Asymptotic skewness in Birnbaum-Saunders nonlinear regression models

The family of distributions proposed by Birnbaum and Saunders (1969) can be used to model lifetime data and it is widely applicable to model failure times of fatiguing materials. We give a simple matrix formula of order n(-1/2), where n is the sample size, for the skewness of the distributions of the maximum likelihood estimates of the parameters in Birnbaum-Saunders nonlinear regression models, recently introduced by Lemonte and Cordeiro (2009). The formula is quite suitable for computer implementation, since it involves only simple operations on matrices and vectors, in order to obtain closed-form skewness in a wide range of nonlinear regression models. Empirical and real applications are analyzed and discussed. (C) 2010 Elsevier B.V. All rights reserved.

Birnbaum-Saunders nonlinear regression models

We introduce, for the first time, a new class of Birnbaum-Saunders nonlinear regression models potentially useful in lifetime data analysis. The class generalizes the regression model described by Rieck and Nedelman [Rieck, J.R., Nedelman, J.R., 1991. A log-linear model for the Birnbaum-Saunders distribution. Technometrics 33, 51-60]. We discuss maximum-likelihood estimation for the parameters of the model, and derive closed-form expressions for the second-order biases of these estimates. Our formulae are easily computed as ordinary linear regressions and are then used to define bias corrected maximum-likelihood estimates. Some simulation results show that the bias correction scheme yields nearly unbiased estimates without increasing the mean squared errors. Two empirical applications are analysed and discussed. Crown Copyright (C) 2009 Published by Elsevier B.V. All rights reserved.

Local power of some tests in exponential family nonlinear models

In this paper we obtain asymptotic expansions up to order n(-1/2) for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in exponential family nonlinear models (Cordeiro and Paula, 1989), under a sequence of Pitman alternatives. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters and for testing the dispersion parameter, thus generalising the results given in Cordeiro et al. (1994) and Ferrari et al. (1997). We also present Monte Carlo simulations in order to compare the finite-sample performance of these tests. (C) 2010 Elsevier B.V. All rights reserved.

Characterization of O(2) ((1)Delta(g))-Derived Oxidation Products of Tryptophan: A Combination of Tandem Mass Spectrometry Analyses and Isotopic Labeling Studies

The fragmentation mechanisms of singlet oxygen [O(2) ((1)Delta(g))]-derived oxidation products of tryptophan (W) were analyzed using collision-induced dissociation coupled with (18)O-isotopic labeling experiments and accurate mass measurements. The five identified oxidized products, namely two isomeric alcohols (trans and cis WOH), two isomeric hydroperoxides (trans and cis WOOH), and N-formylkynurenine (FMK), were shown to share some common fragment ions and losses of small neutral molecules. Conversely, each oxidation product has its own fragmentation mechanism and intermediates, which were confirmed by (18)O-labeling studies. Isomeric WOH lost mainly H(2)O + CO, while WOOH showed preferential elimination of C(2)H(5)NO(3) by two distinct mechanisms. Differences in the spatial arrangement of the two isomeric WOHs led to differences in the intensities of the fragment ions. The same behavior was also found for trans and cis WOOH. FMK was shown to dissociate by a diverse range of mechanisms, with the loss of ammonia the most favored route. MS/MS analyses, (18)O-labeling, and H(2)(18)O experiments demonstrated the ability of FMK to exchange its oxygen atoms with water. Moreover, this approach also revealed that the carbonyl group has more pronounced oxygen exchange ability compared with the formyl group. The understanding of fragmentation mechanisms involved in O(2) ((1)Delta(g))-mediated oxidation of W provides a useful step toward the structural characterization of oxidized peptides and proteins. (J Am Soc Mass Spectrom 2009, 20, 188-197) (C) 2009 Published by Elsevier Inc. on behalf of American Society for Mass Spectrometry

Trypanosoma cruzi MSH2: Functional analyses on different parasite strains provide evidences for a role on the oxidative stress response

Components of the DNA mismatch repair (MMR) pathway are major players in processes known to generate genetic diversity, such as mutagenesis and DNA recombination. Trypanosoma cruzi, the protozoan parasite that causes Chagas disease has a highly heterogeneous population, composed of a pool of strains with distinct characteristics. Studies with a number of molecular markers identified up to six groups in the T. cruzi population, which showed distinct levels of genetic variability. To investigate the molecular basis for such differences, we analyzed the T. cruzi MSH2 gene, which encodes a key component of MMR, and showed the existence of distinct isoforms of this protein. Here we compared cell survival rates after exposure to genotoxic agents and levels of oxidative stress-induced DNA in different parasite strains. Analyses of msh2 mutants in both T. cruzi and T. brucei were also used to investigate the role of Tcmsh2 in the response to various DNA damaging agents. The results suggest that the distinct MSH2 isoforms have differences in their activity. More importantly, they also indicate that, in addition to its role in MMR, TcMSH2 acts in the parasite response to oxidative stress through a novel mitochondrial function that may be conserved in T. brucei. (C) 2010 Elsevier B.V. All rights reserved.

Fast and reliable analyses of sulphite in fruit juices using a supramolecular amperometric detector encompassing in flow gas diffusion unit

A new compact system encompassing in flow gas diffusion unit and a wall-jet amperometric FIA detector, coated with a supramolecular porphyrin film, was specially designed as an alternative to the time-consuming Monier-Williams method, allowing fast, reproducible and accurate analyses of free sulphite species in fruit juices. In fact, a linear response between 0.64 and 6.4 ppm of sodium sulphite. LOD = 0.043 ppm, relative standard deviation of +/- 1.5% (n = 10) and analytical frequency of 85 analyses/h were obtained utilising optimised conditions. That superior analytical performance allows the precise evaluation of the amount of free sulphite present in foods, providing an important comparison between the standard addition and the standard injection methods. Although the first one is most frequently used, it was strongly influenced by matrix effects because of the unexpected reactivity of sulphite ions with the juice matrixes, leading to its partial consumption soon after addition. In contrast, the last method was not susceptible to matrix effects yielding accurate results, being more reliable for analytical purposes. (C) 2011 Elsevier Ltd. All rights reserved.

SEM, EPR and ToF-SIMS analyses applied to unravel the technology employed for pottery-making by pre-colonial Indian tribes from Pantanal, Brazil

The present work aims at elucidating the technology applied in the fabrication of ceramic objects by the ancient ceramists that inhabited the western border of Pantanal, Mato-Grosso do Sul, with the help of a multidisciplinary approach making use of chemical and physical methods of analysis. The potshards under study show the presence of different types of additives, as determined by scanning electron microscopy (SEM) and time of flight secondary ion mass spectrometry (ToF-SIMS). The dispersion of the additives within the ceramic matrix was also addressed by SEM, which shed light on the mounting technique used by the potters to assemble the ceramic vessels. Moreover, the tensile strength conferred to the pottery by the use of a specific type of additive was evaluated by applying a mechanical test. These results were correlated with the firing temperature of the potshards, determined by means of electron paramagnetic resonance (EPR). (C) 2010 Elsevier Ltd. All rights reserved.

Residual-based test for Nonlinear Cointegration with application in PPPs

Nested by linear cointegration first provided in Granger (1981), the definition of nonlinear cointegration is presented in this paper. Sequentially, a nonlinear cointegrated economic system is introduced. What we mainly study is testing no nonlinear cointegration against nonlinear cointegration by residual-based test, which is ready for detecting stochastic trend in nonlinear autoregression models. We construct cointegrating regression along with smooth transition components from smooth transition autoregression model. Some properties are analyzed and discussed during the estimation procedure for cointegrating regression, including description of transition variable. Autoregression of order one is considered as the model of estimated residuals for residual-based test, from which the teststatistic is obtained. Critical values and asymptotic distribution of the test statistic that we request for different cointegrating regressions with different sample sizes are derived based on Monte Carlo simulation. The proposed theoretical methods and models are illustrated by an empirical example, comparing the results with linear cointegration application in Hamilton (1994). It is concluded that there exists nonlinear cointegration in our system in the final results.

Road Design for Future Maintenance : Life-cycle Cost Analyses for Road Barriers

The cost of a road construction over its service life is a function of design, quality of construction as well as maintenance strategies and operations. An optimal life-cycle cost for a road requires evaluations of the above mentioned components. Unfortunately, road designers often neglect a very important aspect, namely, the possibility to perform future maintenance activities. Focus is mainly directed towards other aspects such as investment costs, traffic safety, aesthetic appearance, regional development and environmental effects. This doctoral thesis presents the results of a research project aimed to increase consideration of road maintenance aspects in the planning and design process. The following subgoals were established: Identify the obstacles that prevent adequate consideration of future maintenance during the road planning and design process; and Examine optimisation of life-cycle costs as an approach towards increased efficiency during the road planning and design process. The research project started with a literature review aimed at evaluating the extent to which maintenance aspects are considered during road planning and design as an improvement potential for maintenance efficiency. Efforts made by road authorities to increase efficiency, especially maintenance efficiency, were evaluated. The results indicated that all the evaluated efforts had one thing in common, namely ignorance of the interrelationship between geometrical road design and maintenance as an effective tool to increase maintenance efficiency. Focus has mainly been on improving operating practises and maintenance procedures. This fact might also explain why some efforts to increase maintenance efficiency have been less successful. An investigation was conducted to identify the problems and difficulties, which obstruct due consideration of maintainability during the road planning and design process. A method called “Change Analysis” was used to analyse data collected during interviews with experts in road design and maintenance. The study indicated a complex combination of problems which result in inadequate consideration of maintenance aspects when planning and designing roads. The identified problems were classified into six categories: insufficient consulting, insufficient knowledge, regulations and specifications without consideration of maintenance aspects, insufficient planning and design activities, inadequate organisation and demands from other authorities. Several urgent needs for changes to eliminate these problems were identified. One of the problems identified in the above mentioned study as an obstacle for due consideration of maintenance aspects during road design was the absence of a model for calculating life-cycle costs for roads. Because of this lack of knowledge, the research project focused on implementing a new approach for calculating and analysing life-cycle costs for roads with emphasis on the relationship between road design and road maintainability. Road barriers were chosen as an example. The ambition is to develop this approach to cover other road components at a later stage. A study was conducted to quantify repair rates for barriers and associated repair costs as one of the major maintenance costs for road barriers. A method called “Case Study Research Method” was used to analyse the effect of several factors on barrier repairs costs, such as barrier type, road type, posted speed and seasonal effect. The analyses were based on documented data associated with 1625 repairs conducted in four different geographical regions in Sweden during 2006. A model for calculation of average repair costs per vehicle kilometres was created. Significant differences in the barrier repair costs were found between the studied barrier types. In another study, the injuries associated with road barrier collisions and the corresponding influencing factors were analysed. The analyses in this study were based on documented data from actual barrier collisions between 2005 and 2008 in Sweden. The result was used to calculate the cost for injuries associated with barrier collisions as a part of the socio-economic cost for road barriers. The results showed significant differences in the number of injuries associated with collisions with different barrier types. To calculate and analyse life-cycle costs for road barriers a new approach was developed based on a method called “Activity-based Life-cycle Costing”. By modelling uncertainties, the presented approach gives a possibility to identify and analyse factors crucial for optimising life-cycle costs. The study showed a great potential to increase road maintenance efficiency through road design. It also showed that road components with low investment costs might not be the best choice when including maintenance and socio-economic aspects. The difficulties and problems faced during the collection of data for calculating life-cycle costs for road barriers indicated a great need for improving current data collecting and archiving procedures. The research focused on Swedish road planning and design. However, the conclusions can be applied to other Nordic countries, where weather conditions and road design practices are similar. The general methodological approaches used in this research project may be applied also to other studies.

Testing common nonlinear features in vector nonlinear autoregressive models

This paper studies a special class of vector smooth-transition autoregressive (VSTAR) models that contains common nonlinear features (CNFs), for which we proposed a triangular representation and developed a procedure of testing CNFs in a VSTAR model. We first test a unit root against a stable STAR process for each individual time series and then examine whether CNFs exist in the system by Lagrange Multiplier (LM) test if unit root is rejected in the first step. The LM test has standard Chi-squared asymptotic distribution. The critical values of our unit root tests and small-sample properties of the F form of our LM test are studied by Monte Carlo simulations. We illustrate how to test and model CNFs using the monthly growth of consumption and income data of United States (1985:1 to 2011:11).

Forecasting with Vector Nonlinear Time Series Models

This work concerns forecasting with vector nonlinear time series models when errorsare correlated. Point forecasts are numerically obtained using bootstrap methods andillustrated by two examples. Evaluation concentrates on studying forecast equality andencompassing. Nonlinear impulse responses are further considered and graphically sum-marized by highest density region. Finally, two macroeconomic data sets are used toillustrate our work. The forecasts from linear or nonlinear model could contribute usefulinformation absent in the forecasts form the other model.

Residual-based Inference for Common Nonlinear Features

This paper investigates common nonlinear features in multivariate nonlinear autore-gressive models via testing the estimated residuals. A Wald-type test is proposed and itis asymptotically Chi-squared distributed. Simulation studies are given to examine thefinite-sample properties of the proposed test.

Common Features in Vector Nonlinear Time Series Models

This thesis consists of four manuscripts in the area of nonlinear time series econometrics on topics of testing, modeling and forecasting nonlinear common features. The aim of this thesis is to develop new econometric contributions for hypothesis testing and forecasting in these area. Both stationary and nonstationary time series are concerned. A definition of common features is proposed in an appropriate way to each class. Based on the definition, a vector nonlinear time series model with common features is set up for testing for common features. The proposed models are available for forecasting as well after being well specified. The first paper addresses a testing procedure on nonstationary time series. A class of nonlinear cointegration, smooth-transition (ST) cointegration, is examined. The ST cointegration nests the previously developed linear and threshold cointegration. An Ftypetest for examining the ST cointegration is derived when stationary transition variables are imposed rather than nonstationary variables. Later ones drive the test standard, while the former ones make the test nonstandard. This has important implications for empirical work. It is crucial to distinguish between the cases with stationary and nonstationary transition variables so that the correct test can be used. The second and the fourth papers develop testing approaches for stationary time series. In particular, the vector ST autoregressive (VSTAR) model is extended to allow for common nonlinear features (CNFs). These two papers propose a modeling procedure and derive tests for the presence of CNFs. Including model specification using the testing contributions above, the third paper considers forecasting with vector nonlinear time series models and extends the procedures available for univariate nonlinear models. The VSTAR model with CNFs and the ST cointegration model in the previous papers are exemplified in detail,and thereafter illustrated within two corresponding macroeconomic data sets.