Local power properties of some asymptotic tests in symmetric linear regression models

In this paper we obtain asymptotic expansions, up to order n(-1/2) and under a sequence of Pitman alternatives, for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of symmetric linear regression models. This is a wide class of models which encompasses the t model and several other symmetric distributions with longer-than normal tails. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters. Furthermore, in order to compare the finite-sample performance of these tests in this class of models, Monte Carlo simulations are presented. An empirical application to a real data set is considered for illustrative purposes. (C) 2011 Elsevier B.V. All rights reserved.

Virasoro Action on Imaginary Verma Modules and the Operator Form of the KZ-Equation

We define the Virasoro algebra action on imaginary Verma modules for affine and construct an analogue of the Knizhnik-Zamolodchikov equation in the operator form. Both these results are based on a realization of imaginary Verma modules in terms of sums of partial differential operators.

An extension of the invariance principle for dwell-time switched nonlinear systems

In this paper, we propose an extension of the invariance principle for nonlinear switched systems under dwell-time switched solutions. This extension allows the derivative of an auxiliary function V, also called a Lyapunov-like function, along the solutions of the switched system to be positive on some sets. The results of this paper are useful to estimate attractors of nonlinear switched systems and corresponding basins of attraction. Uniform estimates of attractors and basin of attractions with respect to time-invariant uncertain parameters are also obtained. Results for a common Lyapunov-like function and multiple Lyapunov-like functions are given. Illustrative examples show the potential of the theoretical results in providing information on the asymptotic behavior of nonlinear dynamical switched systems. (C) 2012 Elsevier B.V. All rights reserved.

Variations in Structure Explain the Viscometric Behavior of AOT Microemulsions at Low Water/AOT Molar Ratios

The viscosity of AOT/water/decane water-in-oil microemulsions exhibits a well-known maximum as a function of water/AOT molar ratio, which is usually attributed to increased attractions among nearly spherical droplets. The maximum can be removed by adding salt or by changing the oil to CCl4. Systematic small-angle X-ray scattering (SAXS) measurements have been used to monitor the structure of the microemulsion droplets in the composition regime where the maximum appears. On increasing the droplet concentration, the scattering intensity is found to scale with the inverse of the wavevector, a behavior which is consistent with cylindrical structures. The inverse wavevector scaling is not observed when the molar ratio is changed, moving the system away from the value corresponding to the viscosity maximum. It is also not present in the scattering from systems containing enough added salt to essentially eliminate the viscosity maximum. An asymptotic analysis of the SAXS data, complemented by some quantitative modeling, is consistent with cylindrical growth of droplets as their concentration is increased. Such elongated structures are familiar from related AOT systems in which the sodium counterion has been exchanged for a divalent one. However, the results of this study suggest that the formation of non-spherical aggregates at low molar ratios is an intrinsic property of AOT.

The new class of Kummer beta generalized distributions

Ng and Kotz (1995) introduced a distribution that provides greater flexibility to extremes. We define and study a new class of distributions called the Kummer beta generalized family to extend the normal, Weibull, gamma and Gumbel distributions, among several other well-known distributions. Some special models are discussed. The ordinary moments of any distribution in the new family can be expressed as linear functions of probability weighted moments of the baseline distribution. We examine the asymptotic distributions of the extreme values. We derive the density function of the order statistics, mean absolute deviations and entropies. We use maximum likelihood estimation to fit the distributions in the new class and illustrate its potentiality with an application to a real data set.

Prevalence and clinical characteristics of urinary incontinence in elderly individuals of a low income

To estimate the prevalence of urinary incontinence (UI) in elderly individuals of low income assisted by the primary health care system in Sao Paulo, Brazil. In this community-based, observational, cross-sectional study, participants assisted by the health family program in Sao Paulo, Brazil, were sampled and interviewed face to face by questionnaire. Participants (n = 388) were selected from the collaborative program developed by the 10/66 Dementia Research Group, an International Network of investigators. Demographics, health history and a detailed assessment of UI and urinary symptoms were obtained. Prevalence of UI was calculated. Other variables included age, body mass index (BMI), duration of incontinence and characteristics of the symptoms. The association between UI and the variables was estimated using the Kruskal-Wallis test, Chi-squared test and Fisher test (depending on normality of the distribution and expected frequencies). Prevalence of UI was 38.4%. UI was more common in women than in men (50% vs. 18.3%, p < 0.001). Diabetes, obesity and hypertension were associated with UI. Almost 36.2% of the cases were of mixed incontinence, 26.8% of urge incontinence and 24.2% of stress incontinence. Men were more likely to have urge-incontinence, while women were more likely to have mixed incontinence (p = 0.001). UI is prevalent in the elderly of low income living in Sao Paulo and rates are higher than most previous studies. Chronic conditions such as hypertension, diabetes and obesity were associated with UI. (C) 2011 Elsevier Ireland Ltd. All rights reserved.

INFERENCES FOR THE CHANGE-POINT OF THE EXPONENTIATED WEIBULL HAZARD FUNCTION

In many applications of lifetime data analysis, it is important to perform inferences about the change-point of the hazard function. The change-point could be a maximum for unimodal hazard functions or a minimum for bathtub forms of hazard functions and is usually of great interest in medical or industrial applications. For lifetime distributions where this change-point of the hazard function can be analytically calculated, its maximum likelihood estimator is easily obtained from the invariance properties of the maximum likelihood estimators. From the asymptotical normality of the maximum likelihood estimators, confidence intervals can also be obtained. Considering the exponentiated Weibull distribution for the lifetime data, we have different forms for the hazard function: constant, increasing, unimodal, decreasing or bathtub forms. This model gives great flexibility of fit, but we do not have analytic expressions for the change-point of the hazard function. In this way, we consider the use of Markov Chain Monte Carlo methods to get posterior summaries for the change-point of the hazard function considering the exponentiated Weibull distribution.

Regularity at infinity of real mappings and a Morse-Sard theorem

We prove a new Morse-Sard-type theorem for the asymptotic critical values of semi-algebraic mappings and a new fibration theorem at infinity for C-2 mappings. We show the equivalence of three different types of regularity conditions which have been used in the literature in order to control the asymptotic behaviour of mappings. The central role of our picture is played by the p-regularity and its bridge toward the rho-regularity which implies topological triviality at infinity.

The local power of the gradient test

The asymptotic expansion of the distribution of the gradient test statistic is derived for a composite hypothesis under a sequence of Pitman alternative hypotheses converging to the null hypothesis at rate n(-1/2), n being the sample size. Comparisons of the local powers of the gradient, likelihood ratio, Wald and score tests reveal no uniform superiority property. The power performance of all four criteria in one-parameter exponential family is examined.

Local power and size properties of the LR, Wald, score and gradient tests in dispersion models

We derive asymptotic expansions for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of dispersion models, under a sequence of Pitman alternatives. The asymptotic distributions of these statistics are obtained for testing a subset of regression parameters and for testing the precision parameter. Based on these nonnull asymptotic expansions, the power of all four tests, which are equivalent to first order, are compared. Furthermore, in order to compare the finite-sample performance of these tests in this class of models, Monte Carlo simulations are presented. An empirical application to a real data set is considered for illustrative purposes. (C) 2012 Elsevier B.V. All rights reserved.

Lipid and glucose profiles of dairy buffaloes during lactation and dry period

The purpose of this study was to analyze the influence of lactation and dry period in the constituents of lipid and glucose metabolism of buffaloes. One hundred forty-seven samples of serum and plasma were collected between November 2009 and July 2010, from properties raising Murrah, Mediterranean and crossbred buffaloes, located in the State of Sao Paulo, Brazil. Biochemical analysis was obtained by determining the contents of serum cholesterol, triglycerides, beta-hydroxybutyrate (β-HBO), non-esterified fatty acids (NEFA) and plasma glucose. Values for arithmetic mean and standard error mean were calculated using the SAS procedure, version 9.2. Tests for normality of residuals and homogeneity of variances were performed using the SAS Guide Data Analysis. Data were analyzed by ANOVA using the SAS procedure Glimmix. The group information (Lactation), Farm and Age were used in the statistical models. Means of groups were compared using Least Square Means (LSMeans) of SAS, where significant difference was observed at P ≤ 0.05. It was possible to conclude that buffaloes during peak lactation need to metabolize body reserves to supplement the lower amounts of bloodstream lipids, when they remain in negative energy balance. In the dry period, there were significant changes in the lipid profile, characterized by decrease of nutritional requirements, with consequent improvement in the general conditions of the animals.

The Kumaraswamy Gumbel distribution

The Gumbel distribution is perhaps the most widely applied statistical distribution for problems in engineering. We propose a generalization-referred to as the Kumaraswamy Gumbel distribution-and provide a comprehensive treatment of its structural properties. We obtain the analytical shapes of the density and hazard rate functions. We calculate explicit expressions for the moments and generating function. The variation of the skewness and kurtosis measures is examined and the asymptotic distribution of the extreme values is investigated. Explicit expressions are also derived for the moments of order statistics. The methods of maximum likelihood and parametric bootstrap and a Bayesian procedure are proposed for estimating the model parameters. We obtain the expected information matrix. An application of the new model to a real dataset illustrates the potentiality of the proposed model. Two bivariate generalizations of the model are proposed.

Automatic aspect discrimination in data clustering

The attributes describing a data set may often be arranged in meaningful subsets, each of which corresponds to a different aspect of the data. An unsupervised algorithm (SCAD) that simultaneously performs fuzzy clustering and aspects weighting was proposed in the literature. However, SCAD may fail and halt given certain conditions. To fix this problem, its steps are modified and then reordered to reduce the number of parameters required to be set by the user. In this paper we prove that each step of the resulting algorithm, named ASCAD, globally minimizes its cost-function with respect to the argument being optimized. The asymptotic analysis of ASCAD leads to a time complexity which is the same as that of fuzzy c-means. A hard version of the algorithm and a novel validity criterion that considers aspect weights in order to estimate the number of clusters are also described. The proposed method is assessed over several artificial and real data sets.

Hypergraphs with many Kneser colorings

For fixed positive integers r, k and E with 1 <= l < r and an r-uniform hypergraph H, let kappa(H, k, l) denote the number of k-colorings of the set of hyperedges of H for which any two hyperedges in the same color class intersect in at least l elements. Consider the function KC(n, r, k, l) = max(H epsilon Hn) kappa(H, k, l), where the maximum runs over the family H-n of all r-uniform hypergraphs on n vertices. In this paper, we determine the asymptotic behavior of the function KC(n, r, k, l) for every fixed r, k and l and describe the extremal hypergraphs. This variant of a problem of Erdos and Rothschild, who considered edge colorings of graphs without a monochromatic triangle, is related to the Erdos-Ko-Rado Theorem (Erdos et al., 1961 [8]) on intersecting systems of sets. (C) 2011 Elsevier Ltd. All rights reserved.

SINGULARLY PERTURBED DISCOUNTED MARKOV CONTROL PROCESSES IN A GENERAL STATE SPACE

This paper studies the asymptotic optimality of discrete-time Markov decision processes (MDPs) with general state space and action space and having weak and strong interactions. By using a similar approach as developed by Liu, Zhang, and Yin [Appl. Math. Optim., 44 (2001), pp. 105-129], the idea in this paper is to consider an MDP with general state and action spaces and to reduce the dimension of the state space by considering an averaged model. This formulation is often described by introducing a small parameter epsilon > 0 in the definition of the transition kernel, leading to a singularly perturbed Markov model with two time scales. Our objective is twofold. First it is shown that the value function of the control problem for the perturbed system converges to the value function of a limit averaged control problem as epsilon goes to zero. In the second part of the paper, it is proved that a feedback control policy for the original control problem defined by using an optimal feedback policy for the limit problem is asymptotically optimal. Our work extends existing results of the literature in the following two directions: the underlying MDP is defined on general state and action spaces and we do not impose strong conditions on the recurrence structure of the MDP such as Doeblin's condition.