Bias of the structural quasi-score estimator of a measurement error model under misspecification of the regressor distribution

In a structural measurement error model the structural quasi-score (SQS) estimator is based on the distribution of the latent regressor variable. If this distribution is misspecified, the SQS estimator is (asymptotically) biased. Two types of misspecification are considered. Both assume that the statistician erroneously adopts a normal distribution as his model for the regressor distribution. In the first type of misspecification, the true model consists of a mixture of normal distributions which cluster around a single normal distribution, in the second type, the true distribution is a normal distribution admixed with a second normal distribution of low weight. In both cases of misspecification, the bias, of course, tends to zero when the size of misspecification tends to zero. However, in the first case the bias goes to zero in a flat way so that small deviations from the true model lead to a negligible bias, whereas in the second case the bias is noticeable even for small deviations from the true model.     

The Discounted Limit Theorems

The large deviation theorems, exponential inequalities and a non-uniform estimate of the Berry–Esséen theorem in a discounted version are proved.Dedicated to Professor Vytautas Statulevičius on the occasion of his 75th birthday.     

Tropical Weyl Group Action via Point Configurations and τ-Functions of the q-Painlevé Equations

Starting from certain point sets in the projective plane, we construct a tropical (or subtraction-free birational) representation of Weyl groups over the field of τ-functions. In particular, our construction includes E ₈ ⁽¹⁾ , E ₇ ⁽¹⁾ , E ₆ ⁽¹⁾ and D ₅ ⁽¹⁾ as affine cases; each of them gives rise to the q-difference Painlevé equation.     

Separable subgroups of mapping class groups

We investigate separability questions for the mapping class group of a surface. While this group is not subgroup separable in general, we prove a large family of interesting subgroups are separable. This includes many classically studied subgroups such as solvable subgroups, Heegaard and Handlebody groups, geometric subgroups, and all the terms in the Johnson filtration.     

FI代数的滤子

研究FI代数的滤子理论，建立F滤子、P滤子、Q滤子、C滤子之间的联系．     

F-H实验仪与光栅光谱仪连用观测253.7nm谱线

通过F-H实验仪和光栅光谱仪的连用，可实时观测汞原子从6s6s1So态激发到6s6sSP1态，退激时，辐射出能量为4．9eV的光量子，其波长为253．7nm．     

Orbital formal normal forms for general Bogdanov-Takens singularity

We solve completely the problem of classification of germs of complex planar vector fields with nilpotent singularity with respect to formal orbital equivalence.     

Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models

Parameters of Gaussian multivariate models are often estimated using the maximum likelihood approach. In spite of its merits, this methodology is not practical when the sample size is very large, as, for example, in the case of massive georeferenced data sets. In this paper, we study the asymptotic properties of the estimators that minimize three alternatives to the likelihood function, designed to increase the computational efficiency. This is achieved by applying the information sandwich technique to expansions of the pseudo-likelihood functions as quadratic forms of independent normal random variables. Theoretical calculations are given for a first-order autoregressive time series and then extended to a two-dimensional autoregressive process on a lattice. We compare the efficiency of the three estimators to that of the maximum likelihood estimator as well as among themselves, using numerical calculations of the theoretical results and simulations.     

Arithmetic expressions of Selberg's zeta functions for congruence subgroups

In [P. Sarnak, Class numbers of indefinite binary quadratic forms, J. Number Theory 15 (1982) 229-247], it was proved that the Selberg zeta function for SL₂(Z) is expressed in terms of the fundamental units and the class numbers of the primitive indefinite binary quadratic forms. The aim of this paper is to obtain similar arithmetic expressions of the logarithmic derivatives of the Selberg zeta functions for congruence subgroups of SL₂(Z). As applications, we study the Brun-Titchmarsh type prime geodesic theorem and the asymptotic formula of the sum of the class number.     

A robust and efficient adaptive reweighted estimator of multivariate location and scatter

This article proposes a reweighted estimator of multivariate location and scatter, with weights adaptively computed from the data. Its breakdown point and asymptotic behavior under elliptical distributions are established. This adaptive estimator is able to attain simultaneously the maximum possible breakdown point for affine equivariant estimators and full asymptotic efficiency at the multivariate normal distribution. For the special case of hard-rejection weights and the MCD as initial estimator, it is shown to be more efficient than its non-adaptive counterpart for a broad range of heavy-tailed elliptical distributions. A Monte Carlo study shows that the adaptive estimator is as robust as its non-adaptive relative for several types of bias-inducing contaminations, while it is remarkably more efficient under normality for sample sizes as small as 200.