Inference Under Convex Cone Alternatives for Correlated Data

In this research, inferential theory for hypothesis testing under general convex cone alternatives for correlated data is developed. While there exists extensive theory for hypothesis testing under smooth cone alternatives with independent observations, extension to correlated data under general convex cone alternatives remains an open problem. This long-pending problem is addressed by (1) establishing that a "generalized quasi-score" statistic is asymptotically equivalent to the squared length of the projection of the standard Gaussian vector onto the convex cone and (2) showing that the asymptotic null distribution of the test statistic is a weighted chi-squared distribution, where the weights are "mixed volumes" of the convex cone and its polar cone. Explicit expressions for these weights are derived using the volume-of-tube formula around a convex manifold in the unit sphere. Furthermore, an asymptotic lower bound is constructed for the power of the generalized quasi-score test under a sequence of local alternatives in the convex cone. Applications to testing under order restricted alternatives for correlated data are illustrated.Comment: 31 page

Discrete systems related to some equations of the Painlev\'e-Gambier classification

We derive integrable discrete systems which are contiguity relations of two equations in the Painlev\'e-Gambier classification depending on some parameter. These studies extend earlier work where the contiguity relations for the six transcendental Painlev\'e equations were obtained. In the case of the Gambier equation we give the contiguity relations for both the continuous and the discrete system.Comment: 10 page

Discrete and Continuous Linearizable Equations

We study the projective systems in both continuous and discrete settings. These systems are linearizable by construction and thus, obviously, integrable. We show that in the continuous case it is possible to eliminate all variables but one and reduce the system to a single differential equation. This equation is of the form of those singled-out by Painlev\'e in his quest for integrable forms. In the discrete case, we extend previous results of ours showing that, again by elimination of variables, the general projective system can be written as a mapping for a single variable. We show that this mapping is a member of the family of multilinear systems (which is not integrable in general). The continuous limit of multilinear mappings is also discussed.Comment: Plain Tex file, 14 pages, no figur

Again, Linearizable Mappings

We examine a family of 3-point mappings that include mappings solvable through linearization. The different origins of mappings of this type are examined: projective equations and Gambier systems. The integrable cases are obtained through the application of the singularity confinement criterion and are explicitly integrated.Comment: 14 pages, no figures, to be published in Physica

On large-sample estimation and testing via quadratic inference functions for correlated data

Hansen (1982) proposed a class of "generalized method of moments" (GMMs) for estimating a vector of regression parameters from a set of score functions. Hansen established that, under certain regularity conditions, the estimator based on the GMMs is consistent, asymptotically normal and asymptotically efficient. In the generalized estimating equation framework, extending the principle of the GMMs to implicitly estimate the underlying correlation structure leads to a "quadratic inference function" (QIF) for the analysis of correlated data. The main objectives of this research are to (1) formulate an appropriate estimated covariance matrix for the set of extended score functions defining the inference functions; (2) develop a unified large-sample theoretical framework for the QIF; (3) derive a generalization of the QIF test statistic for a general linear hypothesis problem involving correlated data while establishing the asymptotic distribution of the test statistic under the null and local alternative hypotheses; (4) propose an iteratively reweighted generalized least squares algorithm for inference in the QIF framework; and (5) investigate the effect of basis matrices, defining the set of extended score functions, on the size and power of the QIF test through Monte Carlo simulated experiments.Comment: 32 pages, 2 figure

The Gambier Mapping, Revisited

We examine critically the Gambier equation and show that it is the generic linearisable equation containing, as reductions, all the second-order equations which are integrable through linearisation. We then introduce the general discrete form of this equation, the Gambier mapping, and present conditions for its integrability. Finally, we obtain the reductions of the Gambier mapping, identify their integrable forms and compute their continuous limits.Comment: 11 pages, no figures, to be published in Physica