The Limiting Behavior of Kernel Estimates of the Lyapunov Exponent for Stochastic Time Series

This paper derives the asymptotic distribution of a smoothing-based estimator of the Lyapunov exponent for a stochastic time series under two general scenarios. In the first case, we are able to establish root-T consistency and asymptotic normality, while in the second case, which is more relevant for chaotic processes, we are only able to establish asymptotic normality at a slower rate of convergence. We provide consistent confidence intervals for both cases. We apply our procedures to simulated data

Testing Stochastic Dominance with Many Conditioning Variables

We propose a test of the hypothesis of conditional stochastic dominance in the presence of many conditioning variables (whose dimension may grow to infinity as the sample size diverges). Our approach builds on a semiparametric location scale model in the sense that the conditional distribution of the outcome given the covariates is characterized by a nonparametric mean function and a nonparametric skedastic function with an independent innovation whose distribution is unknown. We propose to estimate the nonparametric mean and skedastic regression functions by the L1-penalized nonparametric series estimation with thresholding. Under the sparsity assumption, where the number of truly relevant series terms are relatively small (but their identities are unknown), we develop the estimation error bounds for the regression functions and series coefficients estimates allowing for the time series dependence. We derive the asymptotic distribution of the test statistic, which is not pivotal asymptotically, and introduce the smooth stationary bootstrap to approximate its sample distribution. We investigate the finite sample performance of the bootstrap critical values by a set of Monte Carlo simulations. Finally, our method is illustrated by an application to stochastic dominance among portfolio returns given all the past information

An Improved Bootstrap Test of Stochastic Dominance

We propose a new method of testing stochastic dominance that improves on existing tests based on the standard bootstrap or subsampling. The method admits prospects involving infinite as well as finite dimensional unknown parameters, so that the variables are allowed to be residuals from nonparametric and semiparametric models. The proposed bootstrap tests have asymptotic sizes that are less than or equal to the nominal level uniformly over probabilities in the null hypothesis under regularity conditions. This paper also characterizes the set of probabilities that the asymptotic size is exactly equal to the nominal level uniformly. As our simulation results show, these characteristics of our tests lead to an improved power property in general. The improvement stems from the design of the bootstrap test whose limiting behavior mimics the discontinuity of the original test’s limiting distribution

Behavioral Assessment of Job-Related Skills: Implications for Learning Disabled Young Adults

This research was published by the KU Center for Research on Learning, formerly known as the University of Kansas Institute for Research in Learning Disabilities.Th is study, using direct observation and measurement techniques, analyzed the occupational skills of these two groups. The results showed that the employed adults performed significantly better on each of the thirteen job-related skills involved in the occupational skills assessment . These differences were found consistent across job-finding and job-retention skills. These findings suggest that an important role for employment counselors might be to teach the skills involved in finding and retaining employment to unemployed persons

Behavioral Assessment of Occupational Skills of Learning Disabled Adolescents

This research was published by the KU Center for Research on Learning, formerly known as the University of Kansas Institute for Research in Learning Disabilities.This study, using direct observation and measurement techniques, analyzed the differences in occupational skills among learning disabled youths and their non-learning disabled peers . The results showed low levels of employment-related skills for both groups of high school adolescents . However, the non-LD high school students performed significantly better on the job-related skills. These differences were more marked for non-social interaction skills. These findings suggest the need for the development of employment preparation methods designed to teach the skills involved in finding and retaining employment

Development and Validation of an Occupational Skills Assessment Instrument

This research was published by the KU Center for Research on Learning, formerly known as the University of Kansas Institute for Research in Learning Disabilities.The development and validation of an occupational skills assessment instrument is described. The instrument was designed to describe accurately a participant's actual level of occupational skills in a variety of job-related situations. The results showed that: (a) the situations involved in the assessment were considered by participants and employment experts to be important and representative, (b) the satisfaction ratings of employment experts were correlated with the observed performance of participants, and (c) participant performance as observed with the behavioral assessment instrument was correlated with observations using another method of measuring job-related behavior. These findings suggest that the occupational skills assessment instrument is a reliable and valid method of determining a person's skill in job-related situations

Teaching Job-Related Social Skills to Learning Disabled Adolescents

This research was published by the KU Center for Research on Learning, formerly known as the University of Kansas Institute for Research in Learning Disabilities.Previous research has indicated that LD adolescents perform poorly on a test of employment-related social skills (Mathews, Whang, & Fawcett, in press). The purpose of this study was to evaluate the effects of training procedures designed to teach various job-related social skills to learning disabled adolescents. Six job-related social skills were trained using written instructional materials and role-playing practice to criterion. The results showed that the learning disabled adolescents performed the skills in role-playing situations better after training than before training. Generalization measures taken at the adolescents place of employment also suggest the generality of the training effects to actual work environments

Ibutilide Increases the Variability and Complexity of Atrial Fibrillation Electrograms: Antiarrhythmic Insights Using Signal Analyses

Introduction Intravenous ibutilide is used to convert atrial fibrillation (AF) to sinus rhythm (SR) due to its Class III antiarrhythmic mechanisms. However, the effects of ibutilide on local electrograms (EGMs) during AF have not been elucidated. Methods and Results We used EGM analysis techniques to characterize how ibutilide administration changes the frequency, morphology, and repeatability of AF EGM signals, thereby providing insight into ibutilide's antiarrhythmic mechanism of action. AF recordings were collected from 21 patients with AF, both before and after ibutilide administration. The effects of ibutilide on the following AF EGM parameters were assessed: (1) dominant frequency (DF), (2) variations in EGM amplitude and overall morphology, (3) repetition of EGM patterns, and (4) complexity of the AF frequency spectra. When comparing pre- versus post-ibutilide administration EGMs, DF decreased from 5.45 Hz to 4.02 Hz (P < 0.0001). There was an increase in the variability of both AF EGM amplitudes (P = 0.003) and overall AF EGM morphologies (P = 0.003). AF EGM pattern repetitiveness decreased (P = 0.01), and the AF frequency spectral profile manifested greater complexity (P = 0.02). Conclusions Novel EGM signal analysis techniques reveal that ibutilide administration causes increased complexity in the atrial electrical activation pattern with decreasing rate. These findings may be explained by the progressive destabilization of higher frequency, more homogeneous primary drivers of AF over the course of ibutilide administration, and/or less uniform propagation of atrial activation, until AF maintenance becomes more difficult and either transforms to atrial tachycardia or terminates to SR

Exposure to tricyclic antidepressants is associated with an increased risk of incident CHD events in a population-based study

Purpose The purpose of this study was to assess the association between antidepressant use and incident coronary heart disease (CHD) events in a sample of individuals without known baseline heart disease. Participants and methods We studied a group of 970 randomly selected community-dwelling adults in the 1995 Nova Scotia Health Survey, who were followed for up to 10 years. Antidepressant usage was classified according to class. Primary outcomes were acute coronary syndrome hospitalizations or cardiac death, determined by centralized, standardized ratings. Results During a follow-up period of 10 years, there were 147 incident CHD events (139 acute coronary syndromes and 8 cardiac deaths) during the 8129 person-years of observation (incidence rate=18.1 events/1000 person-years). In a model controlling for age, sex, Framingham risk score, time to last annual exam, aspirin exposure, and depressive symptoms, an increased risk of CHD events was associated with tricyclic antidepressant exposure (adjusted hazard ratio, 2.10; 95% confidence interval, 1.09–4.06; p =0.027). Conclusion In this prospective population-based study, exposure to tricyclic antidepressants was associated with higher risk of first CHD events

Global Psychological Distress and Risk of Atrial Fibrillation Among Women: The Women's Health Study

Background Symptoms of psychological distress and depression have been associated with risk of ventricular arrhythmias and sudden cardiac death. Their relationship with atrial arrhythmias, however, is less well studied. Methods and Results We sought to assess the long-term relations between psychological distress and risk of atrial fibrillation (AF) in the Women's Health Study of female health professionals. We measured psychological symptoms with the Mental Health Inventory-5. Incident AF was assessed annually and verified through medical records. Among 30 746 women without history of cardiovascular disease or AF, 771 cases of AF occurred during a median follow-up of 125 months (interquartile range, 117–130 months). Global psychological distress was not associated with AF risk in age-stratified (P=0.61 for linear trend) or multivariable proportional-hazards models that included antidepressant use (P=0.34). A proxy measure for depression, consisting of Mental Health Inventory-5 score <53, antidepressant use, or both, was also not associated with AF risk in multivariable models (hazard ratio=0.99; 95% confidence interval, 0.78–1.25; P=0.93). In post hoc analyses of individual symptoms from the Mental Health Inventory-5, positive affect, “feeling happy some/a good bit of the time,” was associated with reduced risk of AF (hazard ratio=0.69; 95% confidence interval, 0.49–0.99; P=0.04); other depressive and anxious symptoms were not. Conclusions In this prospective study of women without known cardiovascular disease, global psychological distress and specific depressive symptoms were unrelated to AF risk