Statistical modelling of extreme rainfall in Madeira Island

Extreme rainfall events have triggered a significant number of flash floods in Madeira Island along its past and recent history. Madeira is a volcanic island where the spatial rainfall distribution is strongly affected by its rugged topography. In this thesis, annual maximum of daily rainfall data from 25 rain gauge stations located in Madeira Island were modelled by the generalised extreme value distribution. Also, the hypothesis of a Gumbel distribution was tested by two methods and the existence of a linear trend in both distributions parameters was analysed. Estimates for the 50– and 100–year return levels were also obtained. Still in an univariate context, the assumption that a distribution function belongs to the domain of attraction of an extreme value distribution for monthly maximum rainfall data was tested for the rainy season. The available data was then analysed in order to find the most suitable domain of attraction for the sampled distribution. In a different approach, a search for thresholds was also performed for daily rainfall values through a graphical analysis. In a multivariate context, a study was made on the dependence between extreme rainfall values from the considered stations based on Kendall’s τ measure. This study suggests the influence of factors such as altitude, slope orientation, distance between stations and their proximity of the sea on the spatial distribution of extreme rainfall. Groups of three pairwise associated stations were also obtained and an adjustment was made to a family of extreme value copulas involving the Marshall–Olkin family, whose parameters can be written as a function of Kendall’s τ association measures of the obtained pairs.

Transfer function-noise modeling and spatial interpolation to evaluate the risk of extreme (shallow) water-table levels in the Brazilian Cerrados

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Extreme degree of chromosome number variability in species of the spider genus Scytodes (Araneae, Haplogynae, Scytodidae)

Genus Scytodes includes most species of the spider family Scytodidae. Until now, 187 species of the genus have been described. In spite of this great diversity, only three Scytodes species were karyotyped so far. The present paper provides for the first time karyotype analysis of two synanthropic species, Scytodes fusca and Scytodes itapevi. Furthermore, new data on karyotype of Scytodes globula are also provided using conventional and differential cytogenetical procedures. The diploid number in the genus Scytodes varied considerably, namely from 2n = 13 to 2n = 31. The diploid number found in S. globula (2n male = 13) is the lowest in haplogyne spiders with monocentric chromosomes. Except S. globula, this number has been found only in one haplogyne spider with monocentric chromosomes, namely Ochyrocera sp. (Ochyroceratidae). on the contrary, the diploid number of S. fusca (2n male = 31) is one of the highest diploid numbers recorded in haplogyne spiders. The degree of intrageneric variation found in the genus Scytodes is the highest recorded in araneomorph spiders with monocentric chromosomes so far. Some karyotype characteristics (diploid number, chromosome morphology, total chromosome length, and distribution of constitutive heterochromatin) allowed us to postulate a close relationship between S. globula and S. itapevi. According to the karyotype data, S. fusca is not closely related to these two species. This conclusion corroborates a recent taxonomic work that grouped S. globula, S. itapevi, and other four Scytodes species in the 'globula group'.

Convexity of the extreme zeros of Gegenbauer and Laguerre polynomials

Let C-n(lambda)(x), n = 0, 1,..., lambda > -1/2, be the ultraspherical (Gegenbauer) polynomials, orthogonal. in (-1, 1) with respect to the weight function (1 - x(2))(lambda-1/2). Denote by X-nk(lambda), k = 1,....,n, the zeros of C-n(lambda)(x) enumerated in decreasing order. In this short note, we prove that, for any n is an element of N, the product (lambda + 1)(3/2)x(n1)(lambda) is a convex function of lambda if lambda greater than or equal to 0. The result is applied to obtain some inequalities for the largest zeros of C-n(lambda)(x). If X-nk(alpha), k = 1,...,n, are the zeros of Laguerre polynomial L-n(alpha)(x), also enumerated in decreasing order, we prove that x(n1)(lambda)/(alpha + 1) is a convex function of alpha for alpha > - 1. (C) 2002 Published by Elsevier B.V. B.V.

Sharp bounds for the extreme zeros of classical orthogonal polynomials

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Overspinning a nearly extreme charged black hole via a quantum tunneling process

We examine a nearly extreme macroscopic Reissner-Nordstrom black hole in the context of semiclassical gravity. The absorption rate associated with the quantum tunneling process of scalar particles whereby this black hole can acquire enough angular momentum to violate the weak cosmic-censorship conjecture is shown to be nonzero.

Low-frequency absorption cross section of the electromagnetic waves for extreme Reissner-Nordstrom black holes in higher dimensions

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Non-stationary frequency analysis of extreme daily rainfall in São Paulo, Brazil

This work is an assessment of frequency of extreme values (EVs) of daily rainfall in the city of São Paulo. Brazil, over the period 1933-2005, based on the peaks-over-threshold (POT) and Generalized Pareto Distribution (GPD) approach. Usually. a GPD model is fitted to a sample of POT Values Selected With a constant threshold. However. in this work we use time-dependent thresholds, composed of relatively large p quantities (for example p of 0.97) of daily rainfall amounts computed from all available data. Samples of POT values were extracted with several Values of p. Four different GPD models (GPD-1, GPD-2, GPD-3. and GDP-4) were fitted to each one of these samples by the maximum likelihood (ML) method. The shape parameter was assumed constant for the four models, but time-varying covariates were incorporated into scale parameter of GPD-2. GPD-3, and GPD-4, describing annual cycle in GPD-2. linear trend in GPD-3, and both annual cycle and linear trend in GPD-4. The GPD-1 with constant scale and shape parameters is the simplest model. For identification of the best model among the four models WC used rescaled Akaike Information Criterion (AIC) with second-order bias correction. This criterion isolates GPD-3 as the best model, i.e. the one with positive linear trend in the scale parameter. The slope of this trend is significant compared to the null hypothesis of no trend, for about 98% confidence level. The non-parametric Mann-Kendall test also showed presence of positive trend in the annual frequency of excess over high thresholds. with p-value being virtually zero. Therefore. there is strong evidence that high quantiles of daily rainfall in the city of São Paulo have been increasing in magnitude and frequency over time. For example. 0.99 quantiles of daily rainfall amount have increased by about 40 mm between 1933 and 2005. Copyright (C) 2008 Royal Meteorological Society

Proactive management of extreme prematurity: Disagreement between obstetricians and neonatologists

Objective: To verify, in extremely preterm infants, if disagreement between obstetricians and neonatologists regarding proactive management is associated with early death.Study Design: Prospective cohort of 484 infants with 23 0/7 to 266/7 weeks, without malformations, born from January 2006 to December 2009 in eight Brazilian hospitals. Pro-active management was defined as indication of ≥1 dose of antenatal steroid or cesarean section (obstetrician) and resuscitation at birth according to the international guidelines (neonatologist). Main outcome was neonatal death in the first 24 h of life.Result: Obstetricians and neonatologists disagreed in 115 (24%) patients: only neonatologists were proactive in 107 of them. Disagreement between professionals increased 2.39 times the chance of death in the first day (95% confidence interval 1.40 to 4.09), adjusted for center and maternal/neonatal clinical conditions.Conclusion: In infants with 23 to 26 weeks of gestation, disagreement between obstetricians and neonatologists, translated as lack of antenatal steroids and/or vaginal delivery, despite resuscitation procedures, increases the odds of death in the first day. © 2012 Nature America, Inc.

Earning inequalities in Brazil: quantile regressions and the decomposition approach

Includes bibliography

Effects of extreme cooling methods on mechanical properties and shear bond strength of bilayered porcelain/3Y-TZP specimens

Objectives: This study investigated the effect of extreme cooling methods on the flexural strength, reliability and shear bond strength of veneer porcelain for zirconia. Methods: Vita VM9 porcelain was sintered on zirconia bar specimens and cooled by one of the following methods: inside a switched-off furnace (slow), at room temperature (normal) or immediately by compressed air (fast). Three-point flexural strength tests (FS) were performed on specimens with porcelain under tension (PT, n = 30) and zirconia under tension (ZT, n = 30). Shear bond strength tests (SBS, n = 15) were performed on cylindrical blocks of porcelain, which were applied on zirconia plates. Data were submitted to one-way ANOVA and Tukey's post hoc tests (p < 0.05). Weibull analysis was performed on the PT and ZT configurations. Results: One-way ANOVA for the PT configuration was significant, and Tukey's test revealed that fast cooling leads to significantly higher values (p < 0.01) than the other cooling methods. One-way ANOVA for the ZT configuration was not significant (p = 0.06). Weibull analysis showed that normal cooling had slightly higher reliability for both the PT and ZT configurations. Statistical tests showed that slow cooling decreased the SBS value (p < 0.01) and showed less adhesive fracture modes than the other cooling methods. Clinical Significance: Slow cooling seems to affect the veneer resistance and adhesion to the zirconia core; however, the reliability of fast cooling was slightly lower than that of the other methods. © 2013 Elsevier Ltd.

Parametric VaR with goodness-of-fit tests based on EDF statistics for extreme returns

Parametric VaR (Value-at-Risk) is widely used due to its simplicity and easy calculation. However, the normality assumption, often used in the estimation of the parametric VaR, does not provide satisfactory estimates for risk exposure. Therefore, this study suggests a method for computing the parametric VaR based on goodness-of-fit tests using the empirical distribution function (EDF) for extreme returns, and compares the feasibility of this method for the banking sector in an emerging market and in a developed one. The paper also discusses possible theoretical contributions in related fields like enterprise risk management (ERM). © 2013 Elsevier Ltd.

A regional basic income: towards the eradication of extreme poverty in Central America

Incluye Bibliografía

Analysis of extreme events in the Caribbean 1990-2008

This study presents an analysis of extreme events in the Caribbean subregion for the period 1990 to 2008, and forms part of a similar, wider study focused on the Latin America and the Caribbean region (Central America and South America being the other two subregional components). It explores the economic costs of climate change through an examination of adaptation costs to extreme events. ECLAC, through its Subregional Headquarters for the Caribbean, is pleased to have been able to undertake this study with the financial support of DFID and to have ensured its successful execution in collaboration with technical expertise from the University of the West Indies.