Characterization of the asymptotic distribution of semiparametric M-estimators

This paper develops a concrete formula for the asymptotic distribution of two-step, possibly non-smooth semiparametric M-estimators under general misspecification. Our regularity conditions are relatively straightforward to verify and also weaker than those available in the literature. The first-stage nonparametric estimation may depend on finite dimensional parameters. We characterize: (1) conditions under which the first-stage estimation of nonparametric components do not affect the asymptotic distribution, (2) conditions under which the asymptotic distribution is affected by the derivatives of the first-stage nonparametric estimator with respect to the finite-dimensional parameters, and (3) conditions under which one can allow non-smooth objective functions. Our framework is illustrated by applying it to three examples: (1) profiled estimation of a single index quantile regression model, (2) semiparametric least squares estimation under model misspecification, and (3) a smoothed matching estimator. © 2010 Elsevier B.V. All rights reserved

Asymptotic expansions for some semiparametric program evaluation estimators

We investigate the performance of a class of semiparametric estimators of the treatment effect via asymptotic expansions. We derive approximations to the first two moments of the estimator that are valid to 'second order'. We use these approximations to define a method of bandwidth selection. We also propose a degrees of freedom like bias correction that improves the second order properties of the estimator but without requiring estimation of higher order derivatives of the unknown propensity score. We provide some numerical calibrations of the results

Unified Analysis of Spin Isospin Responses of Nuclei

We investigated the Gamow-Teller (GT) strength distribution, especially the quenching with respect to the GT sum rule, and the enhancement of the pionic responses in the quasielasic scattering region, in the same theoretical framework. That is the continuum random phase approximation with the pi+rho+g' model interaction, incorporated with distorted wave impulse approximation and two-step calculations. From this analysis we searched the Landau-Migdal parameters, g'NN and g'ND, through the comparison with the experimental data of the GT strength distribution obtained at 300 MeV and the spin-longitudinal (pionic) cross sections IDq of (p,n) at 350 and 500 MeV. This comprehensive and sophisticated study gave a common set of g'NN=0.6-0.7 and g'ND=0.2-0.4, for both low and high momentum transfers.Comment: 11 pages, 4 figures, submitted to Phys. Rev.

What really happened to consumption inequality in the US?

This paper considers data quality issues for the analysis of consumption inequality exploiting two complementary datasets from the Consumer Expenditure Survey for the United States. The Interview sample follows survey households over four calendar quarters and consists of retrospectively collected information about monthly expenditures on durable and non-durable goods. The Diary sample interviews household for two consecutive weeks and includes detailed information about frequently purchased items (food, personal cares and household supplies). Most reliable information from each sample is exploited to derive a correction for the measurement error affecting observed measures of consumption inequality in the two surveys. We find that consumption inequality, as measured by the standard deviation of log non-durable consumption, has increased by roughly 5% points during the 1990s

Theory of the beta-type Organic Superconductivity under Uniaxial Compression

We study theoretically the shift of the superconducting transition temperature (Tc) under uniaxial compression in beta-type organic superconductors, beta-(BEDT-TTF)2I3 and beta-(BDA-TTP)2X[X=SbF6,AsF6], in order to clarify the electron correlation, the spin frustration and the effect of dimerization. The transfer integrals are calculated by the extended Huckel method assuming the uniaxial strain and the superconducting state mediated by the spin fluctuation is solved using Eliashberg's equation with the fluctuation-exchange approximation. The calculation is carried out on both the dimerized (one-band) and nondimerized (two-band) Hubbard models. We have found that (i) the behavior of Tc in beta-(BEDT-TTF)2I3 with a stronger dimerization is well reproduced by the dimer model, while that in weakly dimerized beta-BDA-TTP salts is rather well reproduced by the two-band model, and (ii) the competition between the spin frustration and the effect induced by the fluctuation is important in these materials, which causes nonmonotonic shift of Tc against uniaxial compression.Comment: 18 pages, 16 figures, 2 tabl

Chiral symmetry breaking and stability of strangelets

We discuss the stability of strangelets by considering dynamical chiral symmetry breaking and confinement. We use a $U(3)_{L} \times U(3)_{R}$ symmetric Nambu--Jona-Lasinio model for chiral symmetry breaking supplemented by a boundary condition for confinement. It is shown that strangelets with baryon number $A < 2 \times 10^{3}$ can stably exist. For the observables, we obtain the masses and the charge-to-baryon number ratios of the strangelets. These quantities are compared with the observed data of the exotic particles.Comment: 10 pages, 9 figures, submitted to Physical Review