Specification testing

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Testing the equality of nonparametric regression curves

This paper proposes a test for the equality of nonparametric regression curves that does not depend on the choice of a smoothing number. The test statistic is a weighted empirical process easy to compute. It is powerful under alternatives that converge to the null at a rate n­½. The disturbance distributions are arbitrary and possibly unequal, and conditions on the regressors distribution are very mild. A simulation study demonstrates that the test enjoys good level and power properties in small samples. We also study extensions to multiple regression, and testing the equality of several regression curves

Testing serial independence using the sample distribution function

This paper presents and discusses a nonparametric test for detecting serial dependence. We consider a Cramèr-v.Mises statistic based on the difference between the joint sample distribution and the product of the marginals. Exact critical values can be approximated from the asymptotic null distribution or by resampling, randomly permuting the original series. The approximation based on resampling is more accurate and the corresponding test enjoys, like other bootstrap based procedures, excellent level accuracy, with level error of order T-3/2. A Monte Carlo experiment illustrates the test performance with small and moderate sample sizes. The paper also includes an application, testing the random walk hypothesis of exchange rate returns for several currencies

The Critical Point of Unoriented Random Surfaces with a Non-Even Potential

The discrete model of the real symmetric one-matrix ensemble is analyzed with a cubic interaction. The partition function is found to satisfy a recursion relation that solves the model. The double-scaling limit of the recursion relation leads to a Miura transformation relating the contributions to the free energy coming from oriented and unoriented random surfaces. This transformation is the same kind as found with a cuartic interaction.Comment: 20p (Frontpage included

Electroweak and Flavor Physics in Extensions of the Standard Model with Large Extra Dimensions

We study the implications of extra dimensions of size $R\sim 1/TeV$ on electroweak and flavor physics due to the presence of Kaluza-Klein excitations of the SM gauge-bosons. We consider several scenarios with the SM fermions either living in the bulk or being localized at different points of an extra dimension. Global fits to electroweak observables provide lower bounds on 1/R, which are generically in the 2-5 TeV range. We find, however, certain models where the fit to electroweak observables is better than in the SM, because of an improvement in the prediction to the weak charge Q_W. We also consider the case of softly-broken supersymmetric theories and we find new non-decoupling effects that put new constraints on 1/R. If quarks of different families live in different points of the extra dimension, we find that the Kaluza-Klein modes of the SM gluons generate (at tree level) dangerous flavor and CP-violating interactions. The lower bounds on 1/R can increase in this case up to 5000 TeV, disfavoring these scenarios in the context of TeV-strings.Comment: 21 pages, 3 figures, Late

A consistent test of significance

This paper presents a test of significance consistent under nonparametric alternatives. Under the null hypothesis, a regressor has no effect on the regression model. Our statistic does not require to estimate the model on the alternative hypothesis, which is left unspecified. Hence, no smoothing techniques are required. The statistic is a weighted empirical process which resembles the Cram~r-von Mises. The asymptotic test is consistent under Pitman's alternatives converging to the null at arate n-1/2. A Monte-Cario experiment illustrates the performance ofthe test in small samples. We also inelude two applications involving biomedical and acid rain data