Local power of the LR, Wald, score and gradient tests in dispersion models

We derive asymptotic expansions up to order $n^{-1/2}$ for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of dispersion models, under a sequence of Pitman alternatives. The asymptotic distributions of these statistics are obtained for testing a subset of regression parameters and for testing the precision parameter. Based on these nonnull asymptotic expansions it is shown that there is no uniform superiority of one test with respect to the others for testing a subset of regression parameters. Furthermore, in order to compare the finite-sample performance of these tests in this class of models, Monte Carlo simulations are presented. An empirical application to a real data set is considered for illustrative purposes.Comment: Submitted for publicatio

String Theory and Water Waves

We uncover a remarkable role that an infinite hierarchy of non-linear differential equations plays in organizing and connecting certain {hat c}<1 string theories non-perturbatively. We are able to embed the type 0A and 0B (A,A) minimal string theories into this single framework. The string theories arise as special limits of a rich system of equations underpinned by an integrable system known as the dispersive water wave hierarchy. We observe that there are several other string-like limits of the system, and conjecture that some of them are type IIA and IIB (A,D) minimal string backgrounds. We explain how these and several string-like special points arise and are connected. In some cases, the framework endows the theories with a non-perturbative definition for the first time. Notably, we discover that the Painleve IV equation plays a key role in organizing the string theory physics, joining its siblings, Painleve I and II, whose roles have previously been identified in this minimal string context.Comment: 49 pages, 4 figure

Transformations for multivariate statistics

This paper derives transformations for multivariate statistics that eliminate asymptotic skewness, extending the results of Niki and Konishi (1986, Annals of the Institute of Statistical Mathematics 38, 371-383). Within the context of valid Edgeworth expansions for such statistics we first derive the set of equations that such a transformation must satisfy and second propose a local solution that is sufficient up to the desired order. Application of these results yields two useful corollaries. First, it is possible to eliminate the first correction term in an Edgeworth expansion, thereby accelerating convergence to the leading term normal approximation. Second, bootstrapping the transformed statistic can yield the same rate of convergence of the double, or prepivoted, bootstrap of Beran (1988, Journal of the American Statistical Association 83, 687-697), applied to the original statistic, implying a significant computational saving. The analytic results are illustrated by application to the family of exponential models, in which the transformation is seen to depend only upon the properties of the likelihood. The numerical properties are examined within a class of nonlinear regression models (logit, probit, Poisson, and exponential regressions), where the adequacy of the limiting normal and of the bootstrap (utilizing the k-step procedure of Andrews, 2002, Econometrica 70, 119-162) as distributional approximations is assessed

Operator product expansions as a consequence of phase space properties

The paper presents a model-independent, nonperturbative proof of operator product expansions in quantum field theory. As an input, a recently proposed phase space condition is used that allows a precise description of point field structures. Based on the product expansions, we also define and analyze normal products (in the sense of Zimmermann).Comment: v3: minor wording changes, as to appear in J. Math. Phys.; 12 page

Cluster expansion for abstract polymer models. New bounds from an old approach

We revisit the classical approach to cluster expansions, based on tree graphs, and establish a new convergence condition that improves those by Kotecky-Preiss and Dobrushin, as we show in some examples. The two ingredients of our approach are: (i) a careful consideration of the Penrose identity for truncated functions, and (ii) the use of iterated transformations to bound tree-graph expansions.Comment: 16 pages. This new version, written en reponse to the suggestions of the referees, includes more detailed introductory sections, a proof of the generalized Penrose identity and some additional results that follow from our treatmen

Statistical expansions and locally uniform Fréchet differentiability

Estimators which have locally uniform expansions are shown in this paper to be asymptotically equivalent to M-estimators. The M-functionals corresponding to these M-estimators are seen to be locally uniformly Fréchet differentiable. Other conditions for M-functionals to be locally uniformly Fréchet differentiable are given. An example of a commonly used estimator which is robust against outliers is given to illustrate that the locally uniform expansion need not be valid

NEW SMARANDACHE SEQUENCES: THE FAMILY OF METALLIC MEANS

The family of Metallic Means comprises every quadratic irrational number that is the positive solution of algebraic equations, where n is a natural number. The most prominent member of this family is the Golden Mean, then it comes the Silver Mean, the Bronze Mean, the NIckel Mean, the Copper Mean, etc. All of them are closely related to quasi-periodic dynamics, being therefore important clues in the study of the onset to chaos