Bootstrap approximation of tail dependence function

For estimating a rare event via the multivariate extreme value theory, the so-called tail dependence function has to be investigated (see [L. de Haan, J. de Ronde, Sea and wind: Multivariate extremes at work, Extremes 1 (1998) 7-45]). A simple, but effective estimator for the tail dependence function is the tail empirical distribution function, see [X. Huang, Statistics of Bivariate Extreme Values, Ph.D. Thesis, Tinbergen Institute Research Series, 1992] or [R. Schmidt, U. Stadtmüller, Nonparametric estimation of tail dependence, Scand. J. Stat. 33 (2006) 307-335]. In this paper, we first derive a bootstrap approximation for a tail dependence function with an approximation rate via the construction approach developed by [K. Chen, S.H. Lo, On a mapping approach to investigating the bootstrap accuracy, Probab. Theory Relat. Fields 107 (1997) 197-217], and then apply it to construct a confidence band for the tail dependence function. A simulation study is conducted to assess the accuracy of the bootstrap approach.     

Apportionment methods

Most democratic countries use apportionment methods to transform election results into whole numbers, which usually give the number of seats in a legislative body that the parties obtained. Which apportionment method does this best can be specified by measuring the error between the allocated result and the ideal proportion. We show how to find an apportionment method which is best suited to a given error function. We also discuss several properties of apportionment methods that have been labelled paradoxa. In particular we explain the highly publicised “Alabama” Paradox for the Hare/Hamilton method and show that other popular apportionment methods come with their very own paradoxa.     

A Fourier spectral-discontinuous Galerkin method for time-dependent 3-D Schrödinger–Poisson equations with discontinuous potentials

In this paper, we propose a high order Fourier spectral-discontinuous Galerkin method for time-dependent Schrödinger–Poisson equations in 3-D spaces. The Fourier spectral Galerkin method is used for the two periodic transverse directions and a high order discontinuous Galerkin method for the longitudinal propagation direction. Such a combination results in a diagonal form for the differential operators along the transverse directions and a flexible method to handle the discontinuous potentials present in quantum heterojunction and supperlattice structures. As the derivative matrices are required for various time integration schemes such as the exponential time differencing and Crank Nicholson methods, explicit derivative matrices of the discontinuous Galerkin method of various orders are derived. Numerical results, using the proposed method with various time integration schemes, are provided to validate the method.     

Statistical inference in partially-varying-coefficient single-index model

Consider a varying-coefficient single-index model which consists of two parts: the linear part with varying coefficients and the nonlinear part with a single-index structure, and are hence termed as varying-coefficient single-index models. This model includes many important regression models such as single-index models, partially linear single-index models, varying-coefficient model and varying-coefficient partially linear models as special examples. In this paper, we mainly study estimating problems of the varying-coefficient vector, the nonparametric link function and the unknown parametric vector describing the single-index in the model. A stepwise approach is developed to obtain asymptotic normality estimators of the varying-coefficient vector and the parametric vector, and estimators of the nonparametric link function with a convergence rate. The consistent estimator of the structural error variance is also obtained. In addition, asymptotic pointwise confidence intervals and confidence regions are constructed for the varying coefficients and the parametric vector. The bandwidth selection problem is also considered. A simulation study is conducted to evaluate the proposed methods, and real data analysis is also used to illustrate our methods.     

An evaluation of three upwinding approximations for numerical modeling the flow in tubular membrane of Newtonian and non-Newtonian fluids

In this paper, the laminar fluid flow of Newtonian and non-Newtonian of aqueous solutions in a tubular membrane is numerically studied. The mathematical formulation, with associated initial and boundary conditions for cylindrical coordinates, comprises the mass conservation, momentum conservation and mass transfer equations. These equations are discretized by using the finite-difference technique on a staggered grid system. Comparisons of the three upwinding schemes for discretization of the non-linear (convective) terms are presented. The effects of several physical parameters on the concentration profile are investigated. The numerical results compare favorably with experimental data and the analytical solutions.     

On weighted interval entropy

Measures of uncertainty in past and residual lifetime distributions have been proposed in the information-theoretic literature. Recently, Di Crescenzo and Longobardi (2006) introduced weighted differential entropy and its dynamic versions. These information-theoretic uncertainty measures are shift-dependent. In this paper, we study the weighted differential information measure for two-sided truncated random variables. This new measure is a generalization of recent dynamic weighted entropy measures. We study various properties of this measure, including its connection with weighted residual and past entropies, and we obtain its upper and lower bounds.     

On the expected discounted penalty function for risk process with tax

In this paper we consider the generalized Cramér-Lundberg risk model including tax payments. We investigate how tax payments affect the behavior of a Cramér-Lundberg surplus process by defining an expected discounted penalty function at ruin. We derive an explicit expression for this function by solving a differential equation. Consequently, the explicit formulas for the discounted probability density function of the surplus immediately before ruin and the discounted joint probability density function of the surplus immediately before ruin and the deficit at ruin are obtained. We also give explicit expressions for the function for exponential claims.     

Pathwise Estimation of Stochastic Differential Equations with Unbounded Delay and Its Application to Stochastic Pantograph Equations

The existence and uniqueness of the global solution of stochastic differential equations with discrete variable delay is investigated in this paper, and the pathwise estimation is also done by using Lyapunov function method and exponential martingale inequality. The results can be used not only in the case of bounded delay but also in the case of unbounded delay. As the applications, this paper considers the pathwise estimation of solutions of stochastic pantograph equations.     

On the Cohomology of the Invariant Euler–Lagrange Complex

Given a Lie group action G we show, using the method of equivariant moving frames, that the local cohomology of the invariant Euler–Lagrange complex is isomorphic to the Lie algebra cohomology of G.     

A Characterization of L-orthogonal Polynomials from?Three Term Recurrence Relations

We consider the sequence of polynomials {Q _n } satisfying the L-orthogonality ?[z ^?n+m Q _n (z)]=0, 0??m??n?1, with respect to a linear functional ? for which the moments ?[t ⁿ ]=?? _n are all complex. Under certain restriction on the moment functional these polynomials also satisfy a three term recurrence relation. We consider three special classes of such moment functionals and characterize them in terms of the coefficients of the associated three term recurrence relations. Relations between the polynomials {Q _n } associated with two of these special classes of moment functionals are also given. Examples are provided to justify this characterization.