A jackknife variance estimator for self-weighted two-stage samples

Self-weighted two-stage sampling designs are popular in practice as they simplify field-work. It is common in practice to compute variance estimates only from the first sampling stage, neglecting the second stage. This omission may induce a bias in variance estimation; especially in situations where there is low variability between clusters or when sampling fractions are non-negligible. We propose a design-consistent jackknife variance estimator that takes account of all stages via deletion of clusters and observations within clusters. The proposed jackknife can be used for a wide class of point estimators. It does not need joint-inclusion probabilities and naturally includes finite population corrections. A simulation study shows that the proposed estimator can be more accurate than standard jackknifes (Rao, Wu, and Yue (1992)) for self-weighted two-stage sampling designs

Regulation mechanisms in spatial stochastic development models

The aim of this paper is to analyze different regulation mechanisms in spatial continuous stochastic development models. We describe the density behavior for models with global mortality and local establishment rates. We prove that the local self-regulation via a competition mechanism (density dependent mortality) may suppress a unbounded growth of the averaged density if the competition kernel is superstable.Comment: 19 page

The impact of leverage on stock returns in the hospitality sector: evidence from the UK

This paper examines the relation between capital structure and abnormal returns for the UK hospitality sector by using an investment strategy based on hospitality firms’ capital structure. We find that abnormal returns are higher, 0.53 percent per annum, for medium leverage hospitality firms, and it can be increased up to 0.91 percent by investing in medium leverage and low price-to-book value firms. The findings raise an important issue for the hospitality sector as the firms in this sector are continually aiming to raise external finance to fund expansion. This is a unique situation when compared to other sectors in the economy whereby investors earn higher abnormal returns when investing in low levered firms (Muradoglu and Sivaprasad, 2012a)

Empirical likelihood confidence intervals for complex sampling designs

We define an empirical likelihood approach which gives consistent design-based confidence intervals which can be calculated without the need of variance estimates, design effects, resampling, joint inclusion probabilities and linearization, even when the point estimator is not linear. It can be used to construct confidence intervals for a large class of sampling designs and estimators which are solutions of estimating equations. It can be used for means, regressions coefficients, quantiles, totals or counts even when the population size is unknown. It can be used with large sampling fractions and naturally includes calibration constraints. It can be viewed as an extension of the empirical likelihood approach to complex survey data. This approach is computationally simpler than the pseudoempirical likelihood and the bootstrap approaches. The simulation study shows that the confidence interval proposed may give better coverages than the confidence intervals based on linearization, bootstrap and pseudoempirical likelihood. Our simulation study shows that, under complex sampling designs, standard confidence intervals based on normality may have poor coverages, because point estimators may not follow a normal sampling distribution and their variance estimators may be biased.<br/

Del Pezzo surfaces of degree 1 and jacobians

We construct absolutely simple jacobians of non-hyperelliptic genus 4 curves, using Del Pezzo surfaces of degree 1. This paper is a natural continuation of author's paper math.AG/0405156.Comment: 24 page

Numerical simulation of liquid sloshing in LNG tanks using a compressible two-fluid flow model

In this investigation the Reynolds-Averaged Navier-Stokes (RANS) equations are modified to account for variable density and viscosity of the two-fluids flow (i.e. water-air), assuming both fluids compressible. By introducing a preconditioner, the governing equations in terms of primitive variables are solved for both fluids in a unified manner. The non-conservative implicit Split Coefficient Matrix Method (SCMM) is modified to approximate convective flux vectors in the dual time formulation. The free surface waves inside the tank, due to sloshing, are implicitly captured by using a level set approach. The method is illustrated through applications to rectangular and chamfered tanks subject to sway or roll motions at different filling levels and excitation conditions (i.e. amplitude and frequency of oscillation). Comparisons are made between calculated and experimental pressures, where available

A Simple But Effective Evolutionary Algorithm for Complicated Optimization Problems

A simple but effective evolutionary algorithm is proposed in this paper for solving complicated optimization problems. The new algorithm presents two hybridization operations incorporated with the conventional genetic algorithm. It takes only 4.1% ~ 4.7% number of function evaluations required by the conventional genetic algorithm to obtain global optima for the benchmark functions tested. Application example is also provided to demonstrate its effectiveness.Singapore-MIT Alliance (SMA

Free probability and quantum electrodynamics

The stochastic limit of a free particle coupled to the quantum electromagnetic field without dipole approximation leads to many new features such as: interacting Fock space, Hilbert module commutation relations, disappearance of the crossing diagrams, etc. In the present paper we begin to study how the situation is modified if a free particle is replaced by a particle in a potential which is the Fourier transform of a bounded measure. We prove that the stochastic limit procedure converges and that the overall picture is similar to the free case with the important difference that the structure of the limit Hilbert module is strongly dependent on the wave operator of the particle

Pinning down the kaon form factors in K^+ -> mu^+ nu_mu gamma decay

We find that the normal muon polarization in the decay K->mu nu_mu gamma is very sensitive to the values of the kaon vector F_V and axial-vector F_A form factors. It is shown that the ongoing KEK-E246 experiment can definitely determine the signs of the sum of the form factors if their difference is fixed from other considerations. This method can also verify the form factor values and signs obtained from the K^+ -> l^+ nu_l e^+ e^- decays. A new experiment with sensitivity to the normal and transverse muon polarizations of about 10^-4 will provide a unique possibility to determine the F_V and F_A values with a few percent accuracy.Comment: revtex, 5 pages, 2 figures. Minor corrections made for the journal version of the pape