Diagnostic Tests Based on Quantile Residuals for Nonlinear Time Series Models

This thesis studies quantile residuals and uses different methodologies to develop test statistics that are applicable in evaluating linear and nonlinear time series models based on continuous distributions. Models based on mixtures of distributions are of special interest because it turns out that for those models traditional residuals, often referred to as Pearson's residuals, are not appropriate. As such models have become more and more popular in practice, especially with financial time series data there is a need for reliable diagnostic tools that can be used to evaluate them. The aim of the thesis is to show how such diagnostic tools can be obtained and used in model evaluation. The quantile residuals considered here are defined in such a way that, when the model is correctly specified and its parameters are consistently estimated, they are approximately independent with standard normal distribution. All the tests derived in the thesis are pure significance type tests and are theoretically sound in that they properly take the uncertainty caused by parameter estimation into account. -- In Chapter 2 a general framework based on the likelihood function and smooth functions of univariate quantile residuals is derived that can be used to obtain misspecification tests for various purposes. Three easy-to-use tests aimed at detecting non-normality, autocorrelation, and conditional heteroscedasticity in quantile residuals are formulated. It also turns out that these tests can be interpreted as Lagrange Multiplier or score tests so that they are asymptotically optimal against local alternatives. Chapter 3 extends the concept of quantile residuals to multivariate models. The framework of Chapter 2 is generalized and tests aimed at detecting non-normality, serial correlation, and conditional heteroscedasticity in multivariate quantile residuals are derived based on it. Score test interpretations are obtained for the serial correlation and conditional heteroscedasticity tests and in a rather restricted special case for the normality test. In Chapter 4 the tests are constructed using the empirical distribution function of quantile residuals. So-called Khmaladze s martingale transformation is applied in order to eliminate the uncertainty caused by parameter estimation. Various test statistics are considered so that critical bounds for histogram type plots as well as Quantile-Quantile and Probability-Probability type plots of quantile residuals are obtained. Chapters 2, 3, and 4 contain simulations and empirical examples which illustrate the finite sample size and power properties of the derived tests and also how the tests and related graphical tools based on residuals are applied in practice.

Myotonic dystrophy type 2 (DM2) : Diagnostic methods and molecular pathology

Myotonic dystrophies type 1 (DM1) and type 2 (DM2) are the most common forms of muscular dystrophy affecting adults. They are autosomal dominant diseases caused by microsatellite tri- or tetranucleotide repeat expansion mutations in transcribed but not translated gene regions. The mutant RNA accumulates in nuclei disturbing the expression of several genes. The more recently identified DM2 disease is less well known, yet more than 300 patients have been confirmed in Finland thus far, and the true number is believed to be much higher. DM1 and DM2 share some features in general clinical presentation and molecular pathology, yet they show distinctive differences, including disease severity and differential muscle and fiber type involvement. However, the molecular differences underlying DM1 and DM2 muscle pathology are not well understood. Although the primary tissue affected is muscle, both DMs show a multisystemic phenotype due to wide expression of the mutation-carrying genes. DM2 is particularly intriguing, as it shows an incredibly wide spectrum of clinical manifestations. For this reason, it constitutes a real diagnostic challenge. The core symptoms in DM2 include proximal muscle weakness, muscle pain, myotonia, cataracts, cardiac conduction defects and endocrinological disturbations; however, none of these is mandatory for the disease. Myalgic pains may be the most disabling symptom for decades, sometimes leading to incapacity for work. In addition, DM2 may cause major socio-economical consequences for the patient, if not diagnosed, due to misunderstanding and false stigmatization. In this thesis work, we have (I) improved DM2 differential diagnostics based on muscle biopsy, and (II) described abnormalities in mRNA and protein expression in DM1 and DM2 patient skeletal muscles, showing partial differences between the two diseases, which may contribute to muscle pathology in these diseases. This is the first description of histopathological differences between DM1 and DM2, which can be used in differential diagnostics. Two novel high-resolution applications of in situ -hybridization have been described, which can be used for direct visualization of the DM2 mutation in muscle biopsy sections, or mutation size determination on extended DNA-fibers. By measuring protein and mRNA expression in the samples, differential changes in expression patterns affecting contractile proteins, other structural proteins and calcium handling proteins in DM2 compared to DM1 were found. The dysregulation at mRNA level was caused by altered transciption and abnormal splicing. The findings reported here indicate that the extent of aberrant splicing is higher in DM2 compared to DM1. In addition, the described abnormalities to some extent correlate to the differences in fiber type involvement in the two disorders.

Analysts' Accuracy of Estimation and the Relative Trading Volume

This study contributes to the neglect effect literature by looking at the relative trading volume in terms of value. The results for the Swedish market show a significant positive relationship between the accuracy of estimation and the relative trading volume. Market capitalisation and analyst coverage have in prior studies been used as proxies for neglect. These measures however, do not take into account the effort analysts put in when estimating corporate pre-tax profits. I also find evidence that the industry of the firm influence the accuracy of estimation. In addition, supporting earlier findings, loss making firms are associated with larger forecasting errors. Further, I find that the average forecast error increased in the year 2000 – in Sweden.

Occupational chronic solvent encephalopathy in Finland 1995 - 2007 : incidence and diagnostic methods

The occurrence of occupational chronic solvent encephalopathy (CSE) seems to decrease, but still every year reveals new cases. To prevent CSE and early retirement of solvent-exposed workers, actions should focus on early CSE detection and diagnosis. Identifying the work tasks and solvent exposure associated with high risk for CSE is crucial. Clinical and exposure data of all the 128 cases diagnosed with CSE as an occupational disease in Finland during 1995-2007 was collected from the patient records at the Finnish Institute of Occupational Health (FIOH) in Helsinki. The data on the number of exposed workers in Finland were gathered from the Finnish Job-exposure Matrix (FINJEM) and the number of employed from the national workforce survey. We analyzed the work tasks and solvent exposure of CSE patients and the findings in brain magnetic resonance imaging (MRI), quantitative electroencephalography (QEEG), and event-related potentials (ERP). The annual number of new cases diminished from 18 to 3, and the incidence of CSE decreased from 8.6 to 1.2 / million employed per year. The highest incidence of CSE was in workers with their main exposure to aromatic hydrocarbons; during 1995-2006 the incidence decreased from 1.2 to 0.3 / 1 000 exposed workers per year. The work tasks with the highest incidence of CSE were floor layers and lacquerers, wooden surface finishers, and industrial, metal, or car painters. Among 71 CSE patients, brain MRI revealed atrophy or white matter hyperintensities or both in 38% of the cases. Atrophy which was associated with duration of exposure was most frequently located in the cerebellum and in the frontal or parietal brain areas. QEEG in a group of 47 patients revealed increased power of the theta band in the frontal brain area. In a group of 86 patients, the P300 amplitude of auditory ERP was decreased, but at individual level, all the amplitude values were classified as normal. In 11 CSE patients and 13 age-matched controls, ERP elicited by a multimodal paradigm including an auditory, a visual detection, and a recognition memory task under single and dual-task conditions corroborated the decrease of auditory P300 amplitude in CSE patients in single-task condition. In dual-task conditions, the auditory P300 component was, more often in patients than in controls, unrecognizable. Due to the paucity and non-specificity of the findings, brain MRI serves mainly for differential diagnostics in CSE. QEEG and auditory P300 are insensitive at individual level and not useful in the clinical diagnostics of CSE. A multimodal ERP paradigm may, however, provide a more sensitive method to diagnose slight cognitive disturbances such as CSE.

Accurate mass-based analysis in human sport doping control : Application of liquid chromatography - time-of-flight mass spectrometry

Human sport doping control analysis is a complex and challenging task for anti-doping laboratories. The List of Prohibited Substances and Methods, updated annually by World Anti-Doping Agency (WADA), consists of hundreds of chemically and pharmacologically different low and high molecular weight compounds. This poses a considerable challenge for laboratories to analyze for them all in a limited amount of time from a limited sample aliquot. The continuous expansion of the Prohibited List obliges laboratories to keep their analytical methods updated and to research new available methodologies. In this thesis, an accurate mass-based analysis employing liquid chromatography - time-of-flight mass spectrometry (LC-TOFMS) was developed and validated to improve the power of doping control analysis. New analytical methods were developed utilizing the high mass accuracy and high information content obtained by TOFMS to generate comprehensive and generic screening procedures. The suitability of LC-TOFMS for comprehensive screening was demonstrated for the first time in the field with mass accuracies better than 1 mDa. Further attention was given to generic sample preparation, an essential part of screening analysis, to rationalize the whole work flow and minimize the need for several separate sample preparation methods. Utilizing both positive and negative ionization allowed the detection of almost 200 prohibited substances. Automatic data processing produced a Microsoft Excel based report highlighting the entries fulfilling the criteria of the reverse data base search (retention time (RT), mass accuracy, isotope match). The quantitative performance of LC-TOFMS was demonstrated with morphine, codeine and their intact glucuronide conjugates. After a straightforward sample preparation the compounds were analyzed directly without the need for hydrolysis, solvent transfer, evaporation or reconstitution. The hydrophilic interaction technique (HILIC) provided good chromatographic separation, which was critical for the morphine glucuronide isomers. A wide linear range (50-5000 ng/ml) with good precision (RSD<10%) and accuracy (±10%) was obtained, showing comparable or better performance to other methods used. In-source collision-induced dissociation (ISCID) allowed confirmation analysis with three diagnostic ions with a median mass accuracy of 1.08 mDa and repeatable ion ratios fulfilling WADA s identification criteria. The suitability of LC-TOFMS for screening of high molecular weight doping agents was demonstrated with plasma volume expanders (PVE), namely dextran and hydroxyethylstarch (HES). Specificity of the assay was improved, since interfering matrix compounds were removed by size exclusion chromatography (SEC). ISCID produced three characteristic ions with an excellent mean mass accuracy of 0.82 mDa at physiological concentration levels. In summary, by combining TOFMS with a proper sample preparation and chromatographic separation, the technique can be utilized extensively in doping control laboratories for comprehensive screening of chemically different low and high molecular weight compounds, for quantification of threshold substances and even for confirmation. LC-TOFMS rationalized the work flow in doping control laboratories by simplifying the screening scheme, expediting reporting and minimizing the analysis costs. Therefore LC-TOFMS can be exploited widely in doping control, and the need for several separate analysis techniques is reduced.

Kohdennetut nanopartikkelit ja isotooppikuvantaminen syövän hoidossa

Syövän diagnostiikassa ja hoidossa nanopartikkelit voivat toimia kuljetinaineina lääke- ja diagnostisille aineille tai nukleiinihappojaksoille. Kantaja-aineeseen voidaan liittää kohdennusmolekyylejä partikkelien passiivista tai aktiivista kohdennusta varten tai radioleima kuvantamista tai radioterapiaa varten. Kantaja-aineiden avulla voidaan parantaa lääkeaineen fysikaalis-kemiallisia ominaisuuksia ja biologista hyötyosuutta, vähentää systeemisiä sivuvaikutuksia, pidentää lääkeaineen puoliintumisaikaa ja siten harventaa annosteluväliä, sekä parantaa lääkeaineen pääsyä kohdekudokseen. Näin voidaan parantaa kemo- ja radioterapian tehoa ja hoidon onnistumisen todennäköisyyttä. Kirjallisuuskatsauksessa perehdytään nanokantajien rooliin syövän hoidossa. Vuosikymmeniä jatkuneesta tutkimuksesta huolimatta vain kaksi (Eurooppa) tai kolme (Yhdysvallat) nanopartikkeliformulaatiota on hyväksytty markkinoille syövän hoidossa. Ongelmina ovat riittämätön hakeutuminen kohdekudokseen, immunogeenisyys ja nanopartikkelien labiilius. Kokeellisessa osassa tutkitaan in vitro ja hiirillä in vivo 99mTc-leimattujen, PEG-verhoiltujen biotiiniliposomien kaksivaiheista kohdennusta ihmisen munasarjan adenokarsinoomasoluihin. Kohdentamiseen käytetään biotinyloitua setuksimabi-(Erbitux®) vasta-ainetta, joka sitoutuu solujen yli-ilmentämiin EGF-reseptoreihin. Kaksivaiheista kohdennusta verrataan suoraan ja/tai passiiviseen kohdennukseen. Tehokkaampien kuvantamismenetelmien kehitys on vauhdittanut kohdennettujen nanopartikkelien tutkimusta. Isotooppikuvantamista käyttäen pystytään seuraamaan radioleiman jakautumista elimistössä ja kuvantamaan solutasolla tapahtuvia ilmiöitä. Kirjallisuuskatsauksessa perehdytään SPECT- ja PET-kuvantamiseen syövän hoidossa, sekä niiden hyödyntämiseen lääkekehityksessä nanopartikkelien kuvantamisessa. Kyseiset kuvantamismenetelmät erottuvat muista menetelmistä korkean erotuskyvyn, herkkyyden ja helppokäyttöisyyden suhteen. Kokeellisessa osassa 99mTc-leimattujen liposomien distribuutiota hiirissä tutkittiin SPECT-CT-laitteen avulla. Aktiivisuus kasvaimessa, pernassa ja maksassa kvantifioitiin InVivoScope-ohjelman ja gammalaskijan avulla. Tuloksia verrattiin keskenään. In vitro-kokeessa saavutettiin kaksivaiheisella kohdennuksella 2,7- 3,5-kertainen (solulinjasta riippuen) hakeutuminen soluihin kontrolliliposomeihin verrattuna. Kuitenkin suora kohdennus toimi kaksivaiheista kohdennusta paremmin in vitro. In vivo –kokeissa liposomit jakautuivat kasvaimeen tehokkaammin i.p.-annosteltuna kuin i.v.-annosteltuna. Kaksivaiheisella kohdennuksella saavutettiin 1,24-kertainen jakautuminen kasvaimeen (% ID/g kudosta) passiivisesti kohdennettuihin liposomeihin verrattuna. %ID/elin oli kohdennetuilla liposomeilla 5,9 % ja passiivisesti kohdennetuilla 5,4%. Todellinen ero oli siis pieni. InVivoScope:n ja gammalaskijan tulokset eivät korreloineet keskenään. Lisätutkimuksia ja menetelmän optimointia vaaditaan liposomien kohdennuksessa kasvaimeen.