3,417 research outputs found
Statistical inferences for functional data
With modern technology development, functional data are being observed
frequently in many scientific fields. A popular method for analyzing such
functional data is ``smoothing first, then estimation.'' That is, statistical
inference such as estimation and hypothesis testing about functional data is
conducted based on the substitution of the underlying individual functions by
their reconstructions obtained by one smoothing technique or another. However,
little is known about this substitution effect on functional data analysis. In
this paper this problem is investigated when the local polynomial kernel (LPK)
smoothing technique is used for individual function reconstructions. We find
that under some mild conditions, the substitution effect can be ignored
asymptotically. Based on this, we construct LPK reconstruction-based estimators
for the mean, covariance and noise variance functions of a functional data set
and derive their asymptotics. We also propose a GCV rule for selecting good
bandwidths for the LPK reconstructions. When the mean function also depends on
some time-independent covariates, we consider a functional linear model where
the mean function is linearly related to the covariates but the covariate
effects are functions of time. The LPK reconstruction-based estimators for the
covariate effects and the covariance function are also constructed and their
asymptotics are derived. Moreover, we propose a -norm-based global test
statistic for a general hypothesis testing problem about the covariate effects
and derive its asymptotic random expression. The effect of the bandwidths
selected by the proposed GCV rule on the accuracy of the LPK reconstructions
and the mean function estimator is investigated via a simulation study. The
proposed methodologies are illustrated via an application to a real functional
data set collected in climatology.Comment: Published at http://dx.doi.org/10.1214/009053606000001505 in the
Annals of Statistics (http://www.imstat.org/aos/) by the Institute of
Mathematical Statistics (http://www.imstat.org
The steady state in noncollinear magnetic multilayers
There are at least two different putative steady state solutions for current
across noncollinear magnetic multilayers; one has a discontinuity in the spin
current at the interface the other is continuous. We compare the resistance of
the two and find the solution with the continuous spin currents is lower. By
using the entropic principle we can state that this solution is a better
estimate of the resistance for a noncollinear magneticComment: 14 pages, 4 figures,Submitted to Physical Review
Identification of transverse spin currents in noncollinear magnetic structures
We show that the transverse components of spin current in a ferromagnet is
linked to an off diagonal spin component of the transmission matrix at
interfaces;it has little to do with the mismatch of band structures between
dissimilar metals. When we take account of this component,not considered in
prior analyses, we find spin torque comes from a region of at lease 3 nm around
an interface.Comment: 4 pages, Submitted to Physical Review Letter
Competitive Charging Station Pricing for Plug-in Electric Vehicles
This paper considers the problem of charging station pricing and plug-in
electric vehicles (PEVs) station selection. When a PEV needs to be charged, it
selects a charging station by considering the charging prices, waiting times,
and travel distances. Each charging station optimizes its charging price based
on the prediction of the PEVs' charging station selection decisions and the
other station's pricing decision, in order to maximize its profit. To obtain
insights of such a highly coupled system, we consider a one-dimensional system
with two competing charging stations and Poisson arriving PEVs. We propose a
multi-leader-multi-follower Stackelberg game model, in which the charging
stations (leaders) announce their charging prices in Stage I, and the PEVs
(followers) make their charging station selections in Stage II. We show that
there always exists a unique charging station selection equilibrium in Stage
II, and such equilibrium depends on the charging stations' service capacities
and the price difference between them. We then characterize the sufficient
conditions for the existence and uniqueness of the pricing equilibrium in Stage
I. We also develop a low complexity algorithm that efficiently computes the
pricing equilibrium and the subgame perfect equilibrium of the two-stage
Stackelberg game.Comment: 15 pages, 21 figure
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