Robust Estimators of the Generalized Log-Gamma Distribution

We propose robust estimators of the generalized log-gamma distribution and, more generally, of location-shape-scale families of distributions. A (weighted) Q tau estimator minimizes a tau scale of the differences between empirical and theoretical quantiles. It is n(1/2) consistent; unfortunately, it is not asymptotically normal and, therefore, inconvenient for inference. However, it is a convenient starting point for a one-step weighted likelihood estimator, where the weights are based on a disparity measure between the model density and a kernel density estimate. The one-step weighted likelihood estimator is asymptotically normal and fully efficient under the model. It is also highly robust under outlier contamination. Supplementary materials are available online.

Occupational exposure of truck drivers to dust and polynuclear aromatic hydrocarbons: a pilot study in Geneva, Switzerland.

The exposure to dust and polynuclear aromatic hydrocarbons (PAH) of 15 truck drivers from Geneva, Switzerland, was measured. The drivers were divided between "long-distance" drivers and "local" drivers and between smokers and nonsmokers and were compared with a control group of 6 office workers who were also divided into smokers and nonsmokers. Dust was measured on 1 workday both by a direct-reading instrument and by sampling. The local drivers showed higher exposure to dust (0.3 mg/m3) and PAH than the long-distance drivers (0.1 mg/m3), who showed no difference with the control group. This observation may be due to the fact that the local drivers spend more time in more polluted areas, such as streets with heavy traffic and construction sites, than do the long-distance drivers. Smoking does not influence exposure to dust and PAH of professional truck drivers, as measured in this study, probably because the ventilation rate of the truck cabins is relatively high even during cold days (11-15 r/h). The distribution of dust concentrations was shown in some cases to be quite different from the expected log-normal distribution. The contribution of diesel exhaust to these exposures could not be estimated since no specific tracer was used. However, the relatively low level of dust exposure dose not support the hypothesis that present day levels of diesel exhaust particulates play a significant role in the excess occurrence of lung cancer observed in professional truck drivers.

Determining the best population-level alcohol consumption model and its impact on estimates of alcohol-attributable harms.

BACKGROUND: The goals of our study are to determine the most appropriate model for alcohol consumption as an exposure for burden of disease, to analyze the effect of the chosen alcohol consumption distribution on the estimation of the alcohol Population- Attributable Fractions (PAFs), and to characterize the chosen alcohol consumption distribution by exploring if there is a global relationship within the distribution. METHODS: To identify the best model, the Log-Normal, Gamma, and Weibull prevalence distributions were examined using data from 41 surveys from Gender, Alcohol and Culture: An International Study (GENACIS) and from the European Comparative Alcohol Study. To assess the effect of these distributions on the estimated alcohol PAFs, we calculated the alcohol PAF for diabetes, breast cancer, and pancreatitis using the three above-named distributions and using the more traditional approach based on categories. The relationship between the mean and the standard deviation from the Gamma distribution was estimated using data from 851 datasets for 66 countries from GENACIS and from the STEPwise approach to Surveillance from the World Health Organization. RESULTS: The Log-Normal distribution provided a poor fit for the survey data, with Gamma and Weibull distributions providing better fits. Additionally, our analyses showed that there were no marked differences for the alcohol PAF estimates based on the Gamma or Weibull distributions compared to PAFs based on categorical alcohol consumption estimates. The standard deviation of the alcohol distribution was highly dependent on the mean, with a unit increase in alcohol consumption associated with a unit increase in the mean of 1.258 (95% CI: 1.223 to 1.293) (R2 = 0.9207) for women and 1.171 (95% CI: 1.144 to 1.197) (R2 = 0. 9474) for men. CONCLUSIONS: Although the Gamma distribution and the Weibull distribution provided similar results, the Gamma distribution is recommended to model alcohol consumption from population surveys due to its fit, flexibility, and the ease with which it can be modified. The results showed that a large degree of variance of the standard deviation of the alcohol consumption Gamma distribution was explained by the mean alcohol consumption, allowing for alcohol consumption to be modeled through a Gamma distribution using only average consumption.

Postmortem distribution of 3-beta-hydroxybutyrate.

The concentrations of 3-beta-hydroxybutyrate (3HB) in femoral blood, urine, vitreous humor as well as pericardial and cerebrospinal fluids were retrospectively examined in a series of medico-legal autopsies, which included cases of diabetic ketoacidosis, hypothermia fatalities without ethanol in blood, bodies presenting mild decompositional changes, and sudden deaths in chronic alcoholics. Similar increases in 3HB concentrations were observed in blood, vitreous, and pericardial fluid, irrespective of the cause of death, suggesting that pericardial fluid and vitreous can both be used as alternatives to blood for postmortem 3HB determination. Urine 3HB levels were higher than blood values in most cases. Cerebrospinal fluid 3HB levels were generally lower than concentrations in blood and proved to be diagnostic of underlying metabolic disturbances only when significant increases occurred.

Estimation of jump-diffusion processes via empirical characteristic functions

Preface The starting point for this work and eventually the subject of the whole thesis was the question: how to estimate parameters of the affine stochastic volatility jump-diffusion models. These models are very important for contingent claim pricing. Their major advantage, availability T of analytical solutions for characteristic functions, made them the models of choice for many theoretical constructions and practical applications. At the same time, estimation of parameters of stochastic volatility jump-diffusion models is not a straightforward task. The problem is coming from the variance process, which is non-observable. There are several estimation methodologies that deal with estimation problems of latent variables. One appeared to be particularly interesting. It proposes the estimator that in contrast to the other methods requires neither discretization nor simulation of the process: the Continuous Empirical Characteristic function estimator (EGF) based on the unconditional characteristic function. However, the procedure was derived only for the stochastic volatility models without jumps. Thus, it has become the subject of my research. This thesis consists of three parts. Each one is written as independent and self contained article. At the same time, questions that are answered by the second and third parts of this Work arise naturally from the issues investigated and results obtained in the first one. The first chapter is the theoretical foundation of the thesis. It proposes an estimation procedure for the stochastic volatility models with jumps both in the asset price and variance processes. The estimation procedure is based on the joint unconditional characteristic function for the stochastic process. The major analytical result of this part as well as of the whole thesis is the closed form expression for the joint unconditional characteristic function for the stochastic volatility jump-diffusion models. The empirical part of the chapter suggests that besides a stochastic volatility, jumps both in the mean and the volatility equation are relevant for modelling returns of the S&P500 index, which has been chosen as a general representative of the stock asset class. Hence, the next question is: what jump process to use to model returns of the S&P500. The decision about the jump process in the framework of the affine jump- diffusion models boils down to defining the intensity of the compound Poisson process, a constant or some function of state variables, and to choosing the distribution of the jump size. While the jump in the variance process is usually assumed to be exponential, there are at least three distributions of the jump size which are currently used for the asset log-prices: normal, exponential and double exponential. The second part of this thesis shows that normal jumps in the asset log-returns should be used if we are to model S&P500 index by a stochastic volatility jump-diffusion model. This is a surprising result. Exponential distribution has fatter tails and for this reason either exponential or double exponential jump size was expected to provide the best it of the stochastic volatility jump-diffusion models to the data. The idea of testing the efficiency of the Continuous ECF estimator on the simulated data has already appeared when the first estimation results of the first chapter were obtained. In the absence of a benchmark or any ground for comparison it is unreasonable to be sure that our parameter estimates and the true parameters of the models coincide. The conclusion of the second chapter provides one more reason to do that kind of test. Thus, the third part of this thesis concentrates on the estimation of parameters of stochastic volatility jump- diffusion models on the basis of the asset price time-series simulated from various "true" parameter sets. The goal is to show that the Continuous ECF estimator based on the joint unconditional characteristic function is capable of finding the true parameters. And, the third chapter proves that our estimator indeed has the ability to do so. Once it is clear that the Continuous ECF estimator based on the unconditional characteristic function is working, the next question does not wait to appear. The question is whether the computation effort can be reduced without affecting the efficiency of the estimator, or whether the efficiency of the estimator can be improved without dramatically increasing the computational burden. The efficiency of the Continuous ECF estimator depends on the number of dimensions of the joint unconditional characteristic function which is used for its construction. Theoretically, the more dimensions there are, the more efficient is the estimation procedure. In practice, however, this relationship is not so straightforward due to the increasing computational difficulties. The second chapter, for example, in addition to the choice of the jump process, discusses the possibility of using the marginal, i.e. one-dimensional, unconditional characteristic function in the estimation instead of the joint, bi-dimensional, unconditional characteristic function. As result, the preference for one or the other depends on the model to be estimated. Thus, the computational effort can be reduced in some cases without affecting the efficiency of the estimator. The improvement of the estimator s efficiency by increasing its dimensionality faces more difficulties. The third chapter of this thesis, in addition to what was discussed above, compares the performance of the estimators with bi- and three-dimensional unconditional characteristic functions on the simulated data. It shows that the theoretical efficiency of the Continuous ECF estimator based on the three-dimensional unconditional characteristic function is not attainable in practice, at least for the moment, due to the limitations on the computer power and optimization toolboxes available to the general public. Thus, the Continuous ECF estimator based on the joint, bi-dimensional, unconditional characteristic function has all the reasons to exist and to be used for the estimation of parameters of the stochastic volatility jump-diffusion models.

Inverse metamorphic zonation in very low-grade Tibetan zone series of SE Zanskar and its tectonic consequences (NW India, Himalaya)

The metamorphism of the carbonate rocks of the SE Zanskar Tibetan zone has been studied by `'illite crystallinity'' and calcite-dolomite thermometry. The epizonal Zangla unit overlies the anchizonal Chumik unit. This discontinuous inverse zonation demonstrates a late to post-metamorphic thrust of the first unit over the second. The studied area underwent a complex tectonic history: - The tectonic units were stacked from the NE to the SW, generating recumbent folds, NE dipping thrusts and the regional metamorphism. The compressive movements were active under lower temperature conditions, resulting in late thrusts that disturbed the metamorphic zonation. The discontinuous inverse metamorphic zonation dates from this phase. - A NE vergent backfolding phase occurred at lower temperature conditions. It caused the uplift of more metamorphic levels. - A late extensional phase is revealed by the presence of NE dipping low angle normal faults, and a major high angle fault, the Sarchu fault. The low angle normal faults locally run along earlier thrusts (composite tectonic contacts). Their throw has been sufficient to reset a normal stratigraphic superposition (young layers overlying old ones), but insufficient to erase the inverse metamorphic relationship. However, the combined action of backfolding and normal faulting can locally lessen, or even cancel, the inverse metamorphic superposition. After deduction of the normal fault translation, the vertical component of the original thrust displacement through stratigraphy is 400 m, which is a value far too low to explain the temperature difference between the two units. The horizontal component of displacement is therefore far more important than the vertical one. The regional distribution of metamorphism within the Zangla unit points out to an anchizonal front and an epizonal inner part. This fact is in agreement with nappe tectonics.

Comparison of the site distribution of melanoma in New Zealand and Canada

A comparison of the site distribution of cutaneous malignant melanoma in New Zealand and Canada was performed. This series deals with 41,331 incident cases registered between 1968 and 1990 and is the largest to date to evaluate the influence of age and gender on the site distribution of melanoma. Site-specific, age-standardized rates per unit surface area and relative tumour density were assessed by gender and country and differences compared with statistical techniques adapted to this context. The age-standardized rates for all sites were higher in New Zealand than in Canada, the ratio being 3.2 for men and 3.8 for women. Occurrence of melanoma was denser for chronically than intermittently exposed sites in both New Zealand and Canada. The highest incidence rate per unit area was for the ears in men which was more than 5 times the rate for the entire body in each country. For each gender, melanomas were relatively commoner on the trunk and the face in Canada, and on the lower limbs in New Zealand. The variations in the site distribution were similar in each country and consistent with the effect of differential patterns of sun exposure between genders. Our results show that the levels of risk of melanoma between phenotypically comparable populations exposed to different amount of UV radiation vary in a site-specific manner, especially for intermittently exposed sites. This suggests that both environmental conditions and lifestyle factors influence the site distribution of melanoma in these two populations.

Monoclonal antibodies identify a CEA crossreacting antigen of 95 kD (NCA-95) distinct in antigenicity and tissue distribution from the previously described NCA of 55 kD.

During the selection of monoclonal antibodies (MAb) raised against purified carcinoembryonic antigen (CEA), two MAbs were identified which immunoprecipitated a glycoprotein of 95 kD present both in perchloric acid extracts of normal lung and on the surface of normal granulocytes. This antigen was distinct from the previously reported normal glycoprotein crossreacting with CEA (NCA) which had a molecular weight of 55 kD. The difference between the smaller and the larger crossreacting antigens termed NCA-55 and NCA-95, respectively, was demonstrated by SDS-polyacrylamide gel electrophoresis, by elution from Sephadex-G200 and by selective binding to a series of anti-CEA MAb. Out of six MAb which all bound CEA purified from colon carcinoma, three did not react with these two crossreacting antigens, one bound only NCA-95, one reacted only with NCA-55 and one reacted with both NCA-55 and NCA-95. Immunoadsorbent purified preparations of 125I labelled NCA-95 and NCA-55 were found useful for the screening of new anti-CEA MAb. In addition, when tested on frozen sections of colon carcinoma, normal spleen, normal lung and pancreas, each type of MAb gave a clearly different pattern of reactivity. The three anti-CEA MAb which did not bind any of the crossreacting antigens stained only the colon carcinoma cells; the MAb binding to either one of the two types of NCA gave a similar pattern of reactivity both on colon carcinoma cells and on granulocytes. However, on normal lung and pancreas, the MAb binding NCA-55 stained granulocytes as well as bronchiolar and alveolar epithelial cells in lung and inter- and intra-lobular duct epithelial cells in pancreas, whereas the MAb binding only NCA-95 stained only the granulocytes. Thus, the newly identified NCA-95 appears to differ from NCA-55 not only in terms of molecular size and antigenicity but also by the fact that in normal lung and pancreas it is found in granulocytes but not in epithelial cells.

Distribution profile of zwitterions and hydrolysis of esters derived from N-benzylpiperazine

Résumé Les esters sont des agents thérapeutiques largement utilisés comme médicaments et prodrogues. Leurs dégradation est chimique et enzymatique. Le Chapitre IV de cette thèse a comme objet l'hydrolyse chimique de plusieurs dérivés esters du 2,3-dimethoxyphenol. Des composés modèles ont été synthétisés dans le but de déterminer leur mécanismes de dégradation. Les profils d'ionisation et d'hydrolyse de ces composés ont permis d'identifier la présence d'une catalyse intramoléculaire basique par un atome d'azote non-protoné. Les effets électroniques exercés par les groupes phenylethenyle et phenylcyclopropyle influencent également la vitesse d'hydrolyse des esters. La résolution des problèmes liés à l'adsorption et la perméation est devenue à nos jours l'étape limitante dans la conception de nouveaux médicaments car de trop nombreux candidats prometteurs ont échoué à cause d'une mauvaise biodisponibilité. La lipophilie décrit le partage d'un médicament entre une membrane lipidique et son environnement physiologique aqueux, et de ce fait elle influence sa pharmacocinétique. Des études récents ont mis en évidence l'importance de la détermination de la lipophilie des espèces ionisées vu leur considérable impact biologique. Le Chapitre V de cette thèse est centré sur une classe particulière de composés ionisables, les zwitterions. Plusieurs methoxybenzylpiperazines de nature zwitterionique ont été étudiées. Leurs profils d'ionisation ont montré que dans un large intervalle de pH, l'espèce prédominante est le zwitterion. Les profils de lipophilie ont montré que leur lipophilie est plus élevée que celles des zwitterions courants. Une interaction électrostatique entre l'oxygène du carboxylate et l'azote protoné est responsable de ce profil et rend la plupart des zwitterions non-donneurs de liaison hydrogène. Ces deux aspects peuvent favoriser le passage de la barrière hémato-éncephalique. Les données biologiques ont par la suite confirmé cette hypothèse pour un certain nombre de composés. Résumé large public Les esters sont des composés souvent rencontrés en chimie thérapeutique. Ils sont dégradés en milieu aqueux par une réaction d'hydrolyse, avec ou sans la participation d'enzymes. Dans ce travail de thèse, une série d'esters ont été étudiés dans le but d'établir une relation entre leur structure et les mécanismes responsables de leur dégradation chimique. Il a été prouvé que la dégradation est accélérée par un atome d'azote non-protoné. D'autres mécanismes peuvent intervenir en fonction du pH du milieu. La présence d'une liaison simple ou double ou d'un groupe phenylcyclopropyle peut également influencer la vitesse de dégradation. Il est essentiel, dans la conception de nouveaux médicaments, d'optimiser les étapes qui influencent leur distribution dans le corps. Ce dernier peut être visualisé comme une série infinie de compartiments aqueux séparés par des membranes lipidiques. La lipophilie est une propriété moléculaire importante qui décrit le passage des barrières rencontrées par les médicaments. Des études récentes ont mis en évidence l'importance de déterminer la lipophilie des espèces ionisées vu leur considérable impact biologique. Dans ce travail de thèse a été étudiée une série particulière de composés ionisables , les zwitterions. Une relation a été établie entre leur structure et leur proprietés physico-chimiques. Une lipophilie plus élevée par rapport à celle des zwitterions courants a été trouvée. Une interaction entre les groupes chargés des zwitterions étudiés est responsable de ce comportement inattendu et rend la plupart d'entre eux non-donneurs de liaison hydrogène. Ces deux facteurs peuvent favoriser la pénétration cérébrale. Les données biologiques ont confirmé cette hypothèse pour un certain nombre de composés. Summary Esters are often encountered in medicinal chemistry. Their hydrolysis may be chemical as well as enzymatic. Chapter IV of this manuscript provides a mechanistic insight into the chemical hydrolysis of a particular series of basic esters derived from 2,3-dimethoxyphenol. Their ionization and pH-rate profiles allowed to identify the presence of an intramolecular base catalysis by a non-protonated nitrogen atom. Electronic effects exerted by the phenylethenyl and phenylcyclopropyl groups that are present in the structure of the esters also influenced their rate of hydrolysis. Numerous works in the literature witness of the importance of lipophilicity in determining the fate of a drug. Most published partition coefficients are those of neutral species. In contrast, no exhaustive treatment of the lipophilicity of charged molecules is available at present, and a lack of information characterizes in particular zwitterions. Chapter V of this manuscript provides an insight into the physicochemical parameters of a series of zwitterionic methoxybenzylpiperazines. Their ionization profiles showed that they exist predominantly in the zwitterionic form in a broad pH-range. An electrostatic interaction between the oxygen of the carboxylate and the protonated nitrogen atom is increases the lipophilicity of the investigated zwitterions, and prevents the majority of them to express their hydrogen-bonding capacity. These two aspects may favor the crossing of the blood-brain barrier. The available ratios PSt/PSf measured in vitro have confirmed this point for a number of compounds.

Spontaneous viral clearance, viral load, and genotype distribution of hepatitis C virus (HCV) in HIV-infected patients with anti-HCV antibodies in Europe.

BACKGROUND: Variables influencing serum hepatitis C virus (HCV) RNA levels and genotype distribution in individuals with human immunodeficiency virus (HIV) infection are not well known, nor are factors determining spontaneous clearance after exposure to HCV in this population. METHODS: All HCV antibody (Ab)-positive patients with HIV infection in the EuroSIDA cohort who had stored samples were tested for serum HCV RNA, and HCV genotyping was done for subjects with viremia. Logistic regression was used to identify variables associated with spontaneous HCV clearance and HCV genotype 1. RESULTS: Of 1940 HCV Ab-positive patients, 1496 (77%) were serum HCV RNA positive. Injection drug users (IDUs) were less likely to have spontaneously cleared HCV than were homosexual men (20% vs. 39%; adjusted odds ratio [aOR], 0.36 [95% confidence interval {CI}, 0.24-0.53]), whereas patients positive for hepatitis B surface antigen (HBsAg) were more likely to have spontaneously cleared HCV than were those negative for HBsAg (43% vs. 21%; aOR, 2.91 [95% CI, 1.94-4.38]). Of patients with HCV viremia, 786 (53%) carried HCV genotype 1, and 53 (4%), 440 (29%), and 217 (15%) carried HCV genotype 2, 3, and 4, respectively. A greater HCV RNA level was associated with a greater chance of being infected with HCV genotype 1 (aOR, 1.60 per 1 log higher [95% CI, 1.36-1.88]). CONCLUSIONS: More than three-quarters of the HIV- and HCV Ab-positive patients in EuroSIDA showed active HCV replication. Viremia was more frequent in IDUs and, conversely, was less common in HBsAg-positive patients. Of the patients with HCV viremia analyzed, 53% were found to carry HCV genotype 1, and this genotype was associated with greater serum HCV RNA levels.

Different concentrations of Mg++ ions affect nuclear matrix protein distribution during thermal stabilization of isolated nuclei.

The nuclear matrix, a proteinaceous network believed to be a scaffolding structure determining higher-order organization of chromatin, is usually prepared from intact nuclei by a series of extraction steps. In most cell types investigated the nuclear matrix does not spontaneously resist these treatments but must be stabilized before the application of extracting agents. Incubation of isolated nuclei at 37C or 42C in buffers containing Mg++ has been widely employed as stabilizing agent. We have previously demonstrated that heat treatment induces changes in the distribution of three nuclear scaffold proteins in nuclei prepared in the absence of Mg++ ions. We studied whether different concentrations of Mg++ (2.0-5 mM) affect the spatial distribution of nuclear matrix proteins in nuclei isolated from K562 erythroleukemia cells and stabilized by heat at either 37C or 42C. Five proteins were studied, two of which were RNA metabolism-related proteins (a 105-kD component of splicing complexes and an RNP component), one a 126-kD constituent of a class of nuclear bodies, and two were components of the inner matrix network. The localization of proteins was determined by immunofluorescent staining and confocal scanning laser microscope. Mg++ induced significant changes of antigen distribution even at the lowest concentration employed, and these modifications were enhanced in parallel with increase in the concentration of the divalent cation. The different sensitivity to heat stabilization and Mg++ of these nuclear proteins might reflect a different degree of association with the nuclear scaffold and can be closely related to their functional or structural role.