Search results for "bootstrap"

Global Lung Function Initiative 2012 reference values for spirometry in South Italian children

2017

Rationale Despite the widespread use of the Global Lung Function Initiative (GLI) 2012 reference values, there is still the need of testing their applicability in local areas. Objectives The aims of this study are to evaluate applicability of GLI reference equations in a large population-based sample of normal schoolchildren from Sicily, and to compare GLI and previous prediction equations in terms of spirometry test interpretation. Methods GLI equations were evaluated in 1243 normal schoolchildren, 49% males, aged 7–16 years, height 116–187 cm. Normality assumptions for the GLI z-scores (FEV1, FVC, FEV1/FVC) were tested, and bootstrap confidence intervals for the mean (0 expected) and …

Skin in the game: Self-funding and reward crowdfunding success

2022

Abstract This article focuses on entrepreneurs’ self-funding behavior in the reward crowdfunding context and its relation to crowdfunding success. Theoretically anchoring our discussion in signaling theory, we argue that self-funding sends similar information to that conveyed by quick-fix bootstrapping efforts. Accordingly, we hypothesize that self-funding behavior is positively associated with crowdfunding success as it can help alleviate uncertainties around a fundraiser’s intent and quality as perceived by prospective backers. To show this, we use a sample of 1,583 campaigns collected from Zhongchou, the largest Chinese reward-based crowdfunding platform, to test our hypotheses. Our resu…

Portfolio Models for Fixed Income

2010

Estimate the mean electricity consumption curve by survey and take auxiliary information into account

2012

In this thesis, we are interested in estimating the mean electricity consumption curve. Since the study variable is functional and storage capacities are limited or transmission cost are high survey sampling techniques are interesting alternatives to signal compression techniques. We extend, in this functional framework, estimation methods that take into account available auxiliary information and that can improve the accuracy of the Horvitz-Thompson estimator of the mean trajectory. The first approach uses the auxiliary information at the estimation stage, the mean curve is estimated using model-assisted estimators with functional linear regression models. The second method involves the au…

Correlation, hierarchies, and networks in financial markets

2010

We discuss some methods to quantitatively investigate the properties of correlation matrices. Correlation matrices play an important role in portfolio optimization and in several other quantitative descriptions of asset price dynamics in financial markets. Specifically, we discuss how to define and obtain hierarchical trees, correlation based trees and networks from a correlation matrix. The hierarchical clustering and other procedures performed on the correlation matrix to detect statistically reliable aspects of the correlation matrix are seen as filtering procedures of the correlation matrix. We also discuss a method to associate a hierarchically nested factor model to a hierarchical tre…

Comparison of free software platforms for the calculation of the 90% confidence interval of f2 similarity factor by bootstrap analysis

2020

Abstract Introduction The calculation of the 90% confidence interval of f2 based on the bootstrap methodology has been proposed and accepted by the main regulatory authorities when the dissolution data shows excessive variability. Different free software platforms allow the calculation of the 90% CI of f2 by means of bootstrapping. Their use in regulatory submissions is growing, but divergent results have been observed between the available software platforms. Therefore, the objective of this work is to analyze the characteristics of these software platforms and evaluate their results. Methods and materials Highly variable in vitro dissolution data from two products were selected. Three dif…

Prediction of Aquatic Toxicity of Benzene Derivatives to Tetrahymena pyriformis According to OECD Principles

2016

Background: Many QSAR studies have been developed to predict acute toxicity over several biomarkers like Pimephales promelas, Daphnia magna and Tetrahymena pyriformis. Regardless of the progress made in this field there are still some gaps to be resolved such as the prediction of aquatic toxicity over the protozoan T. pyriformis still lack a QSAR study focused in accomplish the OECD principles. Methods: Atom-based quadratic indices are used to obtain quantitative structure-activity relationship (QSAR) models for the prediction of aquatic toxicity. Our models agree with the principles required by the OECD for QSAR models to regulatory purposes. The database employed consists of 392 substitut…

Spanning Trees and bootstrap reliability estimation in correlation based networks

2007

We introduce a new technique to associate a spanning tree to the average linkage cluster analysis. We term this tree as the Average Linkage Minimum Spanning Tree. We also introduce a technique to associate a value of reliability to links of correlation based graphs by using bootstrap replicas of data. Both techniques are applied to the portfolio of the 300 most capitalized stocks traded at New York Stock Exchange during the time period 2001-2003. We show that the Average Linkage Minimum Spanning Tree recognizes economic sectors and sub-sectors as communities in the network slightly better than the Minimum Spanning Tree does. We also show that the average reliability of links in the Minimum …

Magnetic configuration effects on the Wendelstein 7-X stellarator

2018

The two leading concepts for confining high-temperature fusion plasmas are the tokamak and the stellarator. Tokamaks are rotationally symmetric and use a large plasma current to achieve confinement, whereas stellarators are non-axisymmetric and employ three-dimensionally shaped magnetic field coils to twist the field and confine the plasma. As a result, the magnetic field of a stellarator needs to be carefully designed to minimize the collisional transport arising from poorly confined particle orbits, which would otherwise cause excessive power losses at high plasma temperatures. In addition, this type of transport leads to the appearance of a net toroidal plasma current, the so-called boot…

Partially time invariant panel data regression

2023

When dealing with panel data, considering the variation over time of the variable of interest allows to get rid of potential individual effects. Even though the outcome variable has a continuous distribution, its variation over time can be equal to zero with a strictly positive probability and thus its distribution is a mixture of a mass at zero and a continuous distribution. We introduce a parametric statistical model based on conditional mixtures, build estimators for the parameters related to the conditional probability of no variation and to the conditional expectation related to the continuous part of the distribution and derive their asymptotic consistency and normality under a specif…