A Novel Nonparametric Density Estimator

We present a novel nonparametric density estimator and a new data-driven bandwidth selection method with excellent properties. The approach is in- spired by the principles of the generalized cross entropy method. The pro- posed density estimation procedure has numerous advantages over the tra- ditional kernel density estimator methods. Firstly, for the first time in the nonparametric literature, the proposed estimator allows for a genuine incor- poration of prior information in the density estimation procedure. Secondly, the approach provides the first data-driven bandwidth selection method that is guaranteed to provide a unique bandwidth for any data. Lastly, simulation examples suggest the proposed approach outperforms the current state of the art in nonparametric density estimation in terms of accuracy and reliability.

A method to lower the detection limit for optical beat signals from a frequency-dithered stabilized laser

A narrow absorption feature in an atomic or molecular gas (such as iodine or methane) is used as the frequency reference in many stabilized lasers. As part of the stabilization scheme an optical frequency dither is applied to the laser. In optical heterodyne experiments, this dither is transferred to the RF beat signal, reducing the spectral power density and hence the signal to noise ratio over that in the absence of dither. We removed the dither by mixing the raw beat signal with a dithered local oscillator signal. When the dither waveform is matched to that of the reference laser the output signal from the mixer is rendered dither free. Application of this method to a Winters iodine-stabilized helium-neon laser reduced the bandwidth of the beat signal from 6 MHz to 390 kHz, thereby lowering the detection threshold from 5 pW of laser power to 3 pW. In addition, a simple signal detection model is developed which predicts similar threshold reductions.

Analytical solution for the Mollow and Autler-Townes probe absorption spectra of a three-level atom in a squeezed vacuum

The Mellow and Autler-Townes probe absorption spectra of a three-level atom in a cascade configuration with the lower transition coherently driven and also coupled to a narrow bandwidth squeezed-vacuum field are studied. Analytical studies of the modifications caused by the finite squeezed-vacuum bandwidth to the spectra are made for the case when the Rabi frequency of the driving field is much larger than the natural linewidth. The squeezed vacuum center frequency and the driving laser frequency are assumed equal. We show that the spectral features depend on the bandwidth of a squeezed vacuum field and whether the sources of the squeezing field are degenerate (DPA) or nondegenerate (NDPA) parametric amplifiers. In a broadband or narrow bandwidth squeezed vacuum generated by a NDPA, the central component of the Mellow spectrum can be significantly narrower than that in the normal vacuum. When the source of the squeezed vacuum is a DPA, the central feature is insensitive to squeezing. The Rabi sidebands, however, can be significantly narrowed only in the squeezed vacuum produced by the DPA. The two lines of the Autler-Townes absorption spectrum can be narrowed only in a narrow bandwidth squeezed vacuum, whereas they are independent of the phase and are always broadened in a broadband squeezed vacuum.

Cost-benefit analysis of alternative forms of hedgerow intercropping in the Philippine uplands

Considerable resources have been expended promoting hedgerow intercropping with shrub legumes to farmers in the Philippine uplands. Despite the resources committed to research and extension, persistent adoption by farmers has been limited to low cost versions of the technology including natural vegetation and grass strips. In this paper, cost-benefit analysis is used to compare the economic returns from traditional open-field maize farming with returns from intercropping maize between leguminous shrub hedgerows, natural vegetation strips and grass strips. An erosion/productivity model, Soil Changes Under Agroforestry, was used to predict the effect of erosion on maize yields. Key informant surveys with experienced maize farmers were used to derive production budgets for the alternative farming methods. The economic incentives revealed by the cost-benefit analysis help to explain the adoption of maize farming methods in the Philippine uplands. Open-field farming without hedgerows has been by far the most popular method of maize production, often with two or more fields cropped in rotation. There is little persistent adoption of hedgerow intercropping with shrub legumes because sustained maize yields are not realised rapidly enough to compensate farmers for establishment and maintenance costs. Natural vegetation and grass strips are more attractive to farmers because of lower establishment costs, and provide intermediate steps to adoption. Rural finance, commodity pricing and agrarian reform policies influence the incentives for maize farmers in the Philippine uplands to adopt and maintain hedgerow intercropping.

Erosion/productivity modelling of maize farming in the Philippine uplands part III: Economic analysis of alternative farming methods

Two previous papers in this series (Nelson et al., this issue) described the use of the Agricultural Production Systems Simulator (APSIM) to simulate the effect of erosion on maize yields from open-field farming and hedgerow intercropping in the Philippine uplands. In this paper, maize yields simulated with APSIM are used to compare the economic viability of intercropping maize between leguminous shrub hedgerows with that of continuous and fallow open-field farming of maize. The analysis focuses on the economic incentives of upland farmers to adopt hedgerow intercropping, discussing farmers' planning horizons, access to credit and security of land tenure, as well as maize pricing in the Philippines. Insecure land tenure has limited the planning horizons of upland farmers, and high establishment costs reduce the economic viability of hedgerow intercropping relative to continuous and fallow open-field farming in the short term, In the long term, high discount rates and share-tenancy arrangements in which landlords do not contribute to establishment costs reduce the economic viability of hedgerow intercropping relative to fallow open-field farming, (C) 1998 Elsevier Science Ltd. All rights reserved.

Is the Australian wool futures market efficient as a predictor of spot prices?

Giles and Goss (1980) have suggested that, if a futures market provides a forward pricing function, then it is an efficient market. In this article a simple test for whether the Australian Wool Futures market is efficient is proposed. The test is based on applying cointegration techniques to test the Law of One Price over a three, six, nine, and twelve month spread of futures prices. We found that the futures market is efficient for up to a six-month spread, but no further into the future. Because futures market prices can be used to predict spot prices up to six months in advance, woolgrowers can use the futures price to assess when they market their clip, but not for longer-term production planning decisions. (C) 1999 John Wiley & Sons, Inc.