21 research outputs found

    Portfolio selection through an extremality stochastic order

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    In this paper, we introduce a new multivariate stochastic order that compares random vectors in a direction which is determined by a unit vector, generalizing the previous upper and lower orthant orders. The main properties of this new order, together with its relationships with other multivariate stochastic orders, are investigated and, we present some examples of application in the determination of optimal allocations of wealth among risks in single period portfolio problem

    Influence of Grain Boundary Character on Creep Void Formation in Alloy 617

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    Alloy 617, a high temperature creep-resistant, nickel-based alloy, is being considered for the primary heat exchanger for the Next Generation Nuclear Plant (NGNP) which will operate at temperatures exceeding 760oC. Orientation imaging microscopy (OIM) is used to characterize the grain boundaries in the vicinity of creep voids that develop during high temperature creep tests (800-1000oC at creep stresses ranging from 20-85 MPa) terminated at creep strains ranging from 5-40%. Observations using optical microscopy indicate creep rate does not significantly influence the creep void fraction at a given creep strain. Preliminary analysis of the OIM data indicates voids tend to form on grain boundaries parallel, perpendicular or 45o to the tensile axis, while few voids are found at intermediate inclinations to the tensile axis. Random grain boundaries intersect most voids while CSL-related grain boundaries did not appear to be consistently associated with void development

    Desenvolvimento de um roteiro conceitual para a gestão da biodiversidade e dos serviços ecossistêmicos no Caribe mexicano

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    Coral reefs and mangroves support rich biodiversity and provide ecosystem services that range from food, recreational benefits and coastal protection services, among others. They are one of the most threatened ecosystems by urbanization processes. In this context, we developed a conceptual framework for the management of biodiversity and ecosystem services for these coastal environments. We based our workflow on two sections: “Information base” and “Governance” and use the Puerto Morelos Coastal region as a case study for coastal protection. Puerto Morelos is between two of the most touristic destinations of Mexico (Playa del Carmen and Cancun) that has experienced an increase of population in the past four decades resulting in an intensification of multiple threats to its ecosystems. We characterized the two ecosystems with a “Management Units” strategy. An expert-based ecosystem services matrix was also described in order to connect mangroves and coral reef ecosystems with the multiple beneficiaries. Then an ecosystem model (conceptual model and Global Biodiversity model) was developed. The conceptual model was useful in understanding the interplay processes between systems regarding the ecosystem service of “Coastal Protection”. The Global Biodiversity model evidenced the human-induced shifts in the biodiversity for mangrove and coral reefs ecosystems. Also, a projection for 2035 of “best” and “worst” scenarios was applied using GLOBIO3. A DPSIR conceptual framework was used to analyze environmental problems regarding ecosystem services maintenance. Finally, we evaluated a set of policies associated with these ecosystems that favor coastal protection integrity. This framework facilitates the identification of the most relevant processes and controls about the provision of coastal protection service. It can also be useful to better target management actions and as a tool to identify future management needs to tackle the challenges preventing more effective conservation of coastal environments.Recifes de coral e manguezais possuem rica biodiversidade e fornecem serviços ecossistêmicos, tais como, alimento, recreação, proteção costeira, entre outros. Esses ecossistemas encontram-se entre os mais ameaçados pelos processos de urbanização. Nesse contexto, desenvolvemos um roteiro conceitual para a gestão da biodiversidade e dos serviços ecossistêmicos desses ambientes costeiros. Organizamos nossa sequência de passos de trabalho em duas seções: “Base de informações” e “Governança” e usamos a região costeira da cidade de Puerto Morelos (México) como um estudo de caso para analisar o serviço de proteção de costa. Puerto Morelos encontra-se entre dois dos destinos mais turísticos do México (Playa del Carmen e Cancún), e portanto sua população vem aumentando nas últimas quatro décadas, resultando na intensificação de múltiplas ameaças para os ecossistemas. Primeiramente, caracterizamos os dois ecossistemas identificando-os como “Unidades de Gestão”, detalhando seus principais componentes e processos. Através de uma “Matriz de serviços ecossistêmicos”, construída com base na opinião de especialistas, foram sistematizados os principais serviços ecossistêmicos prestados pelos manguezais e recifes de corais aos múltiplos beneficiários. Em seguida, foi desenvolvida uma modelagem do sistema (e ecossistemas) através de sua representação na forma de um modelo conceitual e um modelo numérico de Biodiversidade Global. O modelo conceitual facilitou a compreensão dos processos de interação entre sistemas em relação ao serviço “Proteção Costeira”. O modelo numérico evidenciou as mudanças induzidas pelo homem na biodiversidade dos ecossistemas de manguezal e recifes de coral. Além disso, uma projeção dos cenários “melhor” e “pior” foi desenvolvida para 2035 usando GLOBIO3. A Estrutura conceitual DPSIR foi aplicada para analisar problemas ambientais relacionados à manutenção dos serviços ecossistêmicos. Finalmente, avaliamos um conjunto de políticas públicas associadas a esses ecossistemas e que favorecem a integridade da proteção costeira. Portanto, o roteiro facilitou a identificação dos principais processos e controles para a provisão de um serviço ecossistêmico. Além disso, pode ser útil para direcionar melhor as ações de gerenciamento, bem como, uma ferramenta para identificar necessidades futuras de planejamento e gestão para enfrentar desafios que permitam uma conservação mais eficaz dos ambientes costeiros.Fil: Sánchez Quinto, Andrés. Universidad Nacional Autónoma de México; MéxicoFil: Costa, Julliet Correa da. Universidade Federal de Santa Catarina; BrasilFil: Zamboni, Nadia Selene. Universidade Federal do Rio Grande do Norte; BrasilFil: Sanches, Fábio H. C.. Universidade Federal de Sao Paulo; BrasilFil: Principe, Silas C.. Universidade de Sao Paulo; BrasilFil: Viotto, Evangelina del Valle. Provincia de Entre Ríos. Centro de Investigaciones Científicas y Transferencia de Tecnología a la Producción. Universidad Autónoma de Entre Ríos. Centro de Investigaciones Científicas y Transferencia de Tecnología a la Producción. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe. Centro de Investigaciones Científicas y Transferencia de Tecnología a la Producción; ArgentinaFil: Casagranda, Maria Elvira. Universidad Nacional de Tucumán. Instituto de Ecología Regional. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Tucumán. Instituto de Ecología Regional; ArgentinaFil: Lima, Francisco A. da Veiga. Universidade Federal de Santa Catarina; BrasilFil: Possamai, Bianca. Universidade Federal Do Rio Grande.; BrasilFil: Faroni Perez, Larisse. Universidade Federal de Juiz de Fora; Brasi

    Robust regression based on shrinkage with application to Living Environment Deprivation

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    A robust estimator is proposed for the parameters that characterize the linear regression problem. It is based on the notion of shrinkages, often used in Finance and previously studied for outlier detection in multivariate data. A thorough simulation study is conducted to investigate: the efficiency with Normal and heavy-tailed errors, the robustness under contamination, the computational time, the affine equivariance and breakdown value of the regression estimator. Two classical data-sets often used in the literature and a real socioeconomic data-set about the Living Environment Deprivation of areas in Liverpool (UK), are studied. The results from the simulations and the real data examples show the advantages of the proposed robust estimator in regression. © 2020, Springer-Verlag GmbH Germany, part of Springer Nature

    Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators

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    A collection of robust Mahalanobis distances for multivariate outlier detection is proposed, based on the notion of shrinkage. Robust intensity and scaling factors are optimally estimated to define the shrinkage. Some properties are investigated, such as affine equivariance and breakdown value. The performance of the proposal is illustrated through the comparison to other techniques from the literature, in a simulation study and with a real dataset. The behavior when the underlying distribution is heavy-tailed or skewed, shows the appropriateness of the method when we deviate from the common assumption of normality. The resulting high true positive rates and low false positive rates in the vast majority of cases, as well as the significantly smaller computation time show the advantages of our proposal. © 2019, Springer-Verlag GmbH Germany, part of Springer Nature

    On the estimation of extreme directional multivariate quantiles

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    In multivariate extreme value theory (MEVT), the focus is on analysis outside of the observable sampling zone, which implies that the region of interest is associated to high risk levels. This work provides tools to include directional notions into the MEVT, giving the opportunity to characterize the recently introduced directional multivariate quantiles (DMQ) at high levels. Then, an out-sample estimation method for these quantiles is given. A bootstrap procedure carries out the estimation of the tuning parameter in this multivariate framework and helps with the estimation of the DMQ. Asymptotic normality for the proposed estimator is provided and the methodology is illustrated with simulated data-sets. Finally, a real-life application to a financial case is also performed. © 2019, © 2019 Taylor & Francis Group, LLC

    Author Correction: Unsupervised Scalable Statistical Method for Identifying Influential Users in Online Social Networks (Scientific Reports, (2018), 8, 1, (6955), 10.1038/s41598-018-24874-2)

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    The original version of this Article contained an error in Affiliation 3, which was incorrectly given as ‘Department of Mathematical Sciences, Universidad EAFIT, Universidad Nacional de Colombia, Medellín, Colombia’. The correct affiliation is listed below: Department of Mathematical Sciences, Universidad EAFIT, Medellín, Colombia This error has now been corrected in the HTML and PDF versions of the Article and in the accompanying Supplementary Material file. © 2019, The Author(s)
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