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Statistical Modelling: Application to the financial sector

Cláudia Roçadas, Teresa A. Oliveira, João T. Mexia (2011)

Discussiones Mathematicae Probability and Statistics

Our research is centred on the stochastic structure of matched open populations, subjected to periodical reclassifications. These populations are divided into sub-populations. In our application we considered two populations of customers of a bank: with and without account manager. Two or more of such population are matched when there is a 1-1 correspondence between their sub-populations and the elements of one of them can go to another, if and only if the same occurs with elements from the...

Statistical models to study subtoxic concentrations for some standard mutagens in three colon cancer cell lines.

Xavier Bardina, Laura Fernández, Elisabet Piñeiro, Jordi Surrallés, Antonia Velázquez (2006)

SORT

The aim of this work is to propose models to study the toxic effect of different concentrations of some standard mutagens in different colon cancer cell lines. We find estimates and, by means of an inverse regression problem, confidence intervals for the subtoxic concentration, that is the concentration that reduces by thirty percent the number of colonies obtained in the absence of mutagen.

Statistical tools for discovering pseudo-periodicities in biological sequences

Bernard Prum, Élisabeth de Turckheim, Martin Vingron (2010)

ESAIM: Probability and Statistics


Many protein sequences present non trivial periodicities, such as cysteine signatures and leucine heptads. These known periodicities probably represent a small percentage of the total number of sequences periodic structures, and it is useful to have general tools to detect such sequences and their period in large databases of sequences. We compare three statistics adapted from those used in time series analysis: a generalisation of the simple autocovariance based on a similarity score and two statistics...

Statistical tools for discovering pseudo-periodicities in biological sequences

Bernard Prum, Élisabeth de Turckheim, Martin Vingron (2001)

ESAIM: Probability and Statistics

Many protein sequences present non trivial periodicities, such as cysteine signatures and leucine heptads. These known periodicities probably represent a small percentage of the total number of sequences periodic structures, and it is useful to have general tools to detect such sequences and their period in large databases of sequences. We compare three statistics adapted from those used in time series analysis: a generalisation of the simple autocovariance based on a similarity score and two statistics...

Stereology of extremes; size of spheroids

Daniel Hlubinka (2003)

Mathematica Bohemica

The prediction of size extremes in Wicksell’s corpuscle problem with oblate spheroids is considered. Three-dimensional particles are represented by their planar sections (profiles) and the problem is to predict their extremal size under the assumption of a constant shape factor. The stability of the domain of attraction of the size extremes is proved under the tail equivalence condition. A simple procedure is proposed of evaluating the normalizing constants from the tail behaviour of appropriate...

Stochastic approximations of the solution of a full Boltzmann equation with small initial data

Sylvie Meleard (2010)

ESAIM: Probability and Statistics

This paper gives an approximation of the solution of the Boltzmann equation by stochastic interacting particle systems in a case of cut-off collision operator and small initial data. In this case, following the ideas of Mischler and Perthame, we prove the existence and uniqueness of the solution of this equation and also the existence and uniqueness of the solution of the associated nonlinear martingale problem. 
Then, we first delocalize the interaction by considering a mollified Boltzmann...

Stochastic models of progression of cancer andtheir use in controlling cancer-related mortality

Marek Kimmel, Olga Gorlova (2003)

International Journal of Applied Mathematics and Computer Science

A construction of a realistic statistical model of lung cancer risk and progression is proposed. The essential elements of the model are genetic and behavioral determinants of susceptibility, progression of the disease from precursor lesions through early (localized) tumors to disseminated disease, detection by various modalities, and medical intervention. Using model estimates as a foundation, mortality reduction caused by early-detection and intervention programs can be predicted under different...

Strictly associated models, prime basis factorials: an application

Francisco Carvalho (2011)

Discussiones Mathematicae Probability and Statistics

Mixed models will be considered using the Commutative Jordan Algebra of Symmetric matrices approach. Prime basis factorial models will now be considered in the framework provided by Commutative Jordan Algebra of Symmetric matrices. This will enable to obtain fractional replicates when the number of levels is neither a prime or a power of a prime. We present an application to the effect of lidocaine, at an enzymatic level, on the heart muscle of beagle dogs

Structural breaks in dependent, heteroscedastic, and extremal panel data

Matúš Maciak, Barbora Peštová, Michal Pešta (2018)

Kybernetika

New statistical procedures for a change in means problem within a very general panel data structure are proposed. Unlike classical inference tools used for the changepoint problem in the panel data framework, we allow for mutually dependent panels, unequal variances across the panels, and possibly an extremely short follow up period. Two competitive ratio type test statistics are introduced and their asymptotic properties are derived for a large number of available panels. The proposed tests are...

Study of Bootstrap Estimates in Cox Regression Model with Delayed Entry

Silvie Bělašková, Eva Fišerová, Sylvia Krupičková (2013)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

In most clinical studies, patients are observed for extended time periods to evaluate influences in treatment such as drug treatment, approaches to surgery, etc. The primary event in these studies is death, relapse, adverse drug reaction, or development of a new disease. The follow-up time may range from few weeks to many years. Although these studies are long term, the number of observed events is small. Longitudinal studies have increased the importance of statistical methods for time-to event...

Survival analysis on data streams: Analyzing temporal events in dynamically changing environments

Ammar Shaker, Eyke Hüllermeier (2014)

International Journal of Applied Mathematics and Computer Science

In this paper, we introduce a method for survival analysis on data streams. Survival analysis (also known as event history analysis) is an established statistical method for the study of temporal “events” or, more specifically, questions regarding the temporal distribution of the occurrence of events and their dependence on covariates of the data sources. To make this method applicable in the setting of data streams, we propose an adaptive variant of a model that is closely related to the well-known...

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