Robust modeling using the generalized epsilon-skew-t distribution

In this paper, an alternative skew Student-t family of distributions is studied. It is obtained as an extension of the generalized Student-t (GS-t) family introduced by McDonald and Newey [10]. The extension that is obtained can be seen as a reparametrization of the skewed GS-t distribution considered by Theodossiou [14]. A key element in the construction of such an extension is that it can be stochastically represented as a mixture of an epsilon-skew-power-exponential distribution [1] and a generalized-gamma distribution. From this representation, we can readily derive theoretical properties and easy-to-implement simulation schemes. Furthermore, we study some of its main properties including stochastic representation, moments and asymmetry and kurtosis coefficients. We also derive the Fisher information matrix, which is shown to be nonsingular for some special cases such as when the asymmetry parameter is null, that is, at the vicinity of symmetry, and discuss maximum-likelihood estimation. Simulation studies for some particular cases and real data analysis are also reported, illustrating the usefulness of the extension considered.

Robust statistical modeling using the Birnbaum-Saunders-t distribution applied to insurance

In this paper, we carry out robust modeling and influence diagnostics in Birnbaum-Saunders (BS) regression models. Specifically, we present some aspects related to BS and log-BS distributions and their generalizations from the Student-t distribution, and develop BS-t regression models, including maximum likelihood estimation based on the EM algorithm and diagnostic tools. In addition, we apply the obtained results to real data from insurance, which shows the uses of the proposed model. Copyright (c) 2011 John Wiley & Sons, Ltd.

A Robust Structural PGN Model for Control of Cell-Cycle Progression Stabilized by Negative Feedbacks

The cell division cycle comprises a sequence of phenomena controlled by a stable and robust genetic network. We applied a probabilistic genetic network (PGN) to construct a hypothetical model with a dynamical behavior displaying the degree of robustness typical of the biological cell cycle. The structure of our PGN model was inspired in well-established biological facts such as the existence of integrator subsystems, negative and positive feedback loops, and redundant signaling pathways. Our model represents genes interactions as stochastic processes and presents strong robustness in the presence of moderate noise and parameters fluctuations. A recently published deterministic yeast cell-cycle model does not perform as well as our PGN model, even upon moderate noise conditions. In addition, self stimulatory mechanisms can give our PGN model the possibility of having a pacemaker activity similar to the observed in the oscillatory embryonic cell cycle.

Pair approximation for a model of vertical and horizontal transmission of parasites.

We apply Stochastic Dynamics method for a differential equations model, proposed by Marc Lipsitch and collaborators (Proc. R. Soc. Lond. B 260, 321, 1995), for which the transmission dynamics of parasites occurs from a parent to its offspring (vertical transmission), and by contact with infected host (horizontal transmission). Herpes, Hepatitis and AIDS are examples of diseases for which both horizontal and vertical transmission occur simultaneously during the virus spreading. Understanding the role of each type of transmission in the infection prevalence on a susceptible host population may provide some information about the factors that contribute for the eradication and/or control of those diseases. We present a pair mean-field approximation obtained from the master equation of the model. The pair approximation is formed by the differential equations of the susceptible and infected population densities and the differential equations of pairs that contribute to the former ones. In terms of the model parameters, we obtain the conditions that lead to the disease eradication, and set up the phase diagram based on the local stability analysis of fixed points. We also perform Monte Carlo simulations of the model on complete graphs and Erdös-Rényi graphs in order to investigate the influence of population size and neighborhood on the previous mean-field results; by this way, we also expect to evaluate the contribution of vertical and horizontal transmission on the elimination of parasite. Pair Approximation for a Model of Vertical and Horizontal Transmission of Parasites.