Propagation of Electromagnetic Waves in Non-Homogeneous Media

We consider electromagnetic waves propagating in a periodic medium characterized by two small scales. We perform the corresponding homogenization process, relying on the modelling by Maxwell partial differential equations.     

聚合物表面滴状冷凝传热寿命的实验研究

在滴状冷凝传热寿命测试装置上，对采用离子束动态混合注入（DIMI）技术制备的聚四氟乙烯（PTFE）表面的商状冷凝传热寿命进行了间歇实验测试。满状冷凝已维持约500h（间歇操作总时间为1，000h），实验现象及传热性能趋于基本稳定。同时表明聚合物与金属基体具有较强的结合力。     

Φ630石英轻质抛物面反射镜的二维动态哈特曼检验

简要介绍二维动态哈特曼波前探测仪检测波面形的基本原理、方法及其特点。首次运用该方法对φ630石英轻质抛物面反射镜实现了定量检测，给出了镜面面形测量结果。     

ASYMPTOTIC DISTRIBUTION OF LIKELIHOOD RATIO STATISTIC FOR TESTING SPHERICTY IN GROWTH CURVE MODELS

1IntroductionTheideaofgeneralizedgrowthcurvemodelsmeanswhereY=(yi,y2,''tAN)isapxNobservationmains;bothBandAarematrixeswithknownconstantelementsoforderpxqandmxNrespectively:(isaqxinparametermatriX;e=(el,ez,'',eN)isarandomerrorrnatrisoforderNxN;Zisanonnegativedefitiveparametermatrixoforderpxp,W=(wij)isaNxNnon-negativedefitivernatriswithknownelements.LetYdenoteamatriXwhosecoluxnnvectorsarethecorrelatedsaxnpleswithsizeNfroma"dimensionalnormalpopulation.Thecovariancematrixofthepopulationis…     

Testing for independence by the empirical characteristic function

Tests of total independence of d (≥2) random variables are proposed using the empirical characteristic function. The approach is parallel to that of Hoeffding, Blum, Kiefer, and Rosenblatt.     

TESTING SPHERICITY IN A GMANOVA-MANOVA MODEL WITH NORMAL ERROR

This article presents a statistic for testing the sphericity in a GMANOVA- MANOVA model with normal error. It is shown that the null distribution of this statistic is beta and its nonnull distribution is given in series form of beta distributions.     

One‐way analysis of variance with long memory errors and its application to stock return data

Recent empirical results indicate that many financial time series, including stock volatilities, often have long‐range dependencies. Comparing volatilities in stock returns is a crucial part of the risk management of stock investing. This paper proposes two test statistics for testing the equality of mean volatilities of stock returns using the analysis of variance (ANOVA) model with long memory errors. They are modified versions of the ordinary F statistic used in the ANOVA models with independently and identically distributed errors. One has a form of the ordinary F statistic multiplied by a correction factor, which reflects slowly decaying autocorrelations, that is, long‐range dependence. The other is a test statistic such that the degrees of freedom of the denominator in the ordinary F test statistic is calibrated by the so‐called effective sample size. Empirical sizes and powers of the proposed test statistics are examined via Monte Carlo simulation. An application to German stock returns is presented. Copyright © 2007 John Wiley & Sons, Ltd.     

伽玛分布族参数的经验Bayes双边检验的收敛速度:NA样本情形

本文研究了NA样本情形下,伽玛分布族形状参数的经验Bayes(EB)双边检验问题.利用概率密度函数的核估计,构造了参数的经验Bayes检验函数,并在适当的条件下,证明了所提出的经验Bayes检验函数的渐近取优(a.o.)性,获得了其收敛速度.     

Locally minimax tests in symmetrical distributions

In this paper we give an extension of the theory of local minimax property of Giri and Kiefer (1964, Ann. Math. Statist., 35, 21–35) to the family of elliptically symmetric distributions which contains the multivariate normal distribution as a member.This work was partially supported by the Canadian N.S.E.R.C. grant     

Some test statistics based on the martingale term of the empirical distribution function

Summary It is proved that the martingale term of the empirical distribution function converges weakly to a Gaussian process inD[0, 1]. Some statistics for goodness-of-fit tests based on the martingale term of the empirical distribution function are proposed. Asymptotic distributions of these statistics under the null hypothesis are given. The approximate Bahadur efficiencies of the statistics to the Kolmogorov-Smirnov statistic and to the Cramér-von Mises statistic are also calculated. The Institute of Statistical Mathematics