Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach

The half-life is defined as the number of periods required for the impulse response to a unit shock to a time series to dissipate by half. It is widely used as a measure of persistence, especially in international economics to quantify the degree of mean reversion of the deviation from an international parity condition. Several studies have proposed bias-corrected point and interval estimation methods. However, they have found that the confidence intervals are rather uninformative with their upper bound being either extremely large or infinite. This is largely due to the distribution of the half-life estimator being heavily skewed and multi-modal. In this paper, we propose a bias-corrected bootstrap procedure for the estimation of half-life, adopting the highest density region (HDR) approach to point and interval estimation. Our Monte Carlo simulation results reveal that the bias-corrected bootstrap HDR method provides an accurate point estimator, as well as tight confidence intervals with superior coverage properties to those of its alternatives. As an application, the proposed method is employed for half-life estimation of the real exchange rates of seventeen industrialized countries. The results indicate much faster rates of mean-reversion than those reported in previous studies.Autoregressive Model, Bias-correction, Bootstrapping, Confidence interval, Half-life, Highest density region.

Dipole-interacting Fermionic Dark Matter in positron, antiproton, and gamma-ray channels

Cosmic ray signals from dipole-interacting dark matter annihilation are considered in the positron, antiproton and photon channels. The predicted signals in the positron channel could nicely account for the excess of positron fraction from Fermi LAT, PAMELA, HEAT and AMS-01 experiments for the dark matter mass larger than 100 GeV with a boost (enhancement) factor of 30-80. No excess of antiproton over proton ratio at the experiments also gives a severe restriction for this scenario. With the boost factors, the predicted signals from Galactic halo and signals as mono-energetic gamma-ray lines (monochromatic photons) for the region close to the Galactic center are investigated. The gamma-ray excess of recent tentative analyses based on Fermi LAT data and the potential probe of the monochromatic lines at a planned experiment, AMS-02, are also considered.Comment: Version to be published in PRD(2013), Title changed, text modifie

Trajectory of test particle around a slowly rotating relativistic star emitting isotropic radiation

We explored the motion of test particles near slowly rotating relativistic star having a uniform luminosity. In order to derive the test particle's equations of motion, we made use of the radiation stress-energy tensor first constructed by Miller and Lamb \cite{ML96}. From the particle's trajectory obtained through the numerical integration of the equations of motion, it is found that for sufficiently high luminosity, "suspension orbit" exists, where the test particle hovers around at uniform angular velocity in the same direction as the star's spin. Interestingly, it turned out that the radial position of the "suspension orbit" was determined by the luminosity and the angular momentum of the star alone and was independent of the initial positions and the specific angular momentum of the particle. Also found is that there exist not only the radiation drag but also "radiation counter-drag" which depends on the stellar radius and the angular momentum and it is this radiation counter-drag that makes the test particle in the "suspension orbit" to hover around at uniform angular velocity which is greater than that induced by the Lense-Thirring effect (i.e., general relativistic dragging of inertial frame).Comment: 23 pages, 7 figures, to appear in Phys. Rev. D

Kinetic stabilization of Fe film on (4 by 2)-GaAs(100)

We grow Fe film on (4 by 2)-GaAs(100) at low temperature, (~ 130 K) and study their chemical structure by photoelectron spectroscopy using synchrotron radiation. We observe the effective suppression of As segregation and remarkable reduction of alloy formation near the interface between Fe and substrate. Hence, this should be a way to grow virtually pristine Fe film on GaAs(100). Further, the Fe film is found stable against As segregation even after warmed up to room temperature. There only forms very thin, ~ 8 angstrom thick interface alloy. It is speculated that the interface alloy forms via surface diffusion mediated by interface defects formed during the low temperature growth of the Fe film. Further out-diffusion of both Ga and As are suppressed because it should then proceed via inefficient bulk diffusion.Comment: 4 figure

Collapse transition of a square-lattice polymer with next nearest-neighbor interaction

We study the collapse transition of a polymer on a square lattice with both nearest-neighbor and next nearest-neighbor interactions, by calculating the exact partition function zeros up to chain length 36. The transition behavior is much more pronounced than that of the model with nearest-neighbor interactions only. The crossover exponent and the transition temperature are estimated from the scaling behavior of the first zeros with increasing chain length. The results suggest that the model is of the same universality class as the usual theta point described by the model with only nearest-neighbor interaction.Comment: 14 pages, 5 figure

Hypotheses Testing from Complex Survey Data Using Bootstrap Weights: A Unified Approach

Standard statistical methods that do not take proper account of the complexity of survey design can lead to erroneous inferences when applied to survey data due to unequal selection probabilities, clustering, and other design features. In particular, the actual type I error rates of tests of hypotheses based on standard tests can be much bigger than the nominal significance level. Methods that take account of survey design features in testing hypotheses have been proposed, including Wald tests and quasi-score tests that involve the estimated covariance matrices of parameter estimates. Bootstrap methods designed for survey data are often applied to estimate the covariance matrices, using the data file containing columns of bootstrap weights. Standard statistical packages often permit the use of survey weighted test statistics, and it is attractive to approximate their distributions under the null hypothesis by their bootstrap analogues computed from the bootstrap weights supplied in the data file. In this paper, we present a unified approach to the above method by constructing bootstrap approximations to weighted likelihood ratio statistics and weighted quasi-score statistics and establish the asymptotic validity of the proposed bootstrap tests. In addition, we also consider hypothesis testing from categorical data and present a bootstrap procedure for testing simple goodness of fit and independence in a two-way table. In the simulation studies, the type I error rates of the proposed approach are much closer to their nominal level compared with the naive likelihood ratio test and quasi-score test. An application to data from an educational survey under a logistic regression model is also presented

Blackbody radiation in \kappa-Minkowski spacetime

We have computed the black body radiation spectra in $\kappa-$Minkowski space-time, using the quantum mechanical picture of massless scalar particles as well as effective quantum field theory picture. The black body radiation depends on how the field theory (and thus how the $\kappa-$Poincar\'e algebra) handles the ordering effect of the noncommutative space-time. In addition, there exists a natural momentum cut-off of the order $\kappa$, beyond which a new real mode takes its shape from a complex mode and the old real mode flows out to be a new complex mode. However, the new high momentum real mode should not be physical since its contributions to the black-body radiation spoils the commutative limit.Comment: 22pages, No figure, some corrections, to appear in Phys. Rev.