Local influence for Student-t partially linear models

In this paper we extend partial linear models with normal errors to Student-t errors Penalized likelihood equations are applied to derive the maximum likelihood estimates which appear to be robust against outlying observations in the sense of the Mahalanobis distance In order to study the sensitivity of the penalized estimates under some usual perturbation schemes in the model or data the local influence curvatures are derived and some diagnostic graphics are proposed A motivating example preliminary analyzed under normal errors is reanalyzed under Student-t errors The local influence approach is used to compare the sensitivity of the model estimates (C) 2010 Elsevier B V All rights reserved

On estimation and influence diagnostics for the Grubbs` model under heavy-tailed distributions

The Grubbs` measurement model is frequently used to compare several measuring devices. It is common to assume that the random terms have a normal distribution. However, such assumption makes the inference vulnerable to outlying observations, whereas scale mixtures of normal distributions have been an interesting alternative to produce robust estimates, keeping the elegancy and simplicity of the maximum likelihood theory. The aim of this paper is to develop an EM-type algorithm for the parameter estimation, and to use the local influence method to assess the robustness aspects of these parameter estimates under some usual perturbation schemes, In order to identify outliers and to criticize the model building we use the local influence procedure in a Study to compare the precision of several thermocouples. (C) 2008 Elsevier B.V. All rights reserved.

UNIFORM DISSIPATIVENESS, ROBUST SYNCHRONIZATION AND LOCATION OF THE ATTRACTOR OF PARAMETRIZED NONAUTONOMOUS DISCRETE SYSTEMS

In this series of papers, we study issues related to the synchronization of two coupled chaotic discrete systems arising from secured communication. The first part deals with uniform dissipativeness with respect to parameter variation via the Liapunov direct method. We obtain uniform estimates of the global attractor for a general discrete nonautonomous system, that yields a uniform invariance principle in the autonomous case. The Liapunov function is allowed to have positive derivative along solutions of the system inside a bounded set, and this reduces substantially the difficulty of constructing a Liapunov function for a given system. In particular, we develop an approach that incorporates the classical Lagrange multiplier into the Liapunov function method to naturally extend those Liapunov functions from continuous dynamical system to their discretizations, so that the corresponding uniform dispativeness results are valid when the step size of the discretization is small. Applications to the discretized Lorenz system and the discretization of a time-periodic chaotic system are given to illustrate the general results. We also show how to obtain uniform estimation of attractors for parametrized linear stable systems with nonlinear perturbation.

Robust inference in an heteroscedastic measurement error model

In this paper we deal with robust inference in heteroscedastic measurement error models Rather than the normal distribution we postulate a Student t distribution for the observed variables Maximum likelihood estimates are computed numerically Consistent estimation of the asymptotic covariance matrices of the maximum likelihood and generalized least squares estimators is also discussed Three test statistics are proposed for testing hypotheses of interest with the asymptotic chi-square distribution which guarantees correct asymptotic significance levels Results of simulations and an application to a real data set are also reported (C) 2009 The Korean Statistical Society Published by Elsevier B V All rights reserved

Per capita versus adult-equivalent estimates of calorie availability in household budget surveys

This study aims to estimate an adult-equivalent scale for calorie requirements and to determine the differences between adult-equivalent and per capita measurements of calorie availability in the Brazilian population. The study used data from the 2002-2003 Brazilian Household Budget Survey. The calorie requirement for a reference adult individual was based on the mean requirements for adult males and females (2,550kcal/day). The conversion factors were defined as the ratios between the calorie requirements for each age group and gender and that of the reference adult. The adult-equivalent calorie availability levels were higher than the per capita levels, with the largest differences in rural and low-income households. Differences in household calorie availability varied from 22kcal/day (households with adults and an adolescent) to 428kcal/day (households with elderly individuals), thus showing that per capital measurements can underestimate the real calorie availability, since they overlook differences in household composition.

Acurácia, precisão e robustez das estimativas da digestibilidade aparente da matéria seca determinada com o uso de indicadores em ovinos

O objetivo foi avaliar a acurácia, precisão e robustez das estimativas da digestibilidade aparente da matéria seca obtidas utilizando-se como indicadores fibra em detergente ácido indigestível (FDAi), fibra em detergente neutro (FDNi) indigestível, lignina em detergente ácido (LDA), LDA indigestível (LDAi) e óxido crômico em comparação ao método de coleta total de fezes. Dezoito ovinos (56,5 ± 4,6 kg PV) foram designados aleatoriamente a dietas compostas de 25, 50 ou 75% de concentrado e feno de Coast cross por 25 dias. As fezes foram coletadas por cinco dias para determinação da digestibilidade aparente da MS. As amostras de alimentos e fezes foram incubadas no rúmen de três bovinos por 144 horas, para obtenção das frações indigestíveis. Óxido crômico foi administrado a 4,0 g/animal/dia. A acurácia foi avaliada pela comparação do viés médio (DAMS predito - DAMS observado) entre os indicadores; a precisão, por meio da raiz quadrada do erro de predição e do erro residual; e a robustez, pelo estudo da regressão entre o viés e o consumo de matéria seca, o nível de concentrado e o peso vivo. A recuperação fecal e a acurácia das estimativas da digestibilidade aparente da MS foram maiores para FDAi, seguida pela FDNi, LDAi, pelo óxido crômico e depois pela lignina em detergente ácido. O viés linear foi significativo apenas para FDAi, FDNi e LDAi. O uso de óxido crômico permitiu estimativas mais precisas da digestibilidade aparente da MS. Todos os indicadores foram robustos quanto à variação no consumo de matéria seca e apenas LDAi e óxido crômico foram robustos quanto aos níveis de concentrado na dieta. O óxido crômico não foi robusto quando houve variação no peso vivo animal. Assim, a FDAi é o indicador mais recomendado na estimativa da digestibilidade aparente da MS em ovinos quando o objetivo é comparar aos dados da literatura, enquanto o óxido crômico é mais recomendado quando o objetivo é comparar tratamentos dentro de um mesmo experimento.

Trajectory Sensitivity Method and Master-Slave Synchronization to Estimate Parameters of Nonlinear Systems

A combination of trajectory sensitivity method and master-slave synchronization was proposed to parameter estimation of nonlinear systems. It was shown that master-slave coupling increases the robustness of the trajectory sensitivity algorithm with respect to the initial guess of parameters. Since synchronization is not a guarantee that the estimation process converges to the correct parameters, a conditional test that guarantees that the new combined methodology estimates the true values of parameters was proposed. This conditional test was successfully applied to Lorenz's and Chua's systems, and the proposed parameter estimation algorithm has shown to be very robust with respect to parameter initial guesses and measurement noise for these examples. Copyright (C) 2009 Elmer P. T. Cari et al.

Genetic trend estimates of meat quality traits in a male broiler line

The present research was conducted to estimate the genetic trends for meat quality traits in a male broiler line. The traits analyzed were initial pH, pH at 6 h after slaughter, final pH, initial range of falling pH, final range of falling pH, lightness, redness, yellowness, weep loss, drip loss, shrink loss, and shear force. The number of observations varied between 618 and 2125 for each trait. Genetic values were obtained by restricted maximum likelihood, and the numerator relationship matrix had 107,154 animals. The genetic trends were estimated by regression of the broiler average genetic values with respect to unit of time (generations), and the average genetic trend was estimated by regression coefficients. Generally, for the traits analyzed, small genetic trends were obtained, except for drip loss and shear force, which were higher. The small magnitude of the trends found could be a consequence of the absence of selection for meat quality traits in the line analyzed. The estimates of genetic trends obtained were an indication of an improvement in the meat quality traits in the line analyzed, except for drip loss.

Multi-trait and random regression mature weight heritability and breeding value estimates in Nelore cattle

Mature weight breeding values were estimated using a multi-trait animal model (MM) and a random regression animal model (RRM). Data consisted of 82 064 weight records from 8 145 animals, recorded from birth to eight years of age. Weights at standard ages were considered in the MM. All models included contemporary groups as fixed effects, and age of dam (linear and quadratic effects) and animal age as covariates. In the RRM, mean trends were modelled through a cubic regression on orthogonal polynomials of animal age and genetic maternal and direct and maternal permanent environmental effects were also included as random. Legendre polynomials of orders 4, 3, 6 and 3 were used for animal and maternal genetic and permanent environmental effects, respectively, considering five classes of residual variances. Mature weight (five years) direct heritability estimates were 0.35 (MM) and 0.38 (RRM). Rank correlation between sires' breeding values estimated by MM and RRM was 0.82. However, selecting the top 2% (12) or 10% (62) of the young sires based on the MM predicted breeding values, respectively 71% and 80% of the same sires would be selected if RRM estimates were used instead. The RRM modelled the changes in the (co) variances with age adequately and larger breeding value accuracies can be expected using this model.

Estimates of genetic trend for carcass traits in a commercial broiler line

Data from the slaughter of 24,001 chickens that were part of a selection program for the production of commercial broilers were used to estimate genetic trend for absolute carcass (CW), breast meat (BRW), and leg (LW) weights, and relative carcass (CY), breast meat (BRY), and leg (LY) weights. The components of (co) variance and breeding values of individuals were obtained by the restricted maximum likelihood method applied to animal models. The relationship matrix was composed of 132,442 birds. The models included as random effects, maternal additive genetic and permanent environmental for CW, BRW, LW, CY, and BRY, and only maternal permanent environmental for LY, besides the direct additive genetic and residual effects, and as fixed effects, hatch week, parents' mating group and sex. The estimates of genetic trend were obtained by average regression of breeding value on generation, and the average genetic trend was estimated by regression coefficients. The genetic trends for CW (+ 6.0336 g/generation), BRW (+ 3.6723 g/generation), LW (+ 1.5846 g/generation), CY (+ 0.1195%/generation), and BRY (+ 0.1388%/generation) were positive, and they were in accordance with the objectives of the selection program for these traits. The genetic trend for LY(-0.0019%/generation) was negative, possibly due to the strong emphasis on selection for BRY and the negative correlations between these two traits.

[O/Fe] ESTIMATES FOR CARBON-ENHANCED METAL-POOR STARS FROM NEAR-INFRARED SPECTROSCOPY

We report on oxygen abundances determined from medium-resolution near-infrared spectroscopy for a sample of 57 carbon-enhanced metal-poor (CEMP) stars selected from the Hamburg/ESO Survey. The majority of our program stars exhibit oxygen-to-iron ratios in the range +0.5 < [O/Fe]< + 2.0. The [O/Fe] values for this sample are statistically compared to available high-resolution estimates for known CEMP stars as well as to high-resolution estimates for a set of carbon-normal metal-poor stars. Carbon, nitrogen, and oxygen abundance patterns for a sub-sample of these stars are compared to yield predictions for very metal-poor asymptotic giant branch (AGB) abundances in the recent literature. We find that the majority of our sample exhibit patterns that are consistent with previously studied CEMP stars having s-process-element enhancements and thus have very likely been polluted by carbon- and oxygen-enhanced material transferred from a metal-poor AGB companion.

Robust relations between CCN and the vertical evolution of cloud drop size distribution in deep convective clouds

In-situ measurements in convective clouds (up to the freezing level) over the Amazon basin show that smoke from deforestation fires prevents clouds from precipitating until they acquire a vertical development of at least 4 km, compared to only 1-2 km in clean clouds. The average cloud depth required for the onset of warm rain increased by similar to 350 m for each additional 100 cloud condensation nuclei per cm(3) at a super-saturation of 0.5% (CCN0.5%). In polluted clouds, the diameter of modal liquid water content grows much slower with cloud depth (at least by a factor of similar to 2), due to the large number of droplets that compete for available water and to the suppressed coalescence processes. Contrary to what other studies have suggested, we did not observe this effect to reach saturation at 3000 or more accumulation mode particles per cm(3). The CCN0.5% concentration was found to be a very good predictor for the cloud depth required for the onset of warm precipitation and other microphysical factors, leaving only a secondary role for the updraft velocities in determining the cloud drop size distributions. The effective radius of the cloud droplets (r(e)) was found to be a quite robust parameter for a given environment and cloud depth, showing only a small effect of partial droplet evaporation from the cloud's mixing with its drier environment. This supports one of the basic assumptions of satellite analysis of cloud microphysical processes: the ability to look at different cloud top heights in the same region and regard their r(e) as if they had been measured inside one well developed cloud. The dependence of r(e) on the adiabatic fraction decreased higher in the clouds, especially for cleaner conditions, and disappeared at r(e)>=similar to 10 mu m. We propose that droplet coalescence, which is at its peak when warm rain is formed in the cloud at r(e)=similar to 10 mu m, continues to be significant during the cloud's mixing with the entrained air, cancelling out the decrease in r(e) due to evaporation.

Dynamical estimates of chaotic systems from Poincare recurrences

We show a function that fits well the probability density of return times between two consecutive visits of a chaotic trajectory to finite size regions in phase space. It deviates from the exponential statistics by a small power-law term, a term that represents the deterministic manifestation of the dynamics. We also show how one can quickly and easily estimate the Kolmogorov-Sinai entropy and the short-term correlation function by realizing observations of high probable returns. Our analyses are performed numerically in the Henon map and experimentally in a Chua's circuit. Finally, we discuss how our approach can be used to treat the data coming from experimental complex systems and for technological applications. (C) 2009 American Institute of Physics. [doi: 10.1063/1.3263943]

Robust STATCOM control for the stabilisation of fixed-speed wind turbines during low voltages

This paper presents a robust voltage control scheme for fixed-speed wind generators using a static synchronous compensator (STATCOM) controller. To enable a linear and robust control framework with structured uncertainty, the overall system is represented by a linear part plus a nonlinear part that covers an operating range of interest required to ensure stability during severe low voltages. The proposed methodology is flexible and readily applicable to larger wind farms of different configurations. The performance of the control strategy is demonstrated on a two area test system. Large disturbance simulations demonstrate that the proposed controller enhances voltage stability as well as transient stability of induction generators during low voltage ride through (LVRT) transients and thus enhances the LVRT capability. (C) 2011 Elsevier Ltd. All rights reserved.

Robust state prediction for descriptor systems

This paper deals with the problem of state prediction for descriptor systems subject to bounded uncertainties. The problem is stated in terms of the optimization of an appropriate quadratic functional. This functional is well suited to derive not only the robust predictor for descriptor systems but also that for usual state-space systems. Numerical examples are included in order to demonstrate the performance of this new filter. (C) 2008 Elsevier Ltd. All rights reserved.