Bootstrapping confidence intervals for the change-point of time series

We study an AMOC time series model with an abrupt change in the mean and dependent errors that fulfill certain mixing conditions. We obtain confidence intervals for the unknown change-point via bootstrapping methods. Precisely we use a block bootstrap of the estimated centered error sequence. Then we reconstruct a sequence with a change in the mean using the same estimators as before. The difference between the change-point estimator of the resampled sequence and the one for the original sequence can be use as an approximation of the difference between the real change-point and its estimator. This enables us to construct confidence intervals using the empirical distribution of the resampled time series. A simulation study shows that the resampled confidence intervals are usually closer to their target levels and at the same time smaller than the asymptotic intervals.Comment: 25 pages, 25 figure

Nonparametric detection of changepoints for sequentially observed data

AbstractAssume that independent data Xn1,…,Xnk(n) are observed sequentially in time, where k(n) < ∞ is a finite horizon. Suppose also that there existsθ ∈ (0, 1] such that Xn1,…, Xn[k(n)θ] have distribution ν1,n and Xn[k(n)θ]+1,…,Xnk(n) have distribution ν2,n. The distributions and the changepoint θ are unknown. Our aim is to react as soon as possible after the change has taken place. We propose a nonparametric stopping rule which attains a given probability of “false alarm” on the one hand and, on the other hand, is less than or equal to k(n)θ + (Ok(n)) with probability one

A continuous mapping theorem for the argmin-set functional with applications to convex stochastic processes

summary:For lower-semicontinuous and convex stochastic processes $Z_n$ and nonnegative random variables $\epsilon_n$ we investigate the pertaining random sets $A(Z_n,\epsilon_n)$ of all $\epsilon_n$-approximating minimizers of $Z_n$. It is shown that, if the finite dimensional distributions of the $Z_n$ converge to some $Z$ and if the $\epsilon_n$ converge in probability to some constant $c$, then the $A(Z_n,\epsilon_n)$ converge in distribution to $A(Z,c)$ in the hyperspace of Vietoris. As a simple corollary we obtain an extension of several argmin-theorems in the literature. In particular, in contrast to these argmin-theorems we do not require that the limit process has a unique minimizing point. In the non-unique case the limit-distribution is replaced by a Choquet-capacity

Supremal inequalities for convex M-estimators with applications to complete and quick convergence

We consider M-estimators and derive supremal-inequalities of exponential-or polynomial type according as a boundedness- or a moment-condition is fulfilled. This enables us to derive rates of r-complete convergence and also to show r-qick convergence in the sense of Strasser.Comment: 24 page

Synthesis, physicochemical and biological evaluation of N-dealkylated metabolites of antimalarial pyrido[1,2-a]benzimidazoles and related compounds containing a Mannich base side-chain

Malaria is one of the leading causes of deaths worldwide. Despite strategic implementations aimed at decreasing mortality and morbidity rates in recent decades, this plasmodial disease continues to impact public health and the economies of developing countries. Furthermore, the emergence of resistance toward current antimalarial treatments increases the necessity for the development of novel antimalarials. The benzimidazole scaffold is an extensively researched privileged scaffold in medicinal chemistry because of its capacity to interact with numerous biological systems in various diseases, including malaria. Based on previous metabolite identification studies in liver microsomes, a new series of pyrido[1,2-a]benzimidazole (PBI) metabolites containing Mannich base side-chains were designed and synthesized. Their in vitro parasite (Plasmodium falciparum) growth and β-hematin formation inhibition activities, turbidimetric solubility, cytotoxicity, and microsomal metabolic stability in mouse liver microsomes were evaluated. To investigate structure activity relationships (SARs), the study was broadly diversified into two series (SAR-1 and SAR-2). Mannich base side-chains from SAR-1 were designed and synthesized as hypothesized N-dealkylated metabolites. In SAR-2, hypothesized N-dealkylated metabolites were compared with their respective parent compounds with a focus on modifications around the PBI core. The most potent analogues exhibited sub-micromolar activity (50% inhibitory concentration (IC50) < 1 µM) against the drug-sensitive NF54 strain of Plasmodium falciparum. Some compounds showed high activity against early- and late-stage gametocytes, the sexual stage transmissible forms of the parasite. Overall, compounds in this series were more active against early-stage gametocytes than latestage gametocytes, thus indicating stage-specificity. All but three of the analogues synthesized were potent inhibitors of β-hematin formation. Most compounds showed no cytotoxicity against HepG2 and Chinese hamster ovarian (CHO) cells. Inclusion of Mannich base side-chains influenced the in vitro microsomal metabolic stability of compounds. As expected, N-dealkylated (desethyl) metabolites showed greater metabolic stability relative to their equivalent parent compounds

Educational poverty in a comparative perspective: theoretical and empirical implications

Lohmann H, Ferger F. Educational poverty in a comparative perspective: theoretical and empirical implications. SFB 882 Working Paper Series. Vol 26. Bielefeld: DFG Research Center (SFB) 882 From Heterogeneities to Inequalities; 2014

Towards Continuous Quality Control for Spoken Language Corpora

This paper describes the development of a systematic approach to the creation, management and curation of linguistic resources, particularly spoken language corpora. It also presents first steps towards a framework for continuous quality control to be used within external research projects by non-technical users, and discuss various domain and discipline specific problems and individual solutions. The creation of spoken language corpora is not only a time-consuming and costly process, but the created resources often represent intangible cultural heritage, containing recordings of, for example, extinct languages or historical events. Since high quality resources are needed to enable re-use in as many future contexts as possible, researchers need to be provided with the necessary means for quality control. We believe that this includes methods and tools adapted to Humanities researchers as non-technical users, and that these methods and tools need to be developed to support existing tasks and goals of research projects

Untersuchung der Mehr-Teilchen-Dynamik in Stößen von 200 keV H^- mit Helium und Aufbau eines kalten atomaren Wasserstofftargets für Ionisationsexperimente

Im ersten Teil dieser Arbeit wurde die simultane Ionisation von Projektil und Target im Stoß eines He-Targets mit einem H^- -Projektil bei einer Projektilenergie von 200 keV kinematisch vollständig untersucht. Die emittierten Elektronen und das Targetion wurden koinzident und impulsaufgelöst über den vollen Raumwinkel detektiert. Durch Vergleich der experimentellen Daten sowohl mit theoretischen Vorhersagen als auch mit aktuellen Elektronenstoßexperimenten konnte gezeigt werden, dass die Ionisation des Targets durch eine Wechselwirkung mit dem nur schwach gebundenen aktiven Elektron des H^- -Projektils erfolgt und damit alle Merkmale einer reinen Elektronenstoßionisation aufweist. Es zeigte sich aber auch, dass die zugrunde liegende Dynamik, bei der mindestens vier Teilchen aktiv beteiligt sind, zu komplex ist um alle Aspekte theoretisch befriedigend zu beschreiben. Die Emissionscharakteristik des Projektil-Elektrons wird von keiner Rechnung korrekt wiedergegeben. Im zweiten Teil der Arbeit wurde ein Target aus kaltem atomarem Wasserstoff für Ion-Atom Experimente entwickelt und aufgebaut. Da es sich bei atomarem Wasserstoff um das einfachste Atom handelt dessen elektronische Zustände analytisch exakt berechnet werden können, wird es damit erstmals möglich sein die Dynamik des Drei-Körper Systems im Ion-Atom Stoß experimentell zu untersuchen

Building Regional Data Files in the Federal Republic of Germany

Building Regional Data Files in the Federal Republic of German