Adjusted Empirical Likelihood Method in the Presence of Nuisance Parameters with Application to the Sharpe Ratio

The Sharpe ratio is a widely used risk-adjusted performance measurement in economics and finance. Most of the known statistical inferential methods devoted to the Sharpe ratio are based on the assumption that the data are normally distributed. In this article, without making any distributional assumption on the data, we develop the adjusted empirical likelihood method to obtain inference for a parameter of interest in the presence of nuisance parameters. We show that the log adjusted empirical likelihood ratio statistic is asymptotically distributed as the chi-square distribution. The proposed method is applied to obtain inference for the Sharpe ratio. Simulation results illustrate that the proposed method is comparable to Jobson and Korkie’s method (1981) and outperforms the empirical likelihood method when the data are from a symmetric distribution. In addition, when the data are from a skewed distribution, the proposed method significantly outperforms all other existing methods. A real-data example is analyzed to exemplify the application of the proposed method

Oligogenic basis of premature ovarian insufficiency: an observational study

Abstract Background The etiology of premature ovarian insufficiency, that is, the loss of ovarian activity before 40 years of age, is complex. Studies suggest that genetic factors are involved in 20–25% of cases. The aim of this study was to explore the oligogenic basis of premature ovarian insufficiency. Results Whole-exome sequencing of 93 patients with POI and whole-genome sequencing of 465 controls were performed. In the gene-burden analysis, multiple genetic variants, including those associated with DNA damage repair and meiosis, were more common in participants with premature ovarian insufficiency than in controls. The ORVAL-platform analysis confirmed the pathogenicity of the RAD52 and MSH6 combination. Conclusions The results of this study indicate that oligogenic inheritance is an important cause of premature ovarian insufficiency and provide insights into the biological mechanisms underlying premature ovarian insufficiency

Heterozygous FMN2 missense variant found in a family case of premature ovarian insufficiency

Abstract Background Premature ovarian insufficiency (POI) plagues 1% of women under 40, while quite a few remain an unknown cause. The development of sequencing has helped find pathogenic genes and reveal the relationship between DNA repair and ovarian reserve. Through the exome sequencing, our study targets screening out the possible POI pathogenic gene and variants in a Chinese family and 20 sporadic POI patients, preliminarily exploring the functional impact and finding out potential linkages between the gene and POI. Results The whole exome sequencing suggested a novel FMN2 heterozygous variant c.1949C > T (p.Ser650Leu) carried by all three patients in a Chinese family and another c.1967G > A(p.Arg656His) variant in a sporadic case. Since no FMN2 missense mutation is reported for causing human POI, we preliminarily assessed p.Ser650Leu variant via cross-species alignment and 3D modeling and found it possibly deleterious. A series of functional evidence was consistent with our hypothesis. We proved the expression of FMN2 in different stages of oocytes and observed a statistical difference of chromosomal breakages between the POI patient carrying p.Arg656His variant and the health control (p = 0.0013). Western Blot also suggested a decrease in FMN2 and P21 in the mutant type and an associated increase in H2AX. The p.Arg656His variant with an extremely low frequency also indicated that the gene FMN2 might play an essential role in the genetic etiology of POI. To the best of our knowledge, this is the first POI report on missense variants of FMN2. Conclusion This finding indicates a novel gene possibly related to POI and sheds lights on the study of FMN2

<b>The Investigation of the Shared Genetic Architecture between Hypothyroidism and Age at Menopause</b>

This is the supplementary data of The Investigation of the Shared Genetic Architecture between Hypothyroidism and Age at Menopause.</p