Goodness-of-fit tests for correlated data

SUMMARY Goodness-of-fit tests for stationary processes are a problem of practical importance, e.g. in the analysis of electroencephalographic data. The distribution of the chi-squared statistic under the normal hypothesis is studied by simulation; power is investigated by an inverse filtering procedure for processes which can be well represented by an autoregressive-moving average model. For a second model, consisting of a Gaussian or non-Gaussian signal plus Gaussian noise, sample skewness and kurtosis are suggested as test statistics. The asymptotic normality and the asymptotic variance of these statistics are derived, as well as the behaviour for a broad class of alternatives. The second model is of primary interest in E.E.G.-analysi

Nonparametric estimation of residual variance revisited

SUMMARY Several difference-based estimators of residual variance are compared for finite sample size. Since the introduction of a rather simple estimator by Gasser, Sroka & Jennen-Steinmetz (1986) other proposals have been made. Here the one given by Hall, Kay & Titterington (1990) is of particular interest. It minimizes the asymptotic variance. Unfortunately it has severe problems with finite sample bias, and the estimator of Gasser et al. (1986) proves still to be a good choice. A new estimator is introduced, compromising between bias and varianc

Variability and reproducibility of flow-mediated dilatation in a multicentre clinical trial

Aims The aim of this study was to assess the reproducibility of flow-mediated dilatation (FMD) in a multicentre setting. Methods and results This study was performed as part of the dal-VESSEL trial in which FMD was measured in 19 vascular imaging centres in six European countries. A subgroup of patients who were allocated in the placebo group and scanned twice at each trial time point (substudy) was analysed. Intra-sonographer variability was calculated from FMD measurements 48 h apart. Centre variability and short-, medium-, and long-term reproducibility of FMD were calculated at 48 h and at 3 and 9 months intervals, respectively. Intra- and inter-reader variability was assessed by re-analysing the FMD images by three certified readers at two time intervals, 7 days apart. Sixty-seven patients were included. Variability between centres was comparable at 48 h and 3 months interval but almost doubled at 9 months. The mean absolute difference in %FMD was 1.04, 0.99, and 1.45% at the three time intervals, respectively. Curves were generated to indicate the number of patients required for adequate power in crossover and parallel study designs. Conclusion This study demonstrates for the first time that in a multicentre setting reproducible FMD measurements can be achieved for short- and medium-term evaluation, which are comparable with those reported from specialized laboratories. These findings justify the use of FMD as an outcome measure for short- and medium-term assessment of pharmacological intervention

Shortcomings of a Parametric VaR Approach and Nonparametric Improvements Based on a Non-Stationary Return Series Model

A non-stationary regression model for financial returns is examined theoretically in this paper. Volatility dynamics are modelled both exogenously and deterministic, captured by a nonparametric curve estimation on equidistant centered returns. We prove consistency and asymptotic normality of a symmetric variance estimator and of a one-sided variance estimator analytically, and derive remarks on the bandwidth decision. Further attention is paid to asymmetry and heavy tails of the return distribution, implemented by an asymmetric version of the Pearson type VII distribution for random innovations. By providing a method of moments for its parameter estimation and a connection to the Student-t distribution we offer the framework for a factor-based VaR approach. The approximation quality of the non-stationary model is supported by simulation studies

Goodness-of-fit tests for correlated data

ISSN:0006-3444ISSN:1464-351

Development of fat tissue and body mass index from infancy to adulthood

This paper gives a short overview of our recent research on changes in the body mass index (BMI) or in body fat for children studied longitudinally from birth to adulthood. The BMI shows characteristic changes in childhood and adolescence which are different from those known for skeletal growth. A period of loss of BMI from 1 to 6 years is followed by a pubertal spurt which is larger in females than in males. Fat shows a dramatic increase in the 1st year, and velocity is higher for girls than for boys after 3 years of age. At puberty there is a pre-pubertal and a post-pubertal spurt in total body fat or in arm fat and a dip in between. Those heavy or fat as adults have a qualitatively similar pattern of developmental changes, but much more accentuated fluctuations. The analysis relies on new statistical techniques

Quantitative EEG analysis in early onset Alzheimer's disease: a controlled study

We report EEG findings in 15 presenile Alzheimer patients (probable Alzheimer's disease according to NINCDS-ADRDA criteria) and 15 age-matched controls. The quantitative EEG was analysed with respect to absolute power for each frequency band at each location accounting for EOG and EMG artifacts respectively. Compared to controls patients showed an increase of power in the slow frequency bands delta and theta which occurred quite uniformly over the different brain regions. In contrast, the decrease of the power of the fast frequency bands alpha 2, beta 1 and beta 2 was accentuated over temporo-parietal regions. In the fast bands patients had a rather flat topographic power profile. The alpha activity was on the average still of a rhythmic nature but the peak frequency was slowed. Differences in slow and fast frequency bands were more pronounced on the left hemisphere

Quantitative EEG analysis in early onset Alzheimer's disease: correlations with severity, clinical characteristics, visual EEG and CCT.

We report EEG findings in 15 presenile Alzheimer patients (probable Alzheimer's disease according to NINCDS-ADRDA criteria) in relation to clinical characteristics. The quantitative EEG was analysed in terms of absolute band power while accounting for EOG and EMG artifacts, respectively. The degree of dementia is strongly reflected by an increase of power in the delta frequency band, accentuated on the left hemisphere, as well as decrease of alpha activity. Longer duration of disease is associated with a decrease of power in the alpha frequency band, earlier age at onset with an additional increase of power in the theta frequency band. Visual EEG evaluation correlates highly with the degree of dementia, in contrast to visually assessed CCT