A method of moments estimator of tail dependence

In the world of multivariate extremes, estimation of the dependence structure still presents a challenge and an interesting problem. A procedure for the bivariate case is presented that opens the road to a similar way of handling the problem in a truly multivariate setting. We consider a semi-parametric model in which the stable tail dependence function is parametrically modeled. Given a random sample from a bivariate distribution function, the problem is to estimate the unknown parameter. A method of moments estimator is proposed where a certain integral of a nonparametric, rank-based estimator of the stable tail dependence function is matched with the corresponding parametric version. Under very weak conditions, the estimator is shown to be consistent and asymptotically normal. Moreover, a comparison between the parametric and nonparametric estimators leads to a goodness-of-fit test for the semiparametric model. The performance of the estimator is illustrated for a discrete spectral measure that arises in a factor-type model and for which likelihood-based methods break down. A second example is that of a family of stable tail dependence functions of certain meta-elliptical distributions.Comment: Published in at http://dx.doi.org/10.3150/08-BEJ130 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm

Notes on some new or little known rotifera from Brazil

La présente contribution concerne la faune de rotifères de trois localités dans les environs de Boa Vista (Roraima, Brésil). Au total, 66 espèces ont été identifiées, dont 6 nouvelles pour la faune brésilienne. #Macrochaetus aspinus sp. n., #M. americanus sp. n. et #Trichocerca abilioi sp. n. sont décrites. #Lepadella latusinus striata Koste, #Dicranophorus halbachi Koste et #Trichocerca parvula Carlin sont reconnues comme synonymes de #L. costatoidesSegers, #D. kostei Pourriot et Zoppi de Roa et #T. rotundata$ Myers, respectivement. (Résumé d'auteur

Inference on the tail process with application to financial time series modelling

To draw inference on serial extremal dependence within heavy-tailed Markov chains, Drees, Segers and Warcho{\l} [Extremes (2015) 18, 369--402] proposed nonparametric estimators of the spectral tail process. The methodology can be extended to the more general setting of a stationary, regularly varying time series. The large-sample distribution of the estimators is derived via empirical process theory for cluster functionals. The finite-sample performance of these estimators is evaluated via Monte Carlo simulations. Moreover, two different bootstrap schemes are employed which yield confidence intervals for the pre-asymptotic spectral tail process: the stationary bootstrap and the multiplier block bootstrap. The estimators are applied to stock price data to study the persistence of positive and negative shocks.Comment: 22 page

Competition level determines compensatory growth abilities

In many animal taxa, size-selective predation favors fast growth early in life. However, same-aged juveniles can diverge in size due to differences in genotype, environmental conditions, and parental effects and thus may vary in competitive ability. Under food scarcity, competitively inferior juveniles may suffer suppressed growth, whereas under benign conditions, small juveniles may exhibit growth compensation and perform as well as large ones. However, studies testing this while controlling for parental effects are lacking. Here, we hand-raised cichlids, Simochromis pleurospilus, from a wide range of egg sizes and manipulated their size by differential feeding. Afterward, high- and low-ration siblings were kept in groups assigned to either a high- or low-competition environment. We investigated how the degree of competition affected aggressiveness and growth of juveniles with different feeding histories. As predicted, when competition was high, high-ration offspring grew fastest. Interestingly, when competition was weak, low-ration juveniles grew at a similar rate as high-ration ones and many were able to catch up in size. High-ration fish were more aggressive than low-ration ones, and this effect was strongest under high competition. Additionally, in the high-competition environment, received aggression was negatively related to growth, and inflicted aggression correlated positively with the growth of the aggressor. These relationships were absent under low competition. Our findings suggest that the abilities to compensate for early growth depression depend on the prevalent level of competition. Aggression is likely used to monopolize food by juvenile S. pleurospilus; however, when competition is strong, aggression cannot compensate for a size disadvantag

Observation of a parity oscillation in the conductance of atomic wires

Using a scanning tunnel microscope or mechanically controlled break junctions, atomic contacts of Au, Pt and Ir are pulled to form chains of atoms. We have recorded traces of conductance during the pulling process and averaged these for a large amount of contacts. An oscillatory evolution of conductance is observed during the formation of the monoatomic chain suggesting a dependence on even or odd numbers of atoms forming the chain. This behaviour is not only present in the monovalent metal Au, as it has been previously predicted, but is also found in the other metals which form chains suggesting it to be a universal feature of atomic wires

Patient-specific CFD simulation of intraventricular haemodynamics based on 3D ultrasound imaging

Background: The goal of this paper is to present a computational fluid dynamic (CFD) model with moving boundaries to study the intraventricular flows in a patient-specific framework. Starting from the segmentation of real-time transesophageal echocardiographic images, a CFD model including the complete left ventricle and the moving 3D mitral valve was realized. Their motion, known as a function of time from the segmented ultrasound images, was imposed as a boundary condition in an Arbitrary Lagrangian-Eulerian framework. Results: The model allowed for a realistic description of the displacement of the structures of interest and for an effective analysis of the intraventricular flows throughout the cardiac cycle. The model provides detailed intraventricular flow features, and highlights the importance of the 3D valve apparatus for the vortex dynamics and apical flow. Conclusions: The proposed method could describe the haemodynamics of the left ventricle during the cardiac cycle. The methodology might therefore be of particular importance in patient treatment planning to assess the impact of mitral valve treatment on intraventricular flow dynamics