@article{Gaigall2021, author = {Gaigall, Daniel}, title = {Test for Changes in the Modeled Solvency Capital Requirement of an Internal Risk Model}, series = {ASTIN Bulletin}, volume = {51}, journal = {ASTIN Bulletin}, number = {3}, publisher = {Cambridge Univ. Press}, address = {Cambridge}, issn = {1783-1350}, doi = {10.1017/asb.2021.20}, pages = {813 -- 837}, year = {2021}, abstract = {In the context of the Solvency II directive, the operation of an internal risk model is a possible way for risk assessment and for the determination of the solvency capital requirement of an insurance company in the European Union. A Monte Carlo procedure is customary to generate a model output. To be compliant with the directive, validation of the internal risk model is conducted on the basis of the model output. For this purpose, we suggest a new test for checking whether there is a significant change in the modeled solvency capital requirement. Asymptotic properties of the test statistic are investigated and a bootstrap approximation is justified. A simulation study investigates the performance of the test in the finite sample case and confirms the theoretical results. The internal risk model and the application of the test is illustrated in a simplified example. The method has more general usage for inference of a broad class of law-invariant and coherent risk measures on the basis of a paired sample.}, language = {en} } @article{Gaigall2020, author = {Gaigall, Daniel}, title = {Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic on partly not identically distributed data}, series = {Communications in Statistics - Theory and Methods}, volume = {51}, journal = {Communications in Statistics - Theory and Methods}, number = {12}, publisher = {Taylor \& Francis}, address = {London}, issn = {1532-415X}, doi = {10.1080/03610926.2020.1805767}, pages = {4006 -- 4028}, year = {2020}, abstract = {The established Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic is investigated for partly not identically distributed data. Surprisingly, it turns out that the statistic has the well-known distribution-free limiting null distribution of the classical criterion under standard regularity conditions. An application is testing goodness-of-fit for the regression function in a non parametric random effects meta-regression model, where the consistency is obtained as well. Simulations investigate size and power of the approach for small and moderate sample sizes. A real data example based on clinical trials illustrates how the test can be used in applications.}, language = {en} } @article{MorandiButenwegBreisetal.2022, author = {Morandi, Paolo and Butenweg, Christoph and Breis, Khaled and Beyer, Katrin and Magenes, Guido}, title = {Latest findings on the behaviour factor q for the seismic design of URM buildings}, series = {Bulletin of Earthquake Engineering}, volume = {20}, journal = {Bulletin of Earthquake Engineering}, number = {11}, editor = {Ansal, Atilla}, publisher = {Springer Nature}, address = {Cham}, issn = {1573-1456}, doi = {10.1007/s10518-022-01419-7}, pages = {5797 -- 5848}, year = {2022}, abstract = {Recent earthquakes as the 2012 Emilia earthquake sequence showed that recently built unreinforced masonry (URM) buildings behaved much better than expected and sustained, despite the maximum PGA values ranged between 0.20-0.30 g, either minor damage or structural damage that is deemed repairable. Especially low-rise residential and commercial masonry buildings with a code-conforming seismic design and detailing behaved in general very well without substantial damages. The low damage grades of modern masonry buildings that was observed during this earthquake series highlighted again that codified design procedures based on linear analysis can be rather conservative. Although advances in simulation tools make nonlinear calculation methods more readily accessible to designers, linear analyses will still be the standard design method for years to come. The present paper aims to improve the linear seismic design method by providing a proper definition of the q-factor of URM buildings. These q-factors are derived for low-rise URM buildings with rigid diaphragms which represent recent construction practise in low to moderate seismic areas of Italy and Germany. The behaviour factor components for deformation and energy dissipation capacity and for overstrength due to the redistribution of forces are derived by means of pushover analyses. Furthermore, considerations on the behaviour factor component due to other sources of overstrength in masonry buildings are presented. As a result of the investigations, rationally based values of the behaviour factor q to be used in linear analyses in the range of 2.0-3.0 are proposed.}, language = {en} } @article{ŠakićMarinkovićButenwegetal.2023, author = {Šakić, Bogdan and Marinković, Marko and Butenweg, Christoph and Klinkel, Sven}, title = {Influence of slab deflection on the out-of-plane capacity of unreinforced masonry partition walls}, series = {Engineering Structures}, volume = {276}, journal = {Engineering Structures}, editor = {Yang, J.}, publisher = {Elsevier}, address = {Amsterdam}, issn = {0141-0296}, doi = {10.1016/j.engstruct.2022.115342}, year = {2023}, abstract = {Severe damage of non-structural elements is noticed in previous earthquakes, causing high economic losses and posing a life threat for the people. Masonry partition walls are one of the most commonly used non-structural elements. Therefore, their behaviour under earthquake loading in out-of-plane (OOP) direction is investigated by several researches in the past years. However, none of the existing experimental campaigns or analytical approaches consider the influence of prior slab deflection on OOP response of partition walls. Moreover, none of the existing construction techniques for the connection of partition walls with surrounding reinforced concrete (RC) is investigated for the combined slab deflection and OOP loading. However, the inevitable time-dependent behaviour of RC slabs leads to high values of final slab deflections which can further influence boundary conditions of partition walls. Therefore, a comprehensive study on the influence of slab deflection on the OOP capacity of masonry partitions is conducted. In the first step, experimental tests are carried out. Results of experimental tests are further used for the calibration of the numerical model employed for a parametric study. Based on the results, behaviour under combined loading for different construction techniques is explained. The results show that slab deflection leads either to severe damage or to a high reduction of OOP capacity. Existing practical solutions do not account for these effects. In this contribution, recommendations to overcome the problems of combined slab deflection and OOP loading on masonry partition walls are given. Possible interaction of in-plane (IP) loading, with the combined slab deflection and OOP loading on partition walls, is not investigated in this study.}, language = {en} } @article{WeldenJablonskiWegeetal.2021, author = {Welden, Rene and Jablonski, Melanie and Wege, Christina and Keusgen, Michael and Wagner, Patrick Hermann and Wagner, Torsten and Sch{\"o}ning, Michael Josef}, title = {Light-Addressable Actuator-Sensor Platform for Monitoring and Manipulation of pH Gradients in Microfluidics: A Case Study with the Enzyme Penicillinase}, series = {Biosensors}, volume = {11}, journal = {Biosensors}, number = {6}, publisher = {MDPI}, address = {Basel}, issn = {2079-6374}, doi = {10.3390/bios11060171}, pages = {Artikel 171}, year = {2021}, abstract = {The feasibility of light-addressed detection and manipulation of pH gradients inside an electrochemical microfluidic cell was studied. Local pH changes, induced by a light-addressable electrode (LAE), were detected using a light-addressable potentiometric sensor (LAPS) with different measurement modes representing an actuator-sensor system. Biosensor functionality was examined depending on locally induced pH gradients with the help of the model enzyme penicillinase, which had been immobilized in the microfluidic channel. The surface morphology of the LAE and enzyme-functionalized LAPS was studied by scanning electron microscopy. Furthermore, the penicillin sensitivity of the LAPS inside the microfluidic channel was determined with regard to the analyte's pH influence on the enzymatic reaction rate. In a final experiment, the LAE-controlled pH inhibition of the enzyme activity was monitored by the LAPS.}, language = {en} } @article{SchoeningBronderWuetal.2017, author = {Sch{\"o}ning, Michael Josef and Bronder, Thomas and Wu, Chunsheng and Scheja, Sabrina and Jessing, Max and Metzger-Boddien, Christoph and Keusgen, Michael and Poghossian, Arshak}, title = {Label-Free DNA Detection with Capacitive Field-Effect Devices—Challenges and Opportunities}, series = {Proceedings}, volume = {1}, journal = {Proceedings}, number = {8}, publisher = {MDPI}, address = {Basel}, issn = {2504-3900}, doi = {10.3390/proceedings1080719}, pages = {Artikel 719}, year = {2017}, abstract = {Field-effect EIS (electrolyte-insulator-semiconductor) sensors modified with a positively charged weak polyelectrolyte layer have been applied for the electrical detection of DNA (deoxyribonucleic acid) immobilization and hybridization by the intrinsic molecular charge. The EIS sensors are able to detect the existence of target DNA amplicons in PCR (polymerase chain reaction) samples and thus, can be used as tool for a quick verification of DNA amplification and the successful PCR process. Due to their miniaturized setup, compatibility with advanced micro- and nanotechnologies, and ability to detect biomolecules by their intrinsic molecular charge, those sensors can serve as possible platform for the development of label-free DNA chips. Possible application fields as well as challenges and limitations will be discussed.}, language = {en} } @article{Gaigall2020, author = {Gaigall, Daniel}, title = {Testing marginal homogeneity of a continuous bivariate distribution with possibly incomplete paired data}, series = {Metrika}, volume = {2020}, journal = {Metrika}, number = {83}, publisher = {Springer}, issn = {1435-926X}, doi = {10.1007/s00184-019-00742-5}, pages = {437 -- 465}, year = {2020}, abstract = {We discuss the testing problem of homogeneity of the marginal distributions of a continuous bivariate distribution based on a paired sample with possibly missing components (missing completely at random). Applying the well-known two-sample Cr{\´a}mer-von-Mises distance to the remaining data, we determine the limiting null distribution of our test statistic in this situation. It is seen that a new resampling approach is appropriate for the approximation of the unknown null distribution. We prove that the resulting test asymptotically reaches the significance level and is consistent. Properties of the test under local alternatives are pointed out as well. Simulations investigate the quality of the approximation and the power of the new approach in the finite sample case. As an illustration we apply the test to real data sets.}, language = {en} } @article{Gaigall2020, author = {Gaigall, Daniel}, title = {Rothman-Woodroofe symmetry test statistic revisited}, series = {Computational Statistics \& Data Analysis}, volume = {2020}, journal = {Computational Statistics \& Data Analysis}, number = {142}, publisher = {Elsevier}, address = {Amsterdam}, issn = {0167-9473}, doi = {10.1016/j.csda.2019.106837}, pages = {Artikel 106837}, year = {2020}, abstract = {The Rothman-Woodroofe symmetry test statistic is revisited on the basis of independent but not necessarily identically distributed random variables. The distribution-freeness if the underlying distributions are all symmetric and continuous is obtained. The results are applied for testing symmetry in a meta-analysis random effects model. The consistency of the procedure is discussed in this situation as well. A comparison with an alternative proposal from the literature is conducted via simulations. Real data are analyzed to demonstrate how the new approach works in practice.}, language = {en} } @article{BaringhausGaigall2019, author = {Baringhaus, Ludwig and Gaigall, Daniel}, title = {On an asymptotic relative efficiency concept based on expected volumes of confidence regions}, series = {Statistics - A Journal of Theoretical and Applied Statistic}, volume = {53}, journal = {Statistics - A Journal of Theoretical and Applied Statistic}, number = {6}, publisher = {Taylor \& Francis}, address = {London}, issn = {1029-4910}, doi = {10.1080/02331888.2019.1683560}, pages = {1396 -- 1436}, year = {2019}, abstract = {The paper deals with an asymptotic relative efficiency concept for confidence regions of multidimensional parameters that is based on the expected volumes of the confidence regions. Under standard conditions the asymptotic relative efficiencies of confidence regions are seen to be certain powers of the ratio of the limits of the expected volumes. These limits are explicitly derived for confidence regions associated with certain plugin estimators, likelihood ratio tests and Wald tests. Under regularity conditions, the asymptotic relative efficiency of each of these procedures with respect to each one of its competitors is equal to 1. The results are applied to multivariate normal distributions and multinomial distributions in a fairly general setting.}, language = {en} } @article{Gaigall2019, author = {Gaigall, Daniel}, title = {On a new approach to the multi-sample goodness-of-fit problem}, series = {Communications in Statistics - Simulation and Computation}, volume = {53}, journal = {Communications in Statistics - Simulation and Computation}, number = {10}, publisher = {Taylor \& Francis}, address = {London}, issn = {1532-4141}, doi = {10.1080/03610918.2019.1618472}, pages = {2971 -- 2989}, year = {2019}, abstract = {Suppose we have k samples X₁,₁,…,X₁,ₙ₁,…,Xₖ,₁,…,Xₖ,ₙₖ with different sample sizes ₙ₁,…,ₙₖ and unknown underlying distribution functions F₁,…,Fₖ as observations plus k families of distribution functions {G₁(⋅,ϑ);ϑ∈Θ},…,{Gₖ(⋅,ϑ);ϑ∈Θ}, each indexed by elements ϑ from the same parameter set Θ, we consider the new goodness-of-fit problem whether or not (F₁,…,Fₖ) belongs to the parametric family {(G₁(⋅,ϑ),…,Gₖ(⋅,ϑ));ϑ∈Θ}. New test statistics are presented and a parametric bootstrap procedure for the approximation of the unknown null distributions is discussed. Under regularity assumptions, it is proved that the approximation works asymptotically, and the limiting distributions of the test statistics in the null hypothesis case are determined. Simulation studies investigate the quality of the new approach for small and moderate sample sizes. Applications to real-data sets illustrate how the idea can be used for verifying model assumptions.}, language = {en} }