Estimation and testing in a partial linear regression model under long-memory dependence

The impact of freshwater metal concentrations on the severity of histopathological changes in fish gills: A statistical perspective

The purpose of this study was to relate the severity of histopathological changes in fish gills with changes in metal concentrations of freshwater samples, and to use the relationships as premature warnings of impairment in aquatic fauna populations. The investigated species were the native barbel (Luciobarbus bocagei) and boga (Pseudochondrostoma sp.), and the introduced trout (Oncorhynchus mykiss), collected from 6 northern Portuguese rivers in a total of 249 individuals. The sampling sites have been linked to different ecological status by the official authorities. The sampling has been repeated 4 times to cover different hydrologic and environmental conditions. The analyzed metals were aluminum, arsenic, cadmium, cobalt, chromium, copper, manganese, nickel, lead and zinc. For each fish, 30 filaments of a gill arch were observed in a light microscope, and the histopathological changes evaluated according to a 6-degree gradation scale that combines the extent and severity of each lesion. The relationships between the histopathological and the chemical results were investigated by the non-parametric Goodman Kruskal gamma correlation and Partial Least Squares regression (PLS). The statistical results highlighted the importance of filament epithelium proliferation (FEP) as key biomarker to the toxicity of sub lethal concentrations of metals, because FEP was significantly correlated with all analyzed metals and explained through PLS regression by concentration changes of Cu, Zn, Mn, Cr and As. A refined regression analysis, where histopathological data on the 3 species were processed in separate, revealed that FEP severity is especially sensitive to changes in metal concentrations in boga. Thus, monitoring studies on the ecological status of northern Portuguese rivers would benefit in time and cost if FEP is used as biomarker and boga as species. Naturally, the option for this species depends on the availability of boga individuals along the stream reaches selected for the monitoring programs.

Model and Variable Selection Procedures for Semiparametric Time Series Regression

Semiparametric regression models are very useful for time series analysis. They facilitate the detection of features resulting from external interventions. The complexity of semiparametric models poses new challenges for issues of nonparametric and parametric inference and model selection that frequently arise from time series data analysis. In this paper, we propose penalized least squares estimators which can simultaneously select significant variables and estimate unknown parameters. An innovative class of variable selection procedure is proposed to select significant variables and basis functions in a semiparametric model. The asymptotic normality of the resulting estimators is established. Information criteria for model selection are also proposed. We illustrate the effectiveness of the proposed procedures with numerical simulations.

Statistical Time to Event Analysis in the Social Sciences: Modeling Hazard Rate and Duration in Finance

Abstract. The relevance of statistical time to event analysis in the social sciences has proved to be of great importance in the last few years, especially in applications related to labor-market analysis, employment and/or unemployment issues, duration of strikes, and survival of new firms, and in financial applications related to the time a company spends in a given status, for example, bankruptcy. We review some of the techniques that have proved to be adequate for analyzing this type of data and the conditions they require for their proper use. In addition, we extend these techniques in order to be able to analyze specific and more complex situations by using a more general and flexible model. All of these techniques and their extensions are illustrated with an example that studies the duration of firms under bankruptcy in the United States.