Bahadur representation of linear kernel quantile estimator of VaR under mixing assumptions

Bahadur representation and its applications have attracted a large number of publications and presentations on a wide variety of problems. Mixing dependency is weak enough to describe the dependent structure of random variables, including observations in time series and longitudinal studies. This note proves the Bahadur representation of sample quantiles for strongly mixing random variables (including ½-mixing and Á-mixing) under very weak mixing coe±cients. As application, the asymptotic normality is derived. These results greatly improves those recently reported in literature.

Exposure To Bisphenol-a During Pregnancy Partially Mimics The Effects Of A High-fat Diet Altering Glucose Homeostasis And Gene Expression In Adult Male Mice.

Bisphenol-A (BPA) is one of the most widespread EDCs used as a base compound in the manufacture of polycarbonate plastics. The aim of our research has been to study how the exposure to BPA during pregnancy affects weight, glucose homeostasis, pancreatic β-cell function and gene expression in the major peripheral organs that control energy flux: white adipose tissue (WAT), the liver and skeletal muscle, in male offspring 17 and 28 weeks old. Pregnant mice were treated with a subcutaneous injection of 10 µg/kg/day of BPA or a vehicle from day 9 to 16 of pregnancy. One month old offspring were divided into four different groups: vehicle treated mice that ate a normal chow diet (Control group); BPA treated mice that also ate a normal chow diet (BPA); vehicle treated animals that had a high fat diet (HFD) and BPA treated animals that were fed HFD (HFD-BPA). The BPA group started to gain weight at 18 weeks old and caught up to the HFD group before week 28. The BPA group as well as the HFD and HFD-BPA ones presented fasting hyperglycemia, glucose intolerance and high levels of non-esterified fatty acids (NEFA) in plasma compared with the Control one. Glucose stimulated insulin release was disrupted, particularly in the HFD-BPA group. In WAT, the mRNA expression of the genes involved in fatty acid metabolism, Srebpc1, Pparα and Cpt1β was decreased by BPA to the same extent as with the HFD treatment. BPA treatment upregulated Pparγ and Prkaa1 genes in the liver; yet it diminished the expression of Cd36. Hepatic triglyceride levels were increased in all groups compared to control. In conclusion, male offspring from BPA-treated mothers presented symptoms of diabesity. This term refers to a form of diabetes which typically develops in later life and is associated with obesity.

Proposição e avaliação de um método baseado em projeção de luz para reconstrução e análise da superfície do tronco durante a respiração

Universidade Estadual de Campinas . Faculdade de Educação Física

Anfíbios da Estação Ecológica Serra Geral do Tocantins, região do Jalapão, Estados do Tocantins e Bahia

A porção norte do domínio do Cerrado é uma das áreas historicamente menos conhecidas com relação à sua biodiversidade. Recentemente, alguns estudos tem revelado valores de riqueza comparáveis a outras regiões dentro do domínio. A Estação Ecológica Serra Geral do Tocantins (EESGT) está localizada na região do Jalapão, porção Nordeste do Cerrado, e faz parte do maior bloco de áreas protegidas neste domínio. Neste estudo descrevemos a riqueza e composição de espécies de anfíbios da EESGT, discutindo-as em um contexto biogeográfico, e caracterizamos o uso de sítios reprodutivos pelas espécies de anfíbios registradas em relação às fitofisionomias e aos tipos de corpos d'água. Utilizamos os métodos de busca ativa e armadilhas de queda, no período considerado como o auge da estação reprodutiva para a maior parte das espécies do Cerrado. Foram registradas 36 espécies de anfíbios na EESGT, totalizando 39 espécies conhecidas para a região do Jalapão. Aplicando o estimador Jackknife, sugerimos uma riqueza potencial de 42 espécies para a EESGT. A maior parte das espécies registradas é endêmica ou fortemente associada ao Cerrado, seguidas pelas espécies de ampla distribuição no Brasil ou América do Sul. A maior parte da espécies se reproduz em poças temporárias localizadas em áreas abertas, embora existam espécies que ocorrem exclusivamente em matas de galeria e utilizem corpos d'água lóticos para se reproduzir.

Fatores associados à qualidade da dieta de adultos residentes na Região Metropolitana de São Paulo, Brasil, 2002

Objetivou-se avaliar os fatores demográficos, sócio-econômicos e de estilo de vida associados à qualidade da dieta de adultos residentes na Região Metropolitana de São Paulo, Brasil. Estudo transversal, por meio de inquérito domiciliar, de base populacional, foi realizado no Distrito do Butantã e nos municípios de Itapecerica da Serra, Embu e Taboão da Serra. Utilizaram-se dados de um questionário e um recordatório de 24 horas de 1.840 adultos de 20 anos ou mais, de ambos os sexos, incluídos em um inquérito de saúde (ISA-SP). A qualidade da dieta foi avaliada através do índice de qualidade da dieta (IQD) adaptado para a realidade local. Utilizou-se análise de regressão linear para avaliar a associação entre o IQD e as demais variáveis. A maioria da população (75%) apresentou dieta que necessita de melhora. Observaram-se médias baixas para os componentes: frutas, verduras e legumes, leite e derivados. Número de bens de consumo duráveis, escolaridade do chefe da família e ter 60 anos ou mais se associaram ao IQD em homens. Para as mulheres, a faixa etária se associou ao IQD. Em ambos os modelos, o consumo de calorias se manteve como variável de ajuste.

Evaluation of thermal simulation of households in the metropolitan region of São Paulo, Brazil

Abstract This paper aims at assessing the performance of a program of thermal simulation (Arquitrop) in different households in the city of Sao Paulo, Brazil. The households were selected for the Wheezing Project which followed up children under 2 years old to monitor the occurrence of respiratory diseases. The results show that in all three study households there is a good approximation between the observed and the simulated indoor temperatures. It was also observed a fairly consistent and realistic behavior between the simulated indoor and the outdoor temperatures, describing the Arquitrop model as an efficient estimator and good representative of the thermal behavior of households in the city of Sao Paulo. The worst simulation is linked to the poorest type of construction. This may be explained by the bad quality of the construction, which the Architrop could not simulate adequately

Fatores associados à qualidade da dieta de adultos, residentes na Região Metropolitana de São Paulo, Brasil, 2002

Objetivou-se avaliar os fatores demográficos, sócio-econômicos e de estilo de vida associados à qualidade da dieta de adultos residentes na Região Metropolitana de São Paulo, Brasil. Estudo transversal, por meio de inquérito domiciliar, de base populacional, foi realizado no Distrito do Butantã e nos municípios de Itapecerica da Serra, Embu e Taboão da Serra. Utilizaram-se dados de um questionário e um recordatório de 24 horas de 1.840 adultos de 20 anos ou mais, de ambos os sexos, incluídos em um inquérito de saúde (ISA-SP). A qualidade da dieta foi avaliada através do índice de qualidade da dieta (IQD) adaptado para a realidade local. Utilizou-se análise de regressão linear para avaliar a associação entre o IQD e as demais variáveis. A maioria da população (75%) apresentou dieta que necessita de melhora. Observaram-se médias baixas para os componentes: frutas, verduras e legumes, leite e derivados. Número de bens de consumo duráveis, escolaridade do chefe da família e ter 60 anos ou mais se associaram ao IQD em homens. Para as mulheres, a faixa etária se associou ao IQD. Em ambos os modelos, o consumo de calorias se manteve como variável de ajuste

Estimativa do consumo de energia e de macronutrientes no domicílio e na escola em pré-escolares

OBJETIVO: Estimar o consumo de energia e de macronutrientes no domicílio e na escola em tempo integral em crianças de 2 a 6 anos e pesquisar diferenças no consumo entre as crianças de escolas públicas e particulares. MÉTODOS: Estudo transversal realizado com 362 pré-escolares em Caxias do Sul (RS). O estado nutricional foi avaliado pela razão peso para estatura. O consumo na escola foi avaliado por meio do método de pesagem direta individual dos alimentos consumidos pelas crianças e, no domicílio, por meio do método de registro alimentar realizado pelos pais ou responsáveis. Para as análises estatísticas utilizou-se o teste U de Mann-Whitney (p < 0,05). RESULTADOS: Observou-se que 28 crianças (7,7 por cento) apresentaram excesso de peso, 92 (25,4 por cento), risco para excesso de peso e sete (1,9 por cento), baixo peso para a estatura. A avaliação da ingestão alimentar em 24 horas mostrou que 51,3 por cento da energia, 60,3 por cento dos lipídios e 51,6 por cento das proteínas foramconsumidos nos domicílios, apesar de as crianças permanecerem em período integral nas escolas. Observou-se maior ingestão de energia (p = 0,001), carboidratos (p < 0,001) e lipídios (p = 0,04) nos pré-escolares de escolas particulares em relação aos de escolas públicas, porém o consumo total diário se mostrou similar nas diferentes instituições. CONCLUSÕES: Os achados sugerem que as crianças consomem proporcionalmente mais energia, proteínas e lipídios nas refeições complementares dos domicílios em relação às refeições diárias nas escolas infantis. Apesar das diferenças de consumo entre as escolas públicas e particulares, a ingestão diária mostrou-se similar entre as crianças

Angular-planar CMB power spectrum

Gaussianity and statistical isotropy of the Universe are modern cosmology's minimal set of hypotheses. In this work we introduce a new statistical test to detect observational deviations from this minimal set. By defining the temperature correlation function over the whole celestial sphere, we are able to independently quantify both angular and planar dependence (modulations) of the CMB temperature power spectrum over different slices of this sphere. Given that planar dependence leads to further modulations of the usual angular power spectrum C(l), this test can potentially reveal richer structures in the morphology of the primordial temperature field. We have also constructed an unbiased estimator for this angular-planar power spectrum which naturally generalizes the estimator for the usual C(l)'s. With the help of a chi-square analysis, we have used this estimator to search for observational deviations of statistical isotropy in WMAP's 5 year release data set (ILC5), where we found only slight anomalies on the angular scales l = 7 and l = 8. Since this angular-planar statistic is model-independent, it is ideal to employ in searches of statistical anisotropy (e.g., contaminations from the galactic plane) and to characterize non-Gaussianities.

Precise determination of quantum critical points by the violation of the entropic area law

Finite-size scaling analysis turns out to be a powerful tool to calculate the phase diagram as well as the critical properties of two-dimensional classical statistical mechanics models and quantum Hamiltonians in one dimension. The most used method to locate quantum critical points is the so-called crossing method, where the estimates are obtained by comparing the mass gaps of two distinct lattice sizes. The success of this method is due to its simplicity and the ability to provide accurate results even considering relatively small lattice sizes. In this paper, we introduce an estimator that locates quantum critical points by exploring the known distinct behavior of the entanglement entropy in critical and noncritical systems. As a benchmark test, we use this new estimator to locate the critical point of the quantum Ising chain and the critical line of the spin-1 Blume-Capel quantum chain. The tricritical point of this last model is also obtained. Comparison with the standard crossing method is also presented. The method we propose is simple to implement in practice, particularly in density matrix renormalization group calculations, and provides us, like the crossing method, amazingly accurate results for quite small lattice sizes. Our applications show that the proposed method has several advantages, as compared with the standard crossing method, and we believe it will become popular in future numerical studies.

The impact of measurement errors in the identification of regulatory networks

Background: There are several studies in the literature depicting measurement error in gene expression data and also, several others about regulatory network models. However, only a little fraction describes a combination of measurement error in mathematical regulatory networks and shows how to identify these networks under different rates of noise. Results: This article investigates the effects of measurement error on the estimation of the parameters in regulatory networks. Simulation studies indicate that, in both time series (dependent) and non-time series (independent) data, the measurement error strongly affects the estimated parameters of the regulatory network models, biasing them as predicted by the theory. Moreover, when testing the parameters of the regulatory network models, p-values computed by ignoring the measurement error are not reliable, since the rate of false positives are not controlled under the null hypothesis. In order to overcome these problems, we present an improved version of the Ordinary Least Square estimator in independent (regression models) and dependent (autoregressive models) data when the variables are subject to noises. Moreover, measurement error estimation procedures for microarrays are also described. Simulation results also show that both corrected methods perform better than the standard ones (i.e., ignoring measurement error). The proposed methodologies are illustrated using microarray data from lung cancer patients and mouse liver time series data. Conclusions: Measurement error dangerously affects the identification of regulatory network models, thus, they must be reduced or taken into account in order to avoid erroneous conclusions. This could be one of the reasons for high biological false positive rates identified in actual regulatory network models.

An oracle approach for interaction neighborhood estimation in random fields

We consider the problem of interaction neighborhood estimation from the partial observation of a finite number of realizations of a random field. We introduce a model selection rule to choose estimators of conditional probabilities among natural candidates. Our main result is an oracle inequality satisfied by the resulting estimator. We use then this selection rule in a two-step procedure to evaluate the interacting neighborhoods. The selection rule selects a small prior set of possible interacting points and a cutting step remove from this prior set the irrelevant points. We also prove that the Ising models satisfy the assumptions of the main theorems, without restrictions on the temperature, on the structure of the interacting graph or on the range of the interactions. It provides therefore a large class of applications for our results. We give a computationally efficient procedure in these models. We finally show the practical efficiency of our approach in a simulation study.

Offline Detection, Identification, and Correction of Branch Parameter Errors Based on Several Measurement Snapshots

This paper proposes a three-stage offline approach to detect, identify, and correct series and shunt branch parameter errors. In Stage 1 the branches suspected of having parameter errors are identified through an Identification Index (II). The II of a branch is the ratio between the number of measurements adjacent to that branch, whose normalized residuals are higher than a specified threshold value, and the total number of measurements adjacent to that branch. Using several measurement snapshots, in Stage 2 the suspicious parameters are estimated, in a simultaneous multiple-state-and-parameter estimation, via an augmented state and parameter estimator which increases the V - theta state vector for the inclusion of suspicious parameters. Stage 3 enables the validation of the estimation obtained in Stage 2, and is performed via a conventional weighted least squares estimator. Several simulation results (with IEEE bus systems) have demonstrated the reliability of the proposed approach to deal with single and multiple parameter errors in adjacent and non-adjacent branches, as well as in parallel transmission lines with series compensation. Finally the proposed approach is confirmed on tests performed on the Hydro-Quebec TransEnergie network.

H(infinity) filtering for rectangular discrete-time descriptor systems

This paper deals with the H(infinity) recursive estimation problem for general rectangular time-variant descriptor systems in discrete time. Riccati-equation based recursions for filtered and predicted estimates are developed based on a data fitting approach and game theory. In this approach, the nature determines a state sequence seeking to maximize the estimation cost, whereas the estimator tries to find an estimate that brings the estimation cost to a minimum. A solution exists for a specified gamma-level if the resulting cost is positive. In order to present some computational alternatives to the H(infinity) filters developed, they are rewritten in information form along with the respective array algorithms. (C) 2009 Elsevier Ltd. All rights reserved.

Sorption aspects for unconsolidated materials of the Sao Carlos region (SP), Brazil

The transport of liquid and gaseous pollutants through porous geological media depends on the physical and chemical characteristics of the unconsolidated material, rocks and water associated with the characteristics of the pollutants. Of these characteristics, the sorption aspect is of fundamental importance and is a function of the mineral proportions, pH, Eh and void aspects encountered in the porous media. In the Sao Carlos region, located in the eastern-central part of the 9 ate of Sao Paulo, Brazil, there are basically two types of unconsolidated materials: the first is a residual from sandstones cemented with fines and the secondarily composed of claystones, siltstones and conglomerates from the Cretaceous Period that constitute the Itaqueri Formation; the second is a sandy sediment of the Tertiary Period. These geological conditions are found in areas where chemical products are disposed of characterized as either diffuse or point pollutions sources. Because of this situation, a study was developed to evaluate the sorption aspects of some inorganic cations that are frequently found in these sources, in varied concentrations. Taken into consideration were their physical/chemical properties, such as: specific weight, grain size, mineralogy, cationic exchange capacity, pH, hydraulic conductivity. Batch tests were run using solutions of KCl, ZnCl(2) and CuCl center dot H(2)O at three different pH values, and then with a combined solution (KCl + ZnCl(2) + CuCl center dot H(2)O), also at three different pH values.