Parâmetros genéticos para o perfil de ácidos graxos do longissimus thoracis de bovinos da raça Nelore terminados em confinamento

Pós-graduação em Genética e Melhoramento Animal - FCAV

MODELING FUNCTIONAL DATA WITH SPATIALLY HETEROGENEOUS SHAPE CHARACTERISTICS

We propose a novel class of models for functional data exhibiting skewness or other shape characteristics that vary with spatial or temporal location. We use copulas so that the marginal distributions and the dependence structure can be modeled independently. Dependence is modeled with a Gaussian or t-copula, so that there is an underlying latent Gaussian process. We model the marginal distributions using the skew t family. The mean, variance, and shape parameters are modeled nonparametrically as functions of location. A computationally tractable inferential framework for estimating heterogeneous asymmetric or heavy-tailed marginal distributions is introduced. This framework provides a new set of tools for increasingly complex data collected in medical and public health studies. Our methods were motivated by and are illustrated with a state-of-the-art study of neuronal tracts in multiple sclerosis patients and healthy controls. Using the tools we have developed, we were able to find those locations along the tract most affected by the disease. However, our methods are general and highly relevant to many functional data sets. In addition to the application to one-dimensional tract profiles illustrated here, higher-dimensional extensions of the methodology could have direct applications to other biological data including functional and structural MRI.

3G network traffic sources measurement and analysis

In this paper, we show statistical analyses of several types of traffic sources in a 3G network, namely voice, video and data sources. For each traffic source type, measurements were collected in order to, on the one hand, gain better understanding of the statistical characteristics of the sources and, on the other hand, enable forecasting traffic behaviour in the network. The latter can be used to estimate service times and quality of service parameters. The probability density function, mean, variance, mean square deviation, skewness and kurtosis of the interarrival times are estimated by Wolfram Mathematica and Crystal Ball statistical tools. Based on evaluation of packet interarrival times, we show how the gamma distribution can be used in network simulations and in evaluation of available capacity in opportunistic systems. As a result, from our analyses, shape and scale parameters of gamma distribution are generated. Data can be applied also in dynamic network configuration in order to avoid potential network congestions or overflows. Copyright © 2013 John Wiley & Sons, Ltd.

Multiple imputation for missing continuous and dichotomous data: The effects of patterns of missingness and variable correlations on type I error with small samples

The purpose of this study is to investigate the effects of predictor variable correlations and patterns of missingness with dichotomous and/or continuous data in small samples when missing data is multiply imputed. Missing data of predictor variables is multiply imputed under three different multivariate models: the multivariate normal model for continuous data, the multinomial model for dichotomous data and the general location model for mixed dichotomous and continuous data. Subsequent to the multiple imputation process, Type I error rates of the regression coefficients obtained with logistic regression analysis are estimated under various conditions of correlation structure, sample size, type of data and patterns of missing data. The distributional properties of average mean, variance and correlations among the predictor variables are assessed after the multiple imputation process. ^ For continuous predictor data under the multivariate normal model, Type I error rates are generally within the nominal values with samples of size n = 100. Smaller samples of size n = 50 resulted in more conservative estimates (i.e., lower than the nominal value). Correlation and variance estimates of the original data are retained after multiple imputation with less than 50% missing continuous predictor data. For dichotomous predictor data under the multinomial model, Type I error rates are generally conservative, which in part is due to the sparseness of the data. The correlation structure for the predictor variables is not well retained on multiply-imputed data from small samples with more than 50% missing data with this model. For mixed continuous and dichotomous predictor data, the results are similar to those found under the multivariate normal model for continuous data and under the multinomial model for dichotomous data. With all data types, a fully-observed variable included with variables subject to missingness in the multiple imputation process and subsequent statistical analysis provided liberal (larger than nominal values) Type I error rates under a specific pattern of missing data. It is suggested that future studies focus on the effects of multiple imputation in multivariate settings with more realistic data characteristics and a variety of multivariate analyses, assessing both Type I error and power. ^

The Effects of Credit Risk on Dynamic Portfolio Management: A New Computational Approach

The study investigates the role of credit risk in a continuous time stochastic asset allocation model, since the traditional dynamic framework does not provide credit risk flexibility. The general model of the study extends the traditional dynamic efficiency framework by explicitly deriving the optimal value function for the infinite horizon stochastic control problem via a weighted volatility measure of market and credit risk. The model's optimal strategy was then compared to that obtained from a benchmark Markowitz-type dynamic optimization framework to determine which specification adequately reflects the optimal terminal investment returns and strategy under credit and market risks. The paper shows that an investor's optimal terminal return is lower than typically indicated under the traditional mean-variance framework during periods of elevated credit risk. Hence I conclude that, while the traditional dynamic mean-variance approach may indicate the ideal, in the presence of credit-risk it does not accurately reflect the observed optimal returns, terminal wealth and portfolio selection strategies.

LORENZ: Stata module to estimate and display Lorenz curves and concentration curves

Lorenz estimates Lorenz and concentration curves from individual-level data and, optionally, displays the results in a graph. Relative as well as generalized, absolute, unnormalized, or custom-normalized Lorenz or concentration curves are supported, and tools for computing contrasts between different subpopulations or outcome variables are provided. Variance estimation for complex samples is fully supported.

Estimating Lorenz and concentration curves in Stata

Lorenz and concentration curves are widely used tools in inequality research. In this paper I present a new Stata command called -lorenz- that estimates Lorenz and concentration curves from individual-level data and, optionally, displays the results in a graph. The -lorenz- command supports relative as well as generalized, absolute, unnormalized, or custom-normalized Lorenz or concentration curves, and provides tools for computing contrasts between different subpopulations or outcome variables. Variance estimation for complex samples is fully supported.

Estimadores bayesianos de la fiabilidad con muestreo censurado

El estudio de la fiabilidad de componentes y sistemas tiene gran importancia en diversos campos de la ingenieria, y muy concretamente en el de la informatica. Al analizar la duracion de los elementos de la muestra hay que tener en cuenta los elementos que no fallan en el tiempo que dure el experimento, o bien los que fallen por causas distintas a la que es objeto de estudio. Por ello surgen nuevos tipos de muestreo que contemplan estos casos. El mas general de ellos, el muestreo censurado, es el que consideramos en nuestro trabajo. En este muestreo tanto el tiempo hasta que falla el componente como el tiempo de censura son variables aleatorias. Con la hipotesis de que ambos tiempos se distribuyen exponencialmente, el profesor Hurt estudio el comportamiento asintotico del estimador de maxima verosimilitud de la funcion de fiabilidad. En principio parece interesante utilizar metodos Bayesianos en el estudio de la fiabilidad porque incorporan al analisis la informacion a priori de la que se dispone normalmente en problemas reales. Por ello hemos considerado dos estimadores Bayesianos de la fiabilidad de una distribucion exponencial que son la media y la moda de la distribucion a posteriori. Hemos calculado la expansion asint6tica de la media, varianza y error cuadratico medio de ambos estimadores cuando la distribuci6n de censura es exponencial. Hemos obtenido tambien la distribucion asintotica de los estimadores para el caso m3s general de que la distribucion de censura sea de Weibull. Dos tipos de intervalos de confianza para muestras grandes se han propuesto para cada estimador. Los resultados se han comparado con los del estimador de maxima verosimilitud, y con los de dos estimadores no parametricos: limite producto y Bayesiano, resultando un comportamiento superior por parte de uno de nuestros estimadores. Finalmente nemos comprobado mediante simulacion que nuestros estimadores son robustos frente a la supuesta distribuci6n de censura, y que uno de los intervalos de confianza propuestos es valido con muestras pequenas. Este estudio ha servido tambien para confirmar el mejor comportamiento de uno de nuestros estimadores. SETTING OUT AND SUMMARY OF THE THESIS When we study the lifetime of components it's necessary to take into account the elements that don't fail during the experiment, or those that fail by reasons which are desirable to exclude from consideration. The model of random censorship is very usefull for analysing these data. In this model the time to failure and the time censor are random variables. We obtain two Bayes estimators of the reliability function of an exponential distribution based on randomly censored data. We have calculated the asymptotic expansion of the mean, variance and mean square error of both estimators, when the censor's distribution is exponential. We have obtained also the asymptotic distribution of the estimators for the more general case of censor's Weibull distribution. Two large-sample confidence bands have been proposed for each estimator. The results have been compared with those of the maximum likelihood estimator, and with those of two non parametric estimators: Product-limit and Bayesian. One of our estimators has the best behaviour. Finally we have shown by simulation, that our estimators are robust against the assumed censor's distribution, and that one of our intervals does well in small sample situation.

Uma formulação por média-variância multi-período para o erro de rastreamento em carteiras de investimento.

Neste trabalho, deriva-se uma política de escolha ótima baseada na análise de média-variância para o Erro de Rastreamento no cenário Multi-período - ERM -. Referindo-se ao ERM como a diferença entre o capital acumulado pela carteira escolhida e o acumulado pela carteira de um benchmark. Assim, foi aplicada a metodologia abordada por Li-Ng em [24] para a solução analítica, obtendo-se dessa maneira uma generalização do caso uniperíodo introduzido por Roll em [38]. Em seguida, selecionou-se um portfólio do mercado de ações brasileiro baseado no fator de orrelação, e adotou-se como benchmark o índice da bolsa de valores do estado de São Paulo IBOVESPA, além da taxa básica de juros SELIC como ativo de renda fixa. Dois casos foram abordados: carteira composta somente de ativos de risco, caso I, e carteira com um ativo sem risco indexado à SELIC - e ativos do caso I (caso II).

Análise de portfólio: uma perspectiva bayesiana

Este trabalho tem com objetivo abordar o problema de alocação de ativos (análise de portfólio) sob uma ótica Bayesiana. Para isto foi necessário revisar toda a análise teórica do modelo clássico de média-variância e na sequencia identificar suas deficiências que comprometem sua eficácia em casos reais. Curiosamente, sua maior deficiência não esta relacionado com o próprio modelo e sim pelos seus dados de entrada em especial ao retorno esperado calculado com dados históricos. Para superar esta deficiência a abordagem Bayesiana (modelo de Black-Litterman) trata o retorno esperado como uma variável aleatória e na sequência constrói uma distribuição a priori (baseado no modelo de CAPM) e uma distribuição de verossimilhança (baseado na visão de mercado sob a ótica do investidor) para finalmente aplicar o teorema de Bayes tendo como resultado a distribuição a posteriori. O novo valor esperado do retorno, que emerge da distribuição a posteriori, é que substituirá a estimativa anterior do retorno esperado calculado com dados históricos. Os resultados obtidos mostraram que o modelo Bayesiano apresenta resultados conservadores e intuitivos em relação ao modelo clássico de média-variância.

Repeated occurrence of basal cell carcinoma of the skin and multifailure survival analysis: Follow-up data from the nambour skin cancer prevention trial

The aim of this study was to apply multifailure survival methods to analyze time to multiple occurrences of basal cell carcinoma (BCC). Data from 4.5 years of follow-up in a randomized controlled trial, the Nambour Skin Cancer Prevention Trial (1992-1996), to evaluate skin cancer prevention were used to assess the influence of sunscreen application on the time to first BCC and the time to subsequent BCCs. Three different approaches of time to ordered multiple events were applied and compared: the Andersen-Gill, Wei-Lin-Weissfeld, and Prentice-Williams-Peterson models. Robust variance estimation approaches were used for all multifailure survival models. Sunscreen treatment was not associated with time to first occurrence of a BCC (hazard ratio = 1.04, 95% confidence interval: 0.79, 1.45). Time to subsequent BCC tumors using the Andersen-Gill model resulted in a lower estimated hazard among the daily sunscreen application group, although statistical significance was not reached (hazard ratio = 0.82, 95% confidence interval: 0.59, 1.15). Similarly, both the Wei-Lin-Weissfeld marginal-hazards and the Prentice-Williams-Peterson gap-time models revealed trends toward a lower risk of subsequent BCC tumors among the sunscreen intervention group. These results demonstrate the importance of conducting multiple-event analysis for recurring events, as risk factors for a single event may differ from those where repeated events are considered.

International stock portfolio selection and performance measures recognizing higher moments of return distributions

Since the seminal works of Markowitz (1952), Sharpe (1964), and Lintner (1965), numerous studies on portfolio selection and performance measure have been based upon the mean-variance framework. However, several researchers (e.g., Arditti (1967, and 1971), Samuelson (1970), and Rubinstein (1973)) argue that the higher moments cannot be neglected unless there is reason to believe that: (i) the asset returns are normally distributed and the investor's utility function is quadratic, or (ii) the empirical evidence demonstrates that higher moments are irrelevant to the investor's decision. Based on the same argument, this dissertation investigates the impact of higher moments of return distributions on three issues concerning the 14 international stock markets.^ First, the portfolio selection with skewness is determined using: the Polynomial Goal Programming in which investor preferences for skewness can be incorporated. The empirical findings suggest that the return distributions of international stock markets are not normally distributed, and that the incorporation of skewness into an investor's portfolio decision causes a major change in the construction of his optimal portfolio. The evidence also indicates that an investor will trade expected return of the portfolio for skewness. Moreover, when short sales are allowed, investors are better off as they attain higher expected return and skewness simultaneously.^ Second, the performance of international stock markets are evaluated using two types of performance measures: (i) the two-moment performance measures of Sharpe (1966), and Treynor (1965), and (ii) the higher-moment performance measures of Prakash and Bear (1986), and Stephens and Proffitt (1991). The empirical evidence indicates that higher moments of return distributions are significant and relevant to the investor's decision. Thus, the higher moment performance measures should be more appropriate to evaluate the performances of international stock markets. The evidence also indicates that various measures provide a vastly different performance ranking of the markets, albeit in the same direction.^ Finally, the inter-temporal stability of the international stock markets is investigated using the Parhizgari and Prakash (1989) algorithm for the Sen and Puri (1968) test which accounts for non-normality of return distributions. The empirical finding indicates that there is strong evidence to support the stability in international stock market movements. However, when the Anderson test which assumes normality of return distributions is employed, the stability in the correlation structure is rejected. This suggests that the non-normality of the return distribution is an important factor that cannot be ignored in the investigation of inter-temporal stability of international stock markets. ^

Efeito dos andrógenos na estabilização da preferência manual em machos adultos de sagui comum (Callithrix jacchus)

The role of steroids hormones on the behavior of vertebrates have been described as organizational and activational effects. These actions occur in different periods of the ontogenetic development as fetal, early post natal and during puberty (organizational effect) or modifying the expression of behavioral patterns during time life (activational effects). Studies on brain lateralization in hand use in human and non-human primates have shown that sexual hormones seems to participate in the process of handedness strength that begins in the puberal period and is stabilized at the adult age. The aim of this study was to investigate in adult male Callithrix jacchus if the strength of use of the hand in common marmoset adult male is stable (organizational effect) or androgens variations could affect its stability (activational effect). The preferential use of one hand in 14 common marmoset (Callithrix jacchus was studied in two contexts: (1) spontaneous holding food and directing the food to mouth (feeding episodes), and (2) forced reaching food tests where the animal have to reach the food through a hole within a cover plate with a central hole that allow the use of one hand only to reach the food. The records were made during 5 sessions/20 bouts each during baseline totalizing 100 episodes before two treatments. Firstly it was used GnRH antagonist: a single subcutaneous injection of 100µg de Cetrotide – acetate of cetrorrelix (Baxter Oncology GmbH, Germany) (n=10). Secondly, a single GnRH injection of 0.2mg of GnRH (Sigma – Aldrich) (n= 8) was used. After injections 20 successful attempts of hand use episodes was recorded in the 1st , 2 nd, 7th, 15th and 30 th days, totalizing in the whole period 100 episodes for each context, after both treatments. Fecal sampling to measure extracted fecal androgens was performed in all days of data collection across the length of the basal and during the experimental periods. Statistical analysis by mixed model, Tukey test to compare mean values after the two treatments, and Levene test to compare mean variance were used, all for p-value < 0.05. In basal phase 6 animals used preferentially the right hand, 5 the left and 3 were ambidextrous. Mean handedness index in basal phase were different from that after both treatment starting at 7th day. Mean variance of handedness index for spontaneous and forced activities does not differs before and after both treatments but the mean values for GnRH index were higher than that observed for its antagonist. These findings suggested that androgens have an activational effect on handedness in adult male C. jacchus

Trois essais sur les banques et le pouvoir de marché

Cette thèse examine le rôle du pouvoir de marché dans le marché bancaire. L’emphase est mis sur la prise de risque, les économies d’échelle, l’efficacité économique du marché et la transmission des chocs. Le premier chapitre présente un modèle d’équilibre général dynamique stochastique en économie ouverte comprenant un marché bancaire en concurrence monopolistique. Suivant l’hypothèse de Krugman (1979, 1980) sur la relation entre les économies d’échelle et les exportations, les banques doivent défrayer un coût de transaction pour échanger à l’étranger qui diminue à mesure que le volume de leurs activités locales augmente. Cela incite les banques à réduire leur marge locale afin de profiter davantage du marché extérieur. Le modèle est solutionné et simulé pour divers degrés de concentration dans le marché bancaire. Les résultats obtenus indiquent que deux forces contraires, les économies d’échelle et le pouvoir de marché, s’affrontent lorsque le marché se concentre. La concentration permet aussi aux banques d’accroître leurs activités étrangères, ce qui les rend en contrepartie plus vulnérables aux chocs extérieurs. Le deuxième chapitre élabore un cadre de travail semblable, mais à l’intérieur duquel les banques font face à un risque de crédit. Celui-ci est partiellement assuré par un collatéral fourni par les entrepreneurs et peut être limité à l’aide d’un effort financier. Le modèle est solutionné et simulé pour divers degrés de concentration dans le marché bancaire. Les résultats montrent qu’un plus grand pouvoir de marché réduit la taille du marché financier et de la production à l’état stationnaire, mais incite les banques à prendre moins de risques. De plus, les économies dont le marché bancaire est fortement concentré sont moins sensibles à certains chocs puisque les marges plus élevés donnent initialement de la marge de manoeuvre aux banques en cas de chocs négatifs. Cet effet modérateur est éliminé lorsqu’il est possible pour les banques d’entrer et de sortir librement du marché. Une autre extension avec économies d’échelle montre que sous certaines conditions, un marché moyennement concentré est optimal pour l’économie. Le troisième chapitre utilise un modèle en analyse de portefeuille de type Moyenne-Variance afin de représenter une banque détenant du pouvoir de marché. Le rendement des dépôts et des actifs peut varier selon la quantité échangée, ce qui modifie le choix de portefeuille de la banque. Celle-ci tend à choisir un portefeuille dont la variance est plus faible lorsqu’elle est en mesure d’obtenir un rendement plus élevé sur un actif. Le pouvoir de marché sur les dépôts amène un résultat sembable pour un pouvoir de marché modéré, mais la variance finit par augmenter une fois un certain niveau atteint. Les résultats sont robustes pour différentes fonctions de demandes.

ASSESSING THE DETERMINANTS OF TISSUE CULTURE BANANA ADOPTION IN WESTERN KENYA

In this study cross-section data was used to analyze the effect of farmers’ demographic, socioeconomic and institutional setting, market access and physical attributes on the probability and intensity of tissue culture banana (TCB) adoption. The study was carried out between July 2011 and November 2011. Both descriptive (mean, variance, promotions) and regression analysis were used in the analysis. A double hurdle regression model was fitted on the data. Using multistage sampling technique, four counties and eight sub-locations were randomly selected. Using random sampling technique, three hundred and thirty farmers were selected from a list of banana households in the selected sub-locations. The adoption level of tissue culture banana (TCB) was about 32%. The results also revealed that the likelihood of TCB adoption was significantly influenced by: availability of TCB planting material, proportion of banana income to the total farm income, per capita household expenditure and the location of the farmer in Kisii County; while those that significantly influenced the intensity of TCB adoption were: occupation of farmers, family size, labour source, farm size, soil fertility, availability/access of TCB plantlets to farmers, distance to banana market, use of manure in planting banana, access to agricultural extension services and index of TCB/non-TCB banana cultivar attributes which were scored by farmers. Compared to West Pokot County, farmers located in Bungoma County are more significantly and likely to adopt TCB technology. Therefore, the results of the study suggest that the probability of adoption and intensity of the use of TCB should be enhanced. This can be done by taking cognizance of these variables in order to meet the priority needs of the smallholder farmers who were the target group. This would lead to alleviating banana shortage in the region for enhanced food security. Subsequently, actors along the banana value chain are encouraged to target the intervention strategies based on the identified farmer, farm and institutional characteristics for enhanced impact on food provision. Opening up more TCB multiplication centres in different regions will make farmers access the TCB technology for enhanced impact on the target population.