On estimation and influence diagnostics for the Grubbs` model under heavy-tailed distributions

The Grubbs` measurement model is frequently used to compare several measuring devices. It is common to assume that the random terms have a normal distribution. However, such assumption makes the inference vulnerable to outlying observations, whereas scale mixtures of normal distributions have been an interesting alternative to produce robust estimates, keeping the elegancy and simplicity of the maximum likelihood theory. The aim of this paper is to develop an EM-type algorithm for the parameter estimation, and to use the local influence method to assess the robustness aspects of these parameter estimates under some usual perturbation schemes, In order to identify outliers and to criticize the model building we use the local influence procedure in a Study to compare the precision of several thermocouples. (C) 2008 Elsevier B.V. All rights reserved.

Influence diagnostics for linear models with first-order autoregressive elliptical errors

We introduce in this paper the class of linear models with first-order autoregressive elliptical errors. The score functions and the Fisher information matrices are derived for the parameters of interest and an iterative process is proposed for the parameter estimation. Some robustness aspects of the maximum likelihood estimates are discussed. The normal curvatures of local influence are also derived for some usual perturbation schemes whereas diagnostic graphics to assess the sensitivity of the maximum likelihood estimates are proposed. The methodology is applied to analyse the daily log excess return on the Microsoft whose empirical distributions appear to have AR(1) and heavy-tailed errors. (C) 2008 Elsevier B.V. All rights reserved.

Influence Diagnostics for a Skew Extension of the Grubbs Measurement Error Model

Influence diagnostics methods are extended in this article to the Grubbs model when the unknown quantity x (latent variable) follows a skew-normal distribution. Diagnostic measures are derived from the case-deletion approach and the local influence approach under several perturbation schemes. The observed information matrix to the postulated model and Delta matrices to the corresponding perturbed models are derived. Results obtained for one real data set are reported, illustrating the usefulness of the proposed methodology.

A new class of survival regression models with heavy-tailed errors: robustness and diagnostics

Birnbaum-Saunders models have largely been applied in material fatigue studies and reliability analyses to relate the total time until failure with some type of cumulative damage. In many problems related to the medical field, such as chronic cardiac diseases and different types of cancer, a cumulative damage caused by several risk factors might cause some degradation that leads to a fatigue process. In these cases, BS models can be suitable for describing the propagation lifetime. However, since the cumulative damage is assumed to be normally distributed in the BS distribution, the parameter estimates from this model can be sensitive to outlying observations. In order to attenuate this influence, we present in this paper BS models, in which a Student-t distribution is assumed to explain the cumulative damage. In particular, we show that the maximum likelihood estimates of the Student-t log-BS models attribute smaller weights to outlying observations, which produce robust parameter estimates. Also, some inferential results are presented. In addition, based on local influence and deviance component and martingale-type residuals, a diagnostics analysis is derived. Finally, a motivating example from the medical field is analyzed using log-BS regression models. Since the parameter estimates appear to be very sensitive to outlying and influential observations, the Student-t log-BS regression model should attenuate such influences. The model checking methodologies developed in this paper are used to compare the fitted models.

Influence diagnostics in beta regression

We consider the issue of assessing influence of observations in the class of beta regression models, which is useful for modelling random variables that assume values in the standard unit interval and are affected by independent variables. We propose a Cook-like distance and also measures of local influence under different perturbation schemes. Applications using real data are presented. (c) 2008 Elsevier B.V.. All rights reserved.

Influence diagnostics in Birnbaum-Saunders nonlinear regression models

We consider the issue of assessing influence of observations in the class of Birnbaum-Saunders nonlinear regression models, which is useful in lifetime data analysis. Our results generalize those in Galea et al. [8] which are confined to Birnbaum-Saunders linear regression models. Some influence methods, such as the local influence, total local influence of an individual and generalized leverage are discussed. Additionally, the normal curvatures for studying local influence are derived under some perturbation schemes. We also give an application to a real fatigue data set.

A note on influence diagnostics in nonlinear mixed-effects elliptical models

This paper provides general matrix formulas for computing the score function, the (expected and observed) Fisher information and the A matrices (required for the assessment of local influence) for a quite general model which includes the one proposed by Russo et al. (2009). Additionally, we also present an expression for the generalized leverage on fixed and random effects. The matrix formulation has notational advantages, since despite the complexity of the postulated model, all general formulas are compact, clear and have nice forms. (C) 2010 Elsevier B.V. All rights reserved.

Luminescence enhancement of the Tb(III) ion with the thenoyltrifluoroacetonate ligand acting as an efficient sensitizer

The synthesis, structural investigation, and photophysical properties of the complex [Tb(TTA)(2)(NO(3)) (TPPO)(2)] are reported. Unlike the analog tris-diketonate complex [Tb(TTA)(3)(TPPO)(2)], the new complex presents abnormally high luminescence intensity centered on the terbium ion. Our results clearly suggest a higher energy transfer efficiency from the TEA antenna ligand to the Tb(III) ion in the bis-diketonate complex compared with that in the tris-diketonate complex. A mechanism involving the increasing of triplet state energy when one TTA ligand is replaced by the NO(3)(-) group in the first coordination sphere is suggested and experimentally investigated to explain the anomalous luminescence properties of the new complex [Tb(TTA)(2)(NO(3))(TPPO)(2)]. (C) 2010 Elsevier B.V. All rights reserved.

Diagnostics for the Developing World: Microfluidic Paper-Based Analytical Devices

Microfluidic paper-based analytical devices (mu PADs) are a new class of point-of-care diagnostic devices that are inexpensive, easy to use, and designed specifically for use in developing countries. (To listen to a podcast about this feature, please go to the Analytical Chemistry multimedia page at pubs.acs.org/page/ancham/audio/index.html.)

Propriedade fotoluminescente da ZrO2: Tb+3, Eu+3, Tm+3 obtida pelo método de polimerização de complexos

Recent studies are investigating a new class of inorganic materials which arise as a promising option for high performance applications in the field of photoluminescence. Highlight for rare earth (TR +3 ) doped, which have a high luminous efficiency, long decay time and being able to emit radiation in the visible range, specific to each element. In this study, we synthesized ZrO2: Tb +3 , Eu +3 , Tm +3 nanoparticles complex polymerization method (CPM). We investigated the influences caused by the heat treatment temperature and the content of dopants in zirconia photoluminescent behavior. The particles were calcined at temperature of 400, 500 and 600 ° C for two hours and ranged in concentration of dopants 1, 2, 4 and 8 mol% TR +3 . The samples were characterized by thermal analysis, X-ray diffraction, photoluminescence of measurements and uv-visible of spectroscopies. The results of X-ray diffraction confirmed the formation of the tetragonal and cubic phases in accordance with the content of dopants. The photoluminescence spectra show emission in the region corresponding simultaneous to blue (450 nm), green (550 nm) and red (615 nm). According to the results, ZrO2 particles co-doped with rare earth ions is a promising material white emission with a potential application in the field of photoluminescence

Optical and electrical diagnostics measurements of plasmas generated in aromatic compounds

Plasmas generated in de discharges in aromatic compounds have been used for several years in polymerization processes. The chemical kinetics developed in such a plasma environment are extremely complicated. Therefore it is extremely important to set up optical and electrical diagnostics in order to establish the kinetics of the film growth, In this work we studied de plasmas generated ill low-pressure atmospheres of benzene for different values of gas pressure and power coupled to the discharge. The pressure range varied from 0.2 to 1.0 mbar for electric power running from 4 to 25 W, the main chemical species observed within the discharge were CH, H and C. It was observed that the CH relative concentration increases continuously with the power in the range investigated. The electron temperature varied from 0.5 to 2.0 eV with the increase of the power, for a fixed value of gas pressure. The relative dielectric constant of the plasma polymerized benzene was kept around 4.8 from 100 Hz to 10 kHz, presenting a resonance near 25 kHz. This electric behaviour of the film was the same fur different conditions of polymeric film deposition, (C) 1997 Elsevier B.V. S.A.

Evidence for production of single top quarks and first direct measurement of vertical bar V-tb vertical bar

The D0 Collaboration presents first evidence for the production of single top quarks at the Fermilab Tevatron < p(p)over bar > collider. Using a 0.9 fb(-1) dataset, we apply a multivariate analysis to separate signal from background and measure sigma(< p(p)over bar >-> tb+X,tqb+X)=4.9 +/- 1.4 pb. The probability to measure a cross section at this value or higher in the absence of a signal is 0.035%, corresponding to a 3.4 standard deviation significance. We use the cross section measurement to directly determine the Cabibbo-Kobayashi-Maskawa matrix element that describes the Wtb coupling and find 0.68 tb vertical bar <= 1 at 95% C.L. within the standard model.

Search for W' -> tb resonances with left- and right-handed couplings to fermions D0 Collaboration

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Precision Measurement of the Ratio B(t -> Wb)/B(t -> Wq) and Extraction of V-tb

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Measurements of single top quark production cross sections and vertical bar V-tb vertical bar in p(p)over-bar collisions at root s=1.96 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)