Goodness-of-Fit tests with Dependent Observations

We revisit the Kolmogorov-Smirnov and Cram\'er-von Mises goodness-of-fit (GoF) tests and propose a generalisation to identically distributed, but dependent univariate random variables. We show that the dependence leads to a reduction of the "effective" number of independent observations. The generalised GoF tests are not distribution-free but rather depend on all the lagged bivariate copulas. These objects, that we call "self-copulas", encode all the non-linear temporal dependences. We introduce a specific, log-normal model for these self-copulas, for which a number of analytical results are derived. An application to financial time series is provided. As is well known, the dependence is to be long-ranged in this case, a finding that we confirm using self-copulas. As a consequence, the acceptance rates for GoF tests are substantially higher than if the returns were iid random variables.Comment: 26 page

Individual and collective stock dynamics: intra-day seasonalities

We establish several new stylised facts concerning the intra-day seasonalities of stock dynamics. Beyond the well known U-shaped pattern of the volatility, we find that the average correlation between stocks increases throughout the day, leading to a smaller relative dispersion between stocks. Somewhat paradoxically, the kurtosis (a measure of volatility surprises) reaches a minimum at the open of the market, when the volatility is at its peak. We confirm that the dispersion kurtosis is a markedly decreasing function of the index return. This means that during large market swings, the idiosyncratic component of the stock dynamics becomes sub-dominant. In a nutshell, early hours of trading are dominated by idiosyncratic or sector specific effects with little surprises, whereas the influence of the market factor increases throughout the day, and surprises become more frequent.Comment: 9 pages, 7 figure

The cytokine tumor necrosis factor-like weak inducer of apoptosis and its receptor fibroblast growth factor-inducible 14 have a neuroprotective effect in the central nervous system

<p>Abstract</p> <p>Background</p> <p>Cerebral cortical neurons have a high vulnerability to the harmful effects of hypoxia. However, the brain has the ability to detect and accommodate to hypoxic conditions. This phenomenon, known as preconditioning, is a natural adaptive process highly preserved among species whereby exposure to sub-lethal hypoxia promotes the acquisition of tolerance to a subsequent lethal hypoxic injury. The cytokine tumor necrosis factor-like weak inducer of apoptosis (TWEAK) and its receptor fibroblast growth factor-inducible 14 (Fn14) are found in neurons and their expression is induced by exposure to sub-lethal hypoxia. Accordingly, in this work we tested the hypothesis that the interaction between TWEAK and Fn14 induces tolerance to lethal hypoxic and ischemic conditions.</p> <p>Methods</p> <p>Here we used <it>in vitro </it>and <it>in vivo </it>models of hypoxic and ischemic preconditioning, an animal model of transient middle cerebral artery occlusion and mice and neurons genetically deficient in TWEAK, Fn14, or tumor necrosis factor alpha (TNF-α) to investigate whether treatment with recombinant TWEAK or an increase in the expression of endogenous TWEAK renders neurons tolerant to lethal hypoxia. We used enzyme-linked immunosorbent assay to study the effect of TWEAK on the expression of neuronal TNF-α, Western blot analysis to investigate whether the effect of TWEAK was mediated by activation of mitogen-activated protein kinases and immunohistochemical techniques and quantitative real-time polymerase chain reaction analysis to study the effect of TWEAK on apoptotic cell death.</p> <p>Results</p> <p>We found that either treatment with recombinant TWEAK or an increase in the expression of TWEAK and Fn14 induce hypoxic and ischemic tolerance <it>in vivo </it>and <it>in vitro</it>. This protective effect is mediated by neuronal TNF-α and activation of the extracellular signal-regulated kinases 1 and 2 pathway via phosphorylation and inactivation of the B-cell lymphoma 2-associated death promoter protein.</p> <p>Conclusions</p> <p>Our work indicate that the interaction between TWEAK and Fn14 triggers the activation of a cell signaling pathway that results in the induction of tolerance to lethal hypoxia and ischemia. These data indicate that TWEAK may be a potential therapeutic strategy to protect the brain from the devastating effects of an ischemic injury.</p

In Vivo Dioxin Favors Interleukin-22 Production by Human CD4+ T Cells in an Aryl Hydrocarbon Receptor (AhR)-Dependent Manner

The transcription factor aryl hydrocarbon receptor (AhR) mediates the effects of a group of chemicals known as dioxins, ubiquitously present in our environment. However, it is poorly known how the in vivo exposure to these chemicals affects in humans the adaptive immune response. We therefore assessed the functional phenotype of T cells from an individual who developed a severe cutaneous and systemic syndrome after having been exposed to an extremely high dose of 2,3,7,8-tetrachlorodibenzo-p-dioxin (TCDD).T cells of the TCDD-exposed individual were studied for their capacity to produce cytokines in response to polyclonal and superantigenic stimulation, and for the expression of chemokine receptors involved in skin homing. The supernatants from T cells of the exposed individual contained a substantially increased amount of interleukin (IL)-22 but not of IL-17A, interferon (IFN)-γ or IL-10 when compared to nine healthy controls. In vitro experiments confirmed a direct, AhR-dependent, enhancing effect of TCDD on IL-22 production by CD4+ T cells. The increased production of IL-22 was not dependent on AhR occupancy by residual TCDD molecules, as demonstrated in competition experiments with the specific AhR antagonist CH-223191. In contrast, it was due to an increased frequency of IL-22 single producing cells accompanied by an increased percentage of cells expressing the skin-homing chemokine receptors CCR6 and CCR4, identified through a multiparameter flow cytometry approach. Of interest, the frequency of CD4+CD25(hi)FoxP3+ T regulatory cells was similar in the TCDD-exposed and healthy individuals.This case strongly supports the contention that human exposure to persistent AhR ligands in vivo induce a long-lasting effect on the human adaptive immune system and specifically polarizes CD4+ T cells to produce IL-22 and not other T cell cytokines with no effect on T regulatory cells

Tex19.1 Promotes Spo11-Dependent Meiotic Recombination in Mouse Spermatocytes

Meiosis relies on the SPO11 endonuclease to generate the recombinogenic DNA double strand breaks (DSBs) required for homologous chromosome synapsis and segregation. The number of meiotic DSBs needs to be sufficient to allow chromosomes to search for and find their homologs, but not excessive to the point of causing genome instability. Here we report that the mammal-specific gene Tex19.1 promotes Spo11-dependent recombination in mouse spermatocytes. We show that the chromosome asynapsis previously reported in Tex19.1-/- spermatocytes is preceded by reduced numbers of recombination foci in leptotene and zygotene. Tex19.1 is required for normal levels of early Spo11-dependent recombination foci during leptotene, but not for upstream events such as MEI4 foci formation or accumulation of H3K4me3 at recombination hotspots. Furthermore, we show that mice carrying mutations in Ubr2, which encodes an E3 ubiquitin ligase that interacts with TEX19.1, phenocopy the Tex19.1-/- recombination defects. These data suggest that Tex19.1 and Ubr2 are required for mouse spermatocytes to accumulate sufficient Spo11-dependent recombination to ensure that the homology search is consistently successful, and reveal a hitherto unknown genetic pathway promoting meiotic recombination in mammals

TWEAK and Fn14 expression in the pathogenesis of joint inflammation and bone erosion in rheumatoid arthritis

Extent: 10p.INTRODUCTION: TNF-like weak inducer of apoptosis (TWEAK) has been proposed as a mediator of inflammation and bone erosion in rheumatoid arthritis (RA). This study aimed to investigate TWEAK and TWEAK receptor (Fn14) expression in synovial tissue from patients with active and inactive rheumatoid arthritis (RA), osteoarthritis (OA) and normal controls and assess soluble (s)TWEAK levels in the synovial fluids from patients with active RA and OA. Effects of sTWEAK on osteoclasts and osteoblasts were investigated in vitro. METHODS: TWEAK and Fn14 expression were detected in synovial tissues by immunohistochemistry (IHC). Selected tissues were dual labelled with antibodies specific for TWEAK and lineage-selective cell surface markers CD68, Tryptase G, CD22 and CD38. TWEAK mRNA expression was examined in human peripheral blood mononuclear cells (PBMC) sorted on the basis of their expression of CD22. sTWEAK was detected in synovial fluid from OA and RA patients by ELISA. The effect of sTWEAK on PBMC and RAW 264.7 osteoclastogenesis was examined. The effect of sTWEAK on cell surface receptor activator of NF Kappa B Ligand (RANKL) expression by human osteoblasts was determined by flow cytometry. RESULTS: TWEAK and Fn14 expression were significantly higher in synovial tissue from all patient groups compared to the synovial tissue from control subjects (P < 0.05). TWEAK was significantly higher in active compared with inactive RA tissues (P < 0.05). TWEAK expression co-localised with a subset of CD38+ plasma cells and with CD22+ B-lymphocytes in RA tissues. Abundant TWEAK mRNA expression was detected in normal human CD22+ B cells. Higher levels of sTWEAK were observed in synovial fluids isolated from active RA compared with OA patients. sTWEAK did not stimulate osteoclast formation directly from PBMC, however, sTWEAK induced the surface expression of RANKL by human immature, STRO-1+ osteoblasts. CONCLUSIONS: The expression of TWEAK by CD22+ B cells and CD38+ plasma cells in RA synovium represents a novel potential pathogenic pathway. High levels of sTWEAK in active RA synovial fluid and of TWEAK and Fn14 in active RA tissue, together with the effect of TWEAK to induce osteoblastic RANKL expression, is consistent with TWEAK/Fn14 signalling being important in the pathogenesis of inflammation and bone erosion in RA.Anak A. S. S. K. Dharmapatni, Malcolm D. Smith, Tania N. Crotti, Christopher A. Holding, Cristina Vincent, Helen M. Weedon, Andrew C. W. Zannettino, Timothy S. Zheng, David M. Findlay, Gerald J. Atkins and David R. Hayne

TWEAK Appears as a Modulator of Endometrial IL-18 Related Cytotoxic Activity of Uterine Natural Killers

BACKGROUND: TWEAK (Tumor necrosis factor like WEAK inducer of apoptosis) is highly expressed by different immune cells and triggers multiple cellular responses, including control of angiogenesis. Our objective was to investigate its role in the human endometrium during the implantation window, using an ex-vivo endometrial microhistoculture model. Indeed, previous results suggested that basic TWEAK expression influences the IL-18 related uNK recruitment and local cytotoxicity. METHODOLOGY/PRINCIPAL FINDINGS: Endometrial biopsies were performed 7 to 9 days after the ovulation surge of women in monitored natural cycles. Biopsies were cut in micro-pieces and cultured on collagen sponge with appropriate medium. Morphology, functionality and cell death were analysed at different time of the culture. We used this ex vivo model to study mRNA expressions of NKp46 (a uNK cytotoxic receptor) and TGF-beta1 (protein which regulates uNK cytokine production) after adjunction of excess of recombinant IL-18 and either recombinant TWEAK or its antibody. NKp46 protein expression was also detailed by immunohistochemistry in selected patients with high basic mRNA level of IL-18 and either low or high mRNA level of TWEAK. The NKp46 immunostaining was stronger in patients with an IL-18 over-expression and a low TWEAK expression, when compared with patients with both IL-18 and TWEAK high expressions. We did not observe any difference for TWEAK expression when recombinant protein IL-18 or its antibody was added, or conversely, for IL-18 expression when TWEAK or its antibody was added in the culture medium. In a pro-inflammatory environment (obtained by an excess of IL-18), inhibition of TWEAK was able to increase significantly NKp46 and TGF-beta1 mRNA expressions. CONCLUSIONS/SIGNIFICANCE: TWEAK doesn't act on IL-18 expression but seems to control IL-18 related cytotoxicity on uNK cells when IL-18 is over-expressed. Thus, TWEAK appears as a crucial physiological modulator to prevent endometrial uNK cytotoxicity in human