52,410 research outputs found
Hypothesis testing of multiple inequalities: the method of constraint chaining
Econometric inequality hypotheses arise in diverse ways. Examples include concavity restrictions on technological and behavioural functions, monotonicity and dominance relations, one-sided constraints on conditional moments in GMM estimation, bounds on parameters which are only partially identified, and orderings of predictive performance measures for competing models. In this paper we set forth four key properties which tests of multiple inequality constraints should ideally satisfy. These are (1) (asymptotic) exactness, (2) (asymptotic)similarity on the boundary, (3) absence of nuisance parameters from the asymptotic null distribution of the test statistic, (4) low computational complexity and boostrapping cost. We observe that the predominant tests currently used in econometrics do not appear to enjoy all these properties simultaneously. We therefore ask the question : Does there exist any nontrivial test which, as a mathematical fact, satisfies the first three properties and, by any reasonable measure, satisfies the fourth ? Remarkably the answer is affirmative. The paper demonstrates this constructively. We introduce a method of test construction called chaining which begins by writing multiple inequalities as a single equality using zero-one indicator functions. We then smooth the indicator functions. The approximate equality thus obtained is the basis of a well-behaved test. This test may be considered as the baseline of a wider class of tests. A full asymptotic theory is provided for the baseline. Simulation results show that the finite-sample performance of the test matches the theory quite well
Testing hypotheses in the Birnbaum-Saunders distribution under type-II censored samples
The two-parameter Birnbaum-Saunders distribution has been used succesfully to
model fatigue failure times. Although censoring is typical in reliability and
survival studies, little work has been published on the analysis of censored
data for this distribution. In this paper, we address the issue of performing
testing inference on the two parameters of the Birnbaum-Saunders distribution
under type-II right censored samples. The likelihood ratio statistic and a
recently proposed statistic, the gradient statistic, provide a convenient
framework for statistical inference in such a case, since they do not require
to obtain, estimate or invert an information matrix, which is an advantage in
problems involving censored data. An extensive Monte Carlo simulation study is
carried out in order to investigate and compare the finite sample performance
of the likelihood ratio and the gradient tests. Our numerical results show
evidence that the gradient test should be preferred. Three empirical
applications are presented.Comment: Submitted for publicatio
Simple Wald tests of the fractional integration parameter : an overview of new results
This paper presents an overview of some new results regarding an easily implementable Wald test-statistic (EFDF test) of the null hypotheses that a time-series process is I(1) or I(0) against fractional I(d) alternatives, with dâ(0,1), allowing for unknown deterministic components and serial correlation in the error term. Specifically, we argue that the EFDF test has better power properties under fixed alternatives than other available tests for fractional roots, as well as analyze how to implement this test when the deterministic components or the long-memory parameter are subject to structural breaks
Nonparametric inference in generalized functional linear models
We propose a roughness regularization approach in making nonparametric
inference for generalized functional linear models. In a reproducing kernel
Hilbert space framework, we construct asymptotically valid confidence intervals
for regression mean, prediction intervals for future response and various
statistical procedures for hypothesis testing. In particular, one procedure for
testing global behaviors of the slope function is adaptive to the smoothness of
the slope function and to the structure of the predictors. As a by-product, a
new type of Wilks phenomenon [Ann. Math. Stat. 9 (1938) 60-62; Ann. Statist. 29
(2001) 153-193] is discovered when testing the functional linear models.
Despite the generality, our inference procedures are easy to implement.
Numerical examples are provided to demonstrate the empirical advantages over
the competing methods. A collection of technical tools such as
integro-differential equation techniques [Trans. Amer. Math. Soc. (1927) 29
755-800; Trans. Amer. Math. Soc. (1928) 30 453-471; Trans. Amer. Math. Soc.
(1930) 32 860-868], Stein's method [Ann. Statist. 41 (2013) 2786-2819] [Stein,
Approximate Computation of Expectations (1986) IMS] and functional Bahadur
representation [Ann. Statist. 41 (2013) 2608-2638] are employed in this paper.Comment: Published at http://dx.doi.org/10.1214/15-AOS1322 in the Annals of
Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical
Statistics (http://www.imstat.org
Vector-like technineutron Dark Matter: is a QCD-type Technicolor ruled out by XENON100?
We continue to explore a question about the existence of a new strongly
coupled dynamics above the electroweak scale. The latter has been recently
realized in the simplest consistent scenario, the vector-like (or
chiral-symmetric) Technicolor model based upon the gauged linear sigma-model.
One of the predictions of a new strong dynamics in this model, the existence of
stable vector-like technibaryon states at a TeV scale, such that the lightest
neutral one could serve as a Dark Matter candidate. Here, we consider the
QCD-type Technicolor with SU(3)_TC confined group and one SU(2)_W doublet of
vector-like techniquarks and test this model against existing Dark Matter
astrophysics data. We show that the spin-independent Dirac
technineutron-nucleon cross section is by far too large and ruled out by
XENON100 data. We conclude that vector-like techniquark sectors with an odd
group of confinement SU(2n+1)_TC, n=1,2,... and with ordinary vector-like weak
SU(2)_W interactions are excluded if the technibaryon number is conserved. We
discuss a possible generic TC scenario with a technibaryon sector interacting
via an extra vector SU(2)_V other than the standard weak SU(2)_W and consider
immediate implications for the cosmological evolution and freeze out of heavy
relic technineutrons.Comment: 30 pages, 4 figures; extra clarification and motivation for the VLTC
scenario has been made; minor correction
Fretting wear of TiN PVD coating under variable relative humidity conditions â development of a âcompositeâ wear law
Fretting is defined as a small oscillatory displacement between two contacting bodies. The
interface is damaged by debris generation and its ejection from the contact area. The
application of hard coatings is an established solution to protect against fretting wear. For this
study the TiN hard coating manufactured by a PVD method has been selected, and tested
against a polycrystalline alumina smooth ball. A fretting test programme has been carried out
at a frequency of 5 Hz, 100 N normal load, 100 ÎŒm displacement amplitude and at five values
of relative humidity: 10, 30, 50, 70 and 90% at a temperature of 296 K. The intensity of the
wear process is shown to be significantly dependent on the environmental conditions. A
dissipated energy approach has been employed in this study to quantify wear rates of the hard
coating. The approach predicts wear kinetics under constant medium relative humidity in a
stable manner. It has been shown that an increase of relative humidity promotes the formation
of hydrate structures at the interface and modifies the third body rheology. This phenomenon
has been characterised by the evolution of wear kinetics associated with a significant variation
of the corresponding energy wear coefficient. Hence, a âcompositeâ wear law, integrating the
energy wear coefficient as a function of relative humidity, is introduced. It permits a
prediction of wear under variable relative humidity conditions from 10 to 90% within a single
fretting test. The stability of this approach is demonstrated by comparing various variable
relative humidity sequences
- âŠ