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.

Bayesian nonlinear regression models with scale mixtures of skew-normal distributions: Estimation and case influence diagnostics

The purpose of this paper is to develop a Bayesian analysis for nonlinear regression models under scale mixtures of skew-normal distributions. This novel class of models provides a useful generalization of the symmetrical nonlinear regression models since the error distributions cover both skewness and heavy-tailed distributions such as the skew-t, skew-slash and the skew-contaminated normal distributions. The main advantage of these class of distributions is that they have a nice hierarchical representation that allows the implementation of Markov chain Monte Carlo (MCMC) methods to simulate samples from the joint posterior distribution. In order to examine the robust aspects of this flexible class, against outlying and influential observations, we present a Bayesian case deletion influence diagnostics based on the Kullback-Leibler divergence. Further, some discussions on the model selection criteria are given. The newly developed procedures are illustrated considering two simulations study, and a real data previously analyzed under normal and skew-normal nonlinear regression models. (C) 2010 Elsevier B.V. All rights reserved.

Robust linear mixed models with skew-normal independent distributions from a Bayesian perspective

Linear mixed models were developed to handle clustered data and have been a topic of increasing interest in statistics for the past 50 years. Generally. the normality (or symmetry) of the random effects is a common assumption in linear mixed models but it may, sometimes, be unrealistic, obscuring important features of among-subjects variation. In this article, we utilize skew-normal/independent distributions as a tool for robust modeling of linear mixed models under a Bayesian paradigm. The skew-normal/independent distributions is an attractive class of asymmetric heavy-tailed distributions that includes the skew-normal distribution, skew-t, skew-slash and the skew-contaminated normal distributions as special cases, providing an appealing robust alternative to the routine use of symmetric distributions in this type of models. The methods developed are illustrated using a real data set from Framingham cholesterol study. (C) 2009 Elsevier B.V. All rights reserved.

Fragment mass distributions in the fission of heavy nuclei by intermediate- and high-energy probes

Recent experiments have shown that the multimode approach for describing the fission process is compatible with the observed results. Asystematic analysis of the parameters obtained by fitting the fission-fragment mass distribution to the spontaneous and low-energy data has shown that the values for those parameters present a smooth dependence upon the nuclear mass number. In this work, a new methodology is introduced for studying fragment mass distributions through the multimode approach. It is shown that for fission induced by energetic probes (E > 30 MeV) the mass distribution of the fissioning nuclei produced during the intranuclear cascade and evaporation processes must be considered in order to have a realistic description of the fission process. The method is applied to study (208)Pb, (238)U, (239)Np and (241)Am fission induced by protons or photons.

Polar organic marker compounds in atmospheric aerosols during the LBA-SMOCC 2002 biomass burning experiment in Rondonia, Brazil: sources and source processes, time series, diel variations and size distributions

Measurements of polar organic marker compounds were performed on aerosols that were collected at a pasture site in the Amazon basin (Rondonia, Brazil) using a high-volume dichotomous sampler (HVDS) and a Micro-Orifice Uniform Deposit Impactor (MOUDI) within the framework of the 2002 LBA-SMOCC (Large-Scale Biosphere Atmosphere Experiment in Amazonia - Smoke Aerosols, Clouds, Rainfall, and Climate: Aerosols From Biomass Burning Perturb Global and Regional Climate) campaign. The campaign spanned the late dry season (biomass burning), a transition period, and the onset of the wet season (clean conditions). In the present study a more detailed discussion is presented compared to previous reports on the behavior of selected polar marker compounds, including levoglucosan, malic acid, isoprene secondary organic aerosol (SOA) tracers and tracers for fungal spores. The tracer data are discussed taking into account new insights that recently became available into their stability and/or aerosol formation processes. During all three periods, levoglucosan was the most dominant identified organic species in the PM(2.5) size fraction of the HVDS samples. In the dry period levoglucosan reached concentrations of up to 7.5 mu g m(-3) and exhibited diel variations with a nighttime prevalence. It was closely associated with the PM mass in the size-segregated samples and was mainly present in the fine mode, except during the wet period where it peaked in the coarse mode. Isoprene SOA tracers showed an average concentration of 250 ng m(-3) during the dry period versus 157 ng m(-3) during the transition period and 52 ng m(-3) during the wet period. Malic acid and the 2-methyltetrols exhibited a different size distribution pattern, which is consistent with different aerosol formation processes (i.e., gas-to-particle partitioning in the case of malic acid and heterogeneous formation from gas-phase precursors in the case of the 2-methyltetrols). The 2-methyltetrols were mainly associated with the fine mode during all periods, while malic acid was prevalent in the fine mode only during the dry and transition periods, and dominant in the coarse mode during the wet period. The sum of the fungal spore tracers arabitol, mannitol, and erythritol in the PM(2.5) fraction of the HVDS samples during the dry, transition, and wet periods was, on average, 54 ng m(-3), 34 ng m(-3), and 27 ng m(-3), respectively, and revealed minor day/night variation. The mass size distributions of arabitol and mannitol during all periods showed similar patterns and an association with the coarse mode, consistent with their primary origin. The results show that even under the heavy smoke conditions of the dry period a natural background with contributions from bioaerosols and isoprene SOA can be revealed. The enhancement in isoprene SOA in the dry season is mainly attributed to an increased acidity of the aerosols, increased NO(x) concentrations and a decreased wet deposition.

Heavy quark production in deep inelastic electron-nucleus scattering

Heavy quark production has been very well studied over the last years both theoretically and experimentally. Theory has been used to study heavy quark production in ep collisions at HERA, in pp collisions at Tevatron and RHIC, in pA and dA collisions at RHIC, and in AA collisions at CERN-SPS and RHIC. However, to the best of our knowledge, heavy quark production in eA has received almost no attention. With the possible construction of a high energy electron-ion collider, updated estimates of heavy quark production are needed. We address the subject from the perspective of saturation physics and compute the heavy quark production cross section with the dipole model. We isolate shadowing and nonlinear effects, showing their impact on the charm structure function and on the transverse momentum spectrum.

Microscopic origin of non-Gaussian distributions of financial returns

In this paper we study the possible microscopic origin of heavy-tailed probability density distributions for the price variation of financial instruments. We extend the standard log-normal process to include another random component in the so-called stochastic volatility models. We study these models under an assumption, akin to the Born-Oppenheimer approximation, in which the volatility has already relaxed to its equilibrium distribution and acts as a background to the evolution of the price process. In this approximation, we show that all models of stochastic volatility should exhibit a scaling relation in the time lag of zero-drift modified log-returns. We verify that the Dow-Jones Industrial Average index indeed follows this scaling. We then focus on two popular stochastic volatility models, the Heston and Hull-White models. In particular, we show that in the Hull-White model the resulting probability distribution of log-returns in this approximation corresponds to the Tsallis (t-Student) distribution. The Tsallis parameters are given in terms of the microscopic stochastic volatility model. Finally, we show that the log-returns for 30 years Dow Jones index data is well fitted by a Tsallis distribution, obtaining the relevant parameters. (c) 2007 Elsevier B.V. All rights reserved.

Spallation product distributions and neutron multiplicities for accelerator-driven system using the CRISP code

Neutron multiplicities for several targets and spallation products of proton-induced reactions in thin targets of interest to an accelerator-driven system obtained with the CRISP code have been reported. This code is a Monte Carlo calculation that simulates the intranuclear cascade and evaporationl fission competition processes. Results are compared with experimental data, and agreement between each other can be considered quite satisfactory in a very broad energy range of incitant particles and different targets.

Effect on the heavy-ion fusion and elastic scattering cross sections of common approximations assumed in coupled-channel calculations

We study the effects of several approximations commonly used in coupled-channel analyses of fusion and elastic scattering cross sections. Our calculations are performed considering couplings to inelastic states in the context of the frozen approximation, which is equivalent to the coupled-channel formalism when dealing with small excitation energies. Our findings indicate that, in some cases, the effect of the approximations on the theoretical cross sections can be larger than the precision of the experimental data.

A new class of survival regression models with heavy-tailed errors: robustness and diagnostics

Birnbaum-Saunders models have largely been applied in material fatigue studies and reliability analyses to relate the total time until failure with some type of cumulative damage. In many problems related to the medical field, such as chronic cardiac diseases and different types of cancer, a cumulative damage caused by several risk factors might cause some degradation that leads to a fatigue process. In these cases, BS models can be suitable for describing the propagation lifetime. However, since the cumulative damage is assumed to be normally distributed in the BS distribution, the parameter estimates from this model can be sensitive to outlying observations. In order to attenuate this influence, we present in this paper BS models, in which a Student-t distribution is assumed to explain the cumulative damage. In particular, we show that the maximum likelihood estimates of the Student-t log-BS models attribute smaller weights to outlying observations, which produce robust parameter estimates. Also, some inferential results are presented. In addition, based on local influence and deviance component and martingale-type residuals, a diagnostics analysis is derived. Finally, a motivating example from the medical field is analyzed using log-BS regression models. Since the parameter estimates appear to be very sensitive to outlying and influential observations, the Student-t log-BS regression model should attenuate such influences. The model checking methodologies developed in this paper are used to compare the fitted models.

Drag reduction by polyethylene glycol in the tail arterial bed of normotensive and hypertensive rats

This study was designed to evaluate the effect of drag reducer polymers (DRP) on arteries from normotensive (Wistar) and spontaneously hypertensive rats (SHR). Polyethylene glycol (PEG 4000 at 5000 ppm) was perfused in the tail arterial bed with (E+) and without endothelium (E-) from male, adult Wistar (N = 14) and SHR (N = 13) animals under basal conditions (constant flow at 2.5 mL/min). In these preparations, flow-pressure curves (1.5 to 10 mL/min) were constructed before and 1 h after PEG 4000 perfusion. Afterwards, the tail arterial bed was fixed and the internal diameters of the arteries were then measured by microscopy and drag reduction was assessed based on the values of wall shear stress (WSS) by computational simulation. In Wistar and SHR groups, perfusion of PEG 4000 significantly reduced pulsatile pressure (Wistar/E+: 17.5 ± 2.8; SHR/E+: 16.3 ± 2.7%), WSS (Wistar/E+: 36; SHR/E+: 40%) and the flow-pressure response. The E- reduced the effects of PEG 4000 on arteries from both groups, suggesting that endothelial damage decreased the effect of PEG 4000 as a DRP. Moreover, the effects of PEG 4000 were more pronounced in the tail arterial bed from SHR compared to Wistar rats. In conclusion, these data demonstrated for the first time that PEG 4000 was more effective in reducing the pressure-flow response as well as WSS in the tail arterial bed of hypertensive than of normotensive rats and these effects were amplified by, but not dependent on, endothelial integrity. Thus, these results show an additional mechanism of action of this polymer besides its mechanical effect through the release and/or bioavailability of endothelial factors.

Heavy metal concentrations in soils from a remote oceanic island, Fernando de Noronha, Brazil

This paper examines the role of parent rock, pedogenetic processes and airborne pollution in heavy metal accumulation in soils from a remote oceanic island, Fernando de Noronha, Brazil. We studied five soil profiles developed from different volcanic rocks. Mineralogical composition and total concentrations of major and trace elements were determined in 43 samples. The obtained concentrations range for heavy metals were: Co: 26-261 ppm; Cu: 35-97 ppm; Cr: 350-1446 ppm; Ni: 114-691 ppm; Zn: 101-374 ppm; Hg: 2-150 ppb. The composition of soils is strongly affected by the geochemical character of the parent rock. Pedogenesis appears to be responsible for the accumulation of Zn, Co, and, to a lesser extent, of Ni and Cu, in the upper, Mn- and organic carbon-enriched horizons of the soil profiles. Pedogenic influence may also explain the relationship observed between Cr and the Fe. Hg is likely to have been added to the soil profile by long-range atmospheric transport. Its accumulation in the topsoil was further favoured by the formation of stable complexes with organic matter. Clay minerals do not appear to play an important role in the fixation of heavy metals.

Geographical and seasonal distributions of the seedeaters Sporophila bouvreuil and Sporophila pileata (aves: Emberizidae)

Many species in the genus Sporophila are migratory. Migration patterns, while poorly studied, may be influenced by seed production which can be very seasonal in some regions. The distribution of S. bouvreuil extends from the Amazon and Suriname south through a large part of the open regions of Brazil. Sporophila pileata, on the other hand, is found in southeastern and southern Brazil as well as Argentina and Paraguay. Both of these species migrate, but their movement patterns are poorly known. To better understand the geographical and the seasonal distributions of S. bouvreuil and S. pileata, we grouped the records into two categories: the breeding season (September to March) and the putative migration season (April to August). We found two areas of sympatry between S. bouvreuil and S. pileata in the Brazilian states of Minas Gerais and São Paulo. For S. bouvreuil we suggest that populations that breed in the Amazon migrate to the Cerrado or Caatinga, where they will encounter resident populations of the same species. These resident populations may take part in short distance migrations. Sporophila pileata, on the other hand, occur in the Cerrado and open areas within the Atlantic Forest and it is not yet possible to determine migratory tendencies or destinations in the non-breeding season.

UNIQUENESS AND NONUNIQUENESS RESULTS FOR A CERTAIN CLASS OF ALMOST PERIODIC DISTRIBUTIONS

We consider distributions u is an element of S'(R) of the form u(t) = Sigma(n is an element of N) a(n)e(i lambda nt), where (a(n))(n is an element of N) subset of C and Lambda = (lambda n)(n is an element of N) subset of R have the following properties: (a(n))(n is an element of N) is an element of s', that is, there is a q is an element of N such that (n(-q) a(n))(n is an element of N) is an element of l(1); for the real sequence., there are n(0) is an element of N, C > 0, and alpha > 0 such that n >= n(0) double right arrow vertical bar lambda(n)vertical bar >= Cn(alpha). Let I(epsilon) subset of R be an interval of length epsilon. We prove that for given Lambda, (1) if Lambda = O(n(alpha)) with alpha < 1, then there exists epsilon > 0 such that u vertical bar I(epsilon) = 0 double right arrow u 0; (2) if Lambda = O(n) is uniformly discrete, then there exists epsilon > 0 such that u vertical bar I(epsilon) = 0 double right arrow u 0; (3) if alpha > 1 and. is uniformly discrete, then for all epsilon > 0, u vertical bar I(epsilon) = 0 double right arrow u = 0. Since distributions of the above mentioned form are very common in engineering, as in the case of the modeling of ocean waves, signal processing, and vibrations of beams, plates, and shells, those uniqueness and nonuniqueness results have important consequences for identification problems in the applied sciences. We show an identification method and close this article with a simple example to show that the recovery of geometrical imperfections in a cylindrical shell is possible from a measurement of its dynamics.

Indications of Conical Emission of Charged Hadrons at the BNL Relativistic Heavy Ion Collider

Three-particle azimuthal correlation measurements with a high transverse momentum trigger particle are reported for pp, d + Au, and Au + Au collisions at root(S)NN = 200 GeV by the STAR experiment. Dijet structures are observed in pp, d + Au and peripheral Au + Au collisions. An additional structure is observed in central Au + Au data, signaling conical emission of correlated charged hadrons. The conical emission angle is found to be theta = 1.37 +/- 0.02(stat)(-0.07)(+0.06)(syst), independent of p perpendicular to.