448 research outputs found
A general class of zero-or-one inflated beta regression models
This paper proposes a general class of regression models for continuous
proportions when the data contain zeros or ones. The proposed class of models
assumes that the response variable has a mixed continuous-discrete distribution
with probability mass at zero or one. The beta distribution is used to describe
the continuous component of the model, since its density has a wide range of
different shapes depending on the values of the two parameters that index the
distribution. We use a suitable parameterization of the beta law in terms of
its mean and a precision parameter. The parameters of the mixture distribution
are modeled as functions of regression parameters. We provide inference,
diagnostic, and model selection tools for this class of models. A practical
application that employs real data is presented.Comment: 21 pages, 3 figures, 5 tables. Computational Statistics and Data
Analysis, 17 October 2011, ISSN 0167-9473
(http://www.sciencedirect.com/science/article/pii/S0167947311003628
Improved testing inference in mixed linear models
Mixed linear models are commonly used in repeated measures studies. They
account for the dependence amongst observations obtained from the same
experimental unit. Oftentimes, the number of observations is small, and it is
thus important to use inference strategies that incorporate small sample
corrections. In this paper, we develop modified versions of the likelihood
ratio test for fixed effects inference in mixed linear models. In particular,
we derive a Bartlett correction to such a test and also to a test obtained from
a modified profile likelihood function. Our results generalize those in Zucker
et al. (Journal of the Royal Statistical Society B, 2000, 62, 827-838) by
allowing the parameter of interest to be vector-valued. Additionally, our
Bartlett corrections allow for random effects nonlinear covariance matrix
structure. We report numerical evidence which shows that the proposed tests
display superior finite sample behavior relative to the standard likelihood
ratio test. An application is also presented and discussed.Comment: 17 pages, 1 figur
Size and power properties of some tests in the Birnbaum-Saunders regression model
The Birnbaum-Saunders distribution has been used quite effectively to model
times to failure for materials subject to fatigue and for modeling lifetime
data. In this paper we obtain asymptotic expansions, up to order and
under a sequence of Pitman alternatives, for the nonnull distribution functions
of the likelihood ratio, Wald, score and gradient test statistics in the
Birnbaum-Saunders regression model. The asymptotic distributions of all four
statistics are obtained for testing a subset of regression parameters and for
testing the shape parameter. Monte Carlo simulation is presented in order to
compare the finite-sample performance of these tests. We also present an
empirical application.Comment: Paper submitted for publication, with 13 pages and 1 figur
Further analysis of the quantum critical point of CeLaRuSi
New data on the spin dynamics and the magnetic order of
CeLaRuSi are presented. The importance of the Kondo
effect at the quantum critical point of this system is emphasized from the
behaviour of the relaxation rate at high temperature and from the variation of
the ordered moment with respect to the one of the N\'eel temperature for
various .Comment: Contribution for the Festschrift on the occasion of Hilbert von
Loehneysen 60 th birthday. To be published as a special issue in the Journal
of Low Temperature Physic
Non-linear response of a Kondo system: Perturbation approach to the time dependent Anderson impurity model
Nonlinear tunneling current through a quantum dot
(an Anderson impurity system) subject to both constant and alternating
electric fields is studied in the Kondo regime. A systematic diagram technique
is developed for perturbation study of the current in physical systems out of
equilibrium governed by time - dependent Hamiltonians of the Anderson and the
Kondo models. The ensuing calculations prove to be too complicated for the
Anderson model, and hence, a mapping on an effective Kondo problem is called
for. This is achieved by constructing a time - dependent version of the
Schrieffer - Wolff transformation. Perturbation expansion of the current is
then carried out up to third order in the Kondo coupling J yielding a set of
remarkably simple analytical expressions for the current. The zero - bias
anomaly of the direct current differential conductance is shown to be
suppressed by the alternating field while side peaks develop at finite source -
drain voltage. Both the direct component and the first harmonics of the time -
dependent response are equally enhanced due to the Kondo effect, while
amplitudes of higher harmonics are shown to be relatively small. A zero
alternating bias anomaly is found in the alternating current differential
conductance, that is, it peaks around zero alternating bias. This peak is
suppressed by the constant bias. No side peaks show up in the differential
alternating - conductance but their counterpart is found in the derivative of
the alternating current with respect to the direct bias. The results pertaining
to nonlinear response are shown to be valid also below the Kondo temperature.Comment: 55 latex pages 11 ps figure
Improved Likelihood Inference in Birnbaum-Saunders Regressions
The Birnbaum-Saunders regression model is commonly used in reliability
studies. We address the issue of performing inference in this class of models
when the number of observations is small. We show that the likelihood ratio
test tends to be liberal when the sample size is small, and we obtain a
correction factor which reduces the size distortion of the test. The correction
makes the error rate of he test vanish faster as the sample size increases. The
numerical results show that the modified test is more reliable in finite
samples than the usual likelihood ratio test. We also present an empirical
application.Comment: 17 pages, 1 figur
Topological doping and the stability of stripe phases
We analyze the properties of a general Ginzburg-Landau free energy with
competing order parameters, long-range interactions, and global constraints
(e.g., a fixed value of a total ``charge'') to address the physics of stripe
phases in underdoped high-Tc and related materials. For a local free energy
limited to quadratic terms of the gradient expansion, only uniform or
phase-separated configurations are thermodynamically stable. ``Stripe'' or
other non-uniform phases can be stabilized by long-range forces, but can only
have non-topological (in-phase) domain walls where the components of the
antiferromagnetic order parameter never change sign, and the periods of charge
and spin density waves coincide. The antiphase domain walls observed
experimentally require physics on an intermediate lengthscale, and they are
absent from a model that involves only long-distance physics. Dense stripe
phases can be stable even in the absence of long-range forces, but domain walls
always attract at large distances, i.e., there is a ubiquitous tendency to
phase separation at small doping. The implications for the phase diagram of
underdoped cuprates are discussed.Comment: 18 two-column pages, 2 figures, revtex+eps
Kondo effect in systems with dynamical symmetries
This paper is devoted to a systematic exposure of the Kondo physics in
quantum dots for which the low energy spin excitations consist of a few
different spin multiplets . Under certain conditions (to be
explained below) some of the lowest energy levels are nearly
degenerate. The dot in its ground state cannot then be regarded as a simple
quantum top in the sense that beside its spin operator other dot (vector)
operators are needed (in order to fully determine its quantum
states), which have non-zero matrix elements between states of different spin
multiplets . These "Runge-Lenz"
operators do not appear in the isolated dot-Hamiltonian (so in some sense they
are "hidden"). Yet, they are exposed when tunneling between dot and leads is
switched on. The effective spin Hamiltonian which couples the metallic electron
spin with the operators of the dot then contains new exchange terms,
beside the ubiquitous ones . The operators and generate a
dynamical group (usually SO(n)). Remarkably, the value of can be controlled
by gate voltages, indicating that abstract concepts such as dynamical symmetry
groups are experimentally realizable. Moreover, when an external magnetic field
is applied then, under favorable circumstances, the exchange interaction
involves solely the Runge-Lenz operators and the corresponding
dynamical symmetry group is SU(n). For example, the celebrated group SU(3) is
realized in triple quantum dot with four electrons.Comment: 24 two-column page
Fitting the integrated Spectral Energy Distributions of Galaxies
Fitting the spectral energy distributions (SEDs) of galaxies is an almost
universally used technique that has matured significantly in the last decade.
Model predictions and fitting procedures have improved significantly over this
time, attempting to keep up with the vastly increased volume and quality of
available data. We review here the field of SED fitting, describing the
modelling of ultraviolet to infrared galaxy SEDs, the creation of
multiwavelength data sets, and the methods used to fit model SEDs to observed
galaxy data sets. We touch upon the achievements and challenges in the major
ingredients of SED fitting, with a special emphasis on describing the interplay
between the quality of the available data, the quality of the available models,
and the best fitting technique to use in order to obtain a realistic
measurement as well as realistic uncertainties. We conclude that SED fitting
can be used effectively to derive a range of physical properties of galaxies,
such as redshift, stellar masses, star formation rates, dust masses, and
metallicities, with care taken not to over-interpret the available data. Yet
there still exist many issues such as estimating the age of the oldest stars in
a galaxy, finer details ofdust properties and dust-star geometry, and the
influences of poorly understood, luminous stellar types and phases. The
challenge for the coming years will be to improve both the models and the
observational data sets to resolve these uncertainties. The present review will
be made available on an interactive, moderated web page (sedfitting.org), where
the community can access and change the text. The intention is to expand the
text and keep it up to date over the coming years.Comment: 54 pages, 26 figures, Accepted for publication in Astrophysics &
Space Scienc
Search for displaced vertices arising from decays of new heavy particles in 7 TeV pp collisions at ATLAS
We present the results of a search for new, heavy particles that decay at a
significant distance from their production point into a final state containing
charged hadrons in association with a high-momentum muon. The search is
conducted in a pp-collision data sample with a center-of-mass energy of 7 TeV
and an integrated luminosity of 33 pb^-1 collected in 2010 by the ATLAS
detector operating at the Large Hadron Collider. Production of such particles
is expected in various scenarios of physics beyond the standard model. We
observe no signal and place limits on the production cross-section of
supersymmetric particles in an R-parity-violating scenario as a function of the
neutralino lifetime. Limits are presented for different squark and neutralino
masses, enabling extension of the limits to a variety of other models.Comment: 8 pages plus author list (20 pages total), 8 figures, 1 table, final
version to appear in Physics Letters
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