On Wald Residuals in Generalized Linear Models

A rigorous asymptotic theory for Wald residuals in generalized linear models is not yet available. The authors provide matrix formulae of order O(n(-1)), where n is the sample size, for the first two moments of these residuals. The formulae can be applied to many regression models widely used in practice. The authors suggest adjusted Wald residuals to these models with approximately zero mean and unit variance. The expressions were used to analyze a real dataset. Some simulation results indicate that the adjusted Wald residuals are better approximated by the standard normal distribution than the Wald residuals.

Regularity at infinity of real mappings and a Morse-Sard theorem

We prove a new Morse-Sard-type theorem for the asymptotic critical values of semi-algebraic mappings and a new fibration theorem at infinity for C-2 mappings. We show the equivalence of three different types of regularity conditions which have been used in the literature in order to control the asymptotic behaviour of mappings. The central role of our picture is played by the p-regularity and its bridge toward the rho-regularity which implies topological triviality at infinity.

CNO and F abundances in the globular cluster M22 (NGC 6656)

Context. Recent studies have confirmed the long standing suspicion that M 22 shares a metallicity spread and complex chemical enrichment history similar to that observed in omega Cen. M 22 is among the most massive Galactic globular clusters and its color-magnitude diagram and chemical abundances reveal the existence of sub-populations. Aims. To further constrain the chemical diversity of M 22, necessary to interpret its nucleosynthetic history, we seek to measure relative abundance ratios of key elements (carbon, nitrogen, oxygen, and fluorine) best studied, or only available, using high-resolution spectra at infrared wavelengths. Methods. High-resolution (R = 50 000) and high S/N infrared spectra were acquired of nine red giant stars with Phoenix at the Gemini-South telescope. Chemical abundances were calculated through a standard 1D local thermodynamic equilibrium analysis using Kurucz model atmospheres. Results. We derive [Fe/H] = -1.87 to -1.44, confirming at infrared wavelengths that M 22 does present a [Fe/H] spread. We also find large C and N abundance spreads, which confirm previous results in the literature but based on a smaller sample. Our results show a spread in A(C+N+O) of similar to 0.7 dex. Similar to mono-metallic globular clusters, M 22 presents a strong [Na/Fe]-[O/Fe] anticorrelation as derived from Na and CO lines in the K band. For the first time we recover F abundances in M 22 and find that it exhibits a 0.6 dex variation. We find tentative evidence for a flatter A(F)-A(O) relation compared to higher metallicity globular clusters. Conclusions. Our study confirms and expands upon the chemical diversity seen in this complex stellar system. All elements studied to date show large abundance spreads which require contributions from both massive and low mass stars.

SINGULARLY PERTURBED DISCOUNTED MARKOV CONTROL PROCESSES IN A GENERAL STATE SPACE

This paper studies the asymptotic optimality of discrete-time Markov decision processes (MDPs) with general state space and action space and having weak and strong interactions. By using a similar approach as developed by Liu, Zhang, and Yin [Appl. Math. Optim., 44 (2001), pp. 105-129], the idea in this paper is to consider an MDP with general state and action spaces and to reduce the dimension of the state space by considering an averaged model. This formulation is often described by introducing a small parameter epsilon > 0 in the definition of the transition kernel, leading to a singularly perturbed Markov model with two time scales. Our objective is twofold. First it is shown that the value function of the control problem for the perturbed system converges to the value function of a limit averaged control problem as epsilon goes to zero. In the second part of the paper, it is proved that a feedback control policy for the original control problem defined by using an optimal feedback policy for the limit problem is asymptotically optimal. Our work extends existing results of the literature in the following two directions: the underlying MDP is defined on general state and action spaces and we do not impose strong conditions on the recurrence structure of the MDP such as Doeblin's condition.

TYPE-ZERO SADDLE-NODE BIFURCATIONS AND STABILITY REGION ESTIMATION OF NONLINEAR AUTONOMOUS DYNAMICAL SYSTEMS

A complete characterization of the stability boundary of a class of nonlinear dynamical systems that admit energy functions is developed in this paper. This characterization generalizes the existing results by allowing the type-zero saddle-node nonhyperbolic equilibrium points on the stability boundary. Conceptual algorithms to obtain optimal estimates of the stability region (basin of attraction) in the form of level sets of a given family of energy functions are derived. The behavior of the stability region and the corresponding estimates are investigated for parameter variation in the neighborhood of a type-zero saddle-node bifurcation value.

Semilinear functional difference equations with infinite delay

We obtain boundedness and asymptotic behavior of solutions for semilinear functional difference equations with infinite delay. Applications to Volterra difference equations with infinite delay are shown. (C) 2011 Elsevier Ltd. All rights reserved.

The local power of the gradient test

The asymptotic expansion of the distribution of the gradient test statistic is derived for a composite hypothesis under a sequence of Pitman alternative hypotheses converging to the null hypothesis at rate n(-1/2), n being the sample size. Comparisons of the local powers of the gradient, likelihood ratio, Wald and score tests reveal no uniform superiority property. The power performance of all four criteria in one-parameter exponential family is examined.

Self-consistency in non-extensive thermodynamics of highly excited hadronic states

The self-consistency of a thermodynamical theory for hadronic systems based on the non-extensive statistics is investigated. We show that it is possible to obtain a self-consistent theory according to the asymptotic bootstrap principle if the mass spectrum and the energy density increase q-exponentially. A direct consequence is the existence of a limiting effective temperature for the hadronic system. We show that this result is in agreement with experiments. (C) 2012 Elsevier B.V. All rights reserved.

Local power and size properties of the LR, Wald, score and gradient tests in dispersion models

We derive asymptotic expansions for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of dispersion models, under a sequence of Pitman alternatives. The asymptotic distributions of these statistics are obtained for testing a subset of regression parameters and for testing the precision parameter. Based on these nonnull asymptotic expansions, the power of all four tests, which are equivalent to first order, are compared. Furthermore, in order to compare the finite-sample performance of these tests in this class of models, Monte Carlo simulations are presented. An empirical application to a real data set is considered for illustrative purposes. (C) 2012 Elsevier B.V. All rights reserved.

Bootstrap confidence intervals for industrial recurrent event data

Industrial recurrent event data where an event of interest can be observed more than once in a single sample unit are presented in several areas, such as engineering, manufacturing and industrial reliability. Such type of data provide information about the number of events, time to their occurrence and also their costs. Nelson (1995) presents a methodology to obtain asymptotic confidence intervals for the cost and the number of cumulative recurrent events. Although this is a standard procedure, it can not perform well in some situations, in particular when the sample size available is small. In this context, computer-intensive methods such as bootstrap can be used to construct confidence intervals. In this paper, we propose a technique based on the bootstrap method to have interval estimates for the cost and the number of cumulative events. One of the advantages of the proposed methodology is the possibility for its application in several areas and its easy computational implementation. In addition, it can be a better alternative than asymptotic-based methods to calculate confidence intervals, according to some Monte Carlo simulations. An example from the engineering area illustrates the methodology.

Sharp estimates for eigenvalues of integral operators generated by dot product kernels on the sphere

We obtain explicit formulas for the eigenvalues of integral operators generated by continuous dot product kernels defined on the sphere via the usual gamma function. Using them, we present both, a procedure to describe sharp bounds for the eigenvalues and their asymptotic behavior near 0. We illustrate our results with examples, among them the integral operator generated by a Gaussian kernel. Finally, we sketch complex versions of our results to cover the cases when the sphere sits in a Hermitian space.