previous studies on the subject in two ways: We allow for the possibility that the number of regimes may exceed two, as well as conduct the research on individual commodities rather than on commodity indices or subgroups of these indices. We use daily, weekly and monthly time series of Brent crude oil, WTI crude oil, natural gas, heating oil and gasoil futures returns over 1994–2014, where available, to carry out the study. We apply the likelihood ratio test to determine the sufficient number of regimes for each commodity and data frequency. Then the time series are modeled with Markov regime switching model to obtain the return distribution characteristics of each regime, as well as the transition probabilities of moving between regimes. The results for the number of regimes suggest that daily energy futures return series consist of three to six regimes, whereas weekly and monthly returns for all energy commodities display only two regimes. When the number of regimes exceeds two, there is a tendency for the time series of energy commodities to form groups of regimes. These groups are usually quite persistent as a whole because probability of a regime switch inside the group is high. However, individual regimes in these groups are not persistent and the process oscillates between these regimes frequently. Regimes that are not part of any group are generally persistent, but show low ergodic probability, i.e. rarely prevail in the market. This study also suggests that energy futures return series characterized with two regimes do not necessarily display persistent bull and bear regimes. In fact, for the majority of time series, bearish regime is considerably less persistent. Rahoituksen aikasarjoilla on taipumus arvaamattomasti muuttaa käyttäytymistään ja jatkaa tätä uutta käyttäytymistä useiden periodien ajan, eivätkä hyödykefutuurien tuotot tee tähän poikkeusta. Tämän ominaisuuden johdosta lineaaristen mallien sijasta epälineaariset mallit pystyvät tarkemmin kuvailemaan esimerkiksi tuottojen jakauman parametreja. Markov regiiminvaihtomallit pystyvät vangitsemaan tämän ominaisuuden ja siksi niistä on tullut suosittuja rahoituksen aikasarjojen mallintamisessa. Tämä tutkimus käyttää Markov regiiminvaihtomallia kuvaamaan yksittäisten energiafutuurien tuottojen käyttäytymistä, sillä tutkimukset osoittavat hyödykefutuurien olevan hyvin heterogeeninen omaisuusluokka. Tutkimuksen tarkoitus on selvittää, kuinka monta regiimiä tarvitaan kuvaamaan energiafutuurien tuottoja eri tuottofrekvensseillä ja mitkä ovat näiden regiimien ominaisuudet. Aiempaa tutkimusta aiheesta laajennetaan määrittämällä regiimien lukumäärä tilastotieteellisen testauksen menetelmin sekä tutkimalla energiafutuureja yksittäin; ei indeksi- tai alaindeksitasolla. Tutkimuksessa käytetään päivä-, viikko- ja kuukausiaikasarjoja Brent-raakaöljyn, WTI-raakaöljyn, maakaasun, lämmitysöljyn ja polttoöljyn tuotoista aikaväliltä 1994–2014, siltä osin kuin aineistoa on saatavilla. Likelihood ratio -testin avulla estimoidaan kaikille aikasarjoille regiimien määrä,jonka jälkeen Markov regiiminvaihtomallia hyödyntäen määritetään yksittäisten regiimientuottojakaumien ominaisuudet sekä regiimien välinen transitiomatriisi. Tulokset regiimien lukumäärän osalta osoittavat, että energiafutuurien päiväkohtaisten tuottojen aikasarjoissa regiimien lukumäärä vaihtelee kolmen ja kuuden välillä. Viikko- ja kuukausituottojen kohdalla kaikkien energiafutuurien prosesseissa regiimien lukumäärä on kaksi. Kun regiimejä on enemmän kuin kaksi, on prosessilla taipumus muodostaa regiimeistä koostuvia ryhmiä. Prosessi pysyy ryhmän sisällä yleensä pitkään, koska todennäköisyys siirtyä ryhmään kuuluvien regiimien välillä on suuri. Yksittäiset regiimit ryhmän sisällä eivät kuitenkaan ole kovin pysyviä. Näin ollen prosessi vaihtelee ryhmän sisäisten regiimien välillä tiuhaan. Regiimit, jotka eivät kuulu ryhmään, ovat yleensä pysyviä, mutta prosessi ajautuu niihin vain harvoin, sillä todennäköisyys siirtyä muista regiimeistä niihin on pieni. Tutkimuksen tulokset osoittavat myös, että prosesseissa, joita ohjaa kaksi regiimiä, nämä regiimit eivät välttämättä ole pysyvät bull- ja bear-markkinatilanteet. Tulokset osoittavat sen sijaan, että bear-markkinatilanne on energiafutuureissa selvästi vähemmän pysyvä.