One-sided asymptotic inferences for a proportion.

Two-sided asymptotic confidence intervals for an unknown proportion p have been the subject of a great deal of literature. Surprisingly, there are very few papers devoted, like this article, to the case of one tail, despite its great importance in practice and the fact that its behavior is usually different from that of the case with two tails. This paper evaluates 47 methods and concludes that (1) the optimal method is the classic Wilson method with a correction for continuity and (2) a simpler option, almost as good as the first, is the new adjusted Wald method (Wald's classic method applied to the data increased in the values proposed by Borkowf: adding a single imaginary failure or success).

Library of medium-resolution Fiber Optic Echelle spectra of F, G, K, and M field dwarfs to giant stars

We present a library of Penn State Fiber Optic Echelle (FOE) observations of a sample of field stars with spectral types F to M and luminosity classes V to I. The spectral coverage is from 3800 to 10000 Å with a nominal resolving power of 12,000. These spectra include many of the spectral lines most widely used as optical and near-infrared indicators of chromospheric activity such as the Balmer lines (Hα to H epsilon), Ca II H & K, the Mg I b triplet, Na I D_1, D_2, He I D_3, and Ca II IRT lines. There are also a large number of photospheric lines, which can also be affected by chromospheric activity, and temperature-sensitive photospheric features such as TiO bands. The spectra have been compiled with the goal of providing a set of standards observed at medium resolution. We have extensively used such data for the study of active chromosphere stars by applying a spectral subtraction technique. However, the data set presented here can also be utilized in a wide variety of ways ranging from radial velocity templates to study of variable stars and stellar population synthesis. This library can also be used for spectral classification purposes and determination of atmospheric parameters (T_eff, log g, [Fe/H]). A digital version of all the fully reduced spectra is available via ftp and the World Wide Web (WWW) in FITS format.

Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes

The paper considers various extended asymmetric multivariate conditional volatility models, and derives appropriate regularity conditions and associated asymptotic theory. This enables checking of internal consistency and allows valid statistical inferences to be drawn based on empirical estimation. For this purpose, we use an underlying vector random coefficient autoregressive process, for which we show the equivalent representation for the asymmetric multivariate conditional volatility model, to derive asymptotic theory for the quasi-maximum likelihood estimator. As an extension, we develop a new multivariate asymmetric long memory volatility model, and discuss the associated asymptotic properties.