30 research outputs found

    Conflict resolution using statistical approach

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    African Journal of Mathematics and Computer Science Research Vol. 3(2), pp. 026-030, February, 2010 Available online at http://www.academicjournals.org/AJMCSR ISSN 2006-9731© 2010 Academic JournalsConflict can be described as a condition in which actions of one person prevent or compel some outcome at the resistance of the other. Quite often this can be seen as “two or more competing, often incompatible, responses to same event”. In this paper, a statistical approach to conflict resolution using the concept of bargaining game theory is presented. The approach gives chances of failure that are minimal since any offer made in a conflict situation is tied to the likelihood of it being accepted as it takes into considerations the demands from the other party. The approach presents a fair way of solving a conflict without affecting a system. An employer-employee relationship was used to illustrate the application of the approachConflict can be described as a condition in which actions of one person prevent or compel some outcome at the resistance of the other. Quite often this can be seen as “two or more competing, often incompatible, responses to same event”. In this paper, a statistical approach to conflict resolution using the concept of bargaining game theory is presented. The approach gives chances of failure that are minimal since any offer made in a conflict situation is tied to the likelihood of it being accepted as it takes into considerations the demands from the other party. The approach presents a fair way of solving a conflict without affecting a system. An employer-employee relationship was used to illustrate the application of the approach

    Bootstrap of Kernel Smoothing in Quantile Autoregression Process

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    Abstract The paper considers the problem of bootstrapping kernel estimator of conditional quantiles for time series, under independent and identically distributed errors, by mimicking the kernel smoothing in nonparametric autoregressive scheme. A quantile autoregression bootstrap generating process is constructed and the estimator given. Under appropriate assumptions, the bootstrap estimator is shown to be consistent

    Limit Theory of Model Order Change-Point Estimator for GARCH Models

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    The limit theory of a change-point process which is based on the Manhattan distance of the sample autocorrelation function with applications to GARCH processes is examined. The general theory of the sample autocovariance and sample autocorrelation functions of a stationary GARCH process forms the basis of this study. Specifically the point processes theory is utilized to obtain their weak convergence limit at different lags. This is further extended to the change-point process. The limits are found to be generally random as a result of the infinite variance

    Consistency of the Model Order Change-Point Estimator for GARCH Models

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    GARCH models have been commonly used to capture volatility dynamics in financial time series. A key assumption utilized is that the series is stationary as this allows for model identifiability. This however violates the volatility clustering property exhibited by financial returns series. Existing methods attribute this phenomenon to parameter change. However, the assumption of fixed model order is too restrictive for long time series. This paper proposes a change-point estimator based on Manhattan distance. The estimator is applicable to GARCH model order change-point detection. Procedures are based on the sample autocorrelation function of squared series. The asymptotic consistency of the estimator is proven theoretically

    Rhinovirus dynamics across different social structures

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    Rhinoviruses (RV), common human respiratory viruses, exhibit significant antigenic diversity, yet their dynamics across distinct social structures remain poorly understood. Our study delves into RV dynamics within Kenya by analysing VP4/2 sequences across four different social structures: households, a public primary school, outpatient clinics in the Kilifi Health and Demographics Surveillance System (HDSS), and countrywide hospital admissions and outpatients. The study revealed the greatest diversity of RV infections at the countrywide level (114 types), followed by the Kilifi HDSS (78 types), the school (47 types), and households (40 types), cumulatively representing >90% of all known RV types. Notably, RV diversity correlated directly with the size of the population under observation, and several RV type variants occasionally fuelled RV infection waves. Our findings highlight the critical role of social structures in shaping RV dynamics, information that can be leveraged to enhance public health strategies. Future research should incorporate whole-genome analysis to understand fine-scale evolution across various social structures

    The epidemiology of adolescents living with perinatally acquired HIV: A cross-region global cohort analysis

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    Background Globally, the population of adolescents living with perinatally acquired HIV (APHs) continues to expand. In this study, we pooled data from observational pediatric HIV cohorts and cohort networks, allowing comparisons of adolescents with perinatally acquired HIV in “real-life” settings across multiple regions. We describe the geographic and temporal characteristics and mortality outcomes of APHs across multiple regions, including South America and the Caribbean, North America, Europe, sub-Saharan Africa, and South and Southeast Asia. Methods and findings Through the Collaborative Initiative for Paediatric HIV Education and Research (CIPHER), individual retrospective longitudinal data from 12 cohort networks were pooled. All children infected with HIV who entered care before age 10 years, were not known to have horizontally acquired HIV, and were followed up beyond age 10 years were included in this analysis conducted from May 2016 to January 2017. Our primary analysis describes patient and treatment characteristics of APHs at key time points, including first HIV-associated clinic visit, antiretroviral therapy (ART) start, age 10 years, and last visit, and compares these characteristics by geographic region, country income group (CIG), and birth period. Our secondary analysis describes mortality, transfer out, and lost to follow-up (LTFU) as outcomes at age 15 years, using competing risk analysis. Among the 38,187 APHs included, 51% were female, 79% were from sub-Saharan Africa and 65% lived in low-income countries. APHs from 51 countries were included (Europe: 14 countries and 3,054 APHs; North America: 1 country and 1,032 APHs; South America and the Caribbean: 4 countries and 903 APHs; South and Southeast Asia: 7 countries and 2,902 APHs; sub-Saharan Africa, 25 countries and 30,296 APHs). Observation started as early as 1982 in Europe and 1996 in sub-Saharan Africa, and continued until at least 2014 in all regions. The median (interquartile range [IQR]) duration of adolescent follow-up was 3.1 (1.5–5.2) years for the total cohort and 6.4 (3.6–8.0) years in Europe, 3.7 (2.0–5.4) years in North America, 2.5 (1.2–4.4) years in South and Southeast Asia, 5.0 (2.7–7.5) years in South America and the Caribbean, and 2.1 (0.9–3.8) years in sub-Saharan Africa. Median (IQR) age at first visit differed substantially by region, ranging from 0.7 (0.3–2.1) years in North America to 7.1 (5.3–8.6) years in sub-Saharan Africa. The median age at ART start varied from 0.9 (0.4–2.6) years in North America to 7.9 (6.0–9.3) years in sub-Saharan Africa. The cumulative incidence estimates (95% confidence interval [CI]) at age 15 years for mortality, transfers out, and LTFU for all APHs were 2.6% (2.4%–2.8%), 15.6% (15.1%–16.0%), and 11.3% (10.9%–11.8%), respectively. Mortality was lowest in Europe (0.8% [0.5%–1.1%]) and highest in South America and the Caribbean (4.4% [3.1%–6.1%]). However, LTFU was lowest in South America and the Caribbean (4.8% [3.4%–6.7%]) and highest in sub-Saharan Africa (13.2% [12.6%–13.7%]). Study limitations include the high LTFU rate in sub-Saharan Africa, which could have affected the comparison of mortality across regions; inclusion of data only for APHs receiving ART from some countries; and unavailability of data from high-burden countries such as Nigeria. Conclusion To our knowledge, our study represents the largest multiregional epidemiological analysis of APHs. Despite probable under-ascertained mortality, mortality in APHs remains substantially higher in sub-Saharan Africa, South and Southeast Asia, and South America and the Caribbean than in Europe. Collaborations such as CIPHER enable us to monitor current global temporal trends in outcomes over time to inform appropriate policy responses

    Alpha Power Transformed Frechet Distribution

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    The Fr´echet distribution has several applications in different fields of study and is most commonly used for modeling extreme events. In recent time, modifications of the Fr´echet distribution have been proposed to improve its fit when used for modeling lifetime data. In this paper, a new modification called the alpha power transformed Fr´echet distribution is proposed and studied. The parameters of the model are estimated using maximum-likelihood estimation and simulation studies are performed to investigate the properties of the estimators for the parameters. Applications of the model are demonstrated using two-real data sets. Finally, bivariate and multivariate extensions of the model are proposed using copulas

    Discussion on Generalized Modified Inverse Rayleigh

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    In this paper, a generalization of the modified inverse Rayleigh distribution called the new exponentiated generalized modified inverse Rayleigh distribution is proposed and studied. Various sub-models of the new distribution were discussed and statistical properties such as the quantile function, moment, moment generating function, Re´nyi entropy, reliability measure and order statistics were derived. The parameters of the new model were estimated using the method of maximum likelihood estimation and simulations were performed to assess the stability of the parameters with regards to the estimation method

    Adjusted Extreme Conditional Quantile Autoregression with Application to Risk Measurement

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    In this paper, we propose an extreme conditional quantile estimator. Derivation of the estimator is based on extreme quantile autoregression. A noncrossing restriction is added during estimation to avert possible quantile crossing. Consistency of the estimator is derived, and simulation results to support its validity are also presented. Using Average Root Mean Squared Error (ARMSE), we compare the performance of our estimator with the performances of two existing extreme conditional quantile estimators. Backtest results of the one-day-ahead conditional Value at Risk forecasts are also given

    Limit Theory of Model Order Change-Point Estimator for GARCH Models

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    The limit theory of a change-point process which is based on the Manhattan distance of the sample autocorrelation function with applications to GARCH processes is examined. The general theory of the sample autocovariance and sample autocorrelation functions of a stationary GARCH process forms the basis of this study. Specifically the point processes theory is utilized to obtain their weak convergence limit at different lags. This is further extended to the change-point process. The limits are found to be generally random as a result of the infinite variance
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