Integral formulae for a Riemannian manifold with a distribution

We obtain a new series of integral formulae for symmetric functions of curvature of a distribution of arbitrary codimension (an its orthogonal complement) given on a compact Riemannian manifold, which start from known formula by P.Walczak (1990) and generalize ones for foliations by several authors: Asimov (1978), Brito, Langevin and Rosenberg (1981), Brito and Naveira (2000), Andrzejewski and Walczak (2010), etc. Our integral formulae involve the co-nullity tensor, certain component of the curvature tensor and their products. The formulae also deal with a number of arbitrary functions depending on the scalar invariants of the co-nullity tensor. For foliated manifolds of constant curvature the obtained formulae give us the classical type formulae. For a special choice of functions our formulae reduce to ones with Newton transformations of the co-nullity tensor.

Comprehensive analysis of RET common and rare variant patientsin a series of Spanish Hirschsprung patients confirms a synergistic effect of both kinds of events

Background. RET is the major gene associated to Hirschsprung disease (HSCR) with differential contributions of its rare and common, coding and noncoding mutations to the multifactorial nature of this pathology. In the present study, we have performed a comprehensive study of our HSCR series evaluating the involvement of both RET rare variants (RVs) and common variants (CVs) in the context of the disease. Methods. RET mutational screening was performed by dHPLC and direct sequencing for the identification of RVs. In addition Taqman technology was applied for the genotyping of 3 RET CVs previously associated to HSCR, including a variant lying in an enhancer domain within RET intron 1 (rs2435357). Statistical analyses were performed using the SPSS v.17.0 to analyze the distribution of the variants. Results. Our results confirm the strongest association to HSCR for the "enhancer" variant, and demonstrate a significantly higher impact of it in male versus female patients. Integration of the RET RVs and CVs analysis showed that in 91.66% of cases with both kinds of mutational events, the enhancer allele is in trans with the allele bearing the RET RV. Conclusions. A gender effect exists on both the transmission and distribution of rare coding and common HSCR causing mutations. In addition, these RET CVs and RVs seem to act in a synergistic way leading to HSCR phenotype.

Multivariate ARIMA Compositional Time Series Analysis

A compositional time series is obtained when a compositional data vector is observed atdifferent points in time. Inherently, then, a compositional time series is a multivariatetime series with important constraints on the variables observed at any instance in time.Although this type of data frequently occurs in situations of real practical interest, atrawl through the statistical literature reveals that research in the field is very much in itsinfancy and that many theoretical and empirical issues still remain to be addressed. Anyappropriate statistical methodology for the analysis of compositional time series musttake into account the constraints which are not allowed for by the usual statisticaltechniques available for analysing multivariate time series. One general approach toanalyzing compositional time series consists in the application of an initial transform tobreak the positive and unit sum constraints, followed by the analysis of the transformedtime series using multivariate ARIMA models. In this paper we discuss the use of theadditive log-ratio, centred log-ratio and isometric log-ratio transforms. We also presentresults from an empirical study designed to explore how the selection of the initialtransform affects subsequent multivariate ARIMA modelling as well as the quality ofthe forecasts

Higher red blood cell distribution width is associated with a worse virologic and clinical situation in HIV-infected patients.

Background A high level of red blood cell distribution width (RDW) is a novel prognostic marker that may reflect an underlying inflammatory state. It has recently shown that when increased, it is related to cardiovascular disease, mortality, and metabolic syndrome (MetS) in the general population. Objectives To analyse the potential relation between high levels of RDW and cardiovascular risk (CVR) and MetS in HIVpatients. Patients and methods Observational, cross-sectional study of a series of HIVoutpatients attended in our Hospital. Demographic, anthropometric, clinical, and fasting lab data were recorded in all cases. CVR at 10 years was evaluated by Framingham equation, and MetS diagnosed according to the National Cholesterol Education Program criteria. Statistic program: SPSS 17.0. Results 666 patients were included, 79.3% were men, and mean age was 44.7 years. Mean CD4 count was 506 cells/ mm3 , 87.5% of the patients were on antiretroviral therapy, and 85.3% had undetectable HIV viral load. Mean RDW was 13.07% (range: 7.7-33.6%; 75th percentile 14,1%), with a prevalence of MetS of 15.7, 9.3, 18.8 and 16.6% first through fourth RDW quartile, and of patients with CVR >20% of 8.4, 4.0, 4.4 and 6.4%, respectively (p>0,05). The highest quartile of RDW (>14.1%) was associated with AIDS (OR 1.6, 95%CI 1.0-2.4; p 0.02), detectable HIV viral load (OR 1.5, 95%CI 1.01-2.4; p 0.04), and hypertension (OR 2.3, 95%CI 1.4-4.0; p 0.001). Conclusions In HIV-infected outpatients, higher RDW is related with detectable HIV viral load and with AIDS. Although it was associated with a traditional CVR factor as hypertension, we found no relation with MetS nor with higher CVR.

Estimation of zero-sequence impedance of undergrounds cables for single-phase fault location in distribution systems with electric arc

This paper focus on the problem of locating single-phase faults in mixed distribution electric systems, with overhead lines and underground cables, using voltage and current measurements at the sending-end and sequence model of the network. Since calculating series impedance for underground cables is not as simple as in the case of overhead lines, the paper proposes a methodology to obtain an estimation of zero-sequence impedance of underground cables starting from previous single-faults occurred in the system, in which an electric arc occurred at the fault location. For this reason, the signal is previously pretreated to eliminate its peaks voltage and the analysis can be done working with a signal as close as a sinus wave as possible

Postmortem distribution of 3-beta-hydroxybutyrate.

The concentrations of 3-beta-hydroxybutyrate (3HB) in femoral blood, urine, vitreous humor as well as pericardial and cerebrospinal fluids were retrospectively examined in a series of medico-legal autopsies, which included cases of diabetic ketoacidosis, hypothermia fatalities without ethanol in blood, bodies presenting mild decompositional changes, and sudden deaths in chronic alcoholics. Similar increases in 3HB concentrations were observed in blood, vitreous, and pericardial fluid, irrespective of the cause of death, suggesting that pericardial fluid and vitreous can both be used as alternatives to blood for postmortem 3HB determination. Urine 3HB levels were higher than blood values in most cases. Cerebrospinal fluid 3HB levels were generally lower than concentrations in blood and proved to be diagnostic of underlying metabolic disturbances only when significant increases occurred.

The distribution of tuberculosis in Porto Alegre: analysis of the magnitude and tuberculosis-HIV coinfection

Objective Analyzing the geographical distribution of the tuberculosis (TB), its incidence and prevalence and TB-HIV coinfection in the districts of Porto Alegre from 2007 to 2011. Method An ecological, descriptive study of time series that used descriptive and geoprocessing techniques. Results In total, were recorded 3,369 incident cases and 3,998 prevalent cases of pulmonary TB. In both contexts, there was predominance of cases in males and in Caucasians. Seventeen districts showed prevalence rates above 79.2 cases/100,000 inhabitants, considering that 15 of them had incidence rates above 73.7 cases/100,000 inhabitants. The TB-HIV coinfection rates reached 67% in some districts, which is above the city average value (30%). Conclusion The distribution analysis showed that the reformulation and restructuring of policies and health services in Porto Alegre are essential.


Testing the bivariate distribution of daily equity returns using copulas: an application to the Spanish stock market

In this paper we deal with the identification of dependencies between time series of equity returns. Marginal distribution functions are assumed to be known, and a bivariate chi-square test of fit is applied in a fully parametric copula approach. Several families of copulas are fitted and compared with Spanish stock market data. The results show that the t-copula generally outperforms other dependence structures, and highlight the difficulty in adjusting a significant number of bivariate data series

Building predictive models of soil particle-size distribution

Is it possible to build predictive models (PMs) of soil particle-size distribution (psd) in a region with complex geology and a young and unstable land-surface? The main objective of this study was to answer this question. A set of 339 soil samples from a small slope catchment in Southern Brazil was used to build PMs of psd in the surface soil layer. Multiple linear regression models were constructed using terrain attributes (elevation, slope, catchment area, convergence index, and topographic wetness index). The PMs explained more than half of the data variance. This performance is similar to (or even better than) that of the conventional soil mapping approach. For some size fractions, the PM performance can reach 70 %. Largest uncertainties were observed in geologically more complex areas. Therefore, significant improvements in the predictions can only be achieved if accurate geological data is made available. Meanwhile, PMs built on terrain attributes are efficient in predicting the particle-size distribution (psd) of soils in regions of complex geology.

Estimation of jump-diffusion processes via empirical characteristic functions

Preface The starting point for this work and eventually the subject of the whole thesis was the question: how to estimate parameters of the affine stochastic volatility jump-diffusion models. These models are very important for contingent claim pricing. Their major advantage, availability T of analytical solutions for characteristic functions, made them the models of choice for many theoretical constructions and practical applications. At the same time, estimation of parameters of stochastic volatility jump-diffusion models is not a straightforward task. The problem is coming from the variance process, which is non-observable. There are several estimation methodologies that deal with estimation problems of latent variables. One appeared to be particularly interesting. It proposes the estimator that in contrast to the other methods requires neither discretization nor simulation of the process: the Continuous Empirical Characteristic function estimator (EGF) based on the unconditional characteristic function. However, the procedure was derived only for the stochastic volatility models without jumps. Thus, it has become the subject of my research. This thesis consists of three parts. Each one is written as independent and self contained article. At the same time, questions that are answered by the second and third parts of this Work arise naturally from the issues investigated and results obtained in the first one. The first chapter is the theoretical foundation of the thesis. It proposes an estimation procedure for the stochastic volatility models with jumps both in the asset price and variance processes. The estimation procedure is based on the joint unconditional characteristic function for the stochastic process. The major analytical result of this part as well as of the whole thesis is the closed form expression for the joint unconditional characteristic function for the stochastic volatility jump-diffusion models. The empirical part of the chapter suggests that besides a stochastic volatility, jumps both in the mean and the volatility equation are relevant for modelling returns of the S&P500 index, which has been chosen as a general representative of the stock asset class. Hence, the next question is: what jump process to use to model returns of the S&P500. The decision about the jump process in the framework of the affine jump- diffusion models boils down to defining the intensity of the compound Poisson process, a constant or some function of state variables, and to choosing the distribution of the jump size. While the jump in the variance process is usually assumed to be exponential, there are at least three distributions of the jump size which are currently used for the asset log-prices: normal, exponential and double exponential. The second part of this thesis shows that normal jumps in the asset log-returns should be used if we are to model S&P500 index by a stochastic volatility jump-diffusion model. This is a surprising result. Exponential distribution has fatter tails and for this reason either exponential or double exponential jump size was expected to provide the best it of the stochastic volatility jump-diffusion models to the data. The idea of testing the efficiency of the Continuous ECF estimator on the simulated data has already appeared when the first estimation results of the first chapter were obtained. In the absence of a benchmark or any ground for comparison it is unreasonable to be sure that our parameter estimates and the true parameters of the models coincide. The conclusion of the second chapter provides one more reason to do that kind of test. Thus, the third part of this thesis concentrates on the estimation of parameters of stochastic volatility jump- diffusion models on the basis of the asset price time-series simulated from various "true" parameter sets. The goal is to show that the Continuous ECF estimator based on the joint unconditional characteristic function is capable of finding the true parameters. And, the third chapter proves that our estimator indeed has the ability to do so. Once it is clear that the Continuous ECF estimator based on the unconditional characteristic function is working, the next question does not wait to appear. The question is whether the computation effort can be reduced without affecting the efficiency of the estimator, or whether the efficiency of the estimator can be improved without dramatically increasing the computational burden. The efficiency of the Continuous ECF estimator depends on the number of dimensions of the joint unconditional characteristic function which is used for its construction. Theoretically, the more dimensions there are, the more efficient is the estimation procedure. In practice, however, this relationship is not so straightforward due to the increasing computational difficulties. The second chapter, for example, in addition to the choice of the jump process, discusses the possibility of using the marginal, i.e. one-dimensional, unconditional characteristic function in the estimation instead of the joint, bi-dimensional, unconditional characteristic function. As result, the preference for one or the other depends on the model to be estimated. Thus, the computational effort can be reduced in some cases without affecting the efficiency of the estimator. The improvement of the estimator s efficiency by increasing its dimensionality faces more difficulties. The third chapter of this thesis, in addition to what was discussed above, compares the performance of the estimators with bi- and three-dimensional unconditional characteristic functions on the simulated data. It shows that the theoretical efficiency of the Continuous ECF estimator based on the three-dimensional unconditional characteristic function is not attainable in practice, at least for the moment, due to the limitations on the computer power and optimization toolboxes available to the general public. Thus, the Continuous ECF estimator based on the joint, bi-dimensional, unconditional characteristic function has all the reasons to exist and to be used for the estimation of parameters of the stochastic volatility jump-diffusion models.

Testing the bivariate distribution of daily equity returns using copulas: an application to the Spanish stock market

In this paper we deal with the identification of dependencies between time series of equity returns. Marginal distribution functions are assumed to be known, and a bivariate chi-square test of fit is applied in a fully parametric copula approach. Several families of copulas are fitted and compared with Spanish stock market data. The results show that the t-copula generally outperforms other dependence structures, and highlight the difficulty in adjusting a significant number of bivariate data series

Inverse metamorphic zonation in very low-grade Tibetan zone series of SE Zanskar and its tectonic consequences (NW India, Himalaya)

The metamorphism of the carbonate rocks of the SE Zanskar Tibetan zone has been studied by `'illite crystallinity'' and calcite-dolomite thermometry. The epizonal Zangla unit overlies the anchizonal Chumik unit. This discontinuous inverse zonation demonstrates a late to post-metamorphic thrust of the first unit over the second. The studied area underwent a complex tectonic history: - The tectonic units were stacked from the NE to the SW, generating recumbent folds, NE dipping thrusts and the regional metamorphism. The compressive movements were active under lower temperature conditions, resulting in late thrusts that disturbed the metamorphic zonation. The discontinuous inverse metamorphic zonation dates from this phase. - A NE vergent backfolding phase occurred at lower temperature conditions. It caused the uplift of more metamorphic levels. - A late extensional phase is revealed by the presence of NE dipping low angle normal faults, and a major high angle fault, the Sarchu fault. The low angle normal faults locally run along earlier thrusts (composite tectonic contacts). Their throw has been sufficient to reset a normal stratigraphic superposition (young layers overlying old ones), but insufficient to erase the inverse metamorphic relationship. However, the combined action of backfolding and normal faulting can locally lessen, or even cancel, the inverse metamorphic superposition. After deduction of the normal fault translation, the vertical component of the original thrust displacement through stratigraphy is 400 m, which is a value far too low to explain the temperature difference between the two units. The horizontal component of displacement is therefore far more important than the vertical one. The regional distribution of metamorphism within the Zangla unit points out to an anchizonal front and an epizonal inner part. This fact is in agreement with nappe tectonics.

Comparison of the site distribution of melanoma in New Zealand and Canada

A comparison of the site distribution of cutaneous malignant melanoma in New Zealand and Canada was performed. This series deals with 41,331 incident cases registered between 1968 and 1990 and is the largest to date to evaluate the influence of age and gender on the site distribution of melanoma. Site-specific, age-standardized rates per unit surface area and relative tumour density were assessed by gender and country and differences compared with statistical techniques adapted to this context. The age-standardized rates for all sites were higher in New Zealand than in Canada, the ratio being 3.2 for men and 3.8 for women. Occurrence of melanoma was denser for chronically than intermittently exposed sites in both New Zealand and Canada. The highest incidence rate per unit area was for the ears in men which was more than 5 times the rate for the entire body in each country. For each gender, melanomas were relatively commoner on the trunk and the face in Canada, and on the lower limbs in New Zealand. The variations in the site distribution were similar in each country and consistent with the effect of differential patterns of sun exposure between genders. Our results show that the levels of risk of melanoma between phenotypically comparable populations exposed to different amount of UV radiation vary in a site-specific manner, especially for intermittently exposed sites. This suggests that both environmental conditions and lifestyle factors influence the site distribution of melanoma in these two populations.

Monoclonal antibodies identify a CEA crossreacting antigen of 95 kD (NCA-95) distinct in antigenicity and tissue distribution from the previously described NCA of 55 kD.

During the selection of monoclonal antibodies (MAb) raised against purified carcinoembryonic antigen (CEA), two MAbs were identified which immunoprecipitated a glycoprotein of 95 kD present both in perchloric acid extracts of normal lung and on the surface of normal granulocytes. This antigen was distinct from the previously reported normal glycoprotein crossreacting with CEA (NCA) which had a molecular weight of 55 kD. The difference between the smaller and the larger crossreacting antigens termed NCA-55 and NCA-95, respectively, was demonstrated by SDS-polyacrylamide gel electrophoresis, by elution from Sephadex-G200 and by selective binding to a series of anti-CEA MAb. Out of six MAb which all bound CEA purified from colon carcinoma, three did not react with these two crossreacting antigens, one bound only NCA-95, one reacted only with NCA-55 and one reacted with both NCA-55 and NCA-95. Immunoadsorbent purified preparations of 125I labelled NCA-95 and NCA-55 were found useful for the screening of new anti-CEA MAb. In addition, when tested on frozen sections of colon carcinoma, normal spleen, normal lung and pancreas, each type of MAb gave a clearly different pattern of reactivity. The three anti-CEA MAb which did not bind any of the crossreacting antigens stained only the colon carcinoma cells; the MAb binding to either one of the two types of NCA gave a similar pattern of reactivity both on colon carcinoma cells and on granulocytes. However, on normal lung and pancreas, the MAb binding NCA-55 stained granulocytes as well as bronchiolar and alveolar epithelial cells in lung and inter- and intra-lobular duct epithelial cells in pancreas, whereas the MAb binding only NCA-95 stained only the granulocytes. Thus, the newly identified NCA-95 appears to differ from NCA-55 not only in terms of molecular size and antigenicity but also by the fact that in normal lung and pancreas it is found in granulocytes but not in epithelial cells.