2,256 research outputs found
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
- …