Optimal Test for Parameter Instability When the Unstable Process and the Error Distribution are Unknown

This paper proposes asymptotically optimal tests for unstable parameter process under the feasible circumstance that the researcher has little information about the unstable parameter process and the error distribution, and suggests conditions under which the knowledge of those processes does not provide asymptotic power gains. I first derive a test under known error distribution, which is asymptotically equivalent to LR tests for correctly identified unstable parameter processes under suitable conditions. The conditions are weak enough to cover a wide range of unstable processes such as various types of structural breaks and time varying parameter processes. The test is then extended to semiparametric models in which the underlying distribution in unknown but treated as unknown infinite dimensional nuisance parameter. The semiparametric test is adaptive in the sense that its asymptotic power function is equivalent to the power envelope under known error distribution.

Performance evaluation in Bayesian adaptive randomization

Bayesian adaptive randomization (BAR) is an attractive approach to allocate more patients to the putatively superior arm based on the interim data while maintains good statistical properties attributed to randomization. Under this approach, patients are adaptively assigned to a treatment group based on the probability that the treatment is better. The basic randomization scheme can be modified by introducing a tuning parameter, replacing the posterior estimated response probability, setting a boundary to randomization probabilities. Under randomization settings comprised of the above modifications, operating characteristics, including type I error, power, sample size, imbalance of sample size, interim success rate, and overall success rate, were evaluated through simulation. All randomization settings have low and comparable type I errors. Increasing tuning parameter decreases power, but increases imbalance of sample size and interim success rate. Compared with settings using the posterior probability, settings using the estimated response rates have higher power and overall success rate, but less imbalance of sample size and lower interim success rate. Bounded settings have higher power but less imbalance of sample size than unbounded settings. All settings have better performance in the Bayesian design than in the frequentist design. This simulation study provided practical guidance on the choice of how to implement the adaptive design. ^

(Table 2) Stratigraphic position of midpoints of reddish and beige layers of lithologic cycles in the Loulja-A Section and their astronomical ages after tuning to the ETP and Summer Insolation Curves of the La2004 solution

An integrated high-resolution stratigraphy and orbital tuning is presented for the Loulja sections located in the Bou Regreg area on the Atlantic side of Morocco. The sections constitute the upward continuation of the upper Messinian Ain el Beida section and contain a well-exposed, continuous record of the interval straddling the Miocene-Pliocene (M-P) boundary. The older Loulja-A section, which covers the interval from ~5.59 to 5.12 Ma, reveals a dominantly precession-controlled color cyclicity that allows for a straightforward orbital tuning of the boundary interval and for detailed cyclostratigraphic correlations to the Mediterranean; the high-resolution and high-quality benthic isotope record allows us to trace the dominantly obliquity-controlled glacial history. Our results reveal that the M-P boundary coincides with a minor, partly precession-related shift to lighter "interglacial" values in d18O. This shift and hence the M-P boundary may not correlate with isotope stage TG5, as previously thought, but with an extra (weak) obliquity-controlled cycle between TG7 and TG5. Consequently, the M-P boundary and basal Pliocene flooding of the Mediterranean following the Messinian salinity crisis are not associated with a major deglaciation and glacio-eustatic sea level rise, indicating that other factors, such as tectonics, must have played a fundamental role. On the other hand, the onset of the Upper Evaporites in the Mediterranean marked by hyposaline conditions coincides with the major deglaciation step between marine isotope stage TG12 and TG11, suggesting that the associated sea level rise is at least partly responsible for the apparent onset of intermittently restricted marine conditions following the main desiccation phase. Finally, the Loulja-A section would represent an excellent auxiliary boundary stratotype for the M-P boundary as formally defined at the base of the Trubi marls in the Eraclea Minoa section on Sicily.

Revised composite depth scale, Fe content and orbital tuning of Middle Eocene Climate Optimum samples from ODP Site 207-1260

A high-resolution stratigraphy is essential toward deciphering climate variability in detail and understanding causality arguments of events in earth history. Because the highly dynamic middle to late Eocene provides a suitable testing ground for carbon cycle models for a waning warm world, an accurate time scale is needed to decode climate-driving mechanisms. Here we present new results from ODP Site 1260 (Leg 207) which covers a unique expanded middle Eocene section (magnetochrons C18r to C20r, late Lutetian to early Bartonian) of the tropical western Atlantic including the chron C19r transient hyperthermal event and the Middle Eocene Climate Optimum (MECO). To establish a detailed cyclostratigraphy we acquired a distinctive iron intensity records by XRF scanning Site 1260 cores. We revise the shipboard composite section, establish a cyclostratigraphy and use the exceptional eccentricity modulated precession cycles for orbital tuning. The new astrochronology revises the age of magnetic polarity chrons C19n to C20n, validates the position of very long eccentricity minima at 40.2 and 43.0 Ma in the orbital solutions, and extends the Astronomically Tuned Geological Time Scale back to 44 Ma. For the first time the new data provide clear evidence for an orbital pacing of the chron C19r event and a likely involvement of the very long eccentricity cycle contributing to the evolution of the MECO.

Model parameter

Interannual environmental variability in Peru is dominated by the El Niño Southern Oscillation (ENSO). The most dramatic changes are associated with the warm El Niño (EN) phase (opposite the cold La Niña phase), which disrupts the normal coastal upwelling and affects the dynamics of many coastal marine and terrestrial resources. This study presents a trophic model for Sechura Bay, located at the northern extension of the Peruvian upwelling system, where ENSO-induced environmental variability is most extreme. Using an initial steady-state model for the year 1996, we explore the dynamics of the ecosystem through the year 2003 (including the strong EN of 1997/98 and the weaker EN of 2002/03). Based on support from literature, we force biomass of several non-trophically-mediated 'drivers' (e.g. Scallops, Benthic detritivores, Octopus, and Littoral fish) to observe whether the fit between historical and simulated changes (by the trophic model) is improved. The results indicate that the Sechura Bay Ecosystem is a relatively inefficient system from a community energetics point of view, likely due to the periodic perturbations of ENSO. A combination of high system productivity and low trophic level target species of invertebrates (i.e. scallops) and fish (i.e. anchoveta) results in high catches and an efficient fishery. The importance of environmental drivers is suggested, given the relatively small improvements in the fit of the simulation with the addition of trophic drivers on remaining functional groups' dynamics. An additional multivariate regression model is presented for the scallop Argopecten purpuratus, which demonstrates a significant correlation between both spawning stock size and riverine discharge-mediated mortality on catch levels. These results are discussed in the context of the appropriateness of trophodynamic modeling in relatively open systems, and how management strategies may be focused given the highly environmentally influenced marine resources of the region.

Sediment geochemistry, foraminiferal fauna parameter, census counts and Varimax PC-factor loadings and scores of foraminiferal assemblages of sediment core GeoB12615-4

Analogous to West- and North Africa, East Africa experienced more humid conditions between approximately 12 to 5 kyr BP, relative to today. While timing and extension of wet phases in the North and West are well constrained, this is not the case for the East African Humid Period. Here we present a record of benthic foraminiferal assemblages and sediment elemental compositions of a sediment core from the East African continental slope, in order to provide insight into the regional shallow Indian Ocean paleoceanography and East African climate history of the last 40 kyr. During glacial times, the dominance of a benthic foraminiferal assemblage characterized by Bulimina aculeata, suggests enhanced surface productivity and sustained flux of organic carbon to the sea floor. During Heinrich Stadial 1 (H1), the Nuttallides rugosus Assemblage indicates oligotrophic bottom water conditions and therefore implies a stronger flow of southern-sourced AAIW to the study site. During the East African Humid Period, the Saidovina karreriana Assemblage in combination with sedimentary C/N and Fe/Ca ratios suggest higher river runoff to the Indian Ocean, and hence more humid conditions in East Africa. Between 8.5 and 8.1 kyr, contemporaneous to the globally documented 8.2 kyr Event, a severe reduction in river deposits implies more arid conditions on the continent. Comparison of our marine data with terrestrial studies suggests that additional moisture from the Atlantic Ocean, delivered by an eastward migration of the Congo Air Boundary during that time period, could have contributed to East African rainfall. Since approximately 9 kyr, the gaining influence of the Millettiana millettii Assemblage indicates a redevelopment of the East African fringe reefs.

Bulk stable carbon and oxygen isotopes from ODP Site 1258, and Fe intensities from ODP Site 1262, and minimal tuning age model options for ODP Site 1258 and 1262

Timing is crucial to understanding the causes and consequences of events in Earth history. The calibration of geological time relies heavily on the accuracy of radioisotopic and astronomical dating. Uncertainties in the computations of Earth's orbital parameters and in radioisotopic dating have hampered the construction of a reliable astronomically calibrated time scale beyond 40 Ma. Attempts to construct a robust astronomically tuned time scale for the early Paleogene by integrating radioisotopic and astronomical dating are only partially consistent. Here, using the new La2010 and La2011 orbital solutions, we present the first accurate astronomically calibrated time scale for the early Paleogene (47-65 Ma) uniquely based on astronomical tuning and thus independent of the radioisotopic determination of the Fish Canyon standard. Comparison with geological data confirms the stability of the new La2011 solution back to ~54 Ma. Subsequent anchoring of floating chronologies to the La2011 solution using the very long eccentricity nodes provides an absolute age of 55.530 {plus minus} 0.05 Ma for the onset of the Paleocene/Eocene Thermal Maximum (PETM), 54.850 {plus minus} 0.05 Ma for the early Eocene ash -17, and 65.250 {plus minus} 0.06 Ma for the K/Pg boundary. The new astrochronology presented here indicates that the intercalibration and synchronization of U/Pb and 40Ar/39Ar radiometric geochronology is much more challenging than previously thought.