2,527 research outputs found
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
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
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.
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
symmetric Nambu--Jona-Lasinio model for chiral symmetry breaking supplemented
by a boundary condition for confinement. It is shown that strangelets with
baryon number 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
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