Estimation of Extreme Quantiles for Functions of Dependent Random Variables

We propose a new method for estimating the extreme quantiles for a function of several dependent random variables. In contrast to the conventional approach based on extreme value theory, we do not impose the condition that the tail of the underlying distribution admits an approximate parametric form, and, furthermore, our estimation makes use of the full observed data. The proposed method is semiparametric as no parametric forms are assumed on all the marginal distributions. But we select appropriate bivariate copulas to model the joint dependence structure by taking the advantage of the recent development in constructing large dimensional vine copulas. Consequently a sample quantile resulted from a large bootstrap sample drawn from the fitted joint distribution is taken as the estimator for the extreme quantile. This estimator is proved to be consistent. The reliable and robust performance of the proposed method is further illustrated by simulation.Comment: 18 pages, 2 figure

Estimating conditional means with heavy tails

When a conditional distribution has an infinite variance, commonly employed kernel smoothing methods such as local polynomial estimators for the conditional mean admit non-normal limiting distributions (Hall et al., 2002). This complicates the related inference as the conventional tests and confidence intervals based on asymptotic normality are no longer applicable, and the standard bootstrap method often fails. By utilizing the middle part of data nonparametrically and the tail parts parametrically based on extreme value theory, this paper proposes a new estimation method for conditional means, resulting in asymptotically normal estimators even when the conditional distribution has infinite variance. Consequently the standard bootstrap method could be employed to construct, for example, confidence intervals regardless of the tail heaviness. The same idea can be applied to estimating the difference between a conditional mean and a conditional median, which is a useful measure in data exploratory analysis

Allocating Tradable Emissions Permits Based on the Proportional Allocation Concept to Achieve a Low-Carbon Economy

A key issue within the emissions trading system is how tradable emissions permits (TEPs) are initially allocated among a set of entities. This study proposes an approach based on the proportional allocation concept to allocate TEPs among a set of decision making units (DMUs). We firstly deduce a TEP allocation set based on the rule that the TEPs allocated to DMUs should be proportional to their environmental contribution. We then obtain the allocation intervals of DMUs from the set, expressing the allocation as the convex combination between the upper and the lower bound. Finally, we define the satisfaction degree as the coefficient of the convex combination, and propose an algorithm based on the max-min fairness of satisfaction degrees to obtain a unique TEP allocation plan. To illustrate our approach, we provide the example of how TEPs are allocated among 30 provincial administrative regions in China. Our findings indicate that our allocation method can be helpful for achieving a saving in energy consumption and reducing emissions. In addition, from the data envelopment analysis perspective, the TEP allocation set can ensure that both each individual DMU and the organization as a whole become efficient under a common set of variable weights

Concomitant Retrograde Coronary Venous Infusion of Basic Fibroblast Growth Factor Enhances Engraftment and Differentiation of Bone Marrow Mesenchymal Stem Cells for Cardiac Repair after Myocardial Infarction.

AIM: Basic fibroblast growth factor (bFGF) increases the migration and viability of bone marrow mesenchymal stem cells (MSCs) in vitro. Retrograde coronary venous infusion can provide both increased regional bFGF concentrations and homogeneous cell dissemination. We determined whether retrograde delivery of bFGF enhances the potency of transplanted MSCs for cardiac repair in a canine infarct model. METHODS AND RESULTS: Under hypoxic conditions, cellular migration was significantly increased in MSCs co-cultured with bFGF compared to vascular endothelial growth factor or insulin-like growth factor, and bFGF promoted MSCs differentiation into a cardiomyocyte phenotype. A canine infarct model was employed by coronary ligation. One week later, animals were subjected to retrograde infusion of combination bFGF (200ng/mL) and MSCs (1×10(8) cells) (n=5), MSCs (1×10(8) cells, n=5), bFGF (200ng/mL, n=5), or placebo (phosphate-buffered saline, n=3). Four weeks after infusion, only the bFGF+MSCs therapy exhibited significantly increased left ventricular ejection fraction (LVEF) by echocardiography (p CONCLUSIONS: Retrograde coronary venous bFGF infusion augments engraftment and differentiation capacity of transplanted MSCs, recovering cardiac function and preventing adverse remodeling. This novel combined treatment and delivery method is a promising strategy for cardiac repair after ischemic injury

Osmotic Stress Induced Cell Death in Wheat Is Alleviated by Tauroursodeoxycholic Acid and Involves Endoplasmic Reticulum Stress–Related Gene Expression

Although, tauroursodeoxycholic acid (TUDCA) has been widely studied in mammalian cells because of its role in inhibiting apoptosis, its effects on plants remain almost unknown, especially in the case of crops such as wheat. In this study, we conducted a series of experiments to explore the effects and mechanisms of action of TUDCA on wheat growth and cell death induced by osmotic stress. Our results show that TUDCA: (1) ameliorates the impact of osmotic stress on wheat height, fresh weight, and water content; (2) alleviates the decrease in chlorophyll content as well as membrane damage caused by osmotic stress; (3) decreases the accumulation of reactive oxygen species (ROS) by increasing the activity of antioxidant enzymes under osmotic stress; and (4) to some extent alleviates osmotic stress–induced cell death probably by regulating endoplasmic reticulum (ER) stress–related gene expression, for example expression of the basic leucine zipper genes bZIP60B and bZIP60D, the binding proteins BiP1 and BiP2, the protein disulfide isomerase PDIL8-1, and the glucose-regulated protein GRP94. We also propose a model that illustrates how TUDCA alleviates osmotic stress–related wheat cell death, which provides an important theoretical basis for improving plant stress adaptation and elucidates the mechanisms of ER stress–related plant osmotic stress resistance

Nanopeptide C-I20 as a novel feed additive effectively alleviates detrimental impacts of soybean meal on mandarin fish by improving the intestinal mucosal barrier

Antibacterial peptide has been widely developed in cultivation industry as feed additives. However, its functions in reducing the detrimental impacts of soybean meal (SM) remain unknown. In this study, we prepared nano antibacterial peptide CMCS-gcIFN-20H (C-I20) with excellent sustained-release and anti-enzymolysis, and fed mandarin fish (Siniperca chuatsi) with a SM diet supplemented with different levels of C-I20 (320, 160, 80, 40, 0 mg/Kg) for 10 weeks. 160 mg/Kg C-I20 treatment significantly improved the final body weight, weight gain rate and crude protein content of mandarin fish and reduced feed conversion ratio. 160 mg/Kg C-I20-fed fish maintained appropriate goblet cells number and mucin thickness, as well as improved villus length, intestinal cross-sectional area. Based on these advantageous physiological changes, 160 mg/Kg C-I20 treatment effectively reduced multi-type tissue (liver, trunk kidney, head kidney and spleen) injury. The addition of C-I20 did not change the muscle composition and muscle amino acids composition. Interestingly, dietary 160 mg/Kg C-I20 supplementation prevented the reduction in myofiber diameter and change in muscle texture, and effectively increased polyunsaturated fatty acids (especially DHA + EPA) in muscle. In conclusion, dietary C-I20 in a reasonable concentration supplementation effectively alleviates the negative effects of SM by improving the intestinal mucosal barrier. The application of nanopeptide C-I20 is a prospectively novel strategy for promoting aquaculture development

Allocating the fixed cost:an approach based on data envelopment analysis and cooperative game

Allocating the fixed cost among a set of users in a fair way is an important issue both in management and economic research. Recently, Du et al. (Eur J Oper Res 235(1): 206–214, 2014) proposed a novel approach for allocating the fixed cost based on the game cross-efficiency method by taking the game relations among users in efficiency evaluation. This paper proves that the novel approach of Du et al. (Eur J Oper Res 235(1): 206–214, 2014) is equivalent to the efficiency maximization approach of Li et al. (Omega 41(1): 55–60, 2013), and may exist multiple optimal cost allocation plans. Taking into account the game relations in the allocation process, this paper proposes a cooperative game approach, and uses the nucleolus as a solution to the proposed cooperative game. The proposed approach in this paper is illustrated with a dataset from the prior literature and a real dataset of a steel and iron enterprise in China