Constant coefficient tests for random coefficient regression

Random coefficient regression models have been applied in differentfields and they constitute a unifying setup for many statisticalproblems. The nonparametric study of this model started with Beranand Hall (1992) and it has become a fruitful framework. In thispaper we propose and study statistics for testing a basic hypothesisconcerning this model: the constancy of coefficients. The asymptoticbehavior of the statistics is investigated and bootstrapapproximations are used in order to determine the critical values ofthe test statistics. A simulation study illustrates the performanceof the proposals.

Microfabrics in carbonate mylonites along a large-scale shear zone (Helvetic Alps)

Carbonate mylonites with varying proportions of second-phase minerals were collected at positions of increasing metamorphic grade along the basal thrust of the Morcles nappe (Helvetic nappes, Switzerland). Variations of temperature, stress, and strain rate, changes in chemistry of solid and fluid phases, and differing degrees of strain localization and annealing were tracked by measuring the shapes, mean sizes, and size distributions of both matrix and second-phase grains, as well as crystal preferred orientation (CPO) of the matrix. Field structures suggest that strain rate was constant along the fault. The mean and distribution of the calcite grain sizes were affected most profoundly by temperature: Increased temperature, presumably accompanied by decreased stress, correlated with larger mean sizes and wider size distributions. At a given location, the matrix grains in mylonites with more second-phase particles are, on average, smaller, have narrower size distributions, and have more elongate shapes. For example, mylonites with 50 vol.% of second phases have matrix grain sizes half that of pure mylonites. Changes in calcite chemistry and the presence of synkinematic fluids seemed to influence microfabric only weakly. Temporal variations in conditions, such as exhumation-induced cooling, apparently provoke changes in temperature, stress, and strain rate along the nappe. These changes result in further strain localization during retrograde conditions and cause the grain size to be reduced by an additional 50%. The matrix CPO strengthens with increasing temperature or strain, but weakens and rotates with increasing second-phase content, These fabric changes suggest differing rates of grain growth, grain size reduction, and development of CPO owing to variations in the deformation conditions and, perhaps, mechanisms. To interpret natural mylonite structures or to extrapolate mechanical data to natural situations requires careful characterization of the microfabric, and, in particular, second-phase minerals. (c) 2007 Elsevier B.V, All rights reserved.

Seasonal and spatial species richness variation of dung beetle (Coleoptera, Scarabaeidae s. str.) in the Atlantic Forest of southeastern Brazil

The knowledge on Atlantic Forest scarab beetle fauna is quite limited. This biome is strongly degraded and these insects can be used as bioindicators since they are sensitive to forest destruction and show distinct organizational patterns in forest fragments or in areas that have been deteriorated by human activity. Thus, a study of the Scarabaeidae (sensu stricto) dung beetles fauna that inhabit Serra do Japi, São Paulo, Brazil (23º12'-23º22' S and 46º53'-47º03'W) was carried out; the monthly species richness was analyzed in six areas during one year and the vegetation's structural physiognomy was described. The areas included a conserved and a degraded valley, a northward and a southward hillside, a hilltop, and an area of secondary forest growing under eucalyptus trees. The specimens were collected using four pitfall traps baited with human feces, which remained at each spot during 48 hours. Between September, 1997 and August, 1998, 3524 individuals of 39 species were collected; the most abundant were: Canthidium trinodosum, Eurysternus cyanescens, Uroxys kratochvili, Scybalocanthon nigriceps, Uroxys lata, Canthonella sp., Dichotomius assifer, Deltochilum furcatum, Canthidium sp.2, Canthon latipes, Deltochilum rubripenne, Eurysternus sp., and Dichotomius sp.1. The number of individuals and species was greater in the hot, rainy season, when there was a correlation between the number of species and the mean annual temperature [r²= 0.69; p<0.01]. The lower winter richness was most pronounced in the conserved valley, while richness remained relatively constant in the degraded valley; abundance was much higher in the degraded valley. The cluster analysis showed that the valleys and hillsides are the most similar in relation to species composition and abundance, yet different from the secondary forest with eucalypts and the hilltop.

Constant interest rate projections without the curse of indeterminacy

Constant interest rate (CIR) projections are often criticized on the grounds that they are inconsistent with the existence of a unique equilibrium in a variety of forward-looking models. This note shows howto construct CIR projections that are not subject to that criticism, using a standard New Keynesian model as a reference framework.

Total curvature and total torsion of knotted polymers

Previous work on radius of gyration and average crossing number has demonstrated that polymers with fixed topology show a different scaling behavior with respect to these characteristics than polymers with unrestricted topology. Using numerical simulations, we show here that the difference in the scaling behavior between polymers with restricted and unrestricted topology also applies to the total curvature and total torsion. For each knot type, the equilibrium length with respect to a given spatial characteristic is the number of edges at which the value of the characteristic is the same as the average for all polygons. This number appears to be correlated to physical properties of macromolecules, for example gel mobility as measured by the separation between distinct knot types. We also find that, on average, closed polymers require slightly more total curvature and slightly less total torsion than open polymers with the corresponding number of monomers.

A two-mean reverting-factor model of the term structure of interest rates

This paper presents a two--factor model of the term structure ofinterest rates. We assume that default free discount bond prices aredetermined by the time to maturity and two factors, the long--term interestrate and the spread (difference between the long--term rate and theshort--term (instantaneous) riskless rate). Assuming that both factorsfollow a joint Ornstein--Uhlenbeck process, a general bond pricing equationis derived. We obtain a closed--form expression for bond prices andexamine its implications for the term structure of interest rates. We alsoderive a closed--form solution for interest rate derivatives prices. Thisexpression is applied to price European options on discount bonds andmore complex types of options. Finally, empirical evidence of the model'sperformance is presented.

Ambulatory blood pressure monitoring: a mean to stratify cardiovascular risk.

OBJECTIVE: Current hypertension guidelines stress the importance to assess total cardiovascular risk but do not describe precisely how to use ambulatory blood pressures in the cardiovascular risk stratification. METHOD: We calculated here global cardiovascular risk according to 2003 European Society of Hypertension/European Society of Cardiology guidelines in 127 patients in whom daytime ambulatory blood pressures were recorded and carotid/femoral ultrasonography performed. RESULTS: The presence of ambulatory blood pressures >or =135/85 mmHg shifted cardiovascular risk to higher categories, as did the presence of hypercholesterolemia and, even more so, the presence of atherosclerotic plaques. CONCLUSION: Further studies are, however, needed to define the position of ambulatory blood pressures in the assessment of cardiovascular risk.

Combining heat stress and moderate hypoxia reduces cycling time to exhaustion without modifying neuromuscular fatigue characteristics.

PURPOSE: This study investigated the isolated and combined effects of heat [temperate (22 °C/30 % rH) vs. hot (35 °C/40 % rH)] and hypoxia [sea level (FiO2 0.21) vs. moderate altitude (FiO2 0.15)] on exercise capacity and neuromuscular fatigue characteristics. METHODS: Eleven physically active subjects cycled to exhaustion at constant workload (66 % of the power output associated with their maximal oxygen uptake in temperate conditions) in four different environmental conditions [temperate/sea level (control), hot/sea level (hot), temperate/moderate altitude (hypoxia) and hot/moderate altitude (hot + hypoxia)]. Torque and electromyography (EMG) responses following electrical stimulation of the tibial nerve (plantar-flexion; soleus) were recorded before and 5 min after exercise. RESULTS: Time to exhaustion was reduced (P < 0.05) in hot (-35 ± 15 %) or hypoxia (-36 ± 14 %) compared to control (61 ± 28 min), while hot + hypoxia (-51 ± 20 %) further compromised exercise capacity (P < 0.05). However, the effect of temperature or altitude on end-exercise core temperature (P = 0.089 and P = 0.070, respectively) and rating of perceived exertion (P > 0.05) did not reach significance. Maximal voluntary contraction torque, voluntary activation (twitch interpolation) and peak twitch torque decreased from pre- to post-exercise (-9 ± 1, -4 ± 1 and -6 ± 1 % all trials compounded, respectively; P < 0.05), with no effect of the temperature or altitude. M-wave amplitude and root mean square activity were reduced (P < 0.05) in hot compared to temperate conditions, while normalized maximal EMG activity did not change. Altitude had no effect on any measured parameters. CONCLUSION: Moderate hypoxia in combination with heat stress reduces cycling time to exhaustion without modifying neuromuscular fatigue characteristics. Impaired oxygen delivery or increased cardiovascular strain, increasing relative exercise intensity, may have also contributed to earlier exercise cessation.

Duality in mean-variance frontiers with conditioning information

Portfolio and stochastic discount factor (SDF) frontiers are usually regarded as dual objects, and researchers sometimes use one to answer questions about the other. However, the introduction of conditioning information and active portfolio strategies alters this relationship. For instance, the unconditional portfolio frontier in Hansen and Richard (1987) is not dual to the unconditional SDF frontier in Gallant, Hansen and Tauchen (1990). We characterise the dual objects to those frontiers, and relate them to the frontiers generated with managed portfolios, which are commonly used in empirical work. We also study the implications of a safe asset and other special cases.

Effects of prior repeated-sprints with different recovery duration on oxygen uptake kinetics during subsequent heavy-exercise

Introduction: Prior repeated-sprints (6) has become an interesting method to resolve the debate surrounding the principal factors that limits the oxygen uptake (V'O2) kinetics at the onset of exercise [i.e., muscle O2 delivery (5) or metabolic inertia (3)]. The aim of this study was to compare the effects of two repeated-sprints sets of 6x6s separated by different recovery duration between the sprints on V'O2 and muscular de-oxygenation [HHb] kinetics during a subsequent heavy-intensity exercise. Methods: 10 male subjects performed a 6-min constant-load cycling test (T50) at intensity corresponding to half of the difference between V'O2max and the ventilatory threshold. Then, they performed two repeated-sprints sets of 6x6s all-out separated by different recovery duration between the sprints (S1:30s and S2:3min) followed, after 7-min-recovery, by the T50 (S1T50 and S2T50, respectively). V'O2, [HHb] of the vastus lateralis (VL) and surface electromyography activity [i.e., root-mean-square (RMS) and the median frequency of the power density spectrum (MDF)] from VL and vastus medialis (VM) were recorded throughout T50. Models using a bi-exponential function for the overall T50 and a mono-exponential for the first 90s of T50 were used to define V'O2 and [HHb] kinetics respectively. Results: V'O2 mean value was higher in S1 (2.9±0.3l.min-1) than in S2 (1.2±0.3l.min-1); (p<0.001). The peripheral blood flow was increased after sprints as attested by a higher basal heart rate (HRbaseline) (S1T50: +22%; S2T50: +17%; p≤0.008). Time delay [HHb] was shorter for S1T50 and S2T50 than for T50 (-22% for both; p≤0.007) whereas the mean response time of V'O2 was accelerated only after S1 (S1T50: 32.3±2.5s; S2T50: 34.4±2.6s; T50: 35.7±5.4s; p=0.031). There were no significant differences in RMS between the three conditions (p>0.05). MDF of VM was higher during the first 3-min in S1T50 than in T50 (+6%; p≤0.05). Conclusion: The study show that V'O2 kinetics was speeded by prior repeated-sprints with a short (30s) but not a long (3min) inter-sprints-recovery even though the [HHb] kinetics was accelerated and the peripheral blood flow was enhanced after both sprints. S1, inducing a greater PCr depletion (1) and change in the pattern of the fibres recruitment (increase in MDF) compared with S2, may decrease metabolic inertia (2), stimulate the oxidative phosphorylation activation (4) and accelerate V'O2 kinetics at the beginning of the subsequent high-intensity exercise.

La Inefabilidad de la metáfora. Breve reflexión sobre la significación metafórica en la cultura como conversación

El debate sobre qué significan las metáforas es una constante en diversas áreas del pensamiento contemporáneo. Desde los estudios literarios hasta la ciencia cognitiva o la lingüística, la metáfora se ha interpretado como una instancia del lenguaje fundamental para comprender no sólo cómo nos comunicamos, sino cómo funciona nuestra mente. Por su parte, la idea de una contingencia del lenguaje y la acción comunicativa, en la que los individuos de una comunidad lingüística sientan las bases de sudesarrollo, gana terreno para una comprensión más práctica y veraz del progreso social. Desde estos supuestos, la reflexión desarrollada en estas páginas tendrá como propósito rediscutir algunas nociones y teorías sobre la metáfora y sus relaciones con los conceptos de «verdad» y «significado», tratando deubicarla en los marcos del uso y la conversación cultural en la contingencia de nuestro lenguaje.

Constant fluctuating asymmetry but not directional asymmetry along the geographic distribution of Drosophila antonietae (Diptera, Drosophilidae)

ABSTRACT The population dynamics of a species tends to change from the core to the periphery of its distribution. Therefore, one could expect peripheral populations to be subject to a higher level of stress than more central populations (the center–periphery hypothesis) and consequently should present a higher level of fluctuating asymmetry. To test these predictions we study asymmetry in wing shape of five populations of Drosophila antonietae collected throughout the distribution of the species using fluctuating asymmetry as a proxy for developmental instability. More specifically, we addressed the following questions: (1) what types of asymmetry occur in populations of D. antonietae? (2) Does the level of fluctuating asymmetry vary among populations? (3) Does peripheral populations have a higher fluctuating asymmetry level than central populations? We used 12 anatomical landmarks to quantify patterns of asymmetry in wing shape in five populations of D. antonietae within the framework of geometric morphometrics. Net asymmetry – a composite measure of directional asymmetry + fluctuating asymmetry – varied significantly among populations. However, once net asymmetry of each population is decomposed into directional asymmetry and fluctuating asymmetry, most of the variation in asymmetry was explained by directional asymmetry alone, suggesting that populations of D. antonietae have the same magnitude of fluctuating asymmetry throughout the geographical distribution of the species. We hypothesize that larval development in rotting cladodes might play an important role in explaining our results. In addition, our study underscores the importance of understanding the interplay between the biology of a species and its geographical patterns of asymmetry.