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On the applicability of several tests to models with not identically distributed random effects
(2023)
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.
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.
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.
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.
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.
In this paper, we provide an analytical study of the transmission eigenvalue problem with two conductivity parameters. We will assume that the underlying physical model is given by the scattering of a plane wave for an isotropic scatterer. In previous studies, this eigenvalue problem was analyzed with one conductive boundary parameter whereas we will consider the case of two parameters. We prove the existence and discreteness of the transmission eigenvalues as well as study the dependence on the physical parameters. We are able to prove monotonicity of the first transmission eigenvalue with respect to the parameters and consider the limiting procedure as the second boundary parameter vanishes. Lastly, we provide extensive numerical experiments to validate the theoretical work.