Profile empirical likelihood for parametric and semiparametric models

This paper introduces a profile empirical likelihood and a profile conditionally empirical likelihood to estimate the parameter of interest in the presence of nuisance parameters respectively for the parametric and semiparametric models. It is proven that these methods propose some efficient estimators of parameters of interest in the sense of least-favorable efficiency. Particularly, for the decomposable semiparametric models, an explicit representation for the estimator of parameter of interest is derived from the proposed nonparametric method. These new estimations are different from and more efficient than the existing estimations. Some examples and simulation studies are given to illustrate the theoretical results. The first author is supported by NNSF projects (10371059 and 10171051) of China. The second author is supported by a grant from The Research Grants Council of the Hong Kong Special Administrative Region, China (#HKU7060/04P). The third author is supported by the University Research Committee of the University of Hong Kong and a grant from the Research Grants Council of the Hong Kong Special Administrative Region, China (Project No. HKU7323/01M).     

On a new stochastic global optimization algorithm based on censored observations

In this paper a new algorithm is proposed for global optimization problems. The main idea is that of modifying a standard clustering approach by sequentially sampling the objective function while adaptively deciding an appropriate sample size. Theoretical as well as computational results are presented.     

截断情况下线性回归模型响应变量均值的经验似然

本文讨论了在带有截断情况的线性回归模型中 ,响应变量均值的估计问题 .将经验似然的方法应用到带有截断情况的回归模型中 ,在估计响应变量的均值时构造了调整的经验似然统计量 ,证明了在一定的条件下 ,该统计量渐近服从 χ2 分布 ,给出了均值的置信区间 ,并与正态下得到的结果进行了比较 ,模拟的结果说明了经验似然的优良性 .     

Testing goodness of fit for the distribution of errors in multivariate linear models

In this paper, to test goodness of fit to any fixed distribution of errors in multivariate linear models, we consider a weighted integral of the squared modulus of the difference between the empirical characteristic function of the residuals and the characteristic function under the null hypothesis. We study the limiting behaviour of this test statistic under the null hypothesis and under alternatives. In the asymptotics, the rank of the design matrix is allowed to grow with the sample size.     

MgO films grown on yttria-stabilized zirconia by molecular beam epitaxy

MgO films were grown on (0 0 1) yttria-stabilized zirconia (YSZ) substrates by molecular beam epitaxy (MBE). The crystalline structures of these films were investigated using X-ray diffraction and transmission electron microscopy. Growth temperature was varied from 350 to 550 °C, with crystalline quality being improved at higher temperatures. The MgO films had a domain structure: (1 1 1)[1 1 2¯]_MgO(0 0 1)[1 0 0]_YSZ with four twin variants related by a 90° in-plane rotation about the [1 1 1]_MgO axis. The observed epitaxial orientation was compared to previous reports of films grown by pulsed laser deposition and sputtering and explained as resulting in the lowest interface energy.     

Inviscid,laminar and turbulent opposed flows

This paper attempts to reproduce numerically previous experimental findings with opposed flows and extends their range to quantify the effects of upstream pipes and nozzles with inviscid, laminar and turbulent flows. The choice of conservation equations, boundary conditions, algorithms for their solution, the degree of grid dependence, numerical diffusion and the validity of numerical approximations are justified with supporting calculations where necessary. The results of all calculations on the stagnation plane show maximum strain rates close to the annular exit from the nozzles and pipes for lower separations and it can be expected that corresponding reacting flows will tend to extinguish in this region with the extinction moving towards the axis. With laminar flows, the maximum strain rate increased with Reynolds number and the maximum values were generally greater than with inviscid flows and smaller than with turbulent flows. With large separations, the strain rates varied less and this explains some results with reacting flows where the extinction appeared to begin on the axis. The turbulent‐flow calculations allowed comparison of three common variants of a two‐equation first‐moment closure. They provided reasonable and useful indications of strain rates but none correctly represented the rms of velocity fluctuations on the axis and close to the stagnation plane. As expected, those designed to deal with this problem produced results in better agreement with experiment but were still imperfect. Copyright © 2004 John Wiley & Sons, Ltd.     

Quantum Lax Operators and Discrete 2+1-Dimensional Integrable Models

A specific quantum Lax operator, forming a quantum U _q (sl n) chain, is suggested. The intertwining R L L relation is proved. The invariant local 2+1-dimensional reformulation of the auxiliary linear problem for the L-operator is discussed.     

The K–nucleus cross sections in relativistic non-linear models

The K⁺−nucleus cross sections have been calculated in relativistic non-linear models taking into account the in-medium modifications of nucleons and mesons properties. More precisely, we have taken into account both the dressing of the nucleon effective mass by the scalar nuclear field in the target and the coupling of the mesons exchanged between the K⁺ and the nucleons to the polarization of the medium. First, using the most recent relativistic non-linear models, the in-medium σ, ω and ρ meson masses have been obtained in the nuclear matter rest frame. The influence of the non-linear contributions on the K⁺−nucleus cross sections has then been studied. Finally, we have compared our results with the experimental data.     

Regression quantiles for unstable autoregressive models

This paper investigates regression quantiles (RQ) for unstable autoregressive models. The uniform Bahadur representation of the RQ process is obtained. The joint asymptotic distribution of the RQ process is derived in a unified manner for all types of characteristic roots on or outside the unit circle. It involves stochastic integrals in terms of a sequence of independent and identically distributed multivariate Brownian motions with correlated components. The related L-estimator is also discussed. The asymptotic distributions of the RQ and the L-estimator corresponding to the nonstationary componentwise arguments can be transformed into a function of a normal random variable and a sequence of i.i.d. univariate Brownian motions. This is different from the analysis based on the LSE in the literature. As an auxiliary theorem, a weak convergence of a randomly weighted residual empirical process to the stochastic integral of a Kiefer process is established. The results obtained in this paper provide an asymptotic theory for nonstationary time series processes, which can be used to construct robust unit root tests.