941 resultados para conditional heteroscedasticity


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The disadvantage of the majority of data assimilation schemes is the assumption that the conditional probability density function of the state of the system given the observations [posterior probability density function (PDF)] is distributed either locally or globally as a Gaussian. The advantage, however, is that through various different mechanisms they ensure initial conditions that are predominantly in linear balance and therefore spurious gravity wave generation is suppressed. The equivalent-weights particle filter is a data assimilation scheme that allows for a representation of a potentially multimodal posterior PDF. It does this via proposal densities that lead to extra terms being added to the model equations and means the advantage of the traditional data assimilation schemes, in generating predominantly balanced initial conditions, is no longer guaranteed. This paper looks in detail at the impact the equivalent-weights particle filter has on dynamical balance and gravity wave generation in a primitive equation model. The primary conclusions are that (i) provided the model error covariance matrix imposes geostrophic balance, then each additional term required by the equivalent-weights particle filter is also geostrophically balanced; (ii) the relaxation term required to ensure the particles are in the locality of the observations has little effect on gravity waves and actually induces a reduction in gravity wave energy if sufficiently large; and (iii) the equivalent-weights term, which leads to the particles having equivalent significance in the posterior PDF, produces a change in gravity wave energy comparable to the stochastic model error. Thus, the scheme does not produce significant spurious gravity wave energy and so has potential for application in real high-dimensional geophysical applications.

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Real estate securities have a number of distinct characteristics that differentiate them from stocks generally. Key amongst them is that under-pinning the firms are both real as well as investment assets. The connections between the underlying macro-economy and listed real estate firms is therefore clearly demonstrated and of heightened importance. To consider the linkages with the underlying macro-economic fundamentals we extract the ‘low-frequency’ volatility component from aggregate volatility shocks in 11 international markets over the 1990-2014 period. This is achieved using Engle and Rangel’s (2008) Spline-Generalized Autoregressive Conditional Heteroskedasticity (Spline-GARCH) model. The estimated low-frequency volatility is then examined together with low-frequency macro data in a fixed-effect pooled regression framework. The analysis reveals that the low-frequency volatility of real estate securities has strong and positive association with most of the macroeconomic risk proxies examined. These include interest rates, inflation, GDP and foreign exchange rates.

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Seamless phase II/III clinical trials in which an experimental treatment is selected at an interim analysis have been the focus of much recent research interest. Many of the methods proposed are based on the group sequential approach. This paper considers designs of this type in which the treatment selection can be based on short-term endpoint information for more patients than have primary endpoint data available. We show that in such a case, the familywise type I error rate may be inflated if previously proposed group sequential methods are used and the treatment selection rule is not specified in advance. A method is proposed to avoid this inflation by considering the treatment selection that maximises the conditional error given the data available at the interim analysis. A simulation study is reported that illustrates the type I error rate inflation and compares the power of the new approach with two other methods: a combination testing approach and a group sequential method that does not use the short-term endpoint data, both of which also strongly control the type I error rate. The new method is also illustrated through application to a study in Alzheimer's disease. © 2015 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.

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Transreal numbers provide a total semantics containing classical truth values, dialetheaic, fuzzy and gap values. A paraconsistent Sheffer Stroke generalises all classical logics to a paraconsistent form. We introduce logical spaces of all possible worlds and all propositions. We operate on a proposition, in all possible worlds, at the same time. We define logical transformations, possibility and necessity relations, in proposition space, and give a criterion to determine whether a proposition is classical. We show that proofs, based on the conditional, infer gaps only from gaps and that negative and positive infinity operate as bottom and top values.

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This article provides new insights into the dependence of firm growth on age along the entire distribution of growth rates, and conditional on survival. Using data from the European firms in a global economy survey, and adopting a quantile regression approach, we uncover evidence for a sample of French, Italian and Spanish manufacturing firms with more than ten employees in the period from 2001 to 2008. We find that: (1) young firms grow faster than old firms, especially in the highest growth quantiles; (2) young firms face the same probability of declining as their older counterparts; (3) results are robust to the inclusion of other firms’ characteristics such as labor productivity, capital intensity and the financial structure; (4) high growth is associated with younger chief executive officers and other attributes that capture the attitude of the firm toward growth and change. The effect of age on firm growth is rather similar across countries.

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The C-type lectin receptor CLEC-2 signals through a pathway that is critically dependent on the tyrosine kinase Syk. We show that homozygous loss of either protein results in defects in brain vascular and lymphatic development, lung inflation, and perinatal lethality. Furthermore, we find that conditional deletion of Syk in the hematopoietic lineage, or conditional deletion of CLEC-2 or Syk in the megakaryocyte/platelet lineage, also causes defects in brain vascular and lymphatic development, although the mice are viable. In contrast, conditional deletion of Syk in other hematopoietic lineages had no effect on viability or brain vasculature and lymphatic development. We show that platelets, but not platelet releasate, modulate the migration and intercellular adhesion of lymphatic endothelial cells through a pathway that depends on CLEC-2 and Syk. These studies found that megakaryocyte/platelet expression of CLEC-2 and Syk is required for normal brain vasculature and lymphatic development and that platelet CLEC-2 and Syk directly modulate lymphatic endothelial cell behavior in vitro.

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Civil wars are the most common type of large scale violent conflict. They are long, brutal and continue to harm societies long after the shooting stops. Post-conflict countries face extraordinary challenges with respect to development and security. In this paper we examine how countries can recover economically from these devastating conflicts and how international interventions can help to build lasting peace. We revisit the aid and growth debate and confirm that aid does not increase growth in general. However, we find that countries experience increased growth after the end of the war and that aid helps to make the most of this peace dividend. However, aid is only growth enhancing when the violence has stopped, in violent post-war societies aid has no growth enhancing effect. We also find that good governance is robustly correlated with growth, however we cannot confirm that aid increases growth conditional on good policies. We examine various aspects of aid and governance by disaggregating the aid and governance variables. Our analysis does not provide a clear picture of which types of aid and policy should be prioritized. We find little evidence for a growth enhancing effect of UN missions and suggest that case studies may provide better insight into the relationship between security guarantees and economic stabilization.

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Using an international, multi-model suite of historical forecasts from the World Climate Research Programme (WCRP) Climate-system Historical Forecast Project (CHFP), we compare the seasonal prediction skill in boreal wintertime between models that resolve the stratosphere and its dynamics (“high-top”) and models that do not (“low-top”). We evaluate hindcasts that are initialized in November, and examine the model biases in the stratosphere and how they relate to boreal wintertime (Dec-Mar) seasonal forecast skill. We are unable to detect more skill in the high-top ensemble-mean than the low-top ensemble-mean in forecasting the wintertime North Atlantic Oscillation, but model performance varies widely. Increasing the ensemble size clearly increases the skill for a given model. We then examine two major processes involving stratosphere-troposphere interactions (the El Niño-Southern Oscillation/ENSO and the Quasi-biennial Oscillation/QBO) and how they relate to predictive skill on intra-seasonal to seasonal timescales, particularly over the North Atlantic and Eurasia regions. High-top models tend to have a more realistic stratospheric response to El Niño and the QBO compared to low-top models. Enhanced conditional wintertime skill over high-latitudes and the North Atlantic region during winters with El Niño conditions suggests a possible role for a stratospheric pathway.

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Objectives: To examine whether denture use and recurrent sores caused by ill-fitting dentures are associated with intra-oral squamous cell carcinoma (IO-SCC) in individuals exposed to tobacco. Methods: We conducted a hospital-based case-control study. The study population comprised 124 patients with IO-SCC and the same number of controls (individually paired according to gender and age) recruited from outpatient units of the same hospital. Conditional logistic regression analysis assessed the effect of denture use and recurrent oral sores by ill-fitting dentures, adjusted by covariates on the lifetime exposure to alcohol and tobacco, socioeconomic standings, and dietary patterns. Results: The use of dentures showed no association with IO-SCC [adjusted odds ratio (OR) 1.40, 95 percent confidence interval 0.51-3.87, P = 0.513] in an assessment controlled by socioeconomic position, lifetime exposure to alcohol and tobacco, and dietary patterns. However, the report of recurrent sores caused by ill-fitting dentures showed significant association with the disease (adjusted OR 4.58, 95 percent confidence interval 1.52-13.76, P = 0.007). Conclusions: The association between recurrent oral sores caused by ill-fitting dentures and squamous cell carcinoma of the mouth in smokers is in agreement with the hypothesis that the chronic physical irritation of oral mucosa contributes to the topical carcinogenic effect of tobacco, which must be taken into careful consideration in the planning of dental services for adults and the elderly.

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Background Self-reported tendinitis/tenosynovitis was evaluated by gender, age group, skin color, family income, and educational and psychological status. Methods The study was carried out in a representative sample of formally contracted Brazilian workers from a household survey. A total of 54,660 participants were included. Occupations were stratified according to estimated prevalences of self-reported injuries. Non-conditional logistic regression was performed, and all variables were analyzed in two occupational groups. Results The overall prevalence rate of tendinitis/tenosynovitis was 3.1%: 5.5% in high-prevalence occupations (n=10,726); and 2.5% in low-prevalence occupations (n=43,934). White female workers between the ages of 45 and 64 years and at a higher socioeconomic level were more likely to report tendinitis/tenosynovitis regardless of their occupational category. An adjusted OR = 3.59 [95% CI: 3.15-4.09] was found between tendinitis/tenosynovitis and psychological status. Conclusion Among formally contracted Brazilian workers, higher income can imply greater physical and psychological demands that, regardless of occupational stratum, increase the risk of tendinitis/tenosynovitis. Am. J. Ind. Med. 53:72-79, 2010. (C) 2009 Wiley-Liss, Inc.

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In the past three decades, Brazil has undergone rapid changes in major social determinants of health and in the organisation of health services. In this report, we examine how these changes have affected indicators of maternal health, child health, and child nutrition. We use data from vital statistics, population censuses, demographic and health surveys, and published reports. In the past three decades, infant mortality rates have reduced substantially, decreasing by 5.5% a year in the 1980s and 1990s, and by 4.4% a year since 2000 to reach 20 deaths per 1000 livebirths in 2008. Neonatal deaths account for 68% of infant deaths. Stunting prevalence among children younger than 5 years decreased from 37% in 1974-75 to 7% in 2006-07. Regional differences in stunting and child mortality also decreased. Access to most maternal-health and child-health interventions increased sharply to almost universal coverage, and regional and socioeconomic inequalities in access to such interventions were notably reduced. The median duration of breastfeeding increased from 2.5 months in the 1970s to 14 months by 2006-07. Official statistics show stable maternal mortality ratios during the past 10 years, but modelled data indicate a yearly decrease of 4%, a trend which might not have been noticeable in official reports because of improvements in death registration and the increased number of investigations into deaths of women of reproductive age. The reasons behind Brazil`s progress include: socioeconomic and demographic changes (economic growth, reduction in income disparities between the poorest and wealthiest populations, urbanisation, improved education of women, and decreased fertility rates), interventions outside the health sector (a conditional cash transfer programme and improvements in water and sanitation), vertical health programmes in the 1980s (promotion of breastfeeding, oral rehydration, and immunisations), creation of a tax-funded national health service in 1988 (coverage of which expanded to reach the poorest areas of the country through the Family Health Program in the mid-1990s); and implementation of many national and state-wide programmes to improve child health and child nutrition and, to a lesser extent, to promote women`s health. Nevertheless, substantial challenges remain, including overmedicalisation of childbirth (nearly 50% of babies are delivered by caesarean section), maternal deaths caused by illegal abortions, and a high frequency of preterm deliveries.

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Background and Aims Several animals that live on bromeliads can contribute to plant nutrition through nitrogen provisioning (digestive mutualism). The bromeliad-living spider Psecas chapoda (Salticidae) inhabits and breeds on Bromelia balansae in regions of South America, but in specific regions can also appear on Ananas comosus (pineapple) plantations and Aechmea distichantha. Methods Using isotopic and physiological methods in greenhouse experiments, the role of labelled ((15)N) spider faeces and Drosophila melanogaster flies in the nutrition and growth of each host plant was evaluated, as well as seasonal variation in the importance of this digestive mutualism. Key Results Spiders contributed 0.6 +/- 0.2% (mean +/- s.e.; dry season) to 2.7 +/- 1% (wet season) to the total nitrogen in B. balansae, 2.4 +/- 0.4% (dry) to 4.1 +/- 0.3% (wet) in An. comosus and 3.8 +/- 0.4% (dry) to 5 +/- 1% (wet) in Ae. distichantha. In contrast, flies did not contribute to the nutrition of these bromeliads. Chlorophylls and carotenoid concentrations did not differ among treatments. Plants that received faeces had higher soluble protein concentrations and leaf growth (RGR) only during the wet season. Conclusions These results indicate that the mutualism between spiders and bromeliads is seasonally restricted, generating a conditional outcome. There was interspecific variation in nutrient uptake, probably related to each species` performance and photosynthetic pathways. Whereas B. balansae seems to use nitrogen for growth, Ae. distichantha apparently stores nitrogen for stressful nutritional conditions. Bromeliads absorbed more nitrogen coming from spider faeces than from flies, reinforcing the beneficial role played by predators in these digestive mutualisms.

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In eukaryotes, pre-rRNA processing depends on a large number of nonribosomal trans-acting factors that form intriguingly organized complexes. One of the early stages of pre-rRNA processing includes formation of the two intermediate complexes pre-40S and pre-60S, which then form the mature ribosome subunits. Each of these complexes contains specific pre-rRNAs, ribosomal proteins and processing factors. The yeast nucleolar protein Nop53p has previously been identified in the pre-60S complex and shown to affect pre-rRNA processing by directly binding to 5.8S rRNA, and to interact with Nop17p and Nip7p, which are also involved in this process. Here we show that Nop53p binds 5.8S rRNA co-transcriptionally through its N-terminal region, and that this protein portion can also partially complement growth of the conditional mutant strain Delta nop53/GAL:NOP53. Nop53p interacts with Rrp6p and activates the exosome in vitro. These results indicate that Nop53p may recruit the exosome to 7S pre-rRNA for processing. Consistent with this observation and similar to the observed in exosome mutants, depletion of Nop53p leads to accumulation of polyadenylated pre-rRNAs.

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Although there is accumulated evidence of a role for Notch in the developing lung, it is still unclear how disruption of Notch signaling affects lung progenitor cell fate and differentiation events in the airway epithelium. To address this issue, we inactivated Notch signaling conditionally in the endoderm using a Shh-Cre deleter mouse line and mice carrying floxed alleles of the Pofut1 gene, which encodes an O-fucosyltransferase essential for Notch-ligand binding. We also took the same conditional approach to inactivate expression of Rbpjk, which encodes the transcriptional effector of canonical Notch signaling. Strikingly, these mutants showed an almost identical lung phenotype characterized by an absence of secretory Clara cells without evidence of cell death, and showed airways populated essentially by ciliated cells, with an increase in neuroendocrine cells. This phenotype could be further replicated in cultured wild-type lungs by disrupting Notch signaling with a gamma-secretase inhibitor. Our data suggest that Notch acts when commitment to a ciliated or non-ciliated cell fate occurs in proximal progenitors, silencing the ciliated program in the cells that will continue to expand and differentiate into secretory cells. This mechanism may be crucial to define the balance of differentiated cell profiles in different generations of the developing airways. It might also be relevant to mediate the metaplastic changes in the respiratory epithelium that occur in pathological conditions, such as asthma and chronic obstructive pulmonary disease.

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Sensitivity and specificity are measures that allow us to evaluate the performance of a diagnostic test. In practice, it is common to have situations where a proportion of selected individuals cannot have the real state of the disease verified, since the verification could be an invasive procedure, as occurs with biopsy. This happens, as a special case, in the diagnosis of prostate cancer, or in any other situation related to risks, that is, not practicable, nor ethical, or in situations with high cost. For this case, it is common to use diagnostic tests based only on the information of verified individuals. This procedure can lead to biased results or workup bias. In this paper, we introduce a Bayesian approach to estimate the sensitivity and the specificity for two diagnostic tests considering verified and unverified individuals, a result that generalizes the usual situation based on only one diagnostic test.