Dependence properties of bivariate copula families

Motivated by recently investigated results on dependence measures and robust risk models, this paper provides an overview of dependence properties of many well known bivariate copula families, where the focus is on the Schur order for conditional distributions, which has the fundamental property that minimal elements characterize independence and maximal elements characterize perfect directed dependence. We give conditions on copulas that imply the Schur ordering of the associated conditional distribution functions. For extreme value copulas, we prove the equivalence of the lower orthant order, the Schur order for conditional distributions, and the pointwise order of the associated Pickands dependence functions. Further, we provide several tables and figures that list and illustrate various positive dependence and monotonicity properties of copula families, in particular from classes of Archimedean, extreme value, and elliptical copulas. Finally, for Chatterjee's rank correlation, which is consistent with respect to the Schur order for conditional distributions, we give some new closed-form formulas in terms of the parameter of the underlying copula family

Editor\u27s Note

Globalization and the Law: The Next Twenty Years. Indiana University Maurer School of Law, Bloomington, Indiana, April 5-6, 2012

Performance and Functionality Based Design Methods for Improved and Novel Aircraft Engine Components for Additive Manufacturing

For aircraft engine manufacturers the technology of AM appears promising. AM provides the opportunity for a highly flexible and a cost effective part production. Furthermore AM offers new potentials and possibilities for lightweight designs. The implementation and applications of AM can be divided in three different strategic application levels. The first level includes manufacturing simple existing parts; these kinds of parts are already in production. In the second level, new design tools, such as structural optimization, are used to improve an existing part by benefiting from the new design freedom but without changing its functionality. The third level includes novel parts with new functionality. This paper presents design methods for AM parts for the second and third level: performance and solution based approach, respectively. Also the safety classification of engine parts is looked into. Step-by-step design methods are presented, accompanied by case studies that demonstrate improvement to the initial design: a light weight, topology optimized turbine guide vane (level two) and an aircraft engine casing design that has an improved tip clearance behavior under transient operating cycles (level three).Mechanical Engineerin

On the role of soil moisture in the generation of heavy rainfall during the Oder flood event in July 1997

Soil moisture-atmosphere feedbacks play an important role in the regional climate over many regions worldwide, not only for the mean climate but also for extreme events. Several studies have shown that the extent and severity of droughts and heat waves can be significantly impacted by dry or wet soil moisture conditions. To date, the impact of soil moisture on heavy rainfall events has been less frequently investigated. Thus, we consider the role of soil moisture in the formation of heavy rainfall using the Oder flood event in July 1997 as an example. Here, we used the regional climate model CCLM as an uncoupled stand alone model and the coupled COSTRICE system, where CCLM is coupled with an ocean and a sea ice model over the Baltic and North Sea regions. The results from climate simulations over Europe show that the coupled model can capture the second phase (18-20 July) of heavy rainfall that led to the Oder flood, while the uncoupled model does not. Sensitivity experiments demonstrate that the better performance of the coupled model can be attributed to the simulated soil moisture conditions in July 1997 in Central Europe, which were wetter for the coupled model than for the uncoupled model. This finding indicates that the soil moisture preceding the event significantly impacted the generation of heavy rainfall in this second phase. The better simulation in the coupled model also implies the added value that the atmosphere-ocean coupling has on the simulation of this specific extreme event. As none of the model versions captured the first phase (4-8 July), despite the differences in soil moisture, it can be concluded that the importance of soil moisture for the generation of heavy rainfall events strongly depends on the event and the general circulation pattern associated with it

Decision Trees for the Imputation of Categorical Data

Resolving the problem of missing data via imputation can theoretically be done by any prediction model. In the field of machine learning, a well known type of prediction model is a decision tree. However, the literature on how suitable a decision tree is for imputation is still scant to date. Therefore, the aim of this paper is to analyze the imputation quality of decision trees. Furthermore, we present a way to conduct a stochastic imputation using decision trees. We ran a simulation study to compare the deterministic and stochastic imputation approach using decision trees among each other and with other imputation methods. For this study, real datasets and various missing data settings are used. In addition, three different quality criteria are considered. The results of the study indicate that the choice of imputation method should be based on the intended analysis

Characterization of the rainy season in Burkina Faso and it's representation by regional climate models

International audienceWest African monsoon is one of the most challenging climate components to model. Five regional climate models (RCMs) were run over the West African region with two lateral boundary conditions, ERA-Interim re-analysis and simulations from two general circulation models (GCMs). Two sets of daily rainfall data were generated from these boundary conditions. These simulated rainfall data are analyzed here in comparison to daily rainfall data collected over a network of ten synoptic stations in Burkina Faso from 1990 to 2004. The analyses are based on a description of the rainy season throughout a number of it's characteristics. It was found that the two sets of rainfall data produced with the two driving data present significant biases. The RCMs generally produce too frequent low rainfall values (between 0. 1 and 5 mm/day) and too high extreme rainfalls (more than twice the observed values). The high frequency of low rainfall events in the RCMs induces shorter dry spells at the rainfall thresholds of 0. 1-1 mm/day. Altogether, there are large disagreements between the models on the simulate season duration and the annual rainfall amounts but most striking are their differences in representing the distribution of rainfall intensity. It is remarkable that these conclusions are valid whether the RCMs are driven by re-analysis or GCMs. In none of the analyzed rainy season characteristics, a significant improvement of their representation can be found when the RCM is forced by the re-analysis, indicating that these deficiencies are intrinsic to the models. © 2011 The Author(s)

Egr-1 inhibits the expression of extracellular matrix genes in chondrocytes by TNFα-induced MEK/ERK signalling

Introduction TNFα is increased in the synovial fluid of patients with rheumatoid arthritis and osteoarthritis. TNFα activates mitogen-activated kinase kinase (MEK)/extracellular regulated kinase (ERK) in chondrocytes; however, the overall functional relevance of MEK/ERK to TNFα-regulated gene expression in chondrocytes is unknown. Methods Chondrocytes were treated with TNFα with or without the MEK1/2 inhibitor U0126 for 24 hours. Microarray analysis and real-time PCR analyses were used to identify genes regulated by TNFα in a MEK1/2-dependent fashion. Promoter/ reporter, immunoblot, and electrophoretic mobility shift assays were used to identify transcription factors whose activity in response to TNFα was MEK1/2 dependent. Decoy oligodeoxynucleotides bearing consensus transcription factor binding sites were introduced into chondrocytes to determine the functionality of our results. Results Approximately 20% of the genes regulated by TNFα in chondrocytes were sensitive to U0126. Transcript regulation of the cartilage-selective matrix genes Col2a1, Agc1 and Hapln1, and of the matrix metalloproteinase genes Mmp-12 and Mmp-9, were U0126 sensitive – whereas regulation of the inflammatory gene macrophage Csf-1 was U0126 insensitive. TNFα-induced regulation of Sox9 and NFKB activity was also U0126 insensitive. Conversely, TNFα-increased early growth response 1 (Egr-1) DNA binding was U0126 sensitive. Transfection of chondrocytes with cognate Egr-1 oligodeoxynucleotides attenuated the ability of TNFα to suppress Col2a1, Agc1 or Hapln1 mRNA expression. Conclusions Our results suggest that MEK/ERK and Egr1 are required for TNFα-regulated catabolic and anabolic genes of the cartilage extracellular matrix, and hence may represent potential targets for drug intervention in osteoarthritis or rheumatoid arthritis

Localization of proteasomes and proteasomal proteolysis in the mammalian interphase cell nucleus by systematic application of immunocytochemistry

Proteasomes are ATP-driven, multisubunit proteolytic machines that degrade endogenous proteins into peptides and play a crucial role in cellular events such as the cell cycle, signal transduction, maintenance of proper protein folding and gene expression. Recent evidence indicates that the ubiquitin-proteasome system is an active component of the cell nucleus. A characteristic feature of the nucleus is its organization into distinct domains that have a unique composition of macromolecules and dynamically form as a response to the requirements of nuclear function. Here, we show by systematic application of different immunocytochemical procedures and comparison with signature proteins of nuclear domains that during interphase endogenous proteasomes are localized diffusely throughout the nucleoplasm, in speckles, in nuclear bodies, and in nucleoplasmic foci. Proteasomes do not occur in the nuclear envelope region or the nucleolus, unless nucleoplasmic invaginations expand into this nuclear body. Confirmedly, proteasomal proteolysis is detected in nucleoplasmic foci, but is absent from the nuclear envelope or nucleolus. The results underpin the idea that the ubiquitin-proteasome system is not only located, but also proteolytically active in distinct nuclear domains and thus may be directly involved in gene expression, and nuclear quality control. © 2007 Springer-Verlag