448 research outputs found

    A general class of zero-or-one inflated beta regression models

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    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

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    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

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    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 n1/2n^{-1/2} 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 Ce1x_{1-x}Lax_{x}Ru2_{2}Si2_{2}

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    New data on the spin dynamics and the magnetic order of Ce1x_{1-x}Lax_{x}Ru2_{2}Si2_{2} 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 xx.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

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    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

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    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

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    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

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    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 SiMi>|S_{i}M_{i}>. Under certain conditions (to be explained below) some of the lowest energy levels ESiE_{S_{i}} 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 Rn{\bf R}_{n} are needed (in order to fully determine its quantum states), which have non-zero matrix elements between states of different spin multiplets 0 \ne 0. 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 s{\bf s} with the operators of the dot then contains new exchange terms, JnsRnJ_{n} {\bf s} \cdot {\bf R}_{n} beside the ubiquitous ones JisSiJ_{i} {\bf s}\cdot {\bf S}_{i}. The operators Si{\bf S}_{i} and Rn{\bf R}_{n} generate a dynamical group (usually SO(n)). Remarkably, the value of nn 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 Rn{\bf R}_{n} 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

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    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

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    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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