Asymptotically Efficient Nonparametric Estimation of Nonlinear Spectral Functionals

The paper considers a problem of construction of asymptotically efficient estimators for functionals defined on a class of spectral densities. We define the concepts of H ₀- and IK-efficiency of estimators, based on the variants of Hájek–Ibragimov–Khas'minskii convolution theorem and Hájek–Le Cam local asymptotic minimax theorem, respectively. We prove that is a suitable sequence of T ^1/2-consistent estimators of unknown spectral density (), is H ₀- and IK-asymptotically efficient estimator for a nonlinear smooth functional ().     

A Comparison of Methods for Estimating the Extremal Index

The extremal index, (01), is the key parameter when extending discussions of the limiting behavior of the extreme values from independent and identically distributed sequences to stationary sequences. As measures the limiting dependence of exceedances over a threshold u, as u tends to the upper endpoint of the distribution, it may not always be informative about the extremal dependence at levels of practical interest. Therefore we also consider a threshold-based extremal index, (u). We compare the performance of a range of different estimators for and (u) covering processes with < 1 and = 1. We find that the established methods for estimating actually estimate (u), so perform well only when (u) . For Markov processes, we introduce an estimator which is as good as the established methods when (u) but provides an improvement when (u) < = 1. We illustrate our methods using simulated data and daily rainfall measurements.     

A graded scale of parametric families of distributions,and parameter estimates based on the sample mean

Summary Denote by _k a class of familiesP={P} of distributions on the line R¹ depending on a general scalar parameter , being an interval of R¹, and such that the moments µ₁()=xdP ,...,µ_2k ()=x ^2k dP are finite, ₁ (), ..., _k (), _k+1 () ..., _k () exist and are continuous, with ₁ () 0, and _j +1 ()= ₁ () _j () +[₂() -₁()²] _j ()/ ₁ (), J=2, ..., k. Let ₁=¯x=x ₁ + ... +x _n/n, ₂=x ₁ ² + ... +x _n ²/n, ..., _k =(x ₁ ^k + ... +x _n ^k/n denote the sample moments constructed for a sample x₁, ..., x_n from a population with distribution Pg. We prove that the estimator of the parameter by the method of moments determined from the equation ₁= ₁() and depending on the observations x₁, ..., x_n only via the sample mean ¯x is asymptotically admissible (and optimal) in the class _k of the estimators determined by the estimator equations of the form ₀ () + ₁ () ₁ + ... + _k () _k =0 if and only ifP _k .The asymptotic admissibility (respectively, optimality) means that the variance of the limit, as n (normal) distribution of an estimator normalized in a standard way is less than the same characteristic for any estimator in the class under consideration for at least one 9 (respectively, for every ).The scales arise of classes _{1 2}... of parametric families and of classes _{1 2} ... of estimators related so that the asymptotic admissibility of an estimator by the method of moments in the class _k is equivalent to the membership of the familyP in the class _k .The intersection consists only of the families of distributions with densities of the form h(x) exp {C₀() + C₁() x } when for the latter the problem of moments is definite, that is, there is no other family with the same moments ₁ (), ₂ (), ...Such scales in the problem of estimating the location parameter were predicted by Linnik about 20 years ago and were constructed by the author in [1] (see also [2, 3]) in exact, not asymptotic, formulation.Translated from Problemy Ustoichivosti Stokhasticheskikh Modelei, pp. 41–47, 1981.     

Lévy homeomorphic parametrization and exponential families

Summary Let P={P : } be an exponential family of probability distributions with the canonical parameter and consider the one to one mapping : P . It is shown that, under mild regularity assumptions, and ^–1 are continuous with respect to the Lévy metric in P and Euclidean metric in .     

Empirical Bayes Test for the Parameter of the Truncated-Type Distribution Families

The empirical Bayes test (EBT) is proposed for testing H₀ : ₀ H₁ : > ₀ in the truncated-type distribution families. It is found that the EBT proposed is obtained asymptotically optimal and its convergence rate is also obtained.AMS Subject Classification (2000) 62J10, 62G99     

Minimum Divergence Estimators Based on Grouped Data

The paper considers statistical models with real-valued observations i.i.d. by F(x, ₀) from a family of distribution functions (F(x, ); ), R ^s , s 1. For random quantizations defined by sample quantiles (F _n ^–1 (₁),, F _n ^–1 ( _m–1)) of arbitrary fixed orders 0 < ₁ < _m-1 < 1, there are studied estimators _,n of ₀ which minimize -divergences of the theoretical and empirical probabilities. Under an appropriate regularity, all these estimators are shown to be as efficient (first order, in the sense of Rao) as the MLE in the model quantified nonrandomly by (F ^–1 (₁,₀),, F ^–1 ( _m–1, ₀)). Moreover, the Fisher information matrix I _m (₀, ) of the latter model with the equidistant orders = ( _j = j/m : 1 j m – 1) arbitrarily closely approximates the Fisher information J(₀) of the original model when m is appropriately large. Thus the random binning by a large number of quantiles of equidistant orders leads to appropriate estimates of the above considered type.     

On the factor-thickness of regular graphs

For eachr-regular graphG, define a binary sequence(G) = ( ₁, ₂,..., _r-1) by _k = 0 ifG has ak-factor, and _k = 1 otherwise. A binary sequence = ( _i |i = 1, 2,...,r – 1) is said to be realizable if there exists anr-regular graphG such that(G) = . In this paper we characterize all binary sequences which are realizable.     

Solution of the nonlinear functional equations representing the roll gap relationships in a cold mill

In the development of a roll force model for cold rolling, techniques were developed for solving the system equations which are of general interest. This paper gives a brief introduction to the physical model but concentrates on the solution of the model equations and the simulation. An unusual feature of the model was that the calculated profiles had to satisfy a number of boundary conditions at different points throughout the roll arc. A new method was developed for calculating these profiles and for determining the gradient functions which satisfied the boundary constraints.Nomenclature p() pressure at roll angle - h() gauge - a() roll radius - y() yield stress - g _i () gradient function on iterationi - e() gauge error - (, ) transition function - H(–) Heaviside unit step function at = - (–) unit impulse function at = - H(, ₁, ₂) defined asH( – ₁) –H( – ₂) - angular position from the roll center line - _T angular limits of roll arc represented - _n angular position of the neutral angle - _i angular position ofith strip elastic-plastic boundary - _pi pressure change at the boundaryi - _i , _i , _i constants defined in Appendix A - k ₁,k ₂ elastic region constants - k total number of strip boundaries (elastic-plastic and entry and exit points) - R undeformed work roll radius - R _s roll separation—distance between roll centers - h ₀₁ unstrained gauge in an elastic region - h _in gauge of the strip at the entry to the roll gap - J gauge error cost function - <x, y> inner product ofx andy - x norm ofx - L ₂[0, _T ] the space of Lebesgue square-integrable functions defined on the interval [0, _T ] - JUVY denotes (Dx)() =dx()/d The author would like to acknowledge the help given by Dr. G. F. Bryant, Director, and Mr. M. A. Fuller, Senior Research Engineer, the Industrial Automation Group, Imperial College of Science and Technology, London. He is also grateful to M. J. G. Henderson of the University of Birmingham for his advice and encouragement during the project. He would like to thank the Directors of GEC Electrical Projects Limited for allowing him to undertake the work and also Mr. J. McTaggart and Mr. C. McKenzie (GEC), Professor H. A. Prime of the University of Birmingham, and Dr. G. F. Bryant for arranging the project.     

Inner functions and related spaces of pseudocontinuable functions

Let be an inner function, let C, ¦¦=1. Then the harmonic function [(+)]/(–)] is the Poisson integral of a singular measure D. N. Clark's known theorem enables us to identify in a natural manner the space H² H² with the space L² ( ).Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova Akademii Nauk SSSR, Vol. 170, pp. 7–33, 1989.     

Inductive sources and subnormal subgroups

A character pair (H, ) in a group G is a subgroup H and a character Irr(H). Following Dade, we say that a character pair (H, ) is an inductive source in G if induction to G defines an injective map from the irreducible characters of the stabilizer of (H, ) that lie over into Irr(G). (By the Clifford correspondence, this necessarily happens if H is normal in G.) A character pair is said to be conjugate stable if its conjugates satisfy a certain technical condition. We show that an inductive source must be conjugate stable and we present an example of a character pair that is conjugate stable but is not an inductive source. Finally, if (H, ) is conjugate stable and H is a subnormal subgroup of G, we show that (H, ) must be an inductive source in G.     

Asymptotic Formulae and Divisor Problems

We investigate the asymptotic behaviour of the summatory functions of _z(n, ), _k(n, ) z ⁽ⁿ⁾ and _k(n, ) z ⁽ⁿ⁾.     

Asymptotic expansions for bivariate von Mises functionals

Summary A Berry-Essen result and asymptotic expansions are derived for the distribution of bivariate von Mises functionals under moment and smoothness conditions.The results apply to the Cramér-von Mises ² — statistic as well as to the Central Limit Theorem in Hilbert space, yielding a convergence rate O(n _–1+) for every >0 on centered ellipsoids.Herrn Professor Dr. Leopold Schmetterer zu Ehren seines sechzigsten Geburtstages gewidmet     

Combinatorics and flexure

Combinatorial identities, trigonometric formulas, together with complex variable techniques are used to derive exact and closed expressions for the six flexure functions of certain isotropic cylinders under flexure. The cross sections are bounded either by the closed curvesr=a cosⁿ (/n) (–<) or the closed curvesr=asin(/n)ⁿ(–<), wheren isa positive integer (n>1).

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Résumé Des identiteés combinatoires et des formules trigonométriques avec des techniques de variables complexes sont utilisées pour dériver des expressions exactes et simples pour les six fonctions de flexion de quelques cylindres isotropiques. Les sections sont limitées par les courbes ferméesr=a cosⁿ /n(–) et les courbesr=asin/nⁿ(–) où est un entier positif (n>1).

     

A class of multiple shrinkage estimators

Based on a sample of size n, we investigate a class of estimators of the mean of a p-variate normal distribution with independent components having unknown covariance. This class includes the James-Stein estimator and Lindley's estimator as special cases and was proposed by Stein. The mean squares error improves on that of the sample mean for p3. Simple approximations imations for this improvement are given for large n or p. Lindley's estimator improves on that of James and Stein if either n is large, and the coefficient of variation of is less than a certain increasing function of p, or if p is large. An adaptive estimator is given which for large samples always performs at least as well as these two estimators.     

On dense sequences of polynomials in several variables

In the present paper a form of generalization of Gelfond's lemma on dense sequences of polynomials is proposed. For a set of complex numbers ₁, ..., _s we define the coefficients_gk( ₁, ..., _s ) (0ks) and give the relations between them and the transcendental degrees or the transcendence types of the field © ( ₁, ..., _s ) or its subfields.This work was completed at the Dept. of Math., Univ. of Southern Mississippi, USA in 1987.     

Nonparametric Inference for a Class of Stochastic Partial Differential Equations II

Consider the stochastic partial differential equationdu (t,x) = (t)u (t, x)dt + dW _Q(t,x), 0 t T where = ₂/x ₂, and is a class of positive valued functions. We obtain an estimator for the linear multiplier (t) and establish the consistency, rate of convergence and asymptotic normality of this estimator as 0.     

Mean squared prediction error in the spatial linear model with estimated covariance parameters

The problem considered is that of predicting the value of a linear functional of a random field when the parameter vector of the covariance function (or generalized covariance function) is unknown. The customary predictor when is unknown, which we call the EBLUP, is obtained by substituting an estimator j for in the expression for the best linear unbiased predictor (BLUP). Similarly, the customary estimator of the mean squared prediction error (MSPE) of the EBLUP is obtained by substituting j for in the expression f for the BLUP's MSPE; we call this the EMSPE. In this article, the appropriateness of the EMSPE as an estimator of the EBLUP's MSPE is examined, and alternative estimators of the EBLUP's MSPE for use when the EMSPE is inappropriate are suggested. Several illustrative examples show that the performance of the EMSPE depends on the strength of spatial correlation; the EMSPE is at its best when the spatial correlation is strong.This research was partially supported by a University of Iowa Old Gold Fellowship (Zimmerman) and by the NSF under grant DMS-8703083 (Cressie).     

Some isoperimetric norm bounds for the first eigenfunction of wedge-like membranes

Zusammenfassung Das Ziel dieser Arbeit ist die Konstruktion von unteren und oberen Schranken für _D hu dx dy mith=r sin . Dabei istu die erste Eigenfunktion einer auf dem Rande gebundenen Membran, deren Gebiet vollständig im Winkel 0/ liegt. Am Schluss der Arbeit werden zwei einfache Beispiele vorgeschlagen.

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Résumé L'objet de cet article est de construire des bornes inférieures et supérieures pour _D hu dx dy avech=r sin , et oùu est la première fonction propre d'une membrane vibrante fixée sur son contour D, complètement contenu dans l'angle 0/. Comme conclusion, deux applications simples sont présentées.

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This research was supported by the Swiss Nationalfonds.     

Approximations in thermal explosion theory and the nature of the degenerate critical point

Summary In studies of thermal explosion the Frank-Kamenetskii approximation sets exp(–E/RT)=exp(–E/RT ₀)exp (/(1+))exp(–E/RT ₀)exp, where=RT ₀/E i.e. it assumes0. When this approximation is not made, it is known that criticality vanishes for greater than a certain value _*, say. This may occur whether the Arrhenius form is used or some suitable approximation to it; many authors have proposed approximations involving the maximum dimensionless temperature in the reactant. The nature of the degeneracy near the value _* is examined for such approximations in general, some approximations are considered and the results compared.

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Zusammenfassung In Studien von thermischen Explosionen setzt man in der Näherung von Frank-Kamenetskii exp(–E/RT)=exp(–E/RT ₀)exp(/(1+))exp(–E/RT ₀) exp), wobei=RT ₀/E ist, d.h. man nimmt0 an. Wenn diese Näherung nicht benützt wird, so weiß man, daß die Kritikalität verschwindet wenn einen gewissen Wert _* überschreitet. Dies findet man mit Benützung der Formel von Arrhenius oder mit einer Näherung dazu; viele Autoren haben Näherungen vorgeschlagen mit Verwendung der maximalen dimensionslosen Temperatur im Reaktionsgemisch. Es wird für solche Näherungen die Natur der Entartung der Lösung in der Umgebung von _* untersucht; die Resultate für verschiedene Näherungen werden verglichen.

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Résumé Dans les études de la théorie de l'explosion thermale l'approximation de Frank-Kamenetskii pose exp(–E/RT)=exp(–E/RT ₀)exp(/(1+)]exp(–E/RT ₀) exp, avec=RT ₀/E, c'est à dire on admet0.On sait que, en dehors de cette approximation, la limite critique disparaît lorsque dépasse une certaine valeur dénommée _*. Ceci peut se produire soit en utilisant la forme d'Arrhenius ou une approximation adéquate.Plusieurs auteurs ont proposé des approximations utilisant la température maximum non-dimensionelle du réactif. Dans la présente étude on examine d'une façon générale le caractère de la dégénérescence aux alentours de la valeur _* pour ce genre d'approximations. Ensuite on considère quelques approximations particulières et les résultats sont comparés.

     

Radii of convexity and close-to-convexity of certain integral representations

Strict upper bounds are determined for ¦s(z)¦, ¦Re s(z)¦, and ¦Im s(z) ¦ in the class of functions s(z)=a _nzⁿ+a_n+1zⁿ⁺¹+... (n¹) regular in ¦z¦<1 and satisfying the condition ¦u (₁) –u (₂) ¦K¦ ₁- ₂¦, where U()=Re s (eⁱ ), K>0, and ₁ and ₂ are arbitrary real numbers. These bounds are used in the determination of radii of convexity and close-to-convexity of certain integral representations.Translated from Matematicheskie Zametki, Vol. 7, No. 5, pp. 581–592, May, 1970.The author wishes to thank L. A. Aksent'ev for his guidance in this work.