Estimating a reduced rank regression model for non-normal variables

A method using third order moments for estimating the regression coefficients as well as the latent state scores of the reduced-rank regression model when the latent variable(s) are non-normally distributed is presented in this paper. It is shown that the factor analysis type indeterminacy of the regression coefficient matrices is eliminated. A real life example of the proposed method is presented. Differences of this solution with the reduced-rank regression eigen solution are discussed.     

Effective magnetic properties of a composite material with circular conductive elements

Effective magnetic properties of a composite meta-material consisting of periodically arranged circular conductive elements are studied theoretically. A general expression for the effective bulk permeability is obtained with mutual effects and lattice ordering being taken into account. The resonance frequency of the permeability is found to be strongly dependent on the size and shape of the unit cell. Frequency dispersion of the permeability is studied with special attention paid to the frequency range, where negative values of the permeability are possible. Corresponding recommendations for optimisation of the meta-materials with negative permeability are made. The results are confirmed by numerical simulations of the finite structure behaviour in an external magnetic field. Received 19 April 2002 Published online 31 July 2002     

Generic replica symmetric field-theory for short range Ising spin glasses

Symmetry considerations and a direct, Hubbard-Stratonovich type, derivation are used to construct a replica field-theory relevant to the study of the spin glass transition of short range models in a magnetic field. A mean-field treatment reveals that two different types of transitions exist, whenever the replica number n is kept larger than zero. The Sherrington-Kirkpatrick critical point in zero magnetic field between the paramagnet and replica magnet (a replica symmetric phase with a nonzero spin glass order parameter) separates from the de Almeida-Thouless line, along which replica symmetry breaking occurs. We argue that for studying the de Almeida-Thouless transition around the upper critical dimension d = 6, it is necessary to use the generic cubic model with all the three bare masses and eight cubic couplings. The critical role n may play is also emphasized. To make perturbative calculations feasible, a new representation of the cubic interaction is introduced. To illustrate the method, we compute the masses in one-loop order. Some technical details and a list of vertex rules are presented to help future renormalisation-group calculations. Received 9 October 2001     

Some remarks to multivariate regression model

Some remarks to problems of point and interval estimation, testing and problems of outliers are presented in the case of multivariate regression model. This work was supported by the Council of Czech Government J14/98:153100011.     

我国上市公司资本结构影响因素实证分析

本文选取了可能影响企业资本结构的多个指标变量进行分析 ,利用主成分分析提供的方法将变量综合成彼此互不相关的少数几个主成分。再用主成分 (作为回归自变量 )对企业的 5种资本负债比 (作为回归因变量 )进行多元回归分析 ,得出了影响企业资本结构的主要因素 ,以及这些因素与企业资本结构之间的关系 ,为企业确定资本结构提供参考依据 ,为企业财务决策提供支持。     

Comparisons between model equations for long waves

Summary Considered here are model equations for weakly nonlinear and dispersive long waves, which feature general forms of dispersion and pure power nonlinearity. Two variants of such equations are introduced, one of Korteweg-de Vries type and one of regularized long-wave type. It is proven that solutions of the pure initial-value problem for these two types of model equations are the same, to within the order of accuracy attributable to either, on the long time scale during which nonlinear and dispersive effects may accumulate to make an order-one relative difference to the wave profiles.This research was supported in part by the National Science Foundation. A considerable portion of the project was completed while the first author was resident at the Institute for Mathematics and Its Applications, University of Minnesota.     

Cosmic dust and our origins

The small solid particles in the space between the stars provide the surfaces for the production of many simple and complex molecules. Processes involving the effects of ultraviolet irradiation of the thin (hundredth micron) mantles are shown to produce a wide range of molecules and ions also seen in comets. Some of the more complex ones inferred from laboratory experiments are expected to play an important role in the origin of life. An outline of the chemical evolution of interstellar dust as observed and as studied in the laboratory is presented. Observations of comets are shown to provide substantial evidence for their being fluffy aggregates of interstellar dust as it was in the protosolar nebula, i.e. the interstellar cloud which collapsed to form the solar system. The theory that comets may have brought the progenitors of life to the earth is summarized.     

Non-universal critical behaviour of heteronuclear dimers on a square lattice––A Monte Carlo study

Monte Carlo simulation within the grand canonical ensemble, the histogram reweighting technique, and finite size scaling analysis are used to explore the phase behaviour of heteronuclear dimers, composed of A and B type atoms, on a square lattice. We have found that for the models with attractive BB and AB nearest-neighbour energy, u_BB=u_AB=−1, and for non-repulsive energy between AA nearest-neighbour sites, u_AA<0, the system belongs to the universality class of the two-dimensional Ising model. However, when u_AA>0, the system exhibits a non-universal critical behaviour. We have evaluated the dependences of the critical point characteristics on the value of u_AA.     

非参数回归函数估计的渐近正态性

本文研究了独立或相依样本时非参数回归函数的Ｎａｄａｒａｙａ-Ｗａｔｓｏｎ估计，在简洁合理的条件下，证明了估计量的渐近正态性．获得的结论可在时间序列分析中得到应用．     

Approximation of photonuclear interaction cross-sections

Photonuclear interaction cross-sections from the GEANT4 database are approximated for all nuclei and all energies (from the hadron production threshold to about 40 TeV). The approximation methods in the giant-dipole resonance region, nucleon resonance region, and high-energy region are improved with respect to existing approximations. As an application of the approximation for photonuclear cross-sections, an improved method of calculating electronuclear cross-sections is developed. The interaction cross-section of virtual photons with nuclei at high Q² are approximated and a simple algorithm for describing the electronuclear reactions, including high-Q² scattering, is proposed. Received: 22 February 2002 / Accepted: 6 May 2002