Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series

We consider the problem of testing whether the observations X1, ..., Xn of a time series are independent with unspecified (possibly nonidentical) distributions symmetric about a common known median. Various bounds on the distributions of serial correlation coefficients are proposed: exponential bounds, Eaton-type bounds, Chebyshev bounds and Berry-Esséen-Zolotarev bounds. The bounds are exact in finite samples, distribution-free and easy to compute. The performance of the bounds is evaluated and compared with traditional serial dependence tests in a simulation experiment. The procedures proposed are applied to U.S. data on interest rates (commercial paper rate).

Essays in labor and public economics

Dans ma thèse, je me sers de modèles de recherche solides pour répondre à des questions importantes de politique publique. Mon premier chapitre évalue l’impact causal de l’allégeance partisane (républicain ou démocrate) des gouverneurs américains sur le marché du travail. Dans ce chapitre, je combine les élections des gouverneurs avec les données du March CPS pour les années fiscales 1977 à 2008. En utilisant un modèle de régression par discontinuité, je trouve que les gouverneurs démocrates sont associés à de plus faibles revenus individuels moyens. Je mets en évidence que cela est entrainée par un changement dans la composition de la main-d’oeuvre à la suite d’une augmentation de l’emploi des travailleurs à revenus faibles et moyens. Je trouve que les gouverneurs démocrates provoquent une augmentation de l’emploi des noirs et de leurs heures travaillées. Ces résultats conduisent à une réduction de l’écart salarial entre les travailleurs noir et blanc. Mon deuxième chapitre étudie l’impact causal des fusillades qui se produisent dans les écoles secondaires américaines sur les performances des éléves et les résultats des écoles tels que les effectifs et le nombre d’enseignants recruté, a l’aide d’une stratégie de différence-en-différence. Le chapitre est coécrit avec Dongwoo Kim. Nous constatons que les fusillades dans les écoles réduisent significativement l’effectif des élèves de 9e année, la proportion d’élèves ayant un niveau adéquat en anglais et en mathématiques. Nous examinons aussi l’effet hétérogene des tueries dans les écoles secondaires entre les crimes et les suicides. Nous trouvons que les fusillades de natures criminelles provoquent la diminution du nombre d’inscriptions et de la proportion d’élèves adéquats en anglais et mathématiques. En utilisant des données sur les élèves en Californie, nous confirmons qu’une partie de l’effet sur la performance des élèves provient des étudiants inscrits et ce n’est pas uniquement un effet de composition. Mon troisième chapitre étudie l’impact des cellulaires sur la performance scolaire des élèves. Le chapitre est coécrit avec Richard Murphy. Dans ce chapitre, nous combinons une base de données unique contenant les politiques de téléphonie mobile des écoles obtenues à partir d’une enquète auprès des écoles dans quatre villes en Angleterre avec des données administratives sur la performance scolaire des éleves. Nous étudions ainsi l’impact de l’introduction d’une interdiction de téléphonie mobile sur le rendement des éleves. Nos résultats indiquent qu’il y a une augmentation du rendement des éleves après l’instauration de l’interdiction des cellulaires à l’école, ce qui suggère que les téléphones mobiles sont sources de distraction pour l’apprentissage et l’introduction d’une interdiction à l’école limite ce problème.

Studies on the fracture behaviour of polymer blends with special reference to PP/HDPE and PS/HIPS blends

Investigations on the fracture behaviour of polymer blends is the topic of this thesis. The blends selected are PP/HDPE and PS/HIPS. PP/HDPE blend is chosen due to its commercial importance and PS/HIPS blend is selected to study the transition from brittle fracture to ductile fracture.PP/HDPE blends were prepared at different compositions by melt blending at 180°C and fracture failure process was investigated by conducting notch sensitivity test and tensile test at different strain rates. The effects of two types of modifiers (particulate and elastomer) on the fracture behaviour and notch sensitivity of PP/HDPE blends were studied. The modifiers used are calcium carbonate, a hard particulate filler commonly used in plastics and Ethylene Propylene Diene Monomer (EPDM). They were added in 2%, 4% and 6% by weight of the blends.The study shows that the mechanical properties of PP/HDPE blends can be optimized by selecting proper blend compositions. The selected modifiers are found to alter and improve the fracture behaviour and notch sensitivity of the blends. Particulate fillers like calcium carbonate can be used for making the mechanical behaviour more stable at the various blend compositions. The resistance to notch sensitivity of the blends is found to be marginally lower in the presence of calcium carbonate. The elastomeric modifier EPDM produces a better stability of the mechanical behaviour. A low concentration of EPDM is sufficient to effect such a change. EPDM significantly improves the resistance to notch sensitivity of the blends. The study shows that judicious selection of modifiers can improve the fracture behaviour and notch sensitivity of PP/HDPE blends and help these materials to be used for critical applications.For investigating the transition in fracture behaviour and failure modes, PS/HIPS blends were selected. The blends were prepared by melt mixing followed by injection moulding to prepare the specimens for conducting tensile, impact and flexure tests. These tests were used to simulate the various conditions which promote failure.The tensile behaviour of unnotched and notched PS/HIPS blend samples were evaluated at slow speeds. Tensile strengths and moduli were found to increase at the higher testing speed for all the blend combinations whereas maximum strain at break was found to decrease. For a particular speed of testing, the tensile strength and modulus show only a very slight decrease as HIPS content is increased up to about 40%. However, there is a drastic decrease on increasing the HIPS content thereafter.The maximum strain at break shows only a very slight change up to about 40% HIPS content and thereafter shows a remarkable increase. The notched specimens also follow a comparable trend even though the notch sensitivity is seen high for PS rich blends containing up to 40% HIPS. The notch sensitivity marginally decreases with increase in HIPS content. At the same time, it is found to increase with the increase in strain rate. It is observed that blends containing more than 40% HIPS fail in ductile mode.The impact characteristics of PSIHIPS blends studied were impact strength, the energy absorbed by the test specimen and impact toughness. Remarkable increase in impact strength is observed as HIPS content in the blend exceeds 40%. The energy absorbed by the test specimens and the impact toughness also show a comparable trend.Flexural testing which helps to characterize the load bearing capacity was conducted on PS/HIPS blend samples at the two different testing speeds of 5mmlmin and 10 mm/min. The flexural strength increases with increase in testing speed for all the blend compositions. At both the speeds, remarkable reduction in flexural strength is observed as HIPS content in the blend exceeds 40%. The flexural strain and flexural energy absorbed by the specimens are found to increase with increase in HIPS content. At both the testing speeds, brittle fracture is observed for PS rich blends whereas HIPS rich blends show ductile mode of failure.Photoelastic investigations were conducted on PS/HIPS blend samples to analyze their failure modes. A plane polariscope with a broad source of light was utilized for the study. The coloured isochromatic fringes formed indicate the presence of residual stress concentration in the blend samples. The coverage made by the fringes on the test specimens varies with the blend composition and it shows a reducing trend with the increase in HIPS content. This indicates that the presence of residual stress is a contributing factor leading to brittle fracture in PS rich blends and this tendency gradually falls with increase in HIPS content and leads to their ductile mode of failure.

Studies on some aspect of biology and utilisation of mantis-Shrimp Oratosquilla nepa(LATREILLA) (Crutacea stomatopoda)

The thesis is a study undertaken to understand the distribution pattern of Q nega in Cochin waters for better exploitation of the resource and to learn the biological aspects of the animal which has a direct bearing on its utilization for producing different products .The study also presents a thorough knowledge on the size groups available during different seasons for judicious exploitation and utilization of the resource and the changes in the biochemical composition of Q nega during different seasons so as to utilize it properly for producing suitable products throughout the year. The thesis also tests the suitability of the material for producing different products and to test the acceptability of the same for human consumption. The study also aims to show that Squilla can be utilized for the production of industrial products like chitin and chitosan.

Classification of recycled sands and their applications as fine aggregates for concrete and bituminous mixtures

As a result of the drive towards waste-poor world and reserving the non-renewable materials, recycling the construction and demolition materials become very essential. Now reuse of the recycled concrete aggregate more than 4 mm in producing new concrete is allowed but with natural sand a fine aggregate while. While the sand portion that represent about 30\% to 60\% of the crushed demolition materials is disposed off. To perform this research, recycled concrete sand was produced in the laboratory while nine recycled sands produced from construction and demolitions materials and two sands from natural crushed limestone were delivered from three plants. Ten concrete mix designs representing the concrete exposition classes XC1, XC2, XF3 and XF4 according to European standard EN 206 were produced with partial and full replacement of natural sand by the different recycled sands. Bituminous mixtures achieving the requirements of base courses according to Germany standards and both base and binder courses according to Egyptian standards were produced with the recycled sands as a substitution to the natural sands. The mechanical properties and durability of concrete produced with the different recycled sands were investigated and analyzed. Also the volumetric analysis and Marshall test were performed hot bituminous mixtures produced with the recycled sands. According to the effect of replacement the natural sand by the different recycled sands on the concrete compressive strength and durability, the recycled sands were classified into three groups. The maximum allowable recycled sand that can be used in the different concrete exposition class was determined for each group. For the asphalt concrete mixes all the investigated recycled sands can be used in mixes for base and binder courses up to 21\% of the total aggregate mass.

3D Simultaneous Inversion for Seismic Structure and Local Hypocenters in Germany under Consideration of Seismic Anisotropy in the Upper Mantel

The main task of this work has been to investigate the effects of anisotropy onto the propagation of seismic waves along the Upper Mantle below Germany and adjacent areas. Refraction- and reflexion seismic experiments proved the existence of Upper Mantle anisotropy and its influence onto the propagation of Pn-waves. By the 3D tomographic investigations that have been done here for the crust and the upper mantle, considering the influence of anisotropy, a gap for the investigations in Europe has been closed. These investigations have been done with the SSH-Inversionprogram of Prof. Dr. M. Koch, which is able to compute simultaneously the seismic structure and hypocenters. For the investigation, a dataset has been available with recordings between the years 1975 to 2003 with a total of 60249 P- and 54212 S-phase records of 10028 seismic events. At the beginning, a precise analysis of the residuals (RES, the difference between calculated and observed arrivaltime) has been done which confirmed the existence of anisotropy for Pn-phases. The recognized sinusoidal distribution has been compensated by an extension of the SSH-program by an ellipse with a slow and rectangular fast axis with azimuth to correct the Pn-velocities. The azimuth of the fast axis has been fixed by the application of the simultaneous inversion at 25° - 27° with a variation of the velocities at +- 2.5 about an average value at 8 km/s. This new value differs from the old one at 35°, recognized in the initial residual analysis. This depends on the new computed hypocenters together with the structure. The application of the elliptical correction has resulted in a better fit of the vertical layered 1D-Model, compared to the results of preceding seismological experiments and 1D and 2D investigations. The optimal result of the 1D-inversion has been used as initial starting model for the 3D-inversions to compute the three dimensional picture of the seismic structure of the Crust and Upper Mantle. The simultaneous inversion has showed an optimization of the relocalization of the hypocenters and the reconstruction of the seismic structure in comparison to the geology and tectonic, as described by other investigations. The investigations for the seismic structure and the relocalization have been confirmed by several different tests. First, synthetic traveltime data are computed with an anisotropic variation and inverted with and without anisotropic correction. Further, tests with randomly disturbed hypocenters and traveltime data have been proceeded to verify the influence of the initial values onto the relocalization accuracy and onto the seismic structure and to test for a further improvement by the application of the anisotropic correction. Finally, the results of the work have been applied onto the Waldkirch earthquake in 2004 to compare the isotropic and the anisotropic relocalization with the initial optimal one to verify whether there is some improvement.

Varying the dietary supply of C and N to manipulate the manure composition of water buffalo heifers in Oman

Optimizing the composition of manure has the potential to reduce nutrient losses to the environment and to increase crop yields. In this study the effect of dietary ratios of carbon (C) to nitrogen (N) and neutral detergent fibre (NDF) to soluble carbohydrates (SC) on faeces composition of water buffalo heifers was assessed. Two digestibility trials were conducted with 12 animals each, fed one control and four test diets composed to achieve (1) high C/N and high NDF/SC ratios (HH), (2) low C/N and low NDF/SC ratios (LL), (3) high C/N and low NDF/SC ratios (HL) and (4) low C/N and high NDF/SC (LH) ratios. Faecal C/N ratios were generally lower than dietary C/N ratios, but the reduction was especially large for high C/N ratio diets (HH=55 %, HL=51 %). Faecal N concentration was positively correlated (r^2 = 0.6; P < 0.001) with N intake, but the increase in faecal N was more pronounced for diets that supplied low amounts of N. Faecal NDF concentration was positively related to NDF intake (r^2 = 0.42; P < 0.001), as well as the faecal C/N ratio (r^2 = 0.3; P < 0.001). Results demonstrate that C/N ratio and NDF concentration of buffalo manure were affected by diet composition. Diets with high C/N ratio and low NDF/SC ratio are preferable with regard to manure quality, but may not satisfy the nutritional requirements of producing animals, since N concentration in these diets was low and fibre concentration simultaneously high.

Prediction of glucose excursions under uncertain parameters and food intake in intensive insulin therapy for type 1 diabetes mellitus

Considering the difficulty in the insulin dosage selection and the problem of hyper- and hypoglycaemia episodes in type 1 diabetes, dosage-aid systems appear as tremendously helpful for these patients. A model-based approach to this problem must unavoidably consider uncertainty sources such as the large intra-patient variability and food intake. This work addresses the prediction of glycaemia for a given insulin therapy face to parametric and input uncertainty, by means of modal interval analysis. As result, a band containing all possible glucose excursions suffered by the patient for the given uncertainty is obtained. From it, a safer prediction of possible hyper- and hypoglycaemia episodes can be calculated

Uso del test de cuantificación sensitiva para el estudio de la neuropatía de fibra pequeña

Introducción La mutación genética Val30Met de la proteína transtiretina (TTR) es causante de la polineuropatía amiloidótica familiar, comprometiendo en fases iniciales las fibras nerviosas pequeñas (mielinizadas Aδ y amielínicas tipo C), involucradas en funciones autonómicas, nocicepción, percepción térmica y sudoración. Los métodos neurofisiológicos convencionales, no logran detectar dichas anormalidades, retardando el inicio de tratamientos específicos para la enfermedad. Metodología El objetivo principal fue evaluar el test de cuantificación sensitiva (QST) como método de detección temprana de anormalidades de fibra pequeña, en individuos Val30Met, seguidos en el Hospital Universitario Santa María, Lisboa. Se clasificaron los pacientes en 3 grupos, según sintomatología y examen neurológico. Se analizaron los umbrales para percepción de frío, dolor con el calor y vibración en los grupos, en correlación con controles sanos. Resultados 18 registros de controles sanos y 33 de individuos con la mutación, divididos en asintomáticos (24,2%), sintomáticos con examen neurológico normal (42,4%) y sintomáticos con examen neurológico anormal (33,3%). No se encontraron diferencias entre los pacientes asintomáticos y los controles. Los umbrales para frío (p=0,042) y en el dolor intermedio con el calor (HP 5) (p=0,007) se encuentran elevados en individuos Val30Met sintomáticos con examen normal. En los pacientes sintomáticos con alteraciones al examen, también se presentaron alteraciones en el intervalo entre el inicio y el dolor intermedio con el calor (HP 5-0,5) (p=0,009). Discusión Los umbrales de frío y de percepción de dolor con el calor, permiten detectar anormalidades en personas con la mutación TTR Val30Met, sintomáticos, incluyendo aquellos sin cambios objetivos al examen neurológico.

Validación diagnóstica del test neural 1 para el síndrome de túnel del carpo

El objetivo de este estudio fue realizar una prueba de validez diagnostica del test neural 1 para el diagnóstico del Síndrome de Túnel del Carpo (STC) utilizando como prueba de referencia o de oro el test de conducción nerviosa. En este estudio participaron 115 sujetos, 230 manos con sospecha clínica de STC quienes fueron evaluados con el test de conducción nerviosa y el test neural 1. Se encontró una sensibilidad del 93.0% (IC 95%:88,21-96,79) y una especificidad del 6,67% (IC 95%:0,0-33,59), razón de verosimilitud positiva fue de 1,00 y razón de verosimilitud negativa de 1,05. Valor predictivo positivo de 86,9% y un valor predictivo negativo de 12,5%. Se concluye que el test neural 1 es una prueba clínica de alta sensibilidad y baja especificidad de gran utilidad para el monitoreo e identificación del STC. Es un procedimiento para el diagnóstico clínico de bajo costo que puede incluirse en los exámenes de rutina de los trabajadores como complemento a las pruebas clínicas sugeridas por las Gatiso para dar mayor precisión a la identificación temprana del STC. Se sugiere combinarla con otros test de mayor especificidad para ser aplicada en trabajadores en condiciones de riesgo o que presenten síntomas en miembros superiores y realizar otros estudios en donde participen sujetos sin diagnóstico clínico del STC.

Propiedades psicométricas del test de competencias motoras Bruininks Oseretsky en versión corta para niños entre 4 y 7 años en Chía y Bogotá – Colombia.

Existen importantes pruebas de valoración que miden habilidades o competencias motoras en el niño; a pesar de ello Colombia carece de estudios que demuestren la validez y la confiabilidad de un test de medición que permita emitir un juicio valorativo relacionado con las competencias motoras infantiles, teniendo presente que la intervención debe basarse en la rigurosidad que exigen los procesos de valoración y evaluación del movimiento corporal. Objetivo. El presente estudio se centró en determinar las propiedades psicométricas del test de competencias motoras Bruininiks Oseretsky –BOT 2- segunda edición. Materiales y métodos. Se realizó una evaluación de pruebas diagnósticas con 24 niños aparentemente sanos de ambos géneros, entre 4 y 7 años, residentes en las ciudades de Chía y Bogotá. La evaluación fue realizada por 3 evaluadores expertos; el análisis para consistencia interna se realizó utilizando el Coeficiente Alfa de Cronbach, el análisis de reproducibilidad se estableció a través del Coeficiente de Correlación Intraclase –CCI- y para el análisis de la validez concurrente se utilizó el Coeficiente de Correlación de Pearson, considerando un alfa=0.05. Resultados. Para la totalidad de las pruebas, se encontraron altos índices de confiabilidad y validez. Conclusiones. El BOT 2 es un instrumento válido y confiable, que puede ser utilizado para la evaluación e identificación del nivel de desarrollo en que se encuentran las competencias motoras en el niño.

Internal test sets studies in a group of antimalarials

Topological indices have been applied to build QSAR models for a set of 20 antimalarial cyclic peroxy cetals. In order to evaluate the reliability of the proposed linear models leave-n-out and Internal Test Sets (ITS) approaches have been considered. The proposed procedure resulted in a robust and consensued prediction equation and here it is shown why it is superior to the employed standard cross-validation algorithms involving multilinear regression models

The effect of organic materials on the mobility and toxicity of metals in contaminated soils

Organic materials such as compost are often proposed as suitable materials for the remediation of contaminated brownfield sites intended for soft end-use. In addition to vitalising the soil, they are also believed to immobilise metals thereby breaking contaminant-receptor pathways and reducing the ecotoxicity of the contaminants. However, some research has demonstrated contradictory effects between composts on metal immobilisation. In the present study, four different composts and a liming product containing organic matter (LimeX70) were tested to examine both their metal retention and toxicity reduction capabilities on three different metal contaminated soils. Leaching tests, a plant growth test with Greek cress (Lepidium sativum), an earthworm (Eisenia fetida) survival and condition test and a bacterial toxicity test using Vibrio fischeri were carried out. The leaching test results showed that spent mushroom compost caused an increase in metal concentration in the leachates, while LimeX70 caused a decrease. The variation in behaviour between different amendments for each soil was high, so a generic conclusion could not be drawn. Toxicity tests showed significant reduction of metal bioavailability and toxicity for Greek cress, earthworms and bacteria. The results also suggest that more research should be undertaken to understand the mechanisms involved in metal complexation using different types of organic matter, in order to optimise the use of organic materials like compost for soil remediation. Crown Copyright (C) 2007 Published by Elsevier Ltd. All rights reserved.

Comparing sampling needs for variograms of soil properties computed by the method of moments and residual maximum likelihood

It has been generally accepted that the method of moments (MoM) variogram, which has been widely applied in soil science, requires about 100 sites at an appropriate interval apart to describe the variation adequately. This sample size is often larger than can be afforded for soil surveys of agricultural fields or contaminated sites. Furthermore, it might be a much larger sample size than is needed where the scale of variation is large. A possible alternative in such situations is the residual maximum likelihood (REML) variogram because fewer data appear to be required. The REML method is parametric and is considered reliable where there is trend in the data because it is based on generalized increments that filter trend out and only the covariance parameters are estimated. Previous research has suggested that fewer data are needed to compute a reliable variogram using a maximum likelihood approach such as REML, however, the results can vary according to the nature of the spatial variation. There remain issues to examine: how many fewer data can be used, how should the sampling sites be distributed over the site of interest, and how do different degrees of spatial variation affect the data requirements? The soil of four field sites of different size, physiography, parent material and soil type was sampled intensively, and MoM and REML variograms were calculated for clay content. The data were then sub-sampled to give different sample sizes and distributions of sites and the variograms were computed again. The model parameters for the sets of variograms for each site were used for cross-validation. Predictions based on REML variograms were generally more accurate than those from MoM variograms with fewer than 100 sampling sites. A sample size of around 50 sites at an appropriate distance apart, possibly determined from variograms of ancillary data, appears adequate to compute REML variograms for kriging soil properties for precision agriculture and contaminated sites. (C) 2007 Elsevier B.V. All rights reserved.

The effect of organic materials on the mobility and toxicity of metals in contaminated soils

Organic materials such as compost are often proposed as suitable materials for the remediation of contaminated brownfield sites intended for soft end-use. In addition to vitalising the soil, they are also believed to immobilise metals thereby breaking contaminant-receptor pathways and reducing the ecotoxicity of the contaminants. However, some research has demonstrated contradictory effects between composts on metal immobilisation. In the present study, four different composts and a liming product containing organic matter (LimeX70) were tested to examine both their metal retention and toxicity reduction capabilities on three different metal contaminated soils. Leaching tests, a plant growth test with Greek cress (Lepidium sativum), an earthworm (Eisenia fetida) survival and condition test and a bacterial toxicity test using Vibrio fischeri were carried out. The leaching test results showed that spent mushroom compost caused an increase in metal concentration in the leachates, while LimeX70 caused a decrease. The variation in behaviour between different amendments for each soil was high, so a generic conclusion could not be drawn. Toxicity tests showed significant reduction of metal bioavailability and toxicity for Greek cress, earthworms and bacteria. The results also suggest that more research should be undertaken to understand the mechanisms involved in metal complexation using different types of organic matter, in order to optimise the use of organic materials like compost for soil remediation. Crown Copyright (C) 2007 Published by Elsevier Ltd. All rights reserved.