Influence diagnostics for linear models with first-order autoregressive elliptical errors

We introduce in this paper the class of linear models with first-order autoregressive elliptical errors. The score functions and the Fisher information matrices are derived for the parameters of interest and an iterative process is proposed for the parameter estimation. Some robustness aspects of the maximum likelihood estimates are discussed. The normal curvatures of local influence are also derived for some usual perturbation schemes whereas diagnostic graphics to assess the sensitivity of the maximum likelihood estimates are proposed. The methodology is applied to analyse the daily log excess return on the Microsoft whose empirical distributions appear to have AR(1) and heavy-tailed errors. (C) 2008 Elsevier B.V. All rights reserved.

Local Influence Analysis for Skew-Normal Linear Mixed Models

In this article, we consider local influence analysis for the skew-normal linear mixed model (SN-LMM). As the observed data log-likelihood associated with the SN-LMM is intractable, Cook`s well-known approach cannot be applied to obtain measures of local influence. Instead, we develop local influence measures following the approach of Zhu and Lee (2001). This approach is based on the use of an EM-type algorithm and is measurement invariant under reparametrizations. Four specific perturbation schemes are discussed. Results obtained for a simulated data set and a real data set are reported, illustrating the usefulness of the proposed methodology.

Skew-normal linear calibration: a Bayesian perspective

In this paper, we present a Bayesian approach for estimation in the skew-normal calibration model, as well as the conditional posterior distributions which are useful for implementing the Gibbs sampler. Data transformation is thus avoided by using the methodology proposed. Model fitting is implemented by proposing the asymmetric deviance information criterion, ADIC, a modification of the ordinary DIC. We also report an application of the model studied by using a real data set, related to the relationship between the resistance and the elasticity of a sample of concrete beams. Copyright (C) 2008 John Wiley & Sons, Ltd.

Local solvability for a class of evolution equations

Motivated by the celebrated example of Y. Kannai of a linear partial differential operator which is hypoelliptic but not locally solvable, we consider it class of evolution operators with real-analytic coefficients and study their local solvability both in L(2) and in the weak sense. In order to do so we are led to propose a generalization of the Nirenberg-Treves condition (psi) which is suitable to our study. (C) 2009 Published by Elsevier Inc.

ENO adaptive method for solving one-dimensional conservation laws

In this work an efficient third order non-linear finite difference scheme for solving adaptively hyperbolic systems of one-dimensional conservation laws is developed. The method is based oil applying to the solution of the differential equation an interpolating wavelet transform at each time step, generating a multilevel representation for the solution, which is thresholded and a sparse point representation is generated. The numerical fluxes obtained by a Lax-Friedrichs flux splitting are evaluated oil the sparse grid by an essentially non-oscillatory (ENO) approximation, which chooses the locally smoothest stencil among all the possibilities for each point of the sparse grid. The time evolution of the differential operator is done on this sparse representation by a total variation diminishing (TVD) Runge-Kutta method. Four classical examples of initial value problems for the Euler equations of gas dynamics are accurately solved and their sparse solutions are analyzed with respect to the threshold parameters, confirming the efficiency of the wavelet transform as an adaptive grid generation technique. (C) 2008 IMACS. Published by Elsevier B.V. All rights reserved.

Locally nilpotent groups of units in tiled rings

We consider locally nilpotent subgroups of units in basic tiled rings A, over local rings O which satisfy a weak commutativity condition. Tiled rings are generalizations of both tiled orders and incidence rings. If, in addition, O is Artinian then we give a complete description of the maximal locally nilpotent subgroups of the unit group of A up to conjugacy. All of them are both nilpotent and maximal Engel. This generalizes our description of such subgroups of upper-triangular matrices over O given in M. Dokuchaev, V. Kirichenko, and C. Polcino Milies (2005) [3]. (C) 2010 Elsevier Inc. All rights reserved.

Flexibility and inhibitor binding in Cdc25 phosphatases

Cdc25 phosphatases involved in cell cycle checkpoints are now active targets for the development of anti-cancer therapies. Rational drug design would certainly benefit from detailed structural information for Cdc25s. However, only apo- or sulfate-bound crystal structures of the Cdc25 catalytic domain have been described so far. Together with previously available crystalographic data, results from molecular dynamics simulations, bioinformatic analysis, and computer-generated conformational ensembles shown here indicate that the last 30-40 residues in the C-terminus of Cdc25B are partially unfolded or disordered in solution. The effect of C-terminal flexibility upon binding of two potent small molecule inhibitors to Cdc25B is then analyzed by using three structural models with variable levels of flexibility, including an equilibrium distributed ensemble of Cdc25B backbone conformations. The three Cdc25B structural models are used in combination with flexible docking, clustering, and calculation of binding free energies by the linear interaction energy approximation to construct and validate Cdc25B-inhibitor complexes. Two binding sites are identified on top and beside the Cdc25B active site. The diversity of interaction modes found increases with receptor flexibility. Backbone flexibility allows the formation of transient cavities or compact hydrophobic units on the surface of the stable, folded protein core that are unexposed or unavailable for ligand binding in rigid and densely packed crystal structures. The present results may help to speculate on the mechanisms of small molecule complexation to partially unfolded or locally disordered proteins.

Protein Adsorption onto Polyelectrolyte Layers: Effects of Protein Hydrophobicity and Charge Anisotropy

Ellipsometry was used to investigate the influence of ionic strength (I) and pH on the adsorption of bovine serum albumin (BSA) or beta-lactoglobulin (BLG) onto preabsorbed layers of two polycations: poly(diallyldimethylammonium chloride) (PDADMAC) or poly(4-vinylpyridine bromide) quaternized with linear aliphatic chains of two (QPVP-C2) or five (QPVP-C5) carbons. Comparisons among results for the three polycations reveal hydrophobic interactions, while comparisons between BSA and BLG-proteins of very similar isoelectric points (pI)-indicate the importance of protein charge anisotropy. At pH close to pI, the ionic strength dependence of the adsorbed amount of protein (Gamma) displayed maxima in the range 10 < I < 25 mM corresponding to Debye lengths close to the protein radii. Visualization of protein charge by Delphi suggested that these ionic strength conditions corresponded to suppression of long-range repulsion between polycations and protein positive domains, without diminution of short-range attraction between polycation segments and locally negative protein domains, in a manner similar to the behavior of PE-protein complexes in solution.(1-4) This description was consistent with the disappearance of the maxima at pH either above or below pI. In the former case, Gamma values decrease exponentially with I(1/2), due to screening of attractions, while in the latter case adsorption of both proteins decreased at low I due to strong repulsion. Close to or below pI both proteins adsorbed more strongly onto QPVP-C5 than onto QPVP-C2 or PDADMAC due to hydrophobic interactions with the longer alkyl group. Above pI, the adsorption was more pronounced with PDADMAC because these chains may assume more loosely bound layers due to lower linear charge density.

Analytical Assessment of a Home Made Capillary Electrophoresis Equipment with Linear Charge Coupled Device for Visible Light Absorption Detection in the Determination of Food Dyes

The performance of modular home made capillary electrophoresis equipment with spectrophotometric detection, at a visible region by means of a miniaturized linear charge coupled device, was evaluated for the determination of four food dyes. This system presents a simple but efficient home made cell detection scheme. A computer program that converts the spectral data after each run into the electropherograms was developed to evaluate the analytical parameters. The dyes selected for analytical evaluation of the system were Brilliant Blue FCF, Fast Green FCF, Sunset Yellow FCF, and Amaranth. Separation was carried out in a 29cm length and 75 mu m I.D fused silica capillary, using 10mmolL-1 borate buffer at pH 9, with separation voltage of 7.5kV. The detection limits for the dyes were between 0.3 and 1.5mgL-1 and the method presented adequate linearity over the ranges studied, with correlation coefficients greater than 0.99. The method was applied for determination and quantification of these dyes in fruit juices and candies.