A Generalized Jarque-Bera Test of Conditional Normality

We consider testing normality in a general class of models that admits nonlinear conditional mean and conditional variance functions. We derive the asymptotic distribution of the skewness and kurtosis coefficients of the model’s standardized residuals and propose an asymptotic x2 test of normality. This test simplifies to the Jarque-Bera test only when: (i) the conditional mean function contains an intercept term but does not depend on past errors, and (ii) the errors are conditionally homoskedastic. Beyond this context, it is shown that the Jarque-Bera test has size distortion but the proposed test does not.conditional heteroskedsaticity, conditional normality, Jarque-Bera test

Quench Dynamics of Topological Maximally-Entangled States

We investigate the quench dynamics of the one-particle entanglement spectra (OPES) for systems with topologically nontrivial phases. By using dimerized chains as an example, it is demonstrated that the evolution of OPES for the quenched bi-partite systems is governed by an effective Hamiltonian which is characterized by a pseudo spin in a time-dependent pseudo magnetic field $\vec{S}(k,t)$. The existence and evolution of the topological maximally-entangled edge states are determined by the winding number of $\vec{S}(k,t)$ in the $k$-space. In particular, the maximally-entangled edge states survive only if nontrivial Berry phases are induced by the winding of $\vec{S}(k,t)$. In the infinite time limit the equilibrium OPES can be determined by an effective time-independent pseudo magnetic field \vec{S}_{\mb{eff}}(k). Furthermore, when maximally-entangled edge states are unstable, they are destroyed by quasiparticles within a characteristic timescale in proportional to the system size.Comment: 5 pages, 3 figure

Causality in Quantiles and Dynamic Stock Return-Volume Relations

This paper investigates the causal relations between stock return and volume based on quantile regressions. We first define Granger non-causality in all quantiles and propose testing non-causality by a sup-Wald test. Such a test is consistent against any deviation from non-causality in distribution, as opposed to the existing tests that check only noncausality in certain moment. This test is readily extended to test non-causality in different quantile ranges, and the testing results enable us to identify the quantile range for which causality is relevant. In the empirical studies of 3 major stock market indices, we find that, while the conventional test suggests no causality in mean, there are strong evidences that lagged volume Granger causes return in all but some middle quantiles. In particular, the causal effects have opposite signs at lower and upper quantiles and are stronger at more extreme quantiles. These relations form (symmetric) V shapes across quantiles. They also show that the dispersion of the return distribution increases with volume so that volume has a positive effect on return volatility. It is also shown that the quantile causal effects of lagged return on volume are mainly negative.Granger non-causality in quantiles, quantile causal effect, quantile regression, return-volume relation, sup-Wald test

Edge State, Entanglement Entropy Spectra and Critical Hopping Coupling of Anisotropic Honeycomb Lattice

For a bipartite honeycomb lattice, we show that the Berry phase depends not only on the shape of the system but also on the hopping couplings. Using the entanglement entropy spectra obtained by diagonalizing the block Green's function matrices, the maximal entangled state with the eigenvalue $\lambda_m=1/2$ of the reduced density matrix is shown to have one-to-one correspondence to the zero energy states of the lattice with open boundaries, which depends on the Berry phase. For the systems with finite bearded edges along $x$-direction we find critical hopping couplings: the maximal entangled states (zero-energy states) appear pair by pair if one increases the hopping coupling $h$ over the critical couplings $h_c$s.Comment: 4 pages, 4 figure

Predictors of psychiatric readmissions in the short- and long-term: a population-based study in taiwan

OBJECTIVES: To explore the risks and rates of readmission and their predictors 14 days, one year, and five years after discharge for the psychiatric population in Taiwan. METHODS: This was a prospective study based on claims from 44,237 first-time hospitalized psychiatric patients discharged in 2000, who were followed for up to five years after discharge. The cumulative incidence and incidence density of readmission were calculated for various follow-up periods after discharge, and Cox proportional hazard models were generated to identify the significant predictors for psychiatric readmission. RESULTS: The less than 14-day, one-year, and five-year cumulative incidences were estimated at 6.1%, 22.3%, and 37.8%, respectively. The corresponding figures for incidence density were 4.58, 1.04, and 0.69 per 1,000 person-days, respectively. Certain factors were significantly associated with increased risk of readmission irrespective of the length of follow-up, including male gender, length of hospital stay >15 days, economic poverty, a leading discharge diagnosis of schizophrenia/affective disorders, and residence in less-urbanized regions. Compared to children/adolescents, young adults (20-39 years) were significantly associated with increased risks of <one-year and <five-year readmissions, but not <14-day readmission. Additionally, hospital characteristics were significantly associated with increased risk of <14-day and <one-year readmission, but not with risk of <five-year readmission. CONCLUSIONS: This study found that the significant predictors for psychiatric readmission 14 days to five years after discharge were essentially the same except for patient's age and hospital accreditation level. This study also highlighted the importance of socioeconomic factors in the prediction of readmission

NERVE CONDUCTION VELOCITY INVESTIGATION IN ATHLETES WITH TRAINED LOWER EXTRAMITY FOR WELL·CONTROLLlNG MOVEMENT

Reaction, coordination and speed ability are essential for success in a variety of sports. Nerve conduction velocity (NCV) is related to all of these abilities. Previous studies had investigated power and endurance type athletes, but there is less research in athletes who are skilled in coordinated lower extremity movements requiring more neural adaptation for nerve conduction velocity after specific exercise training. The purpose of this study is to investigate nerve conduction velocity of soccer, sanshou players and untrained subjects. Results show that NCV was significantly different among the 3 groups (p < .05) for the femoral and tibal nerves. For both femoral and tibial nerve.§, results showed that the soccer players had significantly faster NCV than the other groups (p < .05). According to the results, faster NCV adaptation from long term training in soccer players may be relate to their movement requirement of changing their movement direction quickly and skillfully

A smart itsy bitsy spider for the Web

Artificial Intelligence Lab, Department of MIS, University of ArizonaAs part of the ongoing Illinois Digital Library Initiative project, this research proposes an intelligent agent approach to Web searching. In this experiment, we developed two Web personal spiders based on best first search and genetic algorithm techniques, respectively. These personal spiders can dynamically take a userâ s selected starting homepages and search for the most closely related homepages in the Web, based on the links and keyword indexing. A graphical, dynamic, Java-based interface was developed and is available for Web access. A system architecture for implementing such an agent-based spider is presented, followed by detailed discussions of benchmark testing and user evaluation results. In benchmark testing, although the genetic algorithm spider did not outperform the best first search spider, we found both results to be comparable and complementary. In user evaluation, the genetic algorithm spider obtained significantly higher recall value than that of the best first search spider. However, their precision values were not statistically different. The mutation process introduced in genetic algorithm allows users to find other potential relevant homepages that cannot be explored via a conventional local search process. In addition, we found the Java-based interface to be a necessary component for design of a truly interactive and dynamic Web agent