Local power of some tests in exponential family nonlinear models

In this paper we obtain asymptotic expansions up to order n(-1/2) for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in exponential family nonlinear models (Cordeiro and Paula, 1989), under a sequence of Pitman alternatives. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters and for testing the dispersion parameter, thus generalising the results given in Cordeiro et al. (1994) and Ferrari et al. (1997). We also present Monte Carlo simulations in order to compare the finite-sample performance of these tests. (C) 2010 Elsevier B.V. All rights reserved.

Size and power properties of some tests in the Birnbaum-Saunders regression model

The Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this paper we obtain asymptotic expansions, up to order n(-1/2) and under a sequence of Pitman alternatives, for the non-null distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the Birnbaum-Saunders regression model. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters and for testing the shape parameter. Monte Carlo simulation is presented in order to compare the finite-sample performance of these tests. We also present two empirical applications. (C) 2010 Elsevier B.V. All rights reserved.

Clustering and diffusion in a symplectic map lattice with non-local coupling

We study a symplectic chain with a non-local form of coupling by means of a standard map lattice where the interaction strength decreases with the lattice distance as a power-law, in Such a way that one can pass continuously from a local (nearest-neighbor) to a global (mean-field) type of coupling. We investigate the formation of map clusters, or spatially coherent structures generated by the system dynamics. Such clusters are found to be related to stickiness of chaotic phase-space trajectories near periodic island remnants, and also to the behavior of the diffusion coefficient. An approximate two-dimensional map is derived to explain some of the features of this connection. (C) 2008 Elsevier Ltd. All rights reserved.

Energy of bond defects in quantum spin chains obtained from local approximations and from exact diagonalization

We study the influence of ferromagnetic and antiferromagnetic bond defects on the ground-state energy of antiferromagnetic spin chains. In the absence of translational invariance, the energy spectrum of the full Hamiltonian is obtained numerically, by an iterative modi. cation of the power algorithm. In parallel, approximate analytical energies are obtained from a local-bond approximation, proposed here. This approximation results in significant improvement upon the mean-field approximation, at negligible extra computational effort. (C) 2008 Published by Elsevier B.V.