Using a bootstrap method to choose the sample fraction in tail index estimation

Tail index estimation depends for its accuracy on a precise choice of the sample fraction, i.e. the number of extreme order statistics on which the estimation is based. A complete solution to the sample fraction selection is given by means of a two step subsample bootstrap method. This method adaptively determines the sample fraction that minimizes the asymptotic mean squared error. Unlike previous methods, prior knowledge of the second order parameter is not required. In addition, we are able to dispense with the need for a prior estimate of the tail index which already converges roughly at the optimal rate. The only arbitrary choice of parameters is the number of Monte Carlo replications

The expected payoff to Internet auctions

In an Internet auction, the expected payoff acts as a benchmark of the reasonableness of the price that is paid for the purchased item. Since the number of potential bidders is not observable, the expected payoff is difficult to estimate accurately. We approach this problem by considering the bids as a record and 2-record sequence of the potential bidde

Experimental Conditions That Influence the Utility of 2′7′-Dichlorodihydrofluorescein Diacetate (DCFH2-DA) as a Fluorogenic Biosensor for Mitochondrial Redox Status

Oxidative stress has been causally linked to various diseases. Electron transport chain (ETC) inhibitors such as rotenone and antimycin A are frequently used in model systems to study oxidative stress. Oxidative stress that is provoked by ETC inhibitors can be visualized using the fluorogenic probe 2′,7′-dichlorodihydrofluorescein-diacetate (DCFH2-DA). Non-fluorescent DCFH2-DA crosses the plasma membrane, is deacetylated to 2′,7′-dichlorodihydrofluorescein (DCFH2) by esterases, and is oxidized to its fluorescent form 2′,7′-dichlorofluorescein (DCF) by intracellular ROS. DCF fluorescence can, therefore, be used as a semi-quantitative measure of general oxidative stress. However, the use of DCFH2-DA is complicated by various protocol-related factors that mediate DCFH2-to-DCF conversion independently of the degree of oxidative stress. This study therefore analyzed the influence of ancillary factors on DCF formation in the context of ETC inhibitors. It was found that ETC inhibitors trigger DCF formation in cell-free experiments when they are co-dissolved with DCFH2-DA. Moreover, the extent of DCF formation depended on the type of culture medium that was used, the pH of the assay system, the presence of fetal calf serum, and the final DCFH2-DA solvent concentration. Conclusively, experiments with DCFH2-DA should not discount the influence of protocol-related factors such as medium and mitochondrial inhibitors (and possibly other compounds) on the DCFH2-DA-DCF reaction and proper controls should always be built into the assay protocol

On tail trend detection: modeling relative risk

The climate change dispute is about changes over time of environmental characteristics (such as rainfall). Some people say that a possible change is not so much in the mean but rather in the extreme phenomena (that is, the average rainfall may not change much but heavy storms may become more or less frequent). The paper studies changes over time in the probability that some high threshold is exceeded. The model is such that the threshold does not need to be specified, the results hold for any high threshold. For simplicity a certain linear trend is studied depending on one real parameter. Estimation and testing procedures (is there a trend?) are developed. Simulation results are presented. The method is applied to trends in heavy rainfall at 18 gauging stations across Germany and The Netherlands. A tentative conclusion is that the trend seems to depend on whether or not a station is close to the sea.Comment: 38 page