Extended Generalised Pareto Models for Tail Estimation

The most popular approach in extreme value statistics is the modelling of threshold exceedances using the asymptotically motivated generalised Pareto distribution. This approach involves the selection of a high threshold above which the model fits the data well. Sometimes, few observations of a measurement process might be recorded in applications and so selecting a high quantile of the sample as the threshold leads to almost no exceedances. In this paper we propose extensions of the generalised Pareto distribution that incorporate an additional shape parameter while keeping the tail behaviour unaffected. The inclusion of this parameter offers additional structure for the main body of the distribution, improves the stability of the modified scale, tail index and return level estimates to threshold choice and allows a lower threshold to be selected. We illustrate the benefits of the proposed models with a simulation study and two case studies.Comment: 18 pages, 7 figure

Reduced-bias estimator of the Conditional Tail Expectation of heavy-tailed distributions

International audienceSeveral risk measures have been proposed in the literature. In this paper, we focus on the estimation of the Conditional Tail Expectation (CTE). Its asymptotic normality has been first established in the literature under the classical assumption that the second moment of the loss variable is finite, this condition being very restrictive in practical applications. Such a result has been extended by Necir {\it et al.} (2010) in the case of infinite second moment. In this framework, we propose a reduced-bias estimator of the CTE. We illustrate the efficiency of our approach on a small simulation study and a real data analysis

Analysis causes of the incidence and compare social, economic, physical characteristics of informal settlements, case study: city of Marivan in Kurdistan province

Informal settlements are one of the problems of urban management in developing countries. Various theories about the causes and management of these settlements have been proposed. The most important of these theories, new socialist, liberal and dependency can be noted. The theory that argues for mandatory clearing informal settlement is not logical. Empowerment approach to be interested by countries and international organizations, and successful examples of this approach, with emphasis on the internal dynamics of these communities has been experienced. This paper tries to analyze the causes of marginalization and social, economic and spatial characteristics of informal settlement of Marivan city in Kurdistan province. Research areas consist of 4 region of Marivan informal settlement (Kosar,tape Mosk, sardoshiha, Tefine) sample size based on Cochran formula is 320 samples that Randomly and in four districts have been selected. Reasons for residents that they living in such places and social, economic characteristics of marginalized communities collected and entered into SPSS software and have been analyzed. The results show that more than 50 percent of residents in informal settlement areas of the city have come to this neighborhood. The main factor in the development of these four areas is not rural migrants. The highest levels of rural migrants from the neighborhood Tefin are that only 47% of residents are immigrants. The results suggest the great differences in social, economic and physical characteristics of slums. Among neighborhoods communities tapa Mosk and Tefini in the index close to each other and compare to two other neighborhoods are poor

Partial distance correlation with methods for dissimilarities

Partial distance correlation measures association between two random vectors with respect to a third random vector, analogous to, but more general than (linear) partial correlation. Distance correlation characterizes independence of random vectors in arbitrary dimension. Motivation for the definition is discussed. We introduce a Hilbert space of U-centered distance matrices in which squared distance covariance is the inner product. Simple computation of the sample partial distance correlation and definitions of the population coefficients are presented. Power of the test for zero partial distance correlation is compared with power of the partial correlation test and the partial Mantel test. © Springer International Publishing Switzerland 2016

Complex Random Energy Model: Zeros and Fluctuations

The partition function of the random energy model at inverse temperature $\beta$ is a sum of random exponentials $Z_N(\beta)=\sum_{k=1}^N \exp(\beta \sqrt{n} X_k)$, where $X_1,X_2,...$ are independent real standard normal random variables (= random energies), and $n=\log N$. We study the large $N$ limit of the partition function viewed as an analytic function of the complex variable $\beta$. We identify the asymptotic structure of complex zeros of the partition function confirming and extending predictions made in the theoretical physics literature. We prove limit theorems for the random partition function at complex $\beta$, both on the logarithmic scale and on the level of limiting distributions. Our results cover also the case of the sums of independent identically distributed random exponentials with any given correlations between the real and imaginary parts of the random exponent.Comment: 31 pages, 1 figur

The morphology and biochemistry of nanostructures provide evidence for synthesis and signaling functions in human cerebrospinal fluid

<p>Abstract</p> <p>Background</p> <p>Cerebrospinal fluid (CSF) contacts many brain regions and may mediate humoral signaling distinct from synaptic neurotransmission. However, synthesis and transport mechanisms for such signaling are not defined. The purpose of this study was to investigate whether human CSF contains discrete structures that may enable the regulation of humoral transmission.</p> <p>Methods</p> <p>Lumbar CSF was collected prospectively from 17 participants: with no neurological or psychiatric disease, with Alzheimer's disease, multiple sclerosis, or migraine; and ventricular CSF from two cognitively healthy participants with long-standing shunts for congenital hydrocephalus. Cell-free CSF was subjected to ultracentrifugation to yield supernatants and pellets that were examined by transmission electron microscopy, shotgun protein sequencing, electrophoresis, western blotting, lipid analysis, enzymatic activity assay, and immuno-electron microscopy.</p> <p>Results</p> <p>Over 3,600 CSF proteins were identified from repeated shotgun sequencing of cell-free CSF from two individuals with Alzheimer's disease: 25% of these proteins are normally present in membranes. Abundant nanometer-scaled structures were observed in ultracentrifuged pellets of CSF from all 16 participants examined. The most common structures included synaptic vesicle and exosome components in 30-200 nm spheres and irregular blobs. Much less abundant nanostructures were present that derived from cellular debris. Nanostructure fractions had a unique composition compared to CSF supernatant, richer in omega-3 and phosphoinositide lipids, active prostanoid enzymes, and fibronectin.</p> <p>Conclusion</p> <p>Unique morphology and biochemistry features of abundant and discrete membrane-bound CSF nanostructures are described. Prostaglandin H synthase activity, essential for prostanoid production and previously unknown in CSF, is localized to nanospheres. Considering CSF bulk flow and its circulatory dynamics, we propose that these nanostructures provide signaling mechanisms <it>via </it>volume transmission within the nervous system that are for slower, more diffuse, and of longer duration than synaptic transmission.</p