1,756 research outputs found
A martingale-transform goodness-of-fit test for the form of the conditional variance
In the common nonparametric regression model the problem of testing for a
specific parametric form of the variance function is considered. Recently Dette
and Hetzler (2008) proposed a test statistic, which is based on an empirical
process of pseudo residuals. The process converges weakly to a Gaussian process
with a complicated covariance kernel depending on the data generating process.
In the present paper we consider a standardized version of this process and
propose a martingale transform to obtain asymptotically distribution free tests
for the corresponding Kolmogorov-Smirnov and Cram\'{e}r-von-Mises functionals.
The finite sample properties of the proposed tests are investigated by means of
a simulation study.Comment: 24 pages
Some asymptotic properties of the spectrum of the Jacobi ensemble
For the random eigenvalues with density corresponding to the Jacobi ensemble
a strong uniform approximation by the roots of the Jacobi polynomials is
derived if the parameters depend on and .
Roughly speaking, the eigenvalues can be uniformly approximated by roots of
Jacobi polynomials with parameters , where
the error is of order . These results are used to
investigate the asymptotic properties of the corresponding spectral
distribution if and the parameters and vary with
. We also discuss further applications in the context of multivariate random
-matrices.Comment: 20 pages, 2 figure
Moderate deviations for the eigenvalue counting function of Wigner matrices
We establish a moderate deviation principle (MDP) for the number of
eigenvalues of a Wigner matrix in an interval. The proof relies on fine
asymptotics of the variance of the eigenvalue counting function of GUE matrices
due to Gustavsson. The extension to large families of Wigner matrices is based
on the Tao and Vu Four Moment Theorem and applies localization results by
Erd\"os, Yau and Yin. Moreover we investigate families of covariance matrices
as well.Comment: 20 page
Optimal experimental designs for inverse quadratic regression models
In this paper optimal experimental designs for inverse quadratic regression
models are determined. We consider two different parameterizations of the model
and investigate local optimal designs with respect to the -, - and
-criteria, which reflect various aspects of the precision of the maximum
likelihood estimator for the parameters in inverse quadratic regression models.
In particular it is demonstrated that for a sufficiently large design space
geometric allocation rules are optimal with respect to many optimality
criteria. Moreover, in numerous cases the designs with respect to the different
criteria are supported at the same points. Finally, the efficiencies of
different optimal designs with respect to various optimality criteria are
studied, and the efficiency of some commonly used designs are investigated.Comment: 24 page
(WP 2009-01) Trust in Others: Does Religion Matter?
Though the recent literature offers intuitively appealing bases for, and evidence of a linkage among religious beliefs, religious participation and economic outcomes, evidence on a relationship between religion and trust is mixed. By allowing for an attendance effect, disaggregating Protestant denominations, and using a more extensive data set, probit models of the General Social Survey (GSS), 1975 through 2000, show that Black Protestants, Pentecostals, fundamentalist Protestants, and Catholics, trust others less than individuals who do not claim a preference for a particular denomination. For conservative denominations the effect of religion is though affiliation not attendance. In contrast, liberal Protestants trust others more and this effect is reinforced by attendance. The impact of religion on moderate Protestants is only through attendance, as frequency of attendance increases trust of others while the denomination effect is insignificant
(WP 2008-01) A Model of Religious Investment to Explain the Success of âMegachurchesâ
Despite their non-traditional approach, megachurches have grown significantly in the United States since 1980. This paper constructs a model of religious investment to examine how âseekerâ-oriented megachurches succeed in attracting and retaining new members. The model illustrates that megachurches have been able to encourage additional religious investment through group-based activities. Hence, these activities may be viewed as a subsidy for religious investment. As a result, individuals associated with megachurches increase their religious investment relative to individuals associated with non-megachurches. Data from the FACT2000 survey provide evidence that megachurches employ groups to help subsidize individualsâ religious investment, and that the resulting religious capital rises among members of megachurches relative to members of non-megachurches
God and the Global Economy: Religion and Attitudes Towards Trade and Immigration in the United States
Using the results of a national identity survey, we test the impact of religious affiliation on trade and immigration-policy preferences of US residents while controlling for individual level of skill, political ideology and other important demographic characteristics. Our results show that religion is an important determinant of international-policy preferences as individuals who are pre-Vatican II Catholic or members of a fundamentalist Protestant denomination are more likely to prefer policies that restrict imports and immigration. Religiosity, in contrast, has a separate effect of moderating attitudes towards immigration. In addition, we find evidence of denominational effects among African Americans in that members of fundamentalist denominations tend to favour policies that restrict imports while others do not, implying that statistical results commonly attributed to racial effects may actually be a religion effect
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