A consistent test of significance

This paper presents a test of significance consistent under nonparametric alternatives. Under the null hypothesis, a regressor has no effect on the regression model. Our statistic does not require to estimate the model on the alternative hypothesis, which is left unspecified. Hence, no smoothing techniques are required. The statistic is a weighted empirical process which resembles the Cram~r-von Mises. The asymptotic test is consistent under Pitman's alternatives converging to the null at arate n-1/2. A Monte-Cario experiment illustrates the performance ofthe test in small samples. We also inelude two applications involving biomedical and acid rain data

Solving multi-objective hub location problems by hybrid algorithms

In many logistic, telecommunications and computer networks, direct routing of commodities between any origin and destination is not viable due to economic and technolog- ical constraints. In that cases, a network with centralized units, known as hub facilities, and a small number of links is commonly used to connect any origin-destination pair. The purpose of these hub facilities is to consolidate, sort and transship e ciently any commodity in the network. Hub location problems (HLPs) consider the design of these networks by locating a set of hub facilities, establishing an interhub subnet, and routing the commodities through the network while optimizing some objective(s) based on the cost or service. Hub location has evolved into a rich research area, where a huge number of papers have been published since the seminal work of O'Kelly [1]. Early works were focused on analogue facility location problems, considering some assumptions to simplify network design. Recent works [2] have studied more complex models that relax some of these assumptions and in- corporate additional real-life features. In most HLPs considered in the literature, the input parameters are assumed to be known and deterministic. However, in practice, this assumption is unrealistic since there is a high uncertainty on relevant parameters, such as costs, demands or even distances. In this work, we will study the multi-objective hub location problems with uncertainty.Universidad de Málaga. Campus de Excelencia Internacional Andalucía Tec

Attractions between charged colloids at water interfaces

The effective potential between charged colloids trapped at water interfaces is analyzed. It consists of a repulsive electrostatic and an attractive capillary part which asymptotically both show dipole--like behavior. For sufficiently large colloid charges, the capillary attraction dominates at large separations. The total effective potential exhibits a minimum at intermediate separations if the Debye screening length of water and the colloid radius are of comparable size.Comment: 8 pages, 1 figure, revised version (one paragraph added) accepted in JPC

Solving Multi-Objective Hub Location Problems with Robustness

Hub location problems (HLP) are considered in many logistic, telecommunications, and computer problems, where the design of these networks are optimized based on some objective(s) related to the cost or service. In those cases, direct routing between any origin and destination is not viable due to economic or technological constraints. From the seminal work of O'Kelly~\cite{OKelly86}, a huge number of works have been published in the literature. Early contributions were focused on analogue facility location problems, considering some assumptions to simplify the network design. Recent works have studied more complex models by incorporating additional real-life features and relaxing some assumptions, although the input parameters are still assumed to be known in most of the HLPs considered in the literature. This assumption is unrealistic in practice, since there is a high uncertainty on relevant parameters of real problems, such as costs, demands, or even distances. Consequently, a decision maker usually prefer several solutions with a low uncertainty in their objectives functions instead of the optimum solution of an assumed deterministic objective function. In this work we use a three-objective Integer Linear Programming model of the p-hub location problem where the average transportation cost, its variance, and the processing time in the hubs are minimized. The number of variables is $O(n^4)$ where $n$ is the number of nodes of the graph. ILP solvers can only solve small instances of the problems and we propose in this work the use of a recent hybrid algorithm combining a heuristic and exact methods: Construct, Merge, Solve, and AdaptUniversidad de Málaga. Campus de Excelencia Internacional Andalucía Tech

A consistent specification test for models defined by conditional moment restrictions

This article addresses statistical inference in models defined by conditional moment restrictions. Our motivation comes from two observations. First, generalized method of moments, which is the most popular methodology for statistical inference for these models, provides a unified methodology for statistical inference, but it yields inconsistent statistical procedures. Second, consistent specification testing for these models has abandoned a unified approach by regarding as unrelated parameter estimation and model checking. In this article, we provide a consistent specification test, which allows us to propose a simple unified methodology that yields consistent statistical procedures. Although the test enjoys optimality properties, the asymptotic distribution of the considered test statistic depends on the specific data generating process. Therefore, standard asymptotic inference procedures are not feasible. Nevertheless, we show that a simple original wild bootstrap procedure properly estimates the asymptotic null distribution of the test statistic

Consistent tests of conditional moment restrictions

We propose two classes of consistent tests in parametric econometric models defined through multiple conditional moment restrictions. The first type of tests relies on nonparametric estimation, while the second relies on a functional of a marked empirical process. For both tests, a simulation procedure for obtaining critical values is shown to be asymptotically valid. Finite sample performances of the tests are investigated by means of several Monte-Carlo experiments.Publicad