TY - JOUR A1 - Baringhaus, Ludwig A1 - Gaigall, Daniel T1 - On Hotelling’s T² test in a special paired sample case JF - Communications in Statistics - Theory and Methods N2 - In a special paired sample case, Hotelling’s T² test based on the differences of the paired random vectors is the likelihood ratio test for testing the hypothesis that the paired random vectors have the same mean; with respect to a special group of affine linear transformations it is the uniformly most powerful invariant test for the general alternative of a difference in mean. We present an elementary straightforward proof of this result. The likelihood ratio test for testing the hypothesis that the covariance structure is of the assumed special form is derived and discussed. Applications to real data are given. KW - complete block symmetry KW - Hotelling’s T² test KW - likelihood ratio test KW - uniformly most powerful invariant test Y1 - 2017 U6 - https://doi.org/10.1080/03610926.2017.1408828 SN - 1532-415X VL - 48 IS - 2 SP - 257 EP - 267 PB - Taylor & Francis CY - London ER - TY - JOUR A1 - Baringhaus, Ludwig A1 - Gaigall, Daniel T1 - Hotelling’s T² tests in paired and independent survey samples: An efficiency comparison JF - Journal of Multivariate Analysis N2 - Hotelling’s T² tests in paired and independent survey samples are compared using the traditional asymptotic efficiency concepts of Hodges–Lehmann, Bahadur and Pitman, as well as through criteria based on the volumes of corresponding confidence regions. Conditions characterizing the superiority of a procedure are given in terms of population canonical correlation type coefficients. Statistical tests for checking these conditions are developed. Test statistics based on the eigenvalues of a symmetrized sample cross-covariance matrix are suggested, as well as test statistics based on sample canonical correlation type coefficients. Y1 - 2017 U6 - https://doi.org/10.1016/j.jmva.2016.11.004 SN - 0047-259X VL - 2017 IS - 154 SP - 177 EP - 198 PB - Elsevier CY - Amsterdam ER - TY - JOUR A1 - Gaigall, Daniel ED - AitSahlia, Farid T1 - Allocating and forecasting changes in risk JF - Journal of risk N2 - We consider time-dependent portfolios and discuss the allocation of changes in the risk of a portfolio to changes in the portfolio’s components. For this purpose we adopt established allocation principles. We also use our approach to obtain forecasts for changes in the risk of the portfolio’s components. To put the approach into practice we present an implementation based on the output of a simulation. Allocation is illustrated with an example portfolio in the context of Solvency II. The quality of the forecasts is investigated with an empirical study. KW - portfolio risk KW - allocation KW - forecast KW - covariance principle KW - conditional expectation principle Y1 - 2023 U6 - https://doi.org/10.21314/JOR.2022.048 SN - 1755-2842 SN - 1465-1211 VL - 25 IS - 3 SP - 1 EP - 24 PB - Infopro Digital Risk CY - London ER - TY - CHAP A1 - Tran, Ngoc Trinh A1 - Trinh, Tu Luc A1 - Dao, Ngoc Tien A1 - Giap, Van Tan A1 - Truong, Manh Khuyen A1 - Dinh, Thuy Ha A1 - Staat, Manfred T1 - Limit and shakedown analysis of structures under random strength T2 - Proceedings of (NACOME2022) The 11th National Conference on Mechanics, Vol. 1. Solid Mechanics, Rock Mechanics, Artificial Intelligence, Teaching and Training N2 - Direct methods comprising limit and shakedown analysis is a branch of computational mechanics. It plays a significant role in mechanical and civil engineering design. The concept of direct method aims to determinate the ultimate load bearing capacity of structures beyond the elastic range. For practical problems, the direct methods lead to nonlinear convex optimization problems with a large number of variables and onstraints. If strength and loading are random quantities, the problem of shakedown analysis is considered as stochastic programming. This paper presents a method so called chance constrained programming, an effective method of stochastic programming, to solve shakedown analysis problem under random condition of strength. In this our investigation, the loading is deterministic, the strength is distributed as normal or lognormal variables. KW - Reliability of structures KW - Stochastic programming KW - Chance constrained programming KW - Shakedown analysis KW - Limit analysis Y1 - 2022 SN - 978-604-357-084-7 N1 - 11th National Conference on Mechanics (NACOME 2022), December 2-3, 2022, VNU University of Engineering and Technology, Hanoi, Vietnam SP - 510 EP - 518 PB - Nha xuat ban Khoa hoc tu nhien va Cong nghe (Verlag Naturwissenschaft und Technik) CY - Hanoi ER - TY - JOUR A1 - Gaigall, Daniel T1 - On the applicability of several tests to models with not identically distributed random effects JF - Statistics : A Journal of Theoretical and Applied Statistics N2 - We consider Kolmogorov–Smirnov and Cramér–von-Mises type tests for testing central symmetry, exchangeability, and independence. In the standard case, the tests are intended for the application to independent and identically distributed data with unknown distribution. The tests are available for multivariate data and bootstrap procedures are suitable to obtain critical values. We discuss the applicability of the tests to random effects models, where the random effects are independent but not necessarily identically distributed and with possibly unknown distributions. Theoretical results show the adequacy of the tests in this situation. The quality of the tests in models with random effects is investigated by simulations. Empirical results obtained confirm the theoretical findings. A real data example illustrates the application. KW - central symmetry test KW - exchangeability test KW - independence test KW - random effects KW - not identically distributed Y1 - 2023 SN - 0323-3944 U6 - https://doi.org/10.1080/02331888.2023.2193748 SN - 1029-4910 VL - 57 PB - Taylor & Francis CY - London ER - TY - CHAP A1 - Maurer, Florian T1 - Framework to provide a simulative comparison of different energy market designs T2 - Energy Informatics N2 - Useful market simulations are key to the evaluation of diferent market designs existing of multiple market mechanisms or rules. Yet a simulation framework which has a comparison of diferent market mechanisms in mind was not found. The need to create an objective view on different sets of market rules while investigating meaningful agent strategies concludes that such a simulation framework is needed to advance the research on this subject. An overview of diferent existing market simulation models is given which also shows the research gap and the missing capabilities of those systems. Finally, a methodology is outlined how a novel market simulation which can answer the research questions can be developed. Y1 - 2022 U6 - https://doi.org/10.1186/s42162-022-00215-6 SN - 2520-8942 N1 - 11th DACH+ Conference on Energy Informatics, 15-16 September 2022, Freiburg, Germany VL - 5 IS - 2, Article number: 12 SP - 18 EP - 20 PB - Springer Nature ER - TY - JOUR A1 - Gaigall, Daniel A1 - Gerstenberg, Julian T1 - Cramér-von-Mises tests for the distribution of the excess over a confidence level JF - Journal of Nonparametric Statistics N2 - The Cramér-von-Mises distance is applied to the distribution of the excess over a confidence level. Asymptotics of related statistics are investigated, and it is seen that the obtained limit distributions differ from the classical ones. For that reason, quantiles of the new limit distributions are given and new bootstrap techniques for approximation purposes are introduced and justified. The results motivate new one-sample goodness-of-fit tests for the distribution of the excess over a confidence level and a new confidence interval for the related fitting error. Simulation studies investigate size and power of the tests as well as coverage probabilities of the confidence interval in the finite sample case. A practice-oriented application of the Cramér-von-Mises tests is the determination of an appropriate confidence level for the fitting approach. The adoption of the idea to the well-known problem of threshold detection in the context of peaks over threshold modelling is sketched and illustrated by data examples. KW - Cramér-von-Mises test KW - conditional excess distribution KW - confidence interval KW - goodness-of-fit test Y1 - 2023 U6 - https://doi.org/10.1080/10485252.2023.2173958 SN - 1048-5252 (Print) SN - 1029-0311 (Online) PB - Taylor & Francis ER - TY - JOUR A1 - Liphardt, Anna-Maria A1 - Fernandez-Gonzalo, Rodrigo A1 - Albracht, Kirsten A1 - Rittweger, Jörn A1 - Vico, Laurence T1 - Musculoskeletal research in human space flight – unmet needs for the success of crewed deep space exploration JF - npj Microgravity N2 - Based on the European Space Agency (ESA) Science in Space Environment (SciSpacE) community White Paper “Human Physiology – Musculoskeletal system”, this perspective highlights unmet needs and suggests new avenues for future studies in musculoskeletal research to enable crewed exploration missions. The musculoskeletal system is essential for sustaining physical function and energy metabolism, and the maintenance of health during exploration missions, and consequently mission success, will be tightly linked to musculoskeletal function. Data collection from current space missions from pre-, during-, and post-flight periods would provide important information to understand and ultimately offset musculoskeletal alterations during long-term spaceflight. In addition, understanding the kinetics of the different components of the musculoskeletal system in parallel with a detailed description of the molecular mechanisms driving these alterations appears to be the best approach to address potential musculoskeletal problems that future exploratory-mission crew will face. These research efforts should be accompanied by technical advances in molecular and phenotypic monitoring tools to provide in-flight real-time feedback. Y1 - 2023 U6 - https://doi.org/10.1038/s41526-023-00258-3 SN - 2373-8065 VL - 9 IS - Article number: 9 SP - 1 EP - 9 PB - Springer Nature ER - TY - JOUR A1 - Ringers, Christa A1 - Bialonski, Stephan A1 - Ege, Mert A1 - Solovev, Anton A1 - Hansen, Jan Niklas A1 - Jeong, Inyoung A1 - Friedrich, Benjamin M. A1 - Jurisch-Yaksi, Nathalie T1 - Novel analytical tools reveal that local synchronization of cilia coincides with tissue-scale metachronal waves in zebrafish multiciliated epithelia JF - eLife N2 - Motile cilia are hair-like cell extensions that beat periodically to generate fluid flow along various epithelial tissues within the body. In dense multiciliated carpets, cilia were shown to exhibit a remarkable coordination of their beat in the form of traveling metachronal waves, a phenomenon which supposedly enhances fluid transport. Yet, how cilia coordinate their regular beat in multiciliated epithelia to move fluids remains insufficiently understood, particularly due to lack of rigorous quantification. We combine experiments, novel analysis tools, and theory to address this knowledge gap. To investigate collective dynamics of cilia, we studied zebrafish multiciliated epithelia in the nose and the brain. We focused mainly on the zebrafish nose, due to its conserved properties with other ciliated tissues and its superior accessibility for non-invasive imaging. We revealed that cilia are synchronized only locally and that the size of local synchronization domains increases with the viscosity of the surrounding medium. Even though synchronization is local only, we observed global patterns of traveling metachronal waves across the zebrafish multiciliated epithelium. Intriguingly, these global wave direction patterns are conserved across individual fish, but different for left and right noses, unveiling a chiral asymmetry of metachronal coordination. To understand the implications of synchronization for fluid pumping, we used a computational model of a regular array of cilia. We found that local metachronal synchronization prevents steric collisions, i.e., cilia colliding with each other, and improves fluid pumping in dense cilia carpets, but hardly affects the direction of fluid flow. In conclusion, we show that local synchronization together with tissue-scale cilia alignment coincide and generate metachronal wave patterns in multiciliated epithelia, which enhance their physiological function of fluid pumping. Y1 - 2023 U6 - https://doi.org/10.7554/eLife.77701 SN - 2050-084X VL - 12 PB - eLife Sciences Publications ER - TY - JOUR A1 - Bertz, Morten A1 - Molinnus, Denise A1 - Schöning, Michael Josef A1 - Homma, Takayuki T1 - Real-time monitoring of H₂O₂ sterilization on individual bacillus atrophaeus spores by optical sensing with trapping Raman spectroscopy JF - Chemosensors N2 - Hydrogen peroxide (H₂O₂), a strong oxidizer, is a commonly used sterilization agent employed during aseptic food processing and medical applications. To assess the sterilization efficiency with H₂O₂, bacterial spores are common microbial systems due to their remarkable robustness against a wide variety of decontamination strategies. Despite their widespread use, there is, however, only little information about the detailed time-resolved mechanism underlying the oxidative spore death by H₂O₂. In this work, we investigate chemical and morphological changes of individual Bacillus atrophaeus spores undergoing oxidative damage using optical sensing with trapping Raman microscopy in real-time. The time-resolved experiments reveal that spore death involves two distinct phases: (i) an initial phase dominated by the fast release of dipicolinic acid (DPA), a major spore biomarker, which indicates the rupture of the spore’s core; and (ii) the oxidation of the remaining spore material resulting in the subsequent fragmentation of the spores’ coat. Simultaneous observation of the spore morphology by optical microscopy corroborates these mechanisms. The dependence of the onset of DPA release and the time constant of spore fragmentation on H₂O₂ shows that the formation of reactive oxygen species from H₂O₂ is the rate-limiting factor of oxidative spore death. KW - DPA (dipicolinic acid) KW - sterilization KW - Bacillus atrophaeus spores KW - optical trapping KW - Raman spectroscopy KW - optical sensor setup Y1 - 2023 U6 - https://doi.org/10.3390/chemosensors11080445 SN - 2227-9040 N1 - This article belongs to the Special Issue "Biosensors and Chemical Sensors for Food and Healthcare Monitoring—Celebrating the 10th Anniversary" VL - 8 IS - 11 PB - MDPI CY - Basel ER -