10,584 research outputs found

    Nonparametric checks for single-index models

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    In this paper we study goodness-of-fit testing of single-index models. The large sample behavior of certain score-type test statistics is investigated. As a by-product, we obtain asymptotically distribution-free maximin tests for a large class of local alternatives. Furthermore, characteristic function based goodness-of-fit tests are proposed which are omnibus and able to detect peak alternatives. Simulation results indicate that the approximation through the limit distribution is acceptable already for moderate sample sizes. Applications to two real data sets are illustrated.Comment: Published at http://dx.doi.org/10.1214/009053605000000020 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

    Efficient estimation of moments in linear mixed models

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    In the linear random effects model, when distributional assumptions such as normality of the error variables cannot be justified, moments may serve as alternatives to describe relevant distributions in neighborhoods of their means. Generally, estimators may be obtained as solutions of estimating equations. It turns out that there may be several equations, each of them leading to consistent estimators, in which case finding the efficient estimator becomes a crucial problem. In this paper, we systematically study estimation of moments of the errors and random effects in linear mixed models.Comment: Published in at http://dx.doi.org/10.3150/10-BEJ330 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm

    Resummation prediction on top quark transverse momentum distribution at large pT

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    We study the factorization and resummation of t-channel top quark transverse momentum distribution at large pT in the SM at both the Tevatron and the LHC with soft-collinear effective theory. The cross section in the threshold region can be factorized into a convolution of hard, jet and soft functions. In particular, we first calculate the NLO soft functions for this process, and give a RG improved cross section by evolving the different functions to a common scale. Our results show that the resummation effects increase the NLO results by about 9%-13% and 4%-9% when the top quark pT is larger than 50 and 70 GeV at the Tevatron and the 8 TeV LHC, respectively. Also, we discuss the scale independence of the cross section analytically, and show how to choose the proper scales at which the perturbative expansion can converge fast.Comment: 32 pages, 10 figures, version published in Phys.Rev.

    Next-to-leading order QCD corrections to tZtZ associated production via the flavor-changing neutral-current couplings at hadron colliders

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    We present the complete next-to-leading order (NLO) QCD corrections to tZtZ associated production induced by the model-independent tqgtqg and tqZtqZ flavor-changing neutral-current couplings at hadron colliders, respectively. Our results show that, for the tuZtuZ coupling the NLO QCD corrections can enhance the total cross sections by about 60% and 42%, and for the tcZtcZ coupling by about 51% and 43% at the Tevatron and LHC, respectively. The NLO corrections, for the tugtug couplings, can enhance the total cross sections by about 27%, and by about 42% for the tcgtcg coupling at the LHC. We also consider the mixing effects between the tqgtqg and tqZtqZ couplings for this process, which can either be large or small depending on the values of the anomalous couplings. Besides, the NLO corrections reduce the dependence of the total cross sections on the renormalization or factorization scale significantly, which lead to increased confidence on the theoretical predictions. And we also evaluate the NLO corrections to several important kinematic distributions.Comment: Published version in Phys. Rev.