The finite-sample size of the BDS test for GARCH standardized residuals

This paper uses a multivariate response surface methodology to analyze the size distortion of the BDS test when applied to standardized residuals of rst-order GARCH processes. The results show that the asymptotic standard normal distribution is an unreliable approximation, even in large samples. On the other hand, a simple log-transformation of the squared standardized residuals seems to correct most of the size problems. Nonethe-less, the estimated response surfaces can provide not only a measure of the size distortion, but also more adequate critical values for the BDS test in small samples.

A critical value function approach, with an application to persistent time-series

Researchers often rely on the t-statistic to make inference on parameters in statistical models. It is common practice to obtain critical values by simulation techniques. This paper proposes a novel numerical method to obtain an approximately similar test. This test rejects the null hypothesis when the test statistic islarger than a critical value function (CVF) of the data. We illustrate this procedure when regressors are highly persistent, a case in which commonly-used simulation methods encounter dificulties controlling size uniformly. Our approach works satisfactorily, controls size, and yields a test which outperforms the two other known similar tests.

Undersampled Critical Branching Processes on Small-World and Random Networks Fail to Reproduce the Statistics of Spike Avalanches

The power-law size distributions obtained experimentally for neuronal avalanches are an important evidence of criticality in the brain. This evidence is supported by the fact that a critical branching process exhibits the same exponent t~3=2. Models at criticality have been employed to mimic avalanche propagation and explain the statistics observed experimentally. However, a crucial aspect of neuronal recordings has been almost completely neglected in the models: undersampling. While in a typical multielectrode array hundreds of neurons are recorded, in the same area of neuronal tissue tens of thousands of neurons can be found. Here we investigate the consequences of undersampling in models with three different topologies (two-dimensional, small-world and random network) and three different dynamical regimes (subcritical, critical and supercritical). We found that undersampling modifies avalanche size distributions, extinguishing the power laws observed in critical systems. Distributions from subcritical systems are also modified, but the shape of the undersampled distributions is more similar to that of a fully sampled system. Undersampled supercritical systems can recover the general characteristics of the fully sampled version, provided that enough neurons are measured. Undersampling in two-dimensional and small-world networks leads to similar effects, while the random network is insensitive to sampling density due to the lack of a well-defined neighborhood. We conjecture that neuronal avalanches recorded from local field potentials avoid undersampling effects due to the nature of this signal, but the same does not hold for spike avalanches. We conclude that undersampled branching-process-like models in these topologies fail to reproduce the statistics of spike avalanches.

Minimum size for the occurrence of vortex matter in a square mesoscopic superconductor

The study of superconducting samples in mesoscopic scale presented a remarkable improvement during the last years. Certainly, such interest is based on the fact that when the size of the samples is close to the order of the temperature dependent coherence length xi(T), and/or the size of the penetration depth lambda(T), there are some significant modifications on the physical properties of the superconducting state. This contribution tests the square cross-section size limit for the occurrence (or not) of vortices in mesoscopic samples of area L-2, where L varies discretely from 1 xi(0) to 8 xi(0).The time dependent Ginzburg-Landau (TDGL) equations approach is used upon taking the order parameter and the local magnetic field invariant along the z-direction. The vortex configurations at the equilibrium can be obtained from the TDGL equations for superconductivity as the system relaxes to the stationary state.The obtained results show that the limit of vortex penetration is for the square sample of size 3 xi(0) x 3 xi(0) in which only a single vortex are allowed into the sample. For smaller specimens, no vortex can be formed and the field entrance into the sample is continuous and the total flux penetration occurs at higher values of H/H-c2(0), where H-c2(T) is the upper critical field. Otherwise, for larger samples different vortices patterns can be observed depending on the sample size. (c) 2007 Elsevier B.V. All rights reserved.

Excitations and finite-size properties of an integrable supersymmetric electronic model

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Histomorphometric analysis of tissue responses to bioactive glass implants in critical defects in rat calvaria

The aim of this study was to evaluate the osteogenic behavior of two chemically similar bioactive glass products (Biogran (R) and Perioglas (R)) implanted in critical bone defects in rat calvaria. Thirty-six transfixed bone defects of 8 mm diameter were made surgically in adult male Wistar rats. The animals were distributed equally into three groups: Biogran (GI), Perioglas (GII) and without implant material (control; GIII). The morphology and composition of both bioactive glasses were analyzed by scanning electron microscopy and energy-dispersive spectrometry. Tissue specimens were analyzed at the biological time points of 15, 30 and 60 days by optical microscopy and morphometry, demonstrating biocompatibility for the tested materials with moderate chronic inflammation involving their particles. Bone neoformation resulted only as a reparative reaction to an intentionally produced defect and was limited to the defect's edges. No statistically significant differences among the groups were observed. At the scar interstice, abundant deposits of collagenous fibers enveloping the particles were noted. The present results indicated that the bioactive glasses, under the experimental conditions analyzed, did not show osteogenic behavior. Copyright (c) 2007 S. Karger AG, Basel.

Integrable aspects of the scaling q-state Potts models II: finite-size effects

We continue our discussion of the q-state Potts models for q less than or equal to 4, in the scaling regimes close to their critical and tricritical points. In a previous paper, the spectrum and full S-matrix of the models on an infinite line were elucidated; here, we consider finite-size behaviour. TBA equations are proposed for all cases related to phi(21) and phi(12) perturbations of unitary minimal models. These are subjected to a variety of checks in the ultraviolet and infrared limits, and compared with results from a recently-proposed non-linear integral equation. A non-linear integral equation is also used to study the flows from tricritical to critical models, over the full range of q. Our results should also be of relevance to the study of the off-critical dilute A models in regimes 1 and 2. (C) 2003 Elsevier B.V. B.V. All rights reserved.

Critical temperature for first-order phase transitions in confined systems

We consider the Euclidean D-dimensional -lambda vertical bar phi vertical bar(4)+eta vertical bar rho vertical bar(6) (lambda,eta > 0) model with d (d <= D) compactified dimensions. Introducing temperature by means of the Ginzburg-Landau prescription in the mass term of the Hamiltonian, this model can be interpreted as describing a first-order phase transition for a system in a region of the D-dimensional space, limited by d pairs of parallel planes, orthogonal to the coordinates axis x(1), x(2),..., x(d). The planes in each pair are separated by distances L-1, L-2, ... , L-d. We obtain an expression for the transition temperature as a function of the size of the system, T-c({L-i}), i = 1, 2, ..., d. For D = 3 we particularize this formula, taking L-1 = L-2 = ... = L-d = L for the physically interesting cases d = 1 (a film), d = 2 (an infinitely long wire having a square cross-section), and for d = 3 (a cube). For completeness, the corresponding formulas for second-order transitions are also presented. Comparison with experimental data for superconducting films and wires shows qualitative agreement with our theoretical expressions.

Patch-size and isolation effects in the Fisher-Kolmogorov equation

We examine the classical problem of the existence of a threshold size for a patch to allow for survival of a given population in the case where the patch is not completely isolated. The surrounding habitat matrix is characterized by a non-zero carrying capacity. We show that a critical patch size cannot be strictly defined in this case. We also obtain the saturation density in such a patch as a function of the size of the patch and the relative carrying capacity of the outer region. We argue that this relative carrying capacity is a measure of the isolation of the patch. Our results are then compared with conclusions drawn from observations of the population dynamics of understorey birds in fragments of the Amazonian forest and shown to qualitatively agree with them, offering an explanation for the importance of dispersal and isolation in these observations. Finally, we show that a generalized critical patch size can be introduced resorting to threshold densities for the observation of a given species.

Gradually truncated log-normal in USA publicly traded firm size distribution

We study the statistical distribution of firm size for USA and Brazilian publicly traded firms through the Zipf plot technique. Sale size is used to measure firm size. The Brazilian firm size distribution is given by a log-normal distribution without any adjustable parameter. However, we also need to consider different parameters of log-normal distribution for the largest firms in the distribution, which are mostly foreign firms. The log-normal distribution has to be gradually truncated after a certain critical value for USA firms. Therefore, the original hypothesis of proportional effect proposed by Gibrat is valid with some modification for very large firms. We also consider the possible mechanisms behind this distribution. (c) 2006 Published by Elsevier B.V.

Hard tissue formation adjacent to implants of various size and configuration immediately placed into extraction sockets: an experimental study in dogs

ObjectivesTo evaluate the influence of implant size and configuration on osseointegration in implants immediately placed into extraction sockets.Material and methodsImplants were installed immediately into extraction sockets in the mandibles of six Labrador dogs. In the control sites, cylindrical transmucosal implants (3.3 mm diameter) were installed, while in the test sites, larger and conical (root formed, 5 mm diameter) implants were installed. After 4 months of healing, the resorptive patterns of the alveolar crest were evaluated histomorphometrically.ResultsWith one exception, all implants were integrated in mineralized bone, mainly composed of mature lamellar bone. The alveolar crest underwent resorption at the control as well as at the test implants. This resorption was more pronounced at the buccal aspects and significantly greater at the test (2.7 +/- 0.4 mm) than at the control implants (1.5 +/- 0.6 mm). However, the control implants were associated with residual defects that were deeper at the lingual than at the buccal aspects, while these defects were virtually absent at test implants.ConclusionsThe installment of root formed wide implants immediately into extraction sockets will not prevent the resorption of the alveolar crest. In contrast, this resorption is more marked both at the buccal and lingual aspects of root formed wide than at standard cylindrical implants.To cite this article:Caneva M, Salata LA, de Souza SS, Bressan E, Botticelli D, Lang NP. Hard tissue formation adjacent to implants of various size and configuration immediately placed into extraction sockets: an experimental study in dogs.Clin. Oral Impl. Res. 21, 2010; 885-895.doi: 10.1111/j.1600-0501.2010.01931.x.

Labeling index in pituitary adenomas evaluated by means of MIB-1: is there a prognostic role? A critical review

Objective: The present article presents an overview of the literature, and analyses the methods and the primary questions related to assessment of proliferation index using the Ki-67/MIB-1 labeling index in pituitary adenomas. Although atypical adenomas are characterized by their atypical morphological features by an elevated mitotic index, a Ki-67 (MIB-1) labeling index greater than 3% and extensive nuclear staining for p53, use of the proliferation index (LI) of pituitary adenomas in assessing the degree of tumor aggressiveness is a controversial topic in the literature, and there are disparate results involving many studies.Methods: A review of literature was carried out to correlate the role of Ki-67 LI and its correlation with clinical findings, tumor size, invasiveness, recurrence, adenoma subtype, adenoma doubling time, and pituitary carcinomas is addressed. Results: The prognosis cannot be predicted on the basis of the Ki-67 LI alone. Although there is no direct relation between Ki-67 LI and some of these variables and controversial data were found regarding some topics, our review justify the use of Ki-67 in the analysis of pituitary adenomas as an additional information for clinical decision.Conclusion: Although assessment of proliferative may be helpful in predicting subsequent tumor recurrence or invasiveness, there are many other important and as yet unidentified factors pituitary tumors. It is clear that further research is needed to clarify these molecular mechanisms to predict those with a potentially poor clinical outcome.

White matter abnormalities associated with Alzheimer's disease and mild cognitive impairment: A critical review of MRI studies

In this article, the authors aim to present a critical review of recent MRI studies addressing white matter (WM) abnormalities in Alzheimer's disease (AD) and mild cognitive impairment (MCI), by searching PubMed and reviewing MRI studies evaluating subjects with AD or MCI using WM volumetric methods, diffusion tensor imaging and assessment of WM hyperintensities. Studies have found that, compared with healthy controls, AD and MCI samples display WM volumetric reductions and diffusion tensor imaging findings suggestive of reduced WM integrity. These changes affect complex networks relevant to episodic memory and other cognitive processes, including fiber connections that directly link medial temporal structures and the corpus callosum. Abnormalities in cortico-cortical and cortico-subcortical WM interconnections are associated with an increased risk of progression from MCI to dementia. It can be concluded that WM abnormalities are detectable in early stages of AD and MCI. Degeneration of WM networks causes disconnection among neural cells and the degree of such changes is related to cognitive decline. © 2013 2013 Expert Reviews Ltd.

Critical adsorption of polyelectrolytes onto charged Janus nanospheres

Based on extensive Monte Carlo simulations and analytical considerations we study the electrostatically driven adsorption of flexible polyelectrolyte chains onto charged Janus nanospheres. These net-neutral colloids are composed of two equally but oppositely charged hemispheres. The critical binding conditions for polyelectrolyte chains are analysed as function of the radius of the Janus particle and its surface charge density, as well as the salt concentration in the ambient solution. Specifically for the adsorption of finite-length polyelectrolyte chains onto Janus nanoparticles, we demonstrate that the critical adsorption conditions drastically differ when the size of the Janus particle or the screening length of the electrolyte are varied. We compare the scaling laws obtained for the adsorption-desorption threshold to the known results for uniformly charged spherical particles, observing significant disparities. We also contrast the changes to the polyelectrolyte chain conformations close to the surface of the Janus nanoparticles as compared to those for simple spherical particles. Finally, we discuss experimentally relevant physicochemical systems for which our simulations results may become important. In particular, we observe similar trends with polyelectrolyte complexation with oppositely but heterogeneously charged proteins.

Dominant predators mediate the impact of habitat size on trophic structure in bromeliad invertebrate communities

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)