184 research outputs found
Influence Functions of the Spearman and Kendall Correlation Measures
Mathematics Subject Classification (2000) 62G35 · 62F99
Estimators of the multiple correlation coefficient: local robustness and confidence intervals.
Many robust regression estimators are defined by minimizing a measure of spread of the residuals. An accompanying R-2-measure, or multiple correlation coefficient, is then easily obtained. In this paper, local robustness properties of these robust R-2-coefficients axe investigated. It is also shown how confidence intervals for the population multiple correlation coefficient can be constructed in the case of multivariate normality.Cautionary note; High breakdown-point; Influence function; Intervals; Model; Multiple correlation coefficient; R-2-measure; Regression analysis; Residuals; Robustness; Squares regression;
The K-Step Spatial Sign Covariance Matrix
The Sign Covariance Matrix is an orthogonal equivariant estimator of mul- tivariate scale. It is often used as an easy-to-compute and highly robust estimator. In this paper we propose a k-step version of the Sign Covariance Matrix, which improves its e±ciency while keeping the maximal breakdown point. If k tends to infinity, Tyler's M-estimator is obtained. It turns out that even for very low values of k, one gets almost the same e±ciency as Tyler's M-estimator.
On the Optimality of Multivariate S-Estimators
In this paper we maximize the efficiency of a multivariate S-estimator under a constraint on the breakdown point. In the linear regression model, it is known that the highest possible efficiency of a maximum breakdown S-estimator is bounded above by 33% for Gaussian errors. We prove the surprising result that in dimensions larger than one, the efficiency of a maxi- mum breakdown S-estimator of location and scatter can get arbitrarily close to 100%, by an appropriate selection of the loss function.Breakdown point;Multivariate Location and Scatter;Robustness;S-estimator
Bounded influence regression using high breakdown scatter matrices.
In this paper we estimate the parameters of a regression model using S-estimators of multivariate location and scatter. The approach is proven to be Fisher-consistent, and the influence functions are derived. The corresponding asymptotic variances are obtained and it is shown how they can be estimated in practice. A comparison with other recently proposed robust regression estimators is made.fisher-consistency; influence function; robust regression; s-estimators; scatter matrices; multivariate location; robust estimation; s-estimators; linear-regression; rank regression; covariance; squares; diagnostics; stability; efficiency;
A Verified Information-Flow Architecture
SAFE is a clean-slate design for a highly secure computer system, with
pervasive mechanisms for tracking and limiting information flows. At the lowest
level, the SAFE hardware supports fine-grained programmable tags, with
efficient and flexible propagation and combination of tags as instructions are
executed. The operating system virtualizes these generic facilities to present
an information-flow abstract machine that allows user programs to label
sensitive data with rich confidentiality policies. We present a formal,
machine-checked model of the key hardware and software mechanisms used to
dynamically control information flow in SAFE and an end-to-end proof of
noninterference for this model.
We use a refinement proof methodology to propagate the noninterference
property of the abstract machine down to the concrete machine level. We use an
intermediate layer in the refinement chain that factors out the details of the
information-flow control policy and devise a code generator for compiling such
information-flow policies into low-level monitor code. Finally, we verify the
correctness of this generator using a dedicated Hoare logic that abstracts from
low-level machine instructions into a reusable set of verified structured code
generators
Présence de métaux lourds et de résidus médicamenteux dans les effluents des établissements de santé de Dakar (Sénégal)
Lâobjectif de cette Ă©tude est de quantifier les concentrations en mĂ©taux lourds et de rechercher la prĂ©sence de rĂ©sidus de molĂ©cules mĂ©dicamenteuses des effluents de trois hĂŽpitaux de Dakar (SĂ©nĂ©gal). Câest ainsi que la collecte des effluents a Ă©tĂ© rĂ©alisĂ©e chaque jour sur une pĂ©riode de trois semaines Ă lâentrĂ©e du dĂ©versoir des services de radiologie, de mĂ©decine interne et dâodontologie. Ensuite, des Ă©chantillons composites par semaine ont Ă©tĂ© constituĂ©s pour rechercher leur composition en mĂ©taux lourds et en rĂ©sidus mĂ©dicamenteux. Le transport a Ă©tĂ© effectuĂ© Ă +4 °C et Ă l'obscuritĂ© pour assurer une conservation satisfaisante. Les mĂ©taux lourds ont Ă©tĂ© dosĂ©s par ICP-MS et les rĂ©sidus de mĂ©dicaments ont Ă©tĂ© recherchĂ©s par UPLCMS/ MS. Les mĂ©dicaments identifiĂ©s dans les effluents sont essentiellement des analgĂ©siques et des psychotropes. La concentration en mĂ©taux lourds des effluents des trois hĂŽpitaux est infĂ©rieure aux normes sĂ©nĂ©galaises et de celles de LâOMS fixant les conditions de rejet de mĂ©taux dans les eaux usĂ©es. Cependant, bien que les taux retrouvĂ©s soient tolĂ©rables, leur introduction continuelle en milieu aquatique pourrait ĂȘtre Ă lâorigine dâeffets nĂ©fastes sur les organismes marins par des phĂ©nomĂšnes de bioaccumulation et de biomagnification. DâoĂč lâimportance et la nĂ©cessitĂ© des stations dâĂ©puration pour une bonne gestion et une rĂ©duction des risques Ă©cotoxicologiques liĂ©s aux effluents liquides hospitaliers.Mots clĂ©s : Effluents hospitaliers, mĂ©taux lourds, rĂ©sidus mĂ©dicamenteux, toxicitĂ©
Ion-Induced Dipole Interactions and Fragmentation Times : C -C Chromophore Bond Dissociation Channel
The fragmentation times corresponding to the loss of the chromophore
(C-- C bond dissociation channel) after photoexcitation at 263
nm have been investigated for several small peptides containing tryptophan or
tyrosine. For tryptophan-containing peptides, the aromatic chromophore is lost
as an ionic fragment (m/z 130), and the fragmentation time increases with the
mass of the neutral fragment. In contrast, for tyrosine-containing peptides the
aromatic chromophore is always lost as a neutral fragment (mass = 107 amu) and
the fragmentation time is found to be fast (\textless{}20 ns). These different
behaviors are explained by the role of the postfragmentation interaction in the
complex formed after the C--C bond cleavage
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