Made available in DSpace on 2014-06-11T19:29:44Z (GMT). No. of bitstreams: 0 Previous issue date: 2005-07-29Bitstream added on 2014-06-13T18:39:44Z : No. of bitstreams: 1 garcia_fq_me_ilha.pdf: 402195 bytes, checksum: 891e0de8ce83ee54cd2757950f8ec5f3 (MD5) / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) / Técnicas como a redução do espaçamento entre linhas, permitindo um melhor arranjo das plantas no campo, juntamente com o aumento da densidade de semeadura, podem ser empregadas para aumentar a interceptação da radiação solar, visando o aumento do rendimento para cultivares de milho. O objetivo deste trabalho foi quantificar a variação genética do Composto Flintisa Anão de milho, verificando se o mesmo apresenta potencial para melhoramento em condições de espaçamento reduzido e alta densidade populacional, em duas épocas de semeadura (normal e safrinha). Foram avaliadas, 150 progênies na safrinha/2004 e 118 na época normal (safra 2004/05), no espaçamento de 0,45 m entre linhas e densidade de 80.000 plantas ha-1, para os caracteres florescimento feminino, altura de plantas, altura de espigas, tombamento, prolificidade, grãos ardidos, rendimento. Variância genética aditiva, herdabilidade, correlação entre os caracteres, resposta correlacionada de um caráter mediante a seleção em outro e ganho esperado com seleção foram estimados para cada época e conjuntamente, considerando as progênies comuns nos dois ambientes. As herdabilidades estimadas foram 84,91 e 61,27% para altura de plantas, 80,90 e 66,86% para altura de espigas, 39,59 e 48,60% para tombamento, 60,12 e 45,01% para prolificidade e 78,07 e 63,32% para rendimento, respectivamente para época normal e safrinha. Os ganhos esperados com seleção de intensidade 20% foram 23,78 e 19,2% para rendimento, 12,36 e 10,5% para prolificidade e 19,10 e 12,9% para altura de espigas, respectivamente para época normal e safrinha. Considerando a análise conjunta, as herdabilidades e ganhos foram intermediários entre as duas épocas. As magnitudes dos parâmetros genéticos permitiram verificar que existe suficiente variabilidade genética no Composto Flintisa Anão, indicando a possibilidade de ganhos substanciais... / Techniques as spacing row reduction, allowing a better plant arrangement in the field, together with the increase of the sowing density, can be used to increase the interception of the solar radiation, seeking the increase of the grain yield for some maize cultivars. The objective of this work was to quantify the genetic variation of the Dwarf Flintisa Composite of maize, to verify its potential for improvement in reduced spacing between rows and high density of plants in two seasons (summer planting and no crop season). There were evaluated 150 progenies in no crop season (March to July/2004) and 118 progenies in summer planting (November/2004 to March/2005), in 0.45 m spacing rows and density of 80000 plants ha-1, for the traits feminine flowering, plant height, ear height, fall index, prolificacy, burning grains and grain yield. Addictive genetic variance, heritability correlation between traits, correlated answer of a trait by selection in other and expected gain selection, were estimated for each season and jointly. The heritability estimates were 84,91 e 61,27% for plant height, 80,90 e 66,86% for year height, 60.12 e 45.01% for prolificacy e 78.07 e 63.32% for grain yield, respectively to summer planting and no crop season. The expected gain with selection of 20% intensity were 23.78 and 19.2% for grain yield, 12.36 and 10.5% for prolificacy and 19.10 and 12.9% for ear height, respectively for summer crop and no crop season. In the joint analyses the heritabilities and expected gains were intermediate between two crop season. The genetics parameters magnitude showed that enough genetic variability in Dwarf Flintisa Composite indicating the possibility of substantial gain with selection in conditions of high density and reducing spacing between rows in summer crop and no crop season, and too to obtain a unique adapted population for both...(Complete abstract click electronic access below)

Made available in DSpace on 2014-06-11T19:30:24Z (GMT). No. of bitstreams: 0 Previous issue date: 2006-02-11Bitstream added on 2014-06-13T19:39:59Z : No. of bitstreams: 1 sa_ro_me_botfca.pdf: 322008 bytes, checksum: ee9da95a6159f5e5fc33c0c3b613a125 (MD5) / Bayer S.A. / O presente trabalho de pesquisa teve como objetivo, avaliar a variabilidade genética de nabo forrageiro cultivar CATI AL 1000 por meio de progênies de meios irmãos, e obter estimativas de parâmetros genéticos para as características: ciclo das plantas, altura das plantas, produtividade de grãos, massa de 1000 grãos, e teor de óleo no grão, sendo conduzido na Fazenda Experimental da UNESP em São Manuel, campus de Botucatu - SP. Foram avaliadas 100 progênies de meios irmãos, distribuídas em Látice triplo 10x10, parcialmente balanceado. Para as características ciclo das plantas, produtividade de grãos, massa de 1000 grãos e teor de óleo no grão, foi detectado diferença significativa para o quadrado médio de progênies, pelo teste F. Para a característica ciclo das plantas, o valor médio e a amplitude de variação das progênies foram, 137 dias, 121 - 158 dias respectivamente. As estimativas dos coeficientes de herdabilidade e ganho de seleção apresentaram os seguintes valores, 45,90 % e 1,09 %. Para característica produtividade de grãos, a média e amplitude de variação de progênies foram, 7,40 g, 0,78 - 18,55 g, (49,40 kg/ha, 5,20 - 123,70 kg/ha) respectivamente. As estimativas dos coeficientes de herdabilidade e ganho de seleção esperado, foram superiores em relação aos encontrados na literatura, comparando-se com populações de milho, para característica produtividade de grão, com valores de 90,70 % e 19,30 % respectivamente. A massa de 1000 grãos apresentou valores para a média e amplitude de variação de progênies de, 7,95 g, 3,35 - 13,51 g, respectivamente. As estimativas dos coeficientes de herdabilidade e ganho de selção apresentaram os seguintes valores, 56,80 % e 4,80 %. Para a característica teor de óleo no grão, a média e amplitude de variação de progênies foram 34,42 %, 26,98 - 41,67 %, respectivamente... / The objective of the present study was to evaluate fodder radish genetic variability, cultivar CATI AL 100, by using half-sib progenies, and to obtain estimates of genetic parameters for the characteristics: plant cycle, plant height, grain yield, mass of 1000 seeds, and seed oil content, being carried out at UNESP Experimental Farm in São Manuel municipal districtal, Botucatu campus (São Paulo State, Brazil). A hundred half-sib progenies were distributed in triple latice scheme 10x10, partially balanced. For the characteristics plant cycle, grain yield, mass of 1000 seeds, and seed oil content, was detected, for the progenies medium square, significant difference, by F test. For the characteristic plant cycle, the average value and progenies range were 137 days and 121 - 158 days, respectively. The estimates of the inheritability coefficients and selection gain presented the following values: 45,90 % e 1,09 %. For grain yield character, the average value and progenies range were 7,40 g, 0,78 - 18,55 g (49,40 kg ha-1, 5,20 - 123,70 kg ha-1) respectively. The estimates of the inheritability coefficients and expected selection gain, were higher than those ones found in literature, being compared with maize populations, for grain yield, with values of 90,70 % and 19,30 % respectively. The mass of 1000 seeds presented values for the average and progenies range of 7,95 g, 3,35 - 13,51 g, respectively. The estimates of inheritability coefficients and selection gain showed the following values: 56,80 % e 4,80 % For the characteristic seed oil content, the average and progenies range were 34,42 %, 26,98 - 41,67 % respectively...(Complete abstract click electronic access below)

De forma geral, as fases iniciais dos programas de melhoramento se caracterizam pelo tamanho populacional elevado e a natureza subjetiva da seleção. Por serem consideradas etapas de grande importância e de alto grau de complexidade, torna-se necessário a utilização de metodologias que, de forma eficiente, auxiliem os melhoristas a obterem resultados mais precisos, otimizando tempo e recursos para liberação de novas cultivares. Assim, este trabalho teve como objetivo avaliar o nível de ganho genético que um programa de melhoramento de cana-de-açúcar pode ter, adotando diferentes estratégias de seleção, em fases iniciais do melhoramento. Para tanto, dois experimentos referentes à primeira e à segunda fase de seleção do Programa de Melhoramento Genético da Cana-de-açúcar da RIDESA/UFSCar, foram instalados. Na primeira etapa, identificou-se o método de seleção entre e dentro de família (BLUPi, BLUPis e BLUPseq) com maior potencial a ser aplicado na população base do experimento, utilizando a abordagem de modelos mistos. Posteriormente, praticou-se seleção, incluindo o método massal e aleatória. Na segunda etapa, a população experimental foi constituída pelos clones previamente selecionados na etapa anterior, através das diferentes estratégias de seleção. Os valores genotípicos dos indivíduos foram preditos, e então, classificados de acordo com o caráter de interesse econômico. Na primeira etapa, dentre os métodos de seleção entre e dentro de família, o que apresentou maior ganho de seleção predito (12,7%), para toneladas de Pol por hectare (TPH), foi o procedimento BLUPseq. O método BLUPis apresentou alta correlação com o método de seleção via BLUPseq e se mostrou bastante eficiente, uma vez que, o número de indivíduos a serem selecionados em cada família é determinado de forma dinâmica, assim como a intensidade de seleção em cada repetição. Por outro lado, o método BLUPi apresentou-se impraticável, uma vez que as avaliações fenotípicas devem ser realizadas em nível de indivíduo, o que demanda muito tempo e mão de obra, além do que, identificou-se tendência em selecionar indivíduos das extremidades das parcelas. De acordo com os resultados obtidos no experimento - segunda etapa, devido a baixa variância genética (CVg ≤ 15) entre as famílias que constituíram a população base do experimento, o método de seleção de família via BLUPseq foi equivalente ao método de seleção massal. Por outro lado, se ênfase for dada na escolha de genitores em etapas de hibridação para a ampliação da base genética, o método de seleção de família pode ser recomendado. / Overall, the early stages of breeding programs are characterized by high population size and the subjective nature of the selection. Considered as a stage of great importance and with high degree of complexity, it becomes necessary to use methodologies that efficiently assist plant breeders to obtain more accurate results, optimizing time and resources for releasing new cultivars. Thus, the aim of this study was to evaluate the genetic gain level that a sugarcane breeding program may have, adopting different selection strategies at early breeding stages. Therefore, two experiments concerning the first and the second selection stages of the Sugarcane Breeding Program of RIDESA/UFSCar, were installed. In the first step, the method of selection between and within families (BLUPi, BLUPis and BLUPseq) with greatest potential to be applied into the population of the experiment were identified, through mixed models approach. Later, the selection was practiced including the mass and random selection methods. In the second stage, the experimental population consisted of clones previously selected in the previous stage through the different selection strategies. The genotypic values of individuals were predicted, and then classified according to the character of economic interest. In the first stage, from the selection methods between and within families, the BLUPseq procedure was the one with highest predicted selection gain (12.7 %) for tons of Pol per hectare (TPH). The BLUPis procedure showed high correlation with BLUPseq procedure and was quite efficient, since the number of individuals to be selected in each family is determined dynamically, as well as the selection intensity in each repetition. Moreover, the BLUPi method proved to be impracticable, since the phenotypic evaluations must be performed at the individual level, which requires long time and labor force, in addition to that, it was identified trend in selecting individuals from the plots edges. According to the results of the second stage experiment, due to low genetic variance (CVg ≤ 15) among the families which composed the experimental population base, the family selection via BLUPseq was equivalent to mass selection. On the other hand, if emphasis is given on the choice of parents in hybridization steps to broaden the genetic basis, the family selection method can be recommended.

Cette thèse précise les conditions pour introduire une sélection sur apparentés de caractères de qualité assistée par empreintes génétiques dans un programme de sélection massale sur la croissance chez la truite arc-enciel. Ce travail confirme l’intérêt à maîtriser l’effet maternel avec une doublement de l’héritabilité du poids à 70 g (0,36 vs 0,16), des estimations d’héritabilités des caractères mesurés de valeurs intermédiaires (0,37-0,54), l’intérêt d’utiliser la résiduelle des parties mesurées régressées linéairement au poids vif pour une sélection indépendante du poids pour les rendements, l’intérêt à remplacer la mesure du rendement au filetage par celle du rendement en carcasse éviscérée-étêtée plus héritable et très corrélé au rendement au filetage (0,97),la corrélation génétique élevée entre les rendements avec le ratio échographique e8/e23 (0,72-0,85) permettant une sélection sur candidats plus efficace qu’une sélection sur apparenté sur le rendement lui-même, des précisions élevées des valeurs génétiques (0.63–0.82) malgré très peu d’individus par famille (3,5-4) et une efficacité surestimée d’une sélection sur apparentés pré-sélectionnés (de 14 % à 62 %). Les conclusions sont qu’il est possible d’introduire une sélection sur apparentés dans un programme de sélection massale avec des gains génétiques au moins équivalents à ceux attendus en sélection familiale classique avec familles élevées initialement de façon séparées / The thesis aims at describing conditions to improve mass selection on growth by sib-selection on quality traits assisted by DNA parentage assignment in rainbow trout. Main results are that the control and management of differences in egg size between dams doubles heritability of body weight at 70 g (0.36 vs 0.16), heritabilities of quality traits are intermediates (0.37-0.54), the opportunity to use the residual of the body part (e.g. fillet weight) regressed to the whole body weight to select independently of body weight for ratios, the higher efficiency to replace fillet yield by deheaded and gutted carcass weight more heritable and highly genetically correlated to fillet yield (0.97), the possibility to use e8/e23ultrasound measures to predict genetically yields (0.72-0.85) allowing a direct selection on breeding candidates more efficient than in using sib information, a surprising intermediate to high accuracy of EBV even with a very low mean number of sib per full-sib family (3.5-4) and the medium to high overestimation of EBV when using pre- selected sibs (14 % to 62 %). The general conclusion are that sib-selection on quality traits can be introduced in mass selection with at least similar expected genetic gains than in traditional breeding design based on families reared initially separated

Världen globaliseras och urbaniseras i en allt högre takt vilket innebär utmaningar för framtida försvarsmakter. Försvarsmakterna kommer mer frekvent att få lösa militära operationer genom strid i bebyggelse (SIB). Denna undersöknings ansats är att pröva Alice Hills teori om framgångsfaktorer som analyserats fram ur krigshistoriens militära operationer i kontexten SIB. Hills argumenterar för en mängd framgångsfaktorer. Denna undersökning prövar faktorerna utbildningsståndpunkt/stridserfarenhet, tillgång till infanteriförband, nyttjande av indirekt bekämpning och tredje parts inverkan på operationer. Dessa faktorer prövas i en jämförande fallstudie av operationerna i Fallujah 2004 Operation Vigilant Resolve (misslyckad operation) och Operation Phantom Fury (framgångsrik operation) vilka båda ingick i Operation Iraqi Freedom. De källor som har nyttjats för att genomföra teoriprövningen är Vincent L. Foulks, ”The Battle for Fallujah: Occupation, Resistance and Stalemate in the War in Iraq” och Bing Wests ”No True Glory: A Frontline Account of the Battle for Fallujah”. Resultatet av undersökningen stärker Hills teori om de fyra prövade framgångsfaktorerna. Fallstudien påvisar att ingående förband i Operation Vigilant Resolve (misslyckad operation) endast hade en grundlagd utbildningsståndpunkt i SIB samt att stora delar av förbanden saknade stridserfarenhet. Vidare påvisar undersökningen att det var låg numerär av infanteriförband och att mixen mellan infanteri och pansarförband medförde att infanteriförbanden inte kunde lösa uppgiften att skydda pansarförbanden i tillräcklig omfattning. I denna operation finns inget som bevisar att någon form att markgrupperad, indirekt bekämpning nyttjats. Tredje parts påverkan var stor givet förutsättningen att endast en mindre del av befolkning flytt staden Fallujah. Operation Phantom Fury påvisar det motsatta gentemot Operation Vigilant Resolve. Förbanden var bättre utbildade genom att de fått dra lärdom under genomförande under Operation Vigilant Resolve samt att de fått stridserfarenhet genom samma operation. Stor numerär av infanteri och en bättre mix av infanteri och pansarförband där infanteriet understöddes av pansarförbanden istället för tvärtom som var fallet vid Operation Vigilant Resolve. Operation nyttjade indirekt bekämpning i form av granatkastare och artilleri i stor omfattning. Den fjärde och sist prövande framgångsfaktorn, tredje parts inverkan på operationen påvisar att stora delar av staden Fallujah var utrymd vilket indirekt påverkar framförallt faktorn nyttjande av indirekt bekämpning. Sammanfattningsvis stärker denna teoriprövande fallstudie Hills förklaringskraft avseende de fyra utvalda framgångsfaktorerna. Detta ger en vetenskaplig grund att bygga framtidens förband kring där SIB kommer vara frekvent återkommande.

While the world is urbanising at an exponential rate, so does the conflicts. The common environment for a conventional military force has changed from the open fields normally dominated by tanks and artillery, to narrow streets and buildings in a city. While the actors and environment for combat changes, the tactics doesn’t seem to. Maneuver warfare was mainly developed from the lessons learned from WW2 and was focused on warfare with large units using firepower and movement. But since the last two decades most of the fighting has taken part in urban areas against another type of enemy, which won’t allow for the full extent of the maneuvering and firepower due to structures and other obstructions in a city. This study will analyse how western militaries utilised the principles of maneuver warfare in urban combat. The goal is to measure how well the principles of maneuver warfare applicable in an urban environment against the ever-increasing irregular threat. The purpose is to indicate the complexity the urban environment brings to military units when planning and conducting operations.  The results find that maneuver warfare relates well but can’t fully explain military success in urban warfare.

Many analysts believe that problems in the U.S. housing market initiated the 2008–2010 global financial crisis. In this regard, the subprime mortgage crisis (SMC) shook the foundations of the financial industry by causing the failure of many iconic Wall Street investment banks and prominent depository institutions. This crisis stymied credit extension to households and businesses thus creating credit crunches and, ultimately, a global recession. This thesis specifically discusses the SMC and its components, causes, consequences and cures in relation to subprime mortgages, securitization, as well as data. In particular, the SMC has highlighted the fact that risk, credit ratings, profit and valuation as well as capital regulation are important banking considerations. With regard to risk, the thesis discusses credit (including counterparty), market (including interest rate, basis, prepayment, liquidity and price), tranching (including maturity mismatch and synthetic), operational (including house appraisal, valuation and compensation) and systemic (including maturity transformation) risks. The thesis introduces the IDIOM hypothesis that postulates that the SMC was largely caused by the intricacy and design of subprime agents, mortgage origination and securitization that led to information problems (loss, asymmetry and contagion), valuation opaqueness and ineffective risk mitigation. It also contains appropriate examples, discussions, timelines as well as appendices about the main results on the aforementioned topics. Numerous references point to the material not covered in the thesis, and indicate some avenues for further research. In the thesis, the primary subprime agents that we consider are house appraisers (HAs), mortgage brokers (MBs), mortgagors (MRs), servicers (SRs), SOR mortgage insurers (SOMIs), trustees, underwriters, credit rating agencies (CRAs), credit enhancement providers (CEPs) and monoline insurers (MLIs). Furthermore, the banks that we study are subprime interbank lenders (SILs), subprime originators (SORs), subprime dealer banks (SDBs) and their special purpose vehicles (SPVs) such as Wall Street investment banks and their special structures as well as subprime investing banks (SIBs). The main components of the SMC are MRs, the housing market, SDBs/hedge funds/money market funds/SIBs, the economy as well as the government (G) and central banks. Here, G either plays a regulatory or policymaking role. Most of the aforementioned agents and banks are assumed to be risk neutral with SOR being the exception since it can be risk (and regret) averse on occasion. The main aspects of the SMC - subprime mortgages, securitization, as well as data - that we cover in this thesis and the chapters in which they are found are outlined below. In Chapter 2, we discuss the dynamics of subprime SORs' risk and profit as well as their valuation under mortgage origination. In particular, we model subprime mortgages that are able to fully amortize, voluntarily prepay or default and construct a discrete–time model for SOR risk and profit incorporating costs of funds and mortgage insurance as well as mortgage losses. In addition, we show how high loan–to–value ratios due to declining housing prices curtailed the refinancing of subprime mortgages, while low ratios imply favorable house equity for subprime MRs. Chapter 3 investigates the securitization of subprime mortgages into structured mortgage products such as subprime residential mortgage–backed securities (RMBSs) and collateralized debt obligations (CDOs). In this regard, our discussions focus on information, risk and valuation as well as the role of capital under RMBSs and RMBS CDOs. Our research supports the view that incentives to monitor mortgages has been all but removed when changing from a traditional mortgage model to a subprime mortgage model. In the latter context, we provide formulas for IB's profit and valuation under RMBSs and RMBS CDOs. This is illustrated via several examples. Chapter 3 also explores the relationship between mortgage securitization and capital under Basel regulation and the SMC. This involves studying bank credit and capital under the Basel II paradigm where risk–weights vary. Further issues dealt with are the quantity and pricing of RMBSs, RMBS CDOs as well as capital under Basel regulation. Furthermore, we investigate subprime RMBSs and their rates with slack and holding constraints. Also, we examine the effect of SMC–induced credit rating shocks in future periods on subprime RMBSs and RMBS payout rates. A key problem is whether Basel capital regulation exacerbated the SMC. Very importantly, the thesis answers this question in the affirmative. Chapter 4 explores issues related to subprime data. In particular, we present mortgage and securitization level data and forge connections with the results presented in Chapters 2 and 3. The work presented in this thesis is based on 2 peer–reviewed chapters in books (see [99] and [104]), 2 peer–reviewed international journal articles (see [48] and [101]), and 2 peer–reviewed conference proceeding papers (see [102] and [103]). / Thesis (Ph.D. (Applied Mathematics))--North-West University, Potchefstroom Campus, 2011.

Many analysts believe that problems in the U.S. housing market initiated the 2008–2010 global financial crisis. In this regard, the subprime mortgage crisis (SMC) shook the foundations of the financial industry by causing the failure of many iconic Wall Street investment banks and prominent depository institutions. This crisis stymied credit extension to households and businesses thus creating credit crunches and, ultimately, a global recession. This thesis specifically discusses the SMC and its components, causes, consequences and cures in relation to subprime mortgages, securitization, as well as data. In particular, the SMC has highlighted the fact that risk, credit ratings, profit and valuation as well as capital regulation are important banking considerations. With regard to risk, the thesis discusses credit (including counterparty), market (including interest rate, basis, prepayment, liquidity and price), tranching (including maturity mismatch and synthetic), operational (including house appraisal, valuation and compensation) and systemic (including maturity transformation) risks. The thesis introduces the IDIOM hypothesis that postulates that the SMC was largely caused by the intricacy and design of subprime agents, mortgage origination and securitization that led to information problems (loss, asymmetry and contagion), valuation opaqueness and ineffective risk mitigation. It also contains appropriate examples, discussions, timelines as well as appendices about the main results on the aforementioned topics. Numerous references point to the material not covered in the thesis, and indicate some avenues for further research. In the thesis, the primary subprime agents that we consider are house appraisers (HAs), mortgage brokers (MBs), mortgagors (MRs), servicers (SRs), SOR mortgage insurers (SOMIs), trustees, underwriters, credit rating agencies (CRAs), credit enhancement providers (CEPs) and monoline insurers (MLIs). Furthermore, the banks that we study are subprime interbank lenders (SILs), subprime originators (SORs), subprime dealer banks (SDBs) and their special purpose vehicles (SPVs) such as Wall Street investment banks and their special structures as well as subprime investing banks (SIBs). The main components of the SMC are MRs, the housing market, SDBs/hedge funds/money market funds/SIBs, the economy as well as the government (G) and central banks. Here, G either plays a regulatory or policymaking role. Most of the aforementioned agents and banks are assumed to be risk neutral with SOR being the exception since it can be risk (and regret) averse on occasion. The main aspects of the SMC - subprime mortgages, securitization, as well as data - that we cover in this thesis and the chapters in which they are found are outlined below. In Chapter 2, we discuss the dynamics of subprime SORs' risk and profit as well as their valuation under mortgage origination. In particular, we model subprime mortgages that are able to fully amortize, voluntarily prepay or default and construct a discrete–time model for SOR risk and profit incorporating costs of funds and mortgage insurance as well as mortgage losses. In addition, we show how high loan–to–value ratios due to declining housing prices curtailed the refinancing of subprime mortgages, while low ratios imply favorable house equity for subprime MRs. Chapter 3 investigates the securitization of subprime mortgages into structured mortgage products such as subprime residential mortgage–backed securities (RMBSs) and collateralized debt obligations (CDOs). In this regard, our discussions focus on information, risk and valuation as well as the role of capital under RMBSs and RMBS CDOs. Our research supports the view that incentives to monitor mortgages has been all but removed when changing from a traditional mortgage model to a subprime mortgage model. In the latter context, we provide formulas for IB's profit and valuation under RMBSs and RMBS CDOs. This is illustrated via several examples. Chapter 3 also explores the relationship between mortgage securitization and capital under Basel regulation and the SMC. This involves studying bank credit and capital under the Basel II paradigm where risk–weights vary. Further issues dealt with are the quantity and pricing of RMBSs, RMBS CDOs as well as capital under Basel regulation. Furthermore, we investigate subprime RMBSs and their rates with slack and holding constraints. Also, we examine the effect of SMC–induced credit rating shocks in future periods on subprime RMBSs and RMBS payout rates. A key problem is whether Basel capital regulation exacerbated the SMC. Very importantly, the thesis answers this question in the affirmative. Chapter 4 explores issues related to subprime data. In particular, we present mortgage and securitization level data and forge connections with the results presented in Chapters 2 and 3. The work presented in this thesis is based on 2 peer–reviewed chapters in books (see [99] and [104]), 2 peer–reviewed international journal articles (see [48] and [101]), and 2 peer–reviewed conference proceeding papers (see [102] and [103]). / Thesis (Ph.D. (Applied Mathematics))--North-West University, Potchefstroom Campus, 2011.

This thesis is divided into three main parts. In the first, we discuss that, although permutation tests can provide exact control of false positives under the reasonable assumption of exchangeability, there are common examples in which global exchangeability does not hold, such as in experiments with repeated measurements or tests in which subjects are related to each other. To allow permutation inference in such cases, we propose an extension of the well known concept of exchangeability blocks, allowing these to be nested in a hierarchical, multi-level definition. This definition allows permutations that retain the original joint distribution unaltered, thus preserving exchangeability. The null hypothesis is tested using only a subset of all otherwise possible permutations. We do not need to explicitly model the degree of dependence between observations; rather the use of such permutation scheme leaves any dependence intact. The strategy is compatible with heteroscedasticity and can be used with permutations, sign flippings, or both combined. In the second part, we exploit properties of test statistics to obtain accelerations irrespective of generic software or hardware improvements. We compare six different approaches using synthetic and real data, assessing the methods in terms of their error rates, power, agreement with a reference result, and the risk of taking a different decision regarding the rejection of the null hypotheses (known as the resampling risk). In the third part, we investigate and compare the different methods for assessment of cortical volume and area from magnetic resonance images using surface-based methods. Using data from young adults born with very low birth weight and coetaneous controls, we show that instead of volume, the permutation-based non-parametric combination (NPC) of thickness and area is a more sensitive option for studying joint effects on these two quantities, giving equal weight to variation in both, and allowing a better characterisation of biological processes that can affect brain morphology.