93,008 research outputs found

    Generalized Method of Moments Estimator Based On Semiparametric Quantile Regression Imputation

    Get PDF
    In this article, we consider an imputation method to handle missing response values based on semiparametric quantile regression estimation. In the proposed method, the missing response values are generated using the estimated conditional quantile regression function at given values of covariates. We adopt the generalized method of moments for estimation of parameters defined through a general estimation equation. We demonstrate that the proposed estimator, which combines both semiparametric quantile regression imputation and generalized method of moments, has competitive edge against some of the most widely used parametric and non-parametric imputation estimators. The consistency and the asymptotic normality of our estimator are established and variance estimation is provided. Results from a limited simulation study and an empirical study are presented to show the adequacy of the proposed method

    Comparison of the Geometrical Characters Inside Quark- and Gluon-jet Produced by Different Flavor Quarks

    Full text link
    The characters of the angular distributions of quark jets and gluon jets with different flavors are carefully studied after introducing the cone angle of jets. The quark jets and gluon jets are identified from the 3-jet events which are produced by Monte Carlo simulation Jetset7.4 in e+e- collisions at s\sqrt s=91.2GeV. It turns out that the ranges of angular distributions of gluon jets are obviously wider than that of quark jets at the same energies. The average cone angles of gluon jets are much larger than that of quark jets. As the multiplicity or the transverse momentum increases, the cone-angle distribution without momentum weight of both the quark jet and gluon jet all increases, i.e the positive linear correlation are present, but the cone-angle distribution with momentum weight decreases at first, then increases when n > 4 or p_t > 2 GeV. The characters of cone angular distributions of gluon jets produced by quarks with different flavors are the same, while there are obvious differences for that of the quark jets with different flavors.Comment: 13 pages, 6 figures, to be published on the International Journal of Modern Physics

    Quantum correlations in the collective spin systems

    Full text link
    Quantum and classical pairwise correlations in two typical collective spin systems (i.e., the Dicke model and the Lipkin-Meshkov-Glick model) are discussed. These correlations in the thermodynamical limit are obtained analytically and in a finite-size system are calculated numerically. Large-size scaling behavior for the quantum discord itself is observed, which has never been reported in another critical system. A logarithmic diverging behavior for the first derivative of the quantum discord is also found in both models, which might be universal in the second-order quantum phase transition. It is suggested that the pronounced maximum or minimum of first derivative of quantum discord signifies the critical point. Comparisons between the quantum discord and the scaled concurrence are performed. It is shown that the quantum discord is very small in one phase and robust in the other phase, while the scaled concurrence shows maximum at the critical point and decays rapidly when away from the the critical point.Comment: 8 pages, 4 figure

    NMR evidence of strong-correlated superconductivity in LiFeAs: tuning toward an SDW ordering

    Full text link
    In this letter, we reported the results of NMR study on LiFeAs single crystals. We find a strong evidence of the low temperature spin fluctuations; by changing sample preparation conditions, the system can be tuned toward an spin-density-wave (SDW) quantum-critical point. The detection of an interstitial Li(2) ion, possibly locating in the tetrahedral hole, suggests that the off-stoichiometry and/or lattice defect can probably account for the absence of the SDW ordering in LiFeAs. These facts show that LiFeAs is a strongly correlated system and the superconductivity is likely originated from the SDW fluctuations.Comment: 5 pages, s figure

    Gr\"obner-Shirshov bases for categories

    Full text link
    In this paper we establish Composition-Diamond lemma for small categories. We give Gr\"obner-Shirshov bases for simplicial category and cyclic category.Comment: 20 page

    Parameter estimation and model testing for Markov processes via conditional characteristic functions

    Get PDF
    Markov processes are used in a wide range of disciplines, including finance. The transition densities of these processes are often unknown. However, the conditional characteristic functions are more likely to be available, especially for L\'{e}vy-driven processes. We propose an empirical likelihood approach, for both parameter estimation and model specification testing, based on the conditional characteristic function for processes with either continuous or discontinuous sample paths. Theoretical properties of the empirical likelihood estimator for parameters and a smoothed empirical likelihood ratio test for a parametric specification of the process are provided. Simulations and empirical case studies are carried out to confirm the effectiveness of the proposed estimator and test.Comment: Published in at http://dx.doi.org/10.3150/11-BEJ400 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm
    corecore