Semi-parametric second-order reduced-bias high quantile estimation

In many areas of application, like, for instance, Climatology, Hydrology, Insurance, Finance, and Statistical Quality Control, a typical requirement is to estimate a high quantile of probability 1−p, a value high enough so that the chance of an exceedance of that value is equal to p, small. The semi-parametric estimation of high quantiles depends not only on the estimation of the tail index or extreme value index γ, the primary parameter of extreme events, but also on the adequate estimation of a scale first order parameter. Recently, apart from new classes of reduced-bias estimators for γ>0, new classes of the scale first order parameter have been introduced in the literature. Their use in quantile estimation enables us to introduce new classes of asymptotically unbiased high quantiles’ estimators, with the same asymptotic variance as the (biased) “classical” estimator. The asymptotic distributional properties of the proposed classes of estimators are derived and the estimators are compared with alternative ones, not only asymptotically, but also for finite samples through Monte Carlo techniques. An application to the log-exchange rates of the Euro against the Sterling Pound is also provided.     

A class of asymptotically unbiased semi-parametric estimators of the tail index

In this paper we consider a class of consistent semi-parametric estimators of a positive tail index γ, parameterized in atuning orcontrol parameter α. Such a control parameter enables us to have access, for any available sample, to an estimator of γ with a null dominant component of asymptotic bias, and with a reasonably flatMean Squared Error pattern, as a functional ofk, the number of top order statistics considered. Moreover, we are able to achieve a high efficiency relatively to the classical Hill estimator, provided we may have access to a larger number of top order statistics than the number needed for optimal estimation through the Hill estimator. partially supported by FCT/POCTI/FEDER     

5α-cholestan-3β-ol: High concentration in testis of white carneau pigeon

5α-Cholestan-3β-ol (cholestanol) was isolated from the testes of White Carneau pigeons in the highest concentration thus far reported in any animal tissue. It contributed 26% to 28% of the total sterols (384±29.4 μg cholestanol per gram of wet tissue) in testis, and about 27% of it was esterified. The identity of this stanol was confirmed by AgNO₃ thin layer chromatography, gas liquid chromatography and mass spectrometry. Ovaries, liver, plasma and other tissues of this pigeon contained this stanol only to the extent of 2% to 10% of total sterols.     

Evolution of aroma compounds of murtilla fruits (Ugni molinae Turcz) during storage

BACKGROUND: ‘Murtilla’, ‘mutilla’ or ‘murta’ (Ugni molinae Turcz) is a native Chilean species that produces a small berry fruit with a special aroma, whose volatile compounds have not yet been identified. The fruit may be consumed raw and also as jams, juice, canned products, confections and liquor. RESULTS: At the beginning and end of the storage, 24 volatile compounds were identified in murtilla fruit aroma and the concentration of these compounds in murtilla fruit ranged from 1.2 to 250.5 µg kg^?1 fresh weight. Methyl 2‐methyl butanoate, ethyl butanoate, ethyl 2‐methyl butanoate, methyl hexanoate, ethyl hexanoate, methyl benzoate and ethyl benzoate were the major components, all of which have been reported as potent odors in other aromatic fruits. Based on estimated odor activity value, the most potent compound in the murtilla fruit aroma were ethyl hexanoate and 4‐methoxy‐2,5‐dimethyl‐furan‐3‐one. The statistical analysis showed that the storage produced a distinct effect on the same volatile compounds released from the murtilla ecotypes. CONCLUSION: The volatile compounds identified in murtilla fruit aroma, which may be described as fruity, sweet and floral, have been found in other aromatic fruits. Concerning the aroma, the murtilla fruit from ecotype 19‐1 was shown to be the best in cooled storage. Copyright © 2007 Society of Chemical Industry     

Improving the metal ion release from nanoparticles embedded in a polypropylene matrix for antimicrobial applications

Novel antimicrobial materials can be produced by adding copper nanoparticles (CNPs) into a polymeric matrix. To improve the behavior of these systems, the effect of different variables on the dispersion of copper metal nanoparticles embedded in a polypropylene matrix by melt mixing and its ion release was analyzed. The variables studied were predispersion of particles in liquid solvents, polymer molecular weight, melt mixing conditions, addition of a compatibilizer agent, two‐step melt mixing, and surface functionalization of the metal particles. Our results show that by modifying these variables, a significant improvement in the filler dispersion, as quantified by optical microscope, can be obtained. For instance, the original CNP agglomerates can be reduced from an average size of 70 µm to a final average size of 30 µm and a larger amount of nanometric agglomerates by using a compatibilizer or predispersed nanoparticles. Moreover, by using surface‐functionalized CNPs, micrometric agglomerates were not observed. Noteworthy, there is a direct relationship between the filler dispersion and the release of biocide copper ions when improvements were larger than a certain threshold with increases as high as 40%. These findings can be used in the development of antimicrobial materials with tailored behavior. © 2014 Wiley Periodicals, Inc. J. Appl. Polym. Sci. 2015 , 132, 41232.     

Averages of Hill estimators

Averaging Hill's estimators leads to a reduction in the volatility of Hill's plot. We deal with a generalization of the procedure proposed by Resnick and Stărică (1997), and, propose alternatives, assymptotically equivalent at the respective optimal levels, but with more interesting sample paths. Asymptotic normality is derived for intermediate levels where the asymptotic bias may be non-null. A simulation study completes the asymptotic results and shows the advantages of the proposed estimators in the problem of choosing the number of the top order statistics to be used in the estimation of the tail index. research partially supported by FCT/POCTI/FEDER     

Vacuum induced berry phase: Theory and experimental proposal

Abstract

We investigate quantum effects in geometric phases arising when a two-level system is interacting with a quantized electromagnetic field. When the system is adiabatically driven along a closed loop in the parameter space, signatures of the field quantization are observable in the geometric phase. We propose a feasible experiment to measure these effects in cavity QED and also analyse the semi-classical limit, recovering the usual Berry phase results.     

Resistance of potential probiotic lactic acid bacteria and bifidobacteria of African and European origin to antimicrobials: determination and transferability of the resistance genes to other bacteria

Probiotic bacteria and starter cultures of Lactobacillus, Weissella and Bifidobacterium of African and European origins were studied and compared for their susceptibility to antimicrobials. The study included, for all isolates, determination of MICs (Minimal Inhibitory Concentration) for 24 antimicrobials, detection of resistance genes by PCR reactions using specific primers and sequencing of positive amplicons. The ability of Lb. reuteri from Africa to transfer the erythromycin resistance gene erm(B) to closely related bacteria was investigated by conjugation. Variations were observed and high levels of intrinsic resistance were found among the tested species. Positive amplicons were obtained for resistance genes encoding aminoglycoside (aph(3')-III, aadA, aadE) and tetracycline (tet(S)) from isolates from Europe and macrolide (erm(B)) from an isolate from Africa. However, only the erm(B) gene found in Lb. reuteri L4: 12002 from Africa contained a homologous sequence to previously published sequences. This gene could be transferred in vitro to enterococci. Higher prevalence of phenotypic resistance for aminoglycoside was found in isolates from Europe.     

Bias reduction in risk modelling: Semi-parametric quantile estimation

InStatistics of Extremes we are mainly interested in the estimation of quantities related to extreme events. In many areas of application, like for instanceInsurance Mathematics, Finance andStatistical Quality Control, a typical requirement is to find a value, high enough, so that the chance of an exceedance of that value is small. We are then interested in the estimation of ahigh quantile X _p , a value which is overpassed with a small probabilityp. In this paper we deal with the semi-parametric estimation ofX _p for heavy tails. Since the classical semi-parametric estimators exhibit a reasonably high bias for low thresholds, we shall deal with bias reduction techniques, trying to improve their performance.