Package wsbackfit for Smooth Backfitting Estimation of Generalized Structured Models

A package is introduced that provides the weighted smooth backfitting estimator for a large family of popular semiparametric regression models. This family is known as generalized structured models, comprising, for example, generalized varying coefficient model, generalized additive models, mixtures, potentially including parametric parts. The kernel-based weighted smooth backfitting belongs to the statistically most efficient procedures for this model class. Its asymptotic properties are well-understood thanks to the large body of literature about this estimator. The introduced weights allow for the inclusion of sampling weights, trimming, and efficient estimation under heteroscedasticity. Further options facilitate easy handling of aggregated data, prediction, and the presentation of estimation results. Cross-validation methods are provided which can be used for model and bandwidth selection.

Análisis de los métodos multivariantes para medir el riesgo en una cartera

A la hora de estudiar el valor en riesgo de una cartera, el método univariante puede ser considerado como una sobre simplificación de la realidad. Después de haber experimentado la mayor y más larga crisis financiera de la historia, los mercados buscan una manera efectiva de medir el riesgo. En este estudio haremos un repaso de las principales formas de estimar el VaR y CVaR. El objetivo principal es establecer un indicador cualitativo que nos permita comparar entre los diferentes modelos. Los resultados muestran que la simulación histórica ponderada con un GARCH(1,1) optimiza el control del riesgo

Decentralisation and budget accountability in the twilight of Mexican presidentialism.

This dissertation is an attempt to understand how Mexico's democratisation process transformed budget accountability and the relationship between the federal, state and municipal governments. With the decline of presidentialism, two major changes occurred: the federal Congress became a more powerful regulator of public expenditure; and a large share of the budget was decentralised to subnational governments. The research objective is to produce an empirical analysis of how it came about that the president lost control over a major share of discretionary budgetary spending while state and municipal authorities increased their financial capacities without strong local systems of checks and balances. The dissertation is focused on two reforms related to budgetary policy: 1) The creation of a new Supreme Audit Institution (SAI) at federal level; and 2) The decentralisation of federal spending to states and municipalities. The creation of a new SAI, the Auditoria Superior de la Federacion (ASF), improved the political autonomy and technical capability of the congressional bureau in charge of ex post budgetary oversight. Through the ASF, the Congress improved its capability to demand an accountable presidency. The second reform was the decentralisation of an important share of government expenditure to state and municipal authorities. This implied the creation of clear norms and transparent formulas for the distribution of public resources among the three levels of government. In the former political system, the President had the unwritten prerogative to decide the geographical allocation of public expenditure, according to unaccountable criteria. The federal Executive had deep pockets and full political power to determine the fiscal surplus or financial bankruptcy of a subnational government. The decentralisation process created rules that forced the President to render financial accounts to subnational governments. For the first time, the Federal Executive had to follow transparent and stable criteria for the transfer of resources to states and municipalities. The decentralisation process rested on the premise that local authorities would allocate public expenditure more efficiently and would maximise social welfare. The decentralisation of public expenditure increased the accountability of the federal government to states and municipalities. However, a central claim in my thesis is that an unforeseen consequence of this process was a lack of accountability of political leaders at subnational levels. With the dusk of presidentialism and the decentralisation of expenditure, governors and municipal presidents gained ample margins of political and financial power. Thorough a census of state SAIs and an Index of Budget Information, the thesis will provide empirical evidence on the importance of accountability institutions in the transfer of spending responsibilities to subnational governments. With weak accountability mechanisms at the local level, there are no guarantees that decentralisation will deliver its theoretical expectations of efficiency and welfare. (Abstract shortened by UMI.)

Equipping the Nigerian National Petroleum Corporation for the Low-Carbon Transition: How Are Other National Oil Companies Adapting?

The Nigerian National Petroleum Corporation’s (NNPC) persistent governance challenges have both hampered Nigeria’s oil sector development and deprived the country of public resources. The oil, climate, and COVID-19 crises and the ramp-up of the low-carbon transition exacerbate this reality, with the national oil company (NOC) delivering sub-optimal returns to its stakeholders. Other NOCs have taken meaningful steps to become players in the low-carbon energy transition domestically or in­ternationally – for example, Sau­di Arabia’s Saudi Aramco, Norway’s Equinor, Brazil’s Petrobras, Malaysia’s Petronas, and Algeria’s Sonatrach. These NOCs can serve as sources of inspiration for NNPC. These five NOCs have also undergone reforms of various aspects of their corporate governance. Even if not always sufficient, these reforms position them to be players of the energy transition. The current crisis provides a unique opportunity and political momentum for the Nigerian government and legislature to reconsider NNPC’s role in the context of the energy transition and implement profound reform of the company. While it is an incredible policy and political challenge, other NOCs are showing the way, and policy guidance is already out there to guide countries and companies

Contribution à l'étude de la détection des signaux UWB. Etude et implémentation d'un récepteur ad hoc multicapteurs. Applications indoor de localisation

Cette thèse s inscrit dans le projet de communication à proximité aux départements Electronique et Physique et Communications, Images et Traitement de l Information de l Institut Télécom Sud Paris. Le projet comporte la mise au point d un récepteur basé sur une méthode de détection pseudo-cohérente des signaux Ultra Large Bande à double impulsion (TR-UWB), méthode désignée par Time Delayed Sampling and Correlation (TDSC). La première partie de ce document comporte la réalisation d une plate-forme modulaire de communication UWB basée sur le système de détection TDSC. Cette plate-forme comporte une puce CMOS 0.35 m conçue précédemment au laboratoire EPH. Elle offre la possibilité d enregistrer des signaux TR-UWB réels et de réaliser des tests de fonctionnement. La deuxième partie est une étude approfondie du récepteur utilisant la méthode TDSC. La détection des signaux UWB et la procédure de synchronisation sont évalués en utilisant les signaux réels acquis à partir de la plate-forme. Un ensemble de tests ont été menés avec des signaux en bande de base et des signaux transposés en fréquence, dans les deux cas en transmission sur câble puis par radio. Les résultats ont permis de valider la détection et le principe de la synchronisation. La troisième partie est une proposition d estimation de la distance entre deux dispositifs d un réseau radio UWB utilisant un récepteur TDSC, pour une localisation en intérieur. L étude fait la synthèse de plusieurs propositions et expérimentations et conduit à la définition des meilleurs critères pour une mesure du temps d arrivée (TOA) et son implémentation pratique sur un récepteur TDSCThis thesis is part of the Electronics and Physics (EPH) department s research work at Institut Telecom SudParis in collaboration with the Information, Images and Information Processing (CITI) Department. The project included the development of a receiver architecture called Time Delayed Sampling and Correlation (TDSC) that works with Transmitted Reference Ultra Wideband signals (TR-UWB), and which could achieve a good performance without channel estimation. The first part of this work included the design of a modular UWB communication system based on the TDSC method. This platform uses a 0.35 m CMOS chip conceived by the EPH laboratory. This gives the possibility to record real TR-UWB signals and to achieve functional tests. A second part of the thesis was to deepen the use of the TDSC method for detection of UWB signals and the synchronization procedure of the receiver using real signals acquired by the platform. A series of tests were conducted in this regard by using baseband signals as well as frequency translated signals, through cable channels and radio transmission. The results let us validate the TDSC detection and the synchronization procedure. Finally, a third line of work was the study and development of a distance estimation proposal based on the time of arrival (TOA) of TR-UWB signals, for indoor localization purposes. The study included a synthesis of several proposals and experimental works. Simulations were made and compared with other methods. Experimental results and their good convergence with the simulations let conclude that the proposal is a feasible solution to the measurement of the TOA, based on a TR-UWB receiver with low-complexity architectureEVRY-INT (912282302) / SudocSudocFranceF

The neural signatures of psychoses in Alzheimer’s disease: a neuroimaging genetics approach

Psychoses in Alzheimer’s disease (AD) are associated with worse prognosis. Genetic vulnerability for schizophrenia (SCZ) may drive AD-related psychoses, yet its impact on brain constituents is still unknown. This study aimed to investigate the association between polygenic risk scores (PRSs) for SCZ and psychotic experiences (PE) and grey matter (GM) volume in patients with AD with (AD-PS) and without (AD-NP) psychosis. Clinical, genetic and T1-weighted MRI data for 800 participants were extracted from the ADNI database: 203 healthy controls, 121 AD-PS and 476 AD-NP. PRSs were calculated using a Bayesian approach and analysed at ten p-value thresholds. Standard voxel-based morphometry was used to process MRI data. Logistic regression models including both PRSs for SCZ and PE, and an AD-PRS were used to predict psychosis in AD. Associations between PRSs and GM volume were investigated in the whole sample and the three groups independently. Only the AD-PRS predicted psychosis in AD. Inconsistent associations between the SCZ-PRS and PE-PRS and GM volumes were found across groups. The SCZ-PRS was negatively associated with medio-temporal/subcortical volumes and positively with medial/orbitofrontal volumes in the AD-PS group. Only medio-temporal areas were more atrophic in the AD-PS group, while there was no significant correlation between psychosis severity and GM volume. Although not associated with psychoses, the SCZ-PRS was correlated with smaller medio-temporal and larger orbitofrontal volumes in AD-PS. Similar alterations have also been observed in SCZ patients. This finding suggest a possible disconnection between these regions associated with psychoses in more advanced AD

FARINHA MISTA DE MANDIOCA COM CASTANHA-DO-BRASIL: UMA ALTERNATIVA AGROECOLÓGICA PARA A RESERVA EXTRATIVISTA CAZUMBÁ-IRACEMA

A farinha de mandioca é o principal produto em importância alimentar servindo como fonte de energia e geração de renda para os agricultores familiares da Amazônia. A castanha-do-brasil é uma das principais fontes de proteína vegetal, geração de emprego e renda para os extrativistas da Amazônia. Este trabalho teve como objetivo analisar o arranjo produtivo local da farinha mista de mandioca com castanha-do-brasil e a produtividade de mandioca em área de agricultores familiares na Reserva Extrativista Cazumbá-Iracema, Sena Madureira-AC. Foram avaliados os critérios de dimensões econômicas, agronômicas, ambientais e sociais destes arranjos produtivos locais. O potencial produtivo da mandioca e da castanha foram avaliados através de ensaios de campo e entrevistas técnicas junto às famílias dos agricultores e extrativistas das comunidades Cuidado, Núcleo Cazumbá e Alto Caeté. O resultado desta análise indica que existe grande potencial de desenvolvimento social e econômico de toda a RESEX, com geração e distribuição de renda.---------------------------------------------The cassava flour is the main product in importance serving food as a source of energy and generate income for the family farmers of the Amazon. The Brazil nut is a major source of vegetable protein, generation of employment and income for extrativists the Amazon. This study was objective to examine the arrangement of local production of cassava flour mixed with Brazil nut and productivity of cassava in the area of family farmers in the Extractive Reserve Cazumbá-Iracema, Sena Madureira-AC. We evaluated the criteria of economic dimensions, agronomic, environmental and social arrangements of local production. The production potential of cassava and brown were evaluated through tests, interviews and field techniques with the families of farmers and communities extrativists Cuidado, Nucleo Cazumbá and High Caeté. The result of this analysis indicates that there is great potential for social and economic development of the whole RESEX, generation and distribution of income.Manihot esculenta, desenvolvimento, farinha, distribuição de renda, development, cassava flour, distribution of income, Agribusiness,