Small Area Shrinkage Estimation

The need for small area estimates is increasingly felt in both the public and private sectors in order to formulate their strategic plans. It is now widely recognized that direct small area survey estimates are highly unreliable owing to large standard errors and coefficients of variation. The reason behind this is that a survey is usually designed to achieve a specified level of accuracy at a higher level of geography than that of small areas. Lack of additional resources makes it almost imperative to use the same data to produce small area estimates. For example, if a survey is designed to estimate per capita income for a state, the same survey data need to be used to produce similar estimates for counties, subcounties and census divisions within that state. Thus, by necessity, small area estimation needs explicit, or at least implicit, use of models to link these areas. Improved small area estimates are found by "borrowing strength" from similar neighboring areas.Comment: Published in at http://dx.doi.org/10.1214/11-STS374 the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org

Smoothed and Iterated Bootstrap Confidence Regions for Parameter Vectors

The construction of confidence regions for parameter vectors is a difficult problem in the nonparametric setting, particularly when the sample size is not large. The bootstrap has shown promise in solving this problem, but empirical evidence often indicates that some bootstrap methods have difficulty in maintaining the correct coverage probability, while other methods may be unstable, often resulting in very large confidence regions. One way to improve the performance of a bootstrap confidence region is to restrict the shape of the region in such a way that the error term of an expansion is as small an order as possible. To some extent, this can be achieved by using the bootstrap to construct an ellipsoidal confidence region. This paper studies the effect of using the smoothed and iterated bootstrap methods to construct an ellipsoidal confidence region for a parameter vector. The smoothed estimate is based on a multivariate kernel density estimator. This paper establishes a bandwidth matrix for the smoothed bootstrap procedure that reduces the asymptotic coverage error of the bootstrap percentile method ellipsoidal confidence region. We also provide an analytical adjustment to the nominal level to reduce the computational cost of the iterated bootstrap method. Simulations demonstrate that the methods can be successfully applied in practice

ALIEP 2006 conference on library leadership at Nanyang Technological University, Singapore: A summary report

This report outlines few selected presentations of the ALIEP 2006 conference based on the theme "Preparing Information Professionals for Leadership in the new age" held at the Executive centre, School of Information and communication, NTU, Singapore, during 3-6, April 2006. The four-day event provided both professional librarians and educators a unique opportunity to explore the collaborative agenda emerged due to pervasive use of convergence technologies in today’s knowledge society. The author, who was also a speaker provides an overview of the ALIEP- 2006 Asia Pacific discussion forum, which carried out a variety of program viz. industry updates, keynote sessions, Paper presentations, invited guests and local tours to national library, university libraries and national Archives of Singapore

Bulk asymptotics of skew-orthogonal polynomials for quartic double well potential and universality in the matrix model

We derive bulk asymptotics of skew-orthogonal polynomials (sop) \pi^{\bt}_{m}, $\beta=1$, 4, defined w.r.t. the weight $\exp(-2NV(x))$, $V (x)=gx^4/4+tx^2/2$, $g>0$ and $t<0$. We assume that as $m,N \to\infty$ there exists an $\epsilon > 0$, such that $\epsilon\leq (m/N)\leq \lambda_{\rm cr}-\epsilon$, where $\lambda_{\rm cr}$ is the critical value which separates sop with two cuts from those with one cut. Simultaneously we derive asymptotics for the recursive coefficients of skew-orthogonal polynomials. The proof is based on obtaining a finite term recursion relation between sop and orthogonal polynomials (op) and using asymptotic results of op derived in \cite{bleher}. Finally, we apply these asymptotic results of sop and their recursion coefficients in the generalized Christoffel-Darboux formula (GCD) \cite{ghosh3} to obtain level densities and sine-kernels in the bulk of the spectrum for orthogonal and symplectic ensembles of random matrices.Comment: 6 page

Three Dimensional Gauge Theory with Topological and Non-topological Mass: Hamiltonian and Lagrangian Analysis

Three dimensional (abelian) gauged massive Thirring model is bosonized in the large fermion mass limit. A further integration of the gauge field results in a non-local theory. A truncated version of that is the Maxwell Chern Simons (MCS) theory with a conventional mass term or MCS Proca theory. This gauge invariant theory is completely solved in the Hamiltonian and Lagrangian formalism, with the spectra of the modes determined. Since the vector field constituting the model is identified (via bosonization) to the fermion current, the charge current algebra, including the Schwinger term is also computed in the MCS Proca model.Comment: Eight pages, Latex, No figures