Uso del Método “Combinación de Riesgos” para estimar la función de supervivencia en presencia de riesgos competitivos dependientes

En este trabajo se comparan distintas estructuras de dependencia para los riesgos que compiten en un modelo de riesgos competitivos dependientes trivariado, haciendo uso de las técnicas C-Vines y D-Vines cópulas, vía simulación estadística. Los Vines permiten obtener flexibilidad multivariada y son capaces de capturar todo el rango posible de dependencias entre los riesgos competitivos, las cuales son de gran interés en los mercados financieros, problemas sociales, genéticos, entre otros. Seguidamente, se estima la función de sobrevivencia para el tiempo mínimo, tanto para el caso independiente, por medio del estimador Kaplan Meier, como para el caso dependiente, en el que usaremos el método combinación de riesgos propuesto por Lo and Wilke (2010) el cual es una extensión del estimador copula gráfico propuesto por Zheng and Klein (1995). Los C-D Vines copulas, trabajan con una variedad de copulas bivariadas, las cuales se pueden seleccionar de manera independiente y permiten tener una amplia gama de posibilidades para la caracterización de la dependencia de los riesgos que compiten, se estudian casos particulares donde dos de los tres riesgos tienen igual dependencia y el riesgo restante es independiente a los anteriores. También se estudia el caso donde dos riesgos presentan igual dependencia y el otro con dependencia alta. Además se analiza un caso particular donde los tres riesgos presentan distinta dependencia. En todos los casos estudiados, el método de combinación de riesgos es una buena alternativa para estimar las funciones de distribución marginal y la función de sobrevivencia cuando se tiene dependencia entre los riesgos de un modelo de riesgos competitivos dependientes.Abstract: This paper compares different structures of dependence for the risks that compete in atrivariate competitive risk dependent model, making use of the technical C-Vines and Dvinescopula, via statistical simulation. The vines can obtain multivariate flexibility and are able to capture all the possible range of dependencies between the competitive risks which are of great interest in financial markets, social, genetic among others problems. Then, estimated survival function for the minimum time, both for the case independent, through the Kaplan Meier estimator, to the dependent case, in which we will use the risk pooling method proposed by Lo and Wilke (2010), which is an extension of the estimator intercourse chart proposed by Zheng and Klein (1995). The C-DVines copulations work with a cascade of bivariate copulations, which can be selected independently and allow a wide range of possibilities for the characterization of the dependence of the risks that compete, we study particular cases where two of the three risks have equal dependence and the remaining risk is independent to the previous ones. It also explores the case where two risks have equal dependence and the other with high dependency. In addition, a particular case where the three risks have different dependence is analyzed. In all the cases studied, the risk pooling method is a good alternative to estimate the marginal distribution functions and the survival function when you have dependency between the risks of a dependent competitive risks model.Maestrí

Confidence interval for systems reliability of coherent non-repairable with dependent structure in the Weibull family.

diagramas, tablasEn este trabajo el objetivo central es calcular intervalos de confianza para la confiabilidad de un sistema con sólo dos componentes, cuyos tiempos de vida son dependientes. Para estimar la confiabilidad del sistema teniendo en cuenta la dependencia entre los tiempos de vida del sistema coherente no reparable, se utiliza un modelo cópula Gumbel, para distribuciones de la familia de log-localización y escala; en el mismo contexto se chequean algunos resultados ya existentes bajo el escenario donde los tiempos son independientes, el cual para nuestro trabajo es un caso particular. Estas situaciones abordadas en nuestro estudio, son validadas mediante estimación de probabilidades de cobertura, para tres métodos; verosimilitud, transformación logit y ye en dos modelos de interés, modelo tradicional para riesgos competitivos con marginales Exponencial, Weibull y un modelo bivariado Marshall-Olkin Exponencial y Weibull. Se examina el comportamiento de los intervalos bajo la hipótesis de dependencia entre los tiempos de falla, y se observa que para tamaños muestrales pequeños se presenta un pequeño ruido en los intervalos, el cual fue corregido mediante una propuesta (y_e). Al incluir el concepto de fragilidad en un sistema en serie con marginales Weibull, la cual hace referencia a la variabilidad entre los tiempos de cada una de las unidades y con la propuesta se nota un mejor comportamiento de los intervalos de confianza para dicha estimación en muestras pequeñas y por supuesto para muestras grandes. (Texto tomado de la fuente)In this work, the main objective is to compute con_dence intervals for the reliability of a system with only two components, whose life times are dependent. To estimate the reliability of the system taking into account the dependence between the lifetimes of the coherent non-repairable system, a Gumbel copula model is used, for distributions of the log-location and scale family; In the same context, some existing results are checked under the scenario where the times are independent, which for our work is a particular case. These situations addressed in our study are validated by estimating coverage probabilities for three methods; likelihood, logit transformation and (y_e) in two models of interest, traditional model for competitive risks with marginal Exponential, Weibull and a Marshall-Olkin Exponential and Weibull bivariate model. The behavior of the intervals is examined under the hypothesis of dependence between the failure times, and it is observed that for small sample sizes there is a small noise in the intervals, which was corrected by a proposal (y_e). By including the concept of frailty in a serial system with Weibull marginals, which refers to the variability between the times of each of the units and with the proposal, a better behavior of the con_dence intervals for small and large samples.DoctoradoDoctor en Ciencias - EstadísticaConfiabilida

Genetic Instability among Hitnü People Living in Colombian Crude-Oil Exploitation Areas

Oil exploitation, drilling, transportation, and processing in refineries produces a complex mixture of chemical compounds, including polycyclic aromatic hydrocarbons (PAHs), which may affect the health of populations living in the zone of influence of mining activities (PZOI). Thus, to better understand the effects of oil exploitation activities on cytogenetic endpoint frequency, we conducted a biomonitoring study in the Hitnü indigenous populations from eastern Colombia by using the cytokinesis micronucleus cytome assay (CBMN-cyt). PAH exposure was also measured by determine urine 1-hydroxypyrene (1-OHP) using HPLC. We also evaluated the relationship between DNA damage and 1-OHP levels in the oil exploitation area, as well as the modulating effects of community health factors, such as Chagas infection; nutritional status; and consumption of traditional hallucinogens, tobacco, and wine from traditional palms. The frequencies of the CBMN-cyt assay parameters were comparable between PZOI and Hitnü populations outside the zone of influence of mining activities (POZOI); however, a non-significant incremental trend among individuals from the PZOI for most of the DNA damage parameters was also observed. In agreement with these observations, levels of 1-OHP were also identified as a risk factor for increased MN frequency (PR = 1.20) compared to POZOI (PR = 0.7). Proximity to oil exploitation areas also constituted a risk factor for elevated frequencies of nucleoplasmic bridges (NPBs) and APOP-type cell death. Our results suggest that genetic instability and its potential effects among Hitnü individuals from PZOI and POZOI could be modulated by the combination of multiple factors, including the levels of 1-OHP in urine, malnutrition, and some traditional consumption practices