Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models

Parameters of Gaussian multivariate models are often estimated using the maximum likelihood approach. In spite of its merits, this methodology is not practical when the sample size is very large, as, for example, in the case of massive georeferenced data sets. In this paper, we study the asymptotic properties of the estimators that minimize three alternatives to the likelihood function, designed to increase the computational efficiency. This is achieved by applying the information sandwich technique to expansions of the pseudo-likelihood functions as quadratic forms of independent normal random variables. Theoretical calculations are given for a first-order autoregressive time series and then extended to a two-dimensional autoregressive process on a lattice. We compare the efficiency of the three estimators to that of the maximum likelihood estimator as well as among themselves, using numerical calculations of the theoretical results and simulations.     

Arithmetic expressions of Selberg's zeta functions for congruence subgroups

In [P. Sarnak, Class numbers of indefinite binary quadratic forms, J. Number Theory 15 (1982) 229-247], it was proved that the Selberg zeta function for SL₂(Z) is expressed in terms of the fundamental units and the class numbers of the primitive indefinite binary quadratic forms. The aim of this paper is to obtain similar arithmetic expressions of the logarithmic derivatives of the Selberg zeta functions for congruence subgroups of SL₂(Z). As applications, we study the Brun-Titchmarsh type prime geodesic theorem and the asymptotic formula of the sum of the class number.     

A robust and efficient adaptive reweighted estimator of multivariate location and scatter

This article proposes a reweighted estimator of multivariate location and scatter, with weights adaptively computed from the data. Its breakdown point and asymptotic behavior under elliptical distributions are established. This adaptive estimator is able to attain simultaneously the maximum possible breakdown point for affine equivariant estimators and full asymptotic efficiency at the multivariate normal distribution. For the special case of hard-rejection weights and the MCD as initial estimator, it is shown to be more efficient than its non-adaptive counterpart for a broad range of heavy-tailed elliptical distributions. A Monte Carlo study shows that the adaptive estimator is as robust as its non-adaptive relative for several types of bias-inducing contaminations, while it is remarkably more efficient under normality for sample sizes as small as 200.     

An estimate for symmetric square <Emphasis Type="Italic">L</Emphasis>-functions on weight aspect

We establish a mean square estimate on the weight aspect for symmetric square L-functions at every point on the critical line. Received: 15 February 2002     

Sr2RuO4的热电势

Sr2RuO4是第一个无CuO面的层状强关联氧化物超导体.测量了9至260K温度范围内Sr2RuO4的热电势,观测到在此温度范围内其热电势为正值.用两种载流子模型对实验数据进行了拟合,并且与Hall系数的实验结果进行了比较,发现低温下两种载流子对热电势和Hall系数的贡献比较类似,但在高温区空穴对热电势的贡献很大而相应地对Hall系数的贡献不占主要地位. 关键词： Sr2RuO4 热电势     

锂锰尖晶石红外光谱的研究

本文对锂锰尖晶石的红外光谱进行了研究。由于锂锰尖晶石的晶体结构属于Fd3m空间群,锂离子占据四面体空隙(8a位置),锰离子占据八面体空隙(16d位置)。根据群论的知识,对锂锰尖晶石晶体中离子的振动方式与红外活性之间的内在关系进行了讨论。并列出了锂锰尖晶石的红外光谱实验数据。通过理论分析,我们推断:位于618.6和501.5cm~(-1)的红外吸收带分别来源于Mn(Ⅳ)-O和Mn(Ⅲ)-O键在晶体中的不对称伸缩振动(单元为Mn(Ⅳ)O_6和Mn(Ⅲ)O_6八面体),位于1124cm~(-1)的弱红外吸收带来源于Li-O键的不对称伸缩(单元为LiO_4四面体)。还有一些低于400cm~(-1)的可能吸收带在400～4000cm~(-1)范围内未能检测到。这一结论的可靠性通过锂锰尖晶石和掺杂的锂锰尖晶石的红外光谱实验数据得到证实。     

关于非光滑不变凸多目标规划的Wolfe型对偶

本文讨论定义在Banach空间上的,既具有等式约束又具有不等式约束的,非光滑(F,P)不变凸多目标规划的Wolfe对偶性,Mond-Weir型对偶性可类似讨论之。     

Cr^4＋：YAG可饱和吸收特性测量

测量了Cr4+:YAG材料的可饱和吸收特性,用多种数据分析方法处理了实验结果,Cr4+:YAG的基态吸收截面σgs=11×10-19cm2,激发态吸收截面σes=1.2×10-19cm2。