Active fibre-reinforced composites with embedded shape memory alloys

This dissertation concerns active fibre-reinforced composites with embedded shape memory alloy wires. The structural application of active materials allows to develop adaptive structures which actively respond to changes in the environment, such as morphing structures, self-healing structures and power harvesting devices. In particular, shape memory alloy actuators integrated within a composite actively control the structural shape or stiffness, thus influencing the composite static and dynamic properties. Envisaged applications include, among others, the prevention of thermal buckling of the outer skin of air vehicles, shape changes in panels for improved aerodynamic characteristics and the deployment of large space structures. The study and design of active composites is a complex and multidisciplinary topic, requiring in-depth understanding of both the coupled behaviour of active materials and the interaction between the different composite constituents. Both fibre-reinforced composites and shape memory alloys are extremely active research topics, whose modelling and experimental characterisation still present a number of open problems. Thus, while this dissertation focuses on active composites, some of the research results presented here can be usefully applied to traditional fibre-reinforced composites or other shape memory alloy applications. The dissertation is composed of four chapters. In the first chapter, active fibre-reinforced composites are introduced by giving an overview of the most common choices available for the reinforcement, matrix and production process, together with a brief introduction and classification of active materials. The second chapter presents a number of original contributions regarding the modelling of fibre-reinforced composites. Different two-dimensional laminate theories are derived from a parent three-dimensional theory, introducing a procedure for the a posteriori reconstruction of transverse stresses along the laminate thickness. Accurate through the thickness stresses are crucial for the composite modelling as they are responsible for some common failure mechanisms. A new finite element based on the First-order Shear Deformation Theory and a hybrid stress approach is proposed for the numerical solution of the two-dimensional laminate problem. The element is simple and computationally efficient. The transverse stresses through the laminate thickness are reconstructed starting from a general finite element solution. A two stages procedure is devised, based on Recovery by Compatibility in Patches and three-dimensional equilibrium. Finally, the determination of the elastic parameters of laminated structures via numerical-experimental Bayesian techniques is investigated. Two different estimators are analysed and compared, leading to the definition of an alternative procedure to improve convergence of the estimation process. The third chapter focuses on shape memory alloys, describing their properties and applications. A number of constitutive models proposed in the literature, both one-dimensional and three-dimensional, are critically discussed and compared, underlining their potential and limitations, which are mainly related to the definition of the phase diagram and the choice of internal variables. Some new experimental results on shape memory alloy material characterisation are also presented. These experimental observations display some features of the shape memory alloy behaviour which are generally not included in the current models, thus some ideas are proposed for the development of a new constitutive model. The fourth chapter, finally, focuses on active composite plates with embedded shape memory alloy wires. A number of di®erent approaches can be used to predict the behaviour of such structures, each model presenting different advantages and drawbacks related to complexity and versatility. A simple model able to describe both shape and stiffness control configurations within the same context is proposed and implemented. The model is then validated considering the shape control configuration, which is the most sensitive to model parameters. The experimental work is divided in two parts. In the first part, an active composite is built by gluing prestrained shape memory alloy wires on a carbon fibre laminate strip. This structure is relatively simple to build, however it is useful in order to experimentally demonstrate the feasibility of the concept proposed in the first part of the chapter. In the second part, the making of a fibre-reinforced composite with embedded shape memory alloy wires is investigated, considering different possible choices of materials and manufacturing processes. Although a number of technological issues still need to be faced, the experimental results allow to demonstrate the mechanism of shape control via embedded shape memory alloy wires, while showing a good agreement with the proposed model predictions.

Multiple testing in spatial epidemiology: a Bayesian approach

In this work we aim to propose a new approach for preliminary epidemiological studies on Standardized Mortality Ratios (SMR) collected in many spatial regions. A preliminary study on SMRs aims to formulate hypotheses to be investigated via individual epidemiological studies that avoid bias carried on by aggregated analyses. Starting from collecting disease counts and calculating expected disease counts by means of reference population disease rates, in each area an SMR is derived as the MLE under the Poisson assumption on each observation. Such estimators have high standard errors in small areas, i.e. where the expected count is low either because of the low population underlying the area or the rarity of the disease under study. Disease mapping models and other techniques for screening disease rates among the map aiming to detect anomalies and possible high-risk areas have been proposed in literature according to the classic and the Bayesian paradigm. Our proposal is approaching this issue by a decision-oriented method, which focus on multiple testing control, without however leaving the preliminary study perspective that an analysis on SMR indicators is asked to. We implement the control of the FDR, a quantity largely used to address multiple comparisons problems in the eld of microarray data analysis but which is not usually employed in disease mapping. Controlling the FDR means providing an estimate of the FDR for a set of rejected null hypotheses. The small areas issue arises diculties in applying traditional methods for FDR estimation, that are usually based only on the p-values knowledge (Benjamini and Hochberg, 1995; Storey, 2003). Tests evaluated by a traditional p-value provide weak power in small areas, where the expected number of disease cases is small. Moreover tests cannot be assumed as independent when spatial correlation between SMRs is expected, neither they are identical distributed when population underlying the map is heterogeneous. The Bayesian paradigm oers a way to overcome the inappropriateness of p-values based methods. Another peculiarity of the present work is to propose a hierarchical full Bayesian model for FDR estimation in testing many null hypothesis of absence of risk.We will use concepts of Bayesian models for disease mapping, referring in particular to the Besag York and Mollié model (1991) often used in practice for its exible prior assumption on the risks distribution across regions. The borrowing of strength between prior and likelihood typical of a hierarchical Bayesian model takes the advantage of evaluating a singular test (i.e. a test in a singular area) by means of all observations in the map under study, rather than just by means of the singular observation. This allows to improve the power test in small areas and addressing more appropriately the spatial correlation issue that suggests that relative risks are closer in spatially contiguous regions. The proposed model aims to estimate the FDR by means of the MCMC estimated posterior probabilities b i's of the null hypothesis (absence of risk) for each area. An estimate of the expected FDR conditional on data (\FDR) can be calculated in any set of b i's relative to areas declared at high-risk (where thenull hypothesis is rejected) by averaging the b i's themselves. The\FDR can be used to provide an easy decision rule for selecting high-risk areas, i.e. selecting as many as possible areas such that the\FDR is non-lower than a prexed value; we call them\FDR based decision (or selection) rules. The sensitivity and specicity of such rule depend on the accuracy of the FDR estimate, the over-estimation of FDR causing a loss of power and the under-estimation of FDR producing a loss of specicity. Moreover, our model has the interesting feature of still being able to provide an estimate of relative risk values as in the Besag York and Mollié model (1991). A simulation study to evaluate the model performance in FDR estimation accuracy, sensitivity and specificity of the decision rule, and goodness of estimation of relative risks, was set up. We chose a real map from which we generated several spatial scenarios whose counts of disease vary according to the spatial correlation degree, the size areas, the number of areas where the null hypothesis is true and the risk level in the latter areas. In summarizing simulation results we will always consider the FDR estimation in sets constituted by all b i's selected lower than a threshold t. We will show graphs of the\FDR and the true FDR (known by simulation) plotted against a threshold t to assess the FDR estimation. Varying the threshold we can learn which FDR values can be accurately estimated by the practitioner willing to apply the model (by the closeness between\FDR and true FDR). By plotting the calculated sensitivity and specicity (both known by simulation) vs the\FDR we can check the sensitivity and specicity of the corresponding\FDR based decision rules. For investigating the over-smoothing level of relative risk estimates we will compare box-plots of such estimates in high-risk areas (known by simulation), obtained by both our model and the classic Besag York Mollié model. All the summary tools are worked out for all simulated scenarios (in total 54 scenarios). Results show that FDR is well estimated (in the worst case we get an overestimation, hence a conservative FDR control) in small areas, low risk levels and spatially correlated risks scenarios, that are our primary aims. In such scenarios we have good estimates of the FDR for all values less or equal than 0.10. The sensitivity of\FDR based decision rules is generally low but specicity is high. In such scenario the use of\FDR = 0:05 or\FDR = 0:10 based selection rule can be suggested. In cases where the number of true alternative hypotheses (number of true high-risk areas) is small, also FDR = 0:15 values are well estimated, and \FDR = 0:15 based decision rules gains power maintaining an high specicity. On the other hand, in non-small areas and non-small risk level scenarios the FDR is under-estimated unless for very small values of it (much lower than 0.05); this resulting in a loss of specicity of a\FDR = 0:05 based decision rule. In such scenario\FDR = 0:05 or, even worse,\FDR = 0:1 based decision rules cannot be suggested because the true FDR is actually much higher. As regards the relative risk estimation, our model achieves almost the same results of the classic Besag York Molliè model. For this reason, our model is interesting for its ability to perform both the estimation of relative risk values and the FDR control, except for non-small areas and large risk level scenarios. A case of study is nally presented to show how the method can be used in epidemiology.

Modelli non lineari statici e dinamici su dati microeconomici: analisi delle condizioni finanziarie delle famiglie italiane

The thesis studies the economic and financial conditions of Italian households, by using microeconomic data of the Survey on Household Income and Wealth (SHIW) over the period 1998-2006. It develops along two lines of enquiry. First it studies the determinants of households holdings of assets and liabilities and estimates their correlation degree. After a review of the literature, it estimates two non-linear multivariate models on the interactions between assets and liabilities with repeated cross-sections. Second, it analyses households financial difficulties. It defines a quantitative measure of financial distress and tests, by means of non-linear dynamic probit models, whether the probability of experiencing financial difficulties is persistent over time. Chapter 1 provides a critical review of the theoretical and empirical literature on the estimation of assets and liabilities holdings, on their interactions and on households net wealth. The review stresses the fact that a large part of the literature explain households debt holdings as a function, among others, of net wealth, an assumption that runs into possible endogeneity problems. Chapter 2 defines two non-linear multivariate models to study the interactions between assets and liabilities held by Italian households. Estimation refers to a pooling of cross-sections of SHIW. The first model is a bivariate tobit that estimates factors affecting assets and liabilities and their degree of correlation with results coherent with theoretical expectations. To tackle the presence of non normality and heteroskedasticity in the error term, generating non consistent tobit estimators, semi-parametric estimates are provided that confirm the results of the tobit model. The second model is a quadrivariate probit on three different assets (safe, risky and real) and total liabilities; the results show the expected patterns of interdependence suggested by theoretical considerations. Chapter 3 reviews the methodologies for estimating non-linear dynamic panel data models, drawing attention to the problems to be dealt with to obtain consistent estimators. Specific attention is given to the initial condition problem raised by the inclusion of the lagged dependent variable in the set of explanatory variables. The advantage of using dynamic panel data models lies in the fact that they allow to simultaneously account for true state dependence, via the lagged variable, and unobserved heterogeneity via individual effects specification. Chapter 4 applies the models reviewed in Chapter 3 to analyse financial difficulties of Italian households, by using information on net wealth as provided in the panel component of the SHIW. The aim is to test whether households persistently experience financial difficulties over time. A thorough discussion is provided of the alternative approaches proposed by the literature (subjective/qualitative indicators versus quantitative indexes) to identify households in financial distress. Households in financial difficulties are identified as those holding amounts of net wealth lower than the value corresponding to the first quartile of net wealth distribution. Estimation is conducted via four different methods: the pooled probit model, the random effects probit model with exogenous initial conditions, the Heckman model and the recently developed Wooldridge model. Results obtained from all estimators accept the null hypothesis of true state dependence and show that, according with the literature, less sophisticated models, namely the pooled and exogenous models, over-estimate such persistence.

A Multilevel Model with Time Series Components for the Analysis of Tribal Art Prices

In the present work we perform an econometric analysis of the Tribal art market. To this aim, we use a unique and original database that includes information on Tribal art market auctions worldwide from 1998 to 2011. In Literature, art prices are modelled through the hedonic regression model, a classic fixed-effect model. The main drawback of the hedonic approach is the large number of parameters, since, in general, art data include many categorical variables. In this work, we propose a multilevel model for the analysis of Tribal art prices that takes into account the influence of time on artwork prices. In fact, it is natural to assume that time exerts an influence over the price dynamics in various ways. Nevertheless, since the set of objects change at every auction date, we do not have repeated measurements of the same items over time. Hence, the dataset does not constitute a proper panel; rather, it has a two-level structure in that items, level-1 units, are grouped in time points, level-2 units. The main theoretical contribution is the extension of classical multilevel models to cope with the case described above. In particular, we introduce a model with time dependent random effects at the second level. We propose a novel specification of the model, derive the maximum likelihood estimators and implement them through the E-M algorithm. We test the finite sample properties of the estimators and the validity of the own-written R-code by means of a simulation study. Finally, we show that the new model improves considerably the fit of the Tribal art data with respect to both the hedonic regression model and the classic multilevel model.

Modelli Gravitazionali per l'analisi del Commercio Internazionale

Il modello gravitazionale e' ormai diventato un "cavallo da battaglia" in economia internazionle ed e' comunemente utilizzato nella determinazione dei flussi commerciali. Recentemente, molti studi hanno mostrato l'importanza della dipendenza spaziale, che va' a considerare quegli effetti dovuti al cosiddetto "third country". Intervengono a questo scopo la modellistica e le tecniche di stima di Econometria Spaziale. Verra' fatto uso di tali tecniche allo scopo di stimare con un modello gravitazionale spaziale il commercio internazionale tra paesi dell'OCSE per un panel di 22 anni. L'obiettivo e' quindi duplice: da un lato, si andra' ad applicare le piu' moderne tecniche di Econometria Spaziale, in un campo in cui tali contributi scarseggiano. Dall'altro lato,verra' fornita una interpretazione del comportamento del commercio internazionale tra paesi dell'OCSE, approfondendo gli aspetti relativi all'effetto del"third country" e del fenomeno migratorio. Inoltre , viene proposta un'analisi che ha lo scopo di validare l'ipotesi di omissione della distanza dal modello gravitazione strutturale.

Context-aware wireless networks

This thesis investigates context-aware wireless networks, capable to adapt their behavior to the context and the application, thanks to the ability of combining communication, sensing and localization. Problems of signals demodulation, parameters estimation and localization are addressed exploiting analytical methods, simulations and experimentation, for the derivation of the fundamental limits, the performance characterization of the proposed schemes and the experimental validation. Ultrawide-bandwidth (UWB) signals are in certain cases considered and non-coherent receivers, allowing the exploitation of the multipath channel diversity without adopting complex architectures, investigated. Closed-form expressions for the achievable bit error probability of novel proposed architectures are derived. The problem of time delay estimation (TDE), enabling network localization thanks to ranging measurement, is addressed from a theoretical point of view. New fundamental bounds on TDE are derived in the case the received signal is partially known or unknown at receiver side, as often occurs due to propagation or due to the adoption of low-complexity estimators. Practical estimators, such as energy-based estimators, are revised and their performance compared with the new bounds. The localization issue is addressed with experimentation for the characterization of cooperative networks. Practical algorithms able to improve the accuracy in non-line-of-sight (NLOS) channel conditions are evaluated on measured data. With the purpose of enhancing the localization coverage in NLOS conditions, non-regenerative relaying techniques for localization are introduced and ad hoc position estimators are devised. An example of context-aware network is given with the study of the UWB-RFID system for detecting and locating semi-passive tags. In particular a deep investigation involving low-complexity receivers capable to deal with problems of multi-tag interference, synchronization mismatches and clock drift is presented. Finally, theoretical bounds on the localization accuracy of this and others passive localization networks (e.g., radar) are derived, also accounting for different configurations such as in monostatic and multistatic networks.

Modeling the spatial dynamics of economic models

The advances that have been characterizing spatial econometrics in recent years are mostly theoretical and have not found an extensive empirical application yet. In this work we aim at supplying a review of the main tools of spatial econometrics and to show an empirical application for one of the most recently introduced estimators. Despite the numerous alternatives that the econometric theory provides for the treatment of spatial (and spatiotemporal) data, empirical analyses are still limited by the lack of availability of the correspondent routines in statistical and econometric software. Spatiotemporal modeling represents one of the most recent developments in spatial econometric theory and the finite sample properties of the estimators that have been proposed are currently being tested in the literature. We provide a comparison between some estimators (a quasi-maximum likelihood, QML, estimator and some GMM-type estimators) for a fixed effects dynamic panel data model under certain conditions, by means of a Monte Carlo simulation analysis. We focus on different settings, which are characterized either by fully stable or quasi-unit root series. We also investigate the extent of the bias that is caused by a non-spatial estimation of a model when the data are characterized by different degrees of spatial dependence. Finally, we provide an empirical application of a QML estimator for a time-space dynamic model which includes a temporal, a spatial and a spatiotemporal lag of the dependent variable. This is done by choosing a relevant and prolific field of analysis, in which spatial econometrics has only found limited space so far, in order to explore the value-added of considering the spatial dimension of the data. In particular, we study the determinants of cropland value in Midwestern U.S.A. in the years 1971-2009, by taking the present value model (PVM) as the theoretical framework of analysis.

Local Trigonometric Methods for Time Series Smoothing.

The thesis is concerned with local trigonometric regression methods. The aim was to develop a method for extraction of cyclical components in time series. The main results of the thesis are the following. First, a generalization of the filter proposed by Christiano and Fitzgerald is furnished for the smoothing of ARIMA(p,d,q) process. Second, a local trigonometric filter is built, with its statistical properties. Third, they are discussed the convergence properties of trigonometric estimators, and the problem of choosing the order of the model. A large scale simulation experiment has been designed in order to assess the performance of the proposed models and methods. The results show that local trigonometric regression may be a useful tool for periodic time series analysis.

The impact of grants in the agriculture sector in Albania: a counterfactual approach

The objective of this study is to measure the impact of the national subsidy scheme on the olive and fruit sector in two regions of Albania, Shkodra and Fier. From the methodological point of view, we use a non- parametric approach based on the propensity score matching. This method overcomes problem of the missing data, by creating a counterfactual scenario. In the first step, the conditional probability to participate in the program was computed. Afterwards, different matching estimators were applied to establish whether the subsidies have affected sectors performance. One of the strengths of this study stays in the data. Cross-sectional primary data was gathered through about 250 interviews.. We have not found empirical evidence of significant effects of government aid program on production. Differences in production found between beneficiaries and non-beneficiaries disappear after adjustment by the conditional probability of participating into the program. This suggests that subsidized farmers would have performed better than the subsidized households even in the absence of production grants, revealing program self-selection. On the other hand, the scheme has affected positively the farm structure increasing the area under cultivation, but yields has not increased for beneficiaries compared to non beneficiaries. These combined results shed light on the reason of the missed impact. It could be reasonable to believe that the new plantation, in particular in the case of olives, has not yet reached full production. Therefore, we have reasons to believe on positive impacts in the future. Concerning some qualitative results, the extension of area under cultivation is strongly conditioned by the small farm size. This together with a thin land market makes extremely difficult the expansion beyond farm boundaries.

The reconstruction of skeletal movement: the soft tissue artefact issue

In 3D human movement analysis performed using stereophotogrammetric systems and skin markers, bone pose can only be estimated in an indirect fashion. During a movement, soft tissue deformations make the markers move with respect to the underlying bone generating soft tissue artefact (STA). STA has devastating effects on bone pose estimation and its compensation remains an open question. The aim of this PhD thesis was to contribute to the solution of this crucial issue. Modelling STA using measurable trial-specific variables is a fundamental prerequisite for its removal from marker trajectories. Two STA model architectures are proposed. Initially, a thigh marker-level artefact model is presented. STA was modelled as a linear combination of joint angles involved in the movement. This model was calibrated using ex-vivo and in-vivo STA invasive measures. The considerable number of model parameters led to defining STA approximations. Three definitions were proposed to represent STA as a series of modes: individual marker displacements, marker-cluster geometrical transformations (MCGT), and skin envelope shape variations. Modes were selected using two criteria: one based on modal energy and another on the selection of modes chosen a priori. The MCGT allows to select either rigid or non-rigid STA components. It was also empirically demonstrated that only the rigid component affects joint kinematics, regardless of the non-rigid amplitude. Therefore, a model of thigh and shank STA rigid component at cluster-level was then defined. An acceptable trade-off between STA compensation effectiveness and number of parameters can be obtained, improving joint kinematics accuracy. The obtained results lead to two main potential applications: the proposed models can generate realistic STAs for simulation purposes to compare different skeletal kinematics estimators; and, more importantly, focusing only on the STA rigid component, the model attains a satisfactory STA reconstruction with less parameters, facilitating its incorporation in an pose estimator.

Non-standard signatures from Cosmic Microwave Background polarisation

In this Thesis we focus on non-standard signatures from CMB polarisation, which might hint at the existence of new phenomena beyond the standard models for Cosmology and Particle physics. With the Planck ESA mission, CMB temperature anisotropies have been observed at the cosmic variance limit, but polarisation remains to be further investigated. CMB polarisation data are important not only because they contribute to provide tighter constraints of cosmological parameters but also because they allow the investigation of physical processes that would be precluded if just the CMB temperature maps were considered. We take polarisation data into account to assess the statistical significance of the anomalies currently observed only in the CMB temperature map and to constrain the Cosmic Birefringence (CB) effect, which is expected in parity-violating extensions of the standard electromagnetism. In particular, we propose a new one-dimensional estimator for the lack of power anomaly capable of taking both temperature and polarisation into account jointly. With the aim of studying the anisotropic CB we develop and perform two different and complementary methods able to evaluate the power spectrum of the CB. Finally, by employing these estimators and methodologies on Planck data we provide new constraints beyond what already known in literature. The measure of CMB polarisation represents a technological challenge and to make accurate estimates, one has to keep an exquisite control of the systematic effects. In order to investigate the impact of spurious signal in forthcoming CMB polarisation experiments, we study the interplay between half-wave plates (HWP) non-idealities and the beams. Our analysis suggests that certain HWP configurations, depending on the complexity of Galactic foregrounds and the beam models, significantly impacts the B-mode reconstruction fidelity and could limit the capabilities of next-generation CMB experiments. We provide also a first study of the impact of non-ideal HWPs on CB.

Model selection and the vectorial misspecification-resistant information criterion in multivariate time series

The thesis deals with the problem of Model Selection (MS) motivated by information and prediction theory, focusing on parametric time series (TS) models. The main contribution of the thesis is the extension to the multivariate case of the Misspecification-Resistant Information Criterion (MRIC), a criterion introduced recently that solves Akaike’s original research problem posed 50 years ago, which led to the definition of the AIC. The importance of MS is witnessed by the huge amount of literature devoted to it and published in scientific journals of many different disciplines. Despite such a widespread treatment, the contributions that adopt a mathematically rigorous approach are not so numerous and one of the aims of this project is to review and assess them. Chapter 2 discusses methodological aspects of MS from information theory. Information criteria (IC) for the i.i.d. setting are surveyed along with their asymptotic properties; and the cases of small samples, misspecification, further estimators. Chapter 3 surveys criteria for TS. IC and prediction criteria are considered for: univariate models (AR, ARMA) in the time and frequency domain, parametric multivariate (VARMA, VAR); nonparametric nonlinear (NAR); and high-dimensional models. The MRIC answers Akaike’s original question on efficient criteria, for possibly-misspecified (PM) univariate TS models in multi-step prediction with high-dimensional data and nonlinear models. Chapter 4 extends the MRIC to PM multivariate TS models for multi-step prediction introducing the Vectorial MRIC (VMRIC). We show that the VMRIC is asymptotically efficient by proving the decomposition of the MSPE matrix and the consistency of its Method-of-Moments Estimator (MoME), for Least Squares multi-step prediction with univariate regressor. Chapter 5 extends the VMRIC to the general multiple regressor case, by showing that the MSPE matrix decomposition holds, obtaining consistency for its MoME, and proving its efficiency. The chapter concludes with a digression on the conditions for PM VARX models.

Assessing brain connectivity through electroencephalographic signal processing and modeling analysis

Brain functioning relies on the interaction of several neural populations connected through complex connectivity networks, enabling the transmission and integration of information. Recent advances in neuroimaging techniques, such as electroencephalography (EEG), have deepened our understanding of the reciprocal roles played by brain regions during cognitive processes. The underlying idea of this PhD research is that EEG-related functional connectivity (FC) changes in the brain may incorporate important neuromarkers of behavior and cognition, as well as brain disorders, even at subclinical levels. However, a complete understanding of the reliability of the wide range of existing connectivity estimation techniques is still lacking. The first part of this work addresses this limitation by employing Neural Mass Models (NMMs), which simulate EEG activity and offer a unique tool to study interconnected networks of brain regions in controlled conditions. NMMs were employed to test FC estimators like Transfer Entropy and Granger Causality in linear and nonlinear conditions. Results revealed that connectivity estimates reflect information transmission between brain regions, a quantity that can be significantly different from the connectivity strength, and that Granger causality outperforms the other estimators. A second objective of this thesis was to assess brain connectivity and network changes on EEG data reconstructed at the cortical level. Functional brain connectivity has been estimated through Granger Causality, in both temporal and spectral domains, with the following goals: a) detect task-dependent functional connectivity network changes, focusing on internal-external attention competition and fear conditioning and reversal; b) identify resting-state network alterations in a subclinical population with high autistic traits. Connectivity-based neuromarkers, compared to the canonical EEG analysis, can provide deeper insights into brain mechanisms and may drive future diagnostic methods and therapeutic interventions. However, further methodological studies are required to fully understand the accuracy and information captured by FC estimates, especially concerning nonlinear phenomena.

On the effect of confounding in linear regression models: an approach based on the theory of quadratic forms

The main topic of this thesis is confounding in linear regression models. It arises when a relationship between an observed process, the covariate, and an outcome process, the response, is influenced by an unmeasured process, the confounder, associated with both. Consequently, the estimators for the regression coefficients of the measured covariates might be severely biased, less efficient and characterized by misleading interpretations. Confounding is an issue when the primary target of the work is the estimation of the regression parameters. The central point of the dissertation is the evaluation of the sampling properties of parameter estimators. This work aims to extend the spatial confounding framework to general structured settings and to understand the behaviour of confounding as a function of the data generating process structure parameters in several scenarios focusing on the joint covariate-confounder structure. In line with the spatial statistics literature, our purpose is to quantify the sampling properties of the regression coefficient estimators and, in turn, to identify the most prominent quantities depending on the generative mechanism impacting confounding. Once the sampling properties of the estimator conditionally on the covariate process are derived as ratios of dependent quadratic forms in Gaussian random variables, we provide an analytic expression of the marginal sampling properties of the estimator using Carlson’s R function. Additionally, we propose a representative quantity for the magnitude of confounding as a proxy of the bias, its first-order Laplace approximation. To conclude, we work under several frameworks considering spatial and temporal data with specific assumptions regarding the covariance and cross-covariance functions used to generate the processes involved. This study allows us to claim that the variability of the confounder-covariate interaction and of the covariate plays the most relevant role in determining the principal marker of the magnitude of confounding.

Joint value at risk: a new conditional risk measure

In this PhD thesis a new firm level conditional risk measure is developed. It is named Joint Value at Risk (JVaR) and is defined as a quantile of a conditional distribution of interest, where the conditioning event is a latent upper tail event. It addresses the problem of how risk changes under extreme volatility scenarios. The properties of JVaR are studied based on a stochastic volatility representation of the underlying process. We prove that JVaR is leverage consistent, i.e. it is an increasing function of the dependence parameter in the stochastic representation. A feasible class of nonparametric M-estimators is introduced by exploiting the elicitability of quantiles and the stochastic ordering theory. Consistency and asymptotic normality of the two stage M-estimator are derived, and a simulation study is reported to illustrate its finite-sample properties. Parametric estimation methods are also discussed. The relation with the VaR is exploited to introduce a volatility contribution measure, and a tail risk measure is also proposed. The analysis of the dynamic JVaR is presented based on asymmetric stochastic volatility models. Empirical results with S&P500 data show that accounting for extreme volatility levels is relevant to better characterize the evolution of risk. The work is complemented by a review of the literature, where we provide an overview on quantile risk measures, elicitable functionals and several stochastic orderings.