Centre of Statistics and its Applications

Funder

Organizational Unit

Publications

Modelos de sobrevivência paramétricos para acontecimentos recorrentes

Publication . Sousa-Ferreira, Ivo; Rocha, Cristina Maria Tristão Simões; Abreu, Ana Maria Cortesão Pais Figueira da Silva

2023-05Doctoral thesis

Embargoed access

Contributions to inference in extremes based on moment type statistics

Publication . Silva Lomba, Jessica; Alves, Maria Isabel Fraga; Neves, Cláudia Margarida Pedrosa

Extreme Value Theory and Statistics constitute the ideal toolbox to handle rare and extreme events, for which inference through classical Gaussianbased methodologies is unreliable. In this thesis, we start by reviewing the basis of Statistics of Extremes and statistical moments, then diving into open topics from a methodological standpoint, supported by simulation studies of the proposed contributions’ properties, together with illustrative analysis of data from several applied fields. Three new methods for appropriate threshold selection are suggested, developed under the Gen eralized Pareto and peaksoverthreshold parametric framework for univariate, independent and identically distributed data. The proposed Automatic Lmoment Ratio Selection Method stands out as the superior technique, being automatic, objective and computationally effective while presenting overall good performance compared to stateoftheart alternatives. Data sets of significant wave heights are considered, and results compared to previously existing studies of this data. Further, an analysis of very small data sets of measurements of Giant Squids is conducted with the aim of estimating the species’ maximum possible size – a novelty Extremesdriven take on this problem from the field of Zoology. This work moreover describes how the known semiparametric mixed moment estimator for the Extreme Value Index may be used in the context of multivariate data, pooled across space and time. The setup considers the presence of extreme spatial dependence and a possibly nonmonotonic trend in the frequency of extremes through both space and/or time (heteroscedasticity). The asymptotic properties of the estimator are derived under this more complex scenario, and its application is illustrated through the study of reanalysis daily precipitation series recorded for a set of locations in homogeneous regions of the United Kingdom. The estimators performance is compared with that of the common benchmark maximum likelihood estimator under the same conditions, and found to be generally favorable.

2023-07Doctoral thesis

Open access

Comparing two block estimation procedures for the extremal index: An application

Publication . Gomes, Dora Prata; Neves, Manuela

When extending the analysis of the limiting behaviour of the extreme values from independent and identically distributed sequences to stationary sequences a key parameter appears, the extremal index θ, whose accurate estimation is not easy and is not completely solved. Here we focus on the estimation of θ using blocks estimators, that can be constructed by using disjoint or sliding blocks. Both blocks construction require the choice of a threshold and a block length. The main objective of this work is to revisit another block estimation procedure that only depends on the block length, although some conditions on the underlying process need to be verified. An application will be presented for illustrating the proposed procedure

2022Conference object

Open access

Síndromes de fadiga pós-infeção na era da COVID longa: o caso da encefalomielite miálgica/síndrome de fadiga crónica

Publication . Sepulveda, Nuno; Malato, João; Winck, João Carlos; Carneiro, António Vaz; Hoffman, Joan Serra; Branco, Jaime

Faz mais de quatro anos que a Organização Mundial da Saúde (OMS) declarou o início da pandemia de COVID-19. Agora, a doença já não é considerada uma prioridade de saúde pública em Portugal. Contudo, este período de maior acalmia tem revelado um outro problema já reconhecido pelo Serviço Nacional de Saúde (SNS) e pela comunidade médica portuguesa: alguns indivíduos continuam a manifestar vários sintomas após a aparente resolução da infeção pelo novo coronavírus. Alguns desses indivíduos parecem entrar numa fase crónica dos seus sintomas. Quando a duração dos sintomas atinge a barreira dos três meses, esses indivíduos recebem um diagnóstico de ‘COVID longa’ ou de ‘condição pós-COVID-19’. O quadro clínico desses pacientes é bastante variável, podendo prevalecer um cansaço persistente e profundo sem razão aparente e um mal-estar após atividades físicas, mentais e emocionais. Em particular, esse mal-estar pós-esforço (post-exertional malaise ou PEM) só desaparece ao fim de mais de 24 horas, o que sugere um processo lento de recuperação por parte do organismo. Os doentes de COVID longa podem também relatar a presença de cefaleias, problemas de concentração, perdas de memória, dispneia, entre outros sintomas.

2024Journal article

Open access

Fonseca anamnestic index for screening temporomandibular disorders: reliability to discriminate muscular from intra-articular disorders

Publication . João, Ricardo S.; Cardoso, Henrique J.; Sanz, David; Ângelo, David

Background/ Objective: Fonseca anamnestic index (FAI) is a simple and quick survey used for screening the presence and severity of Temporomandibular Disorders (TMD). The presented study aimed to screen the FAI accuracy to discriminate different types of TMD: intra-articular (AD), Masticatory Muscular Disorder (MMD), or the presence of both typologies. Methods: The existence of a pattern in the FAI based on the frequency of answers was evaluated and supported by other variables: sex, age, medical diagnosis and Visual Analog Scale of health-related quality of Life (VASLife). The non-parametric Chi-square test () or Fisher's exact test were used to assess the existence of associations between these variables. In the pairs of variables where such association was identified, its intensity was measured by Cramér's V Coefficient. The prediction if FAI could be a good decision tool for distinguish the type of TMD was assessed through logistic regression models (ordinal and multinomial). Results: The higher FAI score was associated with questions related with temporomandibular joint (TMJ) pain, TMJ clicks and person anxiety. Severe cases classified by FAI are correlated with typology of Both (AD+MMD). Moreover, the female patients presented more moderate and severe cases in FAI and also correlated with the presence of AD+MMD. The logistic model showed low accuracy to distinguish the TMD typology (~70%). Conclusion: FAI is a good initial methodology in TMD diagnosis, however integrated in a logistic regression model for distinguish the typology of TMD has proved to be insufficient. It is expected that the combination of this survey with other outcomes will make the model more accurate.

2022Journal article

Open access