Improved estimation of a covariance matrix in an elliptically contoured matrix distribution

In this paper, the problem of estimating the covariance matrix of the elliptically contoured distribution (ECD) is considered. A new class of estimators which shrink the eigenvalues towards their arithmetic mean is proposed. It is shown that this new estimator dominates the unbiased estimator under the squared error loss function. Two special classes of ECD, namely, the multivariate-elliptical t distribution and the ε-contaminated normal distribution are considered. A simulation study is carried out and indicates that this new shrinkage estimator provides a substantial improvement in risk under most situations.     

Some New uniform frames with block size four and index one or three

In this paper, some new uniform frames with block size four and index one or three are obtained. The known existence results for (4,1)‐frames and (4,3)‐frames are both improved to the extent that only a finite number of possible exceptions remain. © 2003 Wiley Periodicals, Inc.     

Composition of the Canadian Total Force: Issues and Findings for the Air Components

In 1987 the Canadian Department of National Defence enunciated the Total Force concept. The Total Force is comprised of Regular and Reserve components. The intention is to make maximum use of the Reserve to reduce defence expenditures and at the same time to ensure that military capability remains adequate to support national policy objectives. This paper discusses some of the governing parameters that affect the modelling of the composition of the Total Force and analyses the mix of regular and reserve forces. The interplay between the key factors and their marginal costs will be stressed. The models are employed to study two units in the Canadian Forces, a maintenance support unit and a tactical unit with high operational activity cost. The lessons drawn from these studies are highlighted.     

Meshless simulation of equilibrium swelling/deswelling of pH‐sensitive hydrogels

Hydrogels have been widely used in microelectromechanical systems (MEMS) and Bio‐MEMS devices. In this article, the equilibrium swelling/deswelling of the pH‐stimulus cylindrical hydrogel in the microchannel is studied and simulated by the meshless method. The multi‐field coupling model, called multi‐effect‐coupling pH‐stimulus (MECpH) model, is presented and used to describe the chemical field, electric field, and the mechanical field involved in the problem. The partial differential equations (PDEs) describing these three fields are either nonlinear or coupled together. This multi‐field coupling and high nonlinear characteristics produce difficulties for the conventional numerical methods (e.g., the finite element method or the finite difference method), so an alternative—meshless method is developed to discretize the PDEs, and the efficient iteration technique is adopted to solve the nonlinear problem. The computational results for the swelling/deswelling diameter of the hydrogel under the different pH values are firstly compared with experimental results, and they have a good agreement. The influences of other parameters on the mechanical properties of the hydrogel are also investigated in detail. It is shown that the multi‐field coupling model and the developed meshless method are efficient, stable, and accurate for simulation of the properties of the stimuli‐sensitive hydrogel. © 2005 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 44: 326–337, 2006     

Evaluating the financial performance of bank branches

We evaluate the financial performance of most of the branch offices of a large European savings bank for a recent accounting period. We employ a complementary pair of nonparametric techniques to evaluate their financial performance, in terms of their ability to conserve on the expenses they incur in building their customer bases and providing customer services. We find variation in the ability of branch offices to perform this task, and agreement on the identity of the laggard branches. We then employ parametric techniques to determine that the list of indicators on which their financial performance is evaluated can be reduced without statistically significant loss of information to bank management. Both findings suggest ways in which the bank can increase the profitability of its branch network. A previous version of this paper was presented at CORE, Université Catholique de Louvain, Louvain-la-Neuve, Belgium, where we received many helpful comments from the audience. We are grateful to three referees for their helpful comments as well.     

Resistivity exponent of two-dimensional lattice animals

We calculate the average resistanceR(L) of lattice animals spanningL×L cells on the square lattice using exact and Monte Carlo methods. The dynamical resistivity exponent, defined asR(L) L , is found to be =1.36±0.07. This contradicts the Alexander-Orbach conjecture, which predicts 0.8. Our value for differs from earlier measurements of this quantity by other methods yielding =1.17±0.05 and 1.22±0.08 by Havlin et al.On leave from the Institute of Theoretical Physics, Chinese Academy of Sciences, Beijing, China.     

Comparison of localization and delocalization indices obtained with Hartree-Fock and conventional correlated methods: effect of Coulomb correlation

Atomic populations and localization [lambda(A)] and delocalization [delta(A,B)] indices (LIs and DIs) are calculated for a large set of molecules at the Hartree-Fock (HF), MP2, MP4(SDQ), CISD, and QCISD levels with the 6-311++G(2d,2p) basis set. The HF method and the conventional correlation methods [MP2, MP4(SDQ), CISD, and QCISD] yield distinct sets of LIs and DIs. Yet, within the four conventional correlation methods the differences in atomic populations and LIs and DIs are small. Relative to HF, the conventional correlation methods [MP2, MP4(SDQ), CISD, QCISD] yield virtually the same LIs and DIs for molecules with large charge separations while LIs and DIs that differ significantly from the HF values--the LIs are increased and DIs decreased--are obtained for bonds with no or small charge separations. Such is the case in the archetypal homopolar molecules HC(triple bond)CH, H2C=CH2, CH3-CH3, and "protonated cyclopropane" C(3)H(7) (+), in which case the bonding may be atypical. Relative to HF, the typical effect of the conventional correlation methods is to decrease the DI between atoms.