Robust statistical modeling using the Birnbaum-Saunders-t distribution applied to insurance

In this paper, we carry out robust modeling and influence diagnostics in Birnbaum-Saunders (BS) regression models. Specifically, we present some aspects related to BS and log-BS distributions and their generalizations from the Student-t distribution, and develop BS-t regression models, including maximum likelihood estimation based on the EM algorithm and diagnostic tools. In addition, we apply the obtained results to real data from insurance, which shows the uses of the proposed model. Copyright (c) 2011 John Wiley & Sons, Ltd.

Short communication: Principal components and factor analytic models for test-day milk yield in Brazilian Holstein cattle

A total of 46,089 individual monthly test-day (TD) milk yields (10 test-days), from 7,331 complete first lactations of Holstein cattle were analyzed. A standard multivariate analysis (MV), reduced rank analyses fitting the first 2, 3, and 4 genetic principal components (PC2, PC3, PC4), and analyses that fitted a factor analytic structure considering 2, 3, and 4 factors (FAS2, FAS3, FAS4), were carried out. The models included the random animal genetic effect and fixed effects of the contemporary groups (herd-year-month of test-day), age of cow (linear and quadratic effects), and days in milk (linear effect). The residual covariance matrix was assumed to have full rank. Moreover, 2 random regression models were applied. Variance components were estimated by restricted maximum likelihood method. The heritability estimates ranged from 0.11 to 0.24. The genetic correlation estimates between TD obtained with the PC2 model were higher than those obtained with the MV model, especially on adjacent test-days at the end of lactation close to unity. The results indicate that for the data considered in this study, only 2 principal components are required to summarize the bulk of genetic variation among the 10 traits.

A general class of zero-or-one inflated beta regression models

This paper proposes a general class of regression models for continuous proportions when the data contain zeros or ones. The proposed class of models assumes that the response variable has a mixed continuous-discrete distribution with probability mass at zero or one. The beta distribution is used to describe the continuous component of the model, since its density has a wide range of different shapes depending on the values of the two parameters that index the distribution. We use a suitable parameterization of the beta law in terms of its mean and a precision parameter. The parameters of the mixture distribution are modeled as functions of regression parameters. We provide inference, diagnostic, and model selection tools for this class of models. A practical application that employs real data is presented. (C) 2011 Elsevier B.V. All rights reserved.

Pollination services at risk: Bee habitats will decrease owing to climate change in Brazil

Native bees are important providers of pollination services, but there are cumulative evidences of their decline. Global changes such as habitat losses, invasions of exotic species and climate change have been suggested as the main causes of the decline of pollinators. In this study, the influence of climate change on the distribution of 10 species of Brazilian bees was estimated with species distribution modelling. We used Maxent algorithm (maximum entropy) and two different scenarios, an optimistic and a pessimistic, to the years 2050 and 2080. We also evaluated the percentage reduction of species habitat based on the future scenarios of climate change through Geographic Information System (GIS). Results showed that the total area of suitable habitats decreased for all species but one under the different future scenarios. The greatest reductions in habitat area were found for Melipona bicolor bicolor and Melipona scutellaris, which occur predominantly in areas related originally to Atlantic Moist Forest. The species analysed have been reported to be pollinators of some regional crops and the consequence of their decrease for these crops needs further clarification. (C) 2012 Elsevier B.V. All rights reserved.

Local power and size properties of the LR, Wald, score and gradient tests in dispersion models

We derive asymptotic expansions for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of dispersion models, under a sequence of Pitman alternatives. The asymptotic distributions of these statistics are obtained for testing a subset of regression parameters and for testing the precision parameter. Based on these nonnull asymptotic expansions, the power of all four tests, which are equivalent to first order, are compared. Furthermore, in order to compare the finite-sample performance of these tests in this class of models, Monte Carlo simulations are presented. An empirical application to a real data set is considered for illustrative purposes. (C) 2012 Elsevier B.V. All rights reserved.

Assessing malaria transmission in a low endemicity area of north-western Peru

Background Where malaria endemicity is low, control programmes need increasingly sensitive tools for monitoring malaria transmission intensity (MTI) and to better define health priorities. A cross-sectional survey was conducted in a low endemicity area of the Peruvian north-western coast to assess the MTI using both molecular and serological tools. Methods Epidemiological, parasitological and serological data were collected from 2,667 individuals in three settlements of Bellavista district, in May 2010. Parasite infection was detected using microscopy and polymerase chain reaction (PCR). Antibodies to Plasmodium vivax merozoite surface protein-119 (PvMSP119) and to Plasmodium falciparum glutamate-rich protein (PfGLURP) were detected by ELISA. Risk factors for exposure to malaria (seropositivity) were assessed by multivariate survey logistic regression models. Age-specific antibody prevalence of both P. falciparum and P. vivax were analysed using a previously published catalytic conversion model based on maximum likelihood for generating seroconversion rates (SCR). Results The overall parasite prevalence by microscopy and PCR were extremely low: 0.3 and 0.9%, respectively for P. vivax, and 0 and 0.04%, respectively for P. falciparum, while seroprevalence was much higher, 13.6% for P. vivax and 9.8% for P. falciparum. Settlement, age and occupation as moto-taxi driver during previous year were significantly associated with P. falciparum exposure, while age and distance to the water drain were associated with P. vivax exposure. Likelihood ratio tests supported age seroprevalence curves with two SCR for both P. vivax and P. falciparum indicating significant changes in the MTI over time. The SCR for PfGLURP was 19-fold lower after 2002 as compared to before (λ1 = 0.022 versus λ2 = 0.431), and the SCR for PvMSP119 was four-fold higher after 2006 as compared to before (λ1 = 0.024 versus λ2 = 0.006). Conclusion Combining molecular and serological tools considerably enhanced the capacity of detecting current and past exposure to malaria infections and related risks factors in this very low endemicity area. This allowed for an improved characterization of the current human reservoir of infections, largely hidden and heterogeneous, as well as providing insights into recent changes in species specific MTIs. This approach will be of key importance for evaluating and monitoring future malaria elimination strategies.

Numeric reconstruction of cytoskeleton with finite element method and topology optimization method

The importance of mechanical aspects related to cell activity and its environment is becoming more evident due to their influence in stem cell differentiation and in the development of diseases such as atherosclerosis. The mechanical tension homeostasis is related to normal tissue behavior and its lack may be related to the formation of cancer, which shows a higher mechanical tension. Due to the complexity of cellular activity, the application of simplified models may elucidate which factors are really essential and which have a marginal effect. The development of a systematic method to reconstruct the elements involved in the perception of mechanical aspects by the cell may accelerate substantially the validation of these models. This work proposes the development of a routine capable of reconstructing the topology of focal adhesions and the actomyosin portion of the cytoskeleton from the displacement field generated by the cell on a flexible substrate. Another way to think of this problem is to develop an algorithm to reconstruct the forces applied by the cell from the measurements of the substrate displacement, which would be characterized as an inverse problem. For these kind of problems, the Topology Optimization Method (TOM) is suitable to find a solution. TOM is consisted of an iterative application of an optimization method and an analysis method to obtain an optimal distribution of material in a fixed domain. One way to experimentally obtain the substrate displacement is through Traction Force Microscopy (TFM), which also provides the forces applied by the cell. Along with systematically generating the distributions of focal adhesion and actin-myosin for the validation of simplified models, the algorithm also represents a complementary and more phenomenological approach to TFM. As a first approximation, actin fibers and flexible substrate are represented through two-dimensional linear Finite Element Method. Actin contraction is modeled as an initial stress of the FEM elements. Focal adhesions connecting actin and substrate are represented by springs. The algorithm was applied to data obtained from experiments regarding cytoskeletal prestress and micropatterning, comparing the numerical results to the experimental ones

A novel map-matching procedure for low-sampling GPS data with applications to traffic flow analysis

An extensive sample (2%) of private vehicles in Italy are equipped with a GPS device that periodically measures their position and dynamical state for insurance purposes. Having access to this type of data allows to develop theoretical and practical applications of great interest: the real-time reconstruction of traffic state in a certain region, the development of accurate models of vehicle dynamics, the study of the cognitive dynamics of drivers. In order for these applications to be possible, we first need to develop the ability to reconstruct the paths taken by vehicles on the road network from the raw GPS data. In fact, these data are affected by positioning errors and they are often very distanced from each other (~2 Km). For these reasons, the task of path identification is not straightforward. This thesis describes the approach we followed to reliably identify vehicle paths from this kind of low-sampling data. The problem of matching data with roads is solved with a bayesian approach of maximum likelihood. While the identification of the path taken between two consecutive GPS measures is performed with a specifically developed optimal routing algorithm, based on A* algorithm. The procedure was applied on an off-line urban data sample and proved to be robust and accurate. Future developments will extend the procedure to real-time execution and nation-wide coverage.

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.

Polarization observables in virtual compton scattering

Virtual Compton Scattering (VCS) is an important reaction for understanding nucleon structure at low energies. By studying this process, the generalized polarizabilities of the nucleon can be measured. These observables are a generalization of the already known polarizabilities and will permit theoretical models to be challenged on a new level. More specifically, there exist six generalized polarizabilities and in order to disentangle them all, a double polarization experiment must be performed. Within this work, the VCS reaction p(e,e p)gamma was measured at MAMI using the A1 Collaboration three spectrometer setup with Q2=0.33 (GeV/c)2. Using the highly polarized MAMI beam and a recoil proton polarimeter, it was possible to measure both the VCS cross section and the double polarization observables. Already in 2000, the unpolarized VCS cross section was measured at MAMI. In this new experiment, we could confirm the old data and furthermore the double polarization observables were measured for the first time. The data were taken in five periods between 2005 and 2006. In this work, the data were analyzed to extract the cross section and the proton polarization. For the analysis, a maximum likelihood algorithm was developed together with the full simulation of all the analysis steps. The experiment is limited by the low statistics due mainly to the focal plane proton polarimeter efficiency. To overcome this problem, a new determination and parameterization of the carbon analyzing power was performed. The main result of the experiment is the extraction of a new combination of the generalized polarizabilities using the double polarization observables.

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.

Warped extra dimensions: flavor, precision tests and Higgs physics

In this thesis, the phenomenology of the Randall-Sundrum setup is investigated. In this context models with and without an enlarged SU(2)_L x SU(2)_R x U(1)_X x P_{LR} gauge symmetry, which removes corrections to the T parameter and to the Z b_L \bar b_L coupling, are compared with each other. The Kaluza-Klein decomposition is formulated within the mass basis, which allows for a clear understanding of various model-specific features. A complete discussion of tree-level flavor-changing effects is presented. Exact expressions for five dimensional propagators are derived, including Yukawa interactions that mediate flavor-off-diagonal transitions. The symmetry that reduces the corrections to the left-handed Z b \bar b coupling is analyzed in detail. In the literature, Randall-Sundrum models have been used to address the measured anomaly in the t \bar t forward-backward asymmetry. However, it will be shown that this is not possible within a natural approach to flavor. The rare decays t \to cZ and t \to ch are investigated, where in particular the latter could be observed at the LHC. A calculation of \Gamma_{12}^{B_s} in the presence of new physics is presented. It is shown that the Randall-Sundrum setup allows for an improved agreement with measurements of A_{SL}^s, S_{\psi\phi}, and \Delta\Gamma_s. For the first time, a complete one-loop calculation of all relevant Higgs-boson production and decay channels in the custodial Randall-Sundrum setup is performed, revealing a sensitivity to large new-physics scales at the LHC.

On the flavor problem in strongly coupled theories

rnThis thesis is on the flavor problem of Randall Sundrum modelsrnand their strongly coupled dual theories. These models are particularly wellrnmotivated extensions of the Standard Model, because they simultaneously address rntherngauge hierarchy problem and the hierarchies in the quarkrnmasses and mixings. In order to put this into context, special attention is given to concepts underlying therntheories which can explain the hierarchy problem and the flavor structure of the Standard Model (SM). ThernAdS/CFTrnduality is introduced and its implications for the Randall Sundrum model withrnfermions in the bulk andrngeneral bulk gauge groups is investigated. It will be shown that the differentrnterms in the general 5D propagator of a bulk gauge field can be related tornthe corresponding diagrams of the strongly coupled dual, which allows for arndeeperrnunderstanding of the origin of flavor changing neutral currents generated by thernexchange of the Kaluza Klein excitations of these bulk fields.rnIn the numerical analysis, different observables which are sensitive torncorrections from therntree-levelrnexchange of these resonances will be presented on the basis of updatedrnexperimental data from the Tevatron and LHC experiments. This includesrnelectroweak precision observables, namely corrections to the S and Trnparameters followed by corrections to the Zbb vertex, flavor changingrnobservables with flavor changes at one vertex, viz. BR (Bd -> mu+mu-) and BR (Bs -> mu+mu-), and two vertices,rn viz. S_psiphi and |eps_K|, as well as bounds from direct detectionrnexperiments. rnThe analysis will show that all of these bounds can be brought in agreement withrna new physics scale Lambda_NP in the TeV range, except for the CPrnviolating quantity |eps_K|, which requires Lambda_NP= Ord(10) TeVrnin the absencernof fine-tuning. The numerous modifications of the Randall Sundrum modelrnin the literature, which try to attenuate this bound are reviewed andrncategorized.rnrnSubsequently, a novel solution to this flavor problem, based on an extendedrncolor gauge group in the bulk and its thorough implementation inrnthe RS model, will be presented, as well as an analysis of the observablesrnmentioned above in the extended model. This solution is especially motivatedrnfromrnthe point of view of the strongly coupled dual theory and the implications forrnstrongly coupled models of new physics, which do not possess a holographic dual,rnare examined.rnFinally, the top quark plays a special role in models with a geometric explanation ofrnflavor hierarchies and the predictions in the Randall-Sundrum model with andrnwithout the proposed extension for the forward-backward asymmetryrnA_FB^trnin top pair production are computed.

Large Sample Theory for Semiparametric Regression Models with Two-Phase, Outcome Dependent Sampling

Outcome-dependent, two-phase sampling designs can dramatically reduce the costs of observational studies by judicious selection of the most informative subjects for purposes of detailed covariate measurement. Here we derive asymptotic information bounds and the form of the efficient score and influence functions for the semiparametric regression models studied by Lawless, Kalbfleisch, and Wild (1999) under two-phase sampling designs. We show that the maximum likelihood estimators for both the parametric and nonparametric parts of the model are asymptotically normal and efficient. The efficient influence function for the parametric part aggress with the more general information bound calculations of Robins, Hsieh, and Newey (1995). By verifying the conditions of Murphy and Van der Vaart (2000) for a least favorable parametric submodel, we provide asymptotic justification for statistical inference based on profile likelihood.

On the Accelerated Failure Time Model for Current Status and Interval Censored Data

This paper introduces a novel approach to making inference about the regression parameters in the accelerated failure time (AFT) model for current status and interval censored data. The estimator is constructed by inverting a Wald type test for testing a null proportional hazards model. A numerically efficient Markov chain Monte Carlo (MCMC) based resampling method is proposed to simultaneously obtain the point estimator and a consistent estimator of its variance-covariance matrix. We illustrate our approach with interval censored data sets from two clinical studies. Extensive numerical studies are conducted to evaluate the finite sample performance of the new estimators.