Transformation kernel density estimation of actuarial loss functions

[cat] Es presenta un estimador nucli transformat que és adequat per a distribucions de cua pesada. Utilitzant una transformació basada en la distribució de probabilitat Beta l’elecció del paràmetre de finestra és molt directa. Es presenta una aplicació a dades d’assegurances i es mostra com calcular el Valor en Risc.

Assessing the assignation of public subsidies: Do the experts choose the most efficient R and D projects?

[spa] La implementación de un programa de subvenciones públicas a proyectos empresariales de I+D comporta establecer un sistema de selección de proyectos. Esta selección se enfrenta a problemas relevantes, como son la medición del posible rendimiento de los proyectos de I+D y la optimización del proceso de selección entre proyectos con múltiples y a veces incomparables medidas de resultados. Las agencias públicas utilizan mayoritariamente el método peer review que, aunque presenta ventajas, no está exento de críticas. En cambio, las empresas privadas con el objetivo de optimizar su inversión en I+D utilizan métodos más cuantitativos, como el Data Envelopment Análisis (DEA). En este trabajo se compara la actuación de los evaluadores de una agencia pública (peer review) con una metodología alternativa de selección de proyectos como es el DEA.

Assessing the assignation of public subsidies: Do the experts choose the most efficient R and D projects?

[spa] La implementación de un programa de subvenciones públicas a proyectos empresariales de I+D comporta establecer un sistema de selección de proyectos. Esta selección se enfrenta a problemas relevantes, como son la medición del posible rendimiento de los proyectos de I+D y la optimización del proceso de selección entre proyectos con múltiples y a veces incomparables medidas de resultados. Las agencias públicas utilizan mayoritariamente el método peer review que, aunque presenta ventajas, no está exento de críticas. En cambio, las empresas privadas con el objetivo de optimizar su inversión en I+D utilizan métodos más cuantitativos, como el Data Envelopment Análisis (DEA). En este trabajo se compara la actuación de los evaluadores de una agencia pública (peer review) con una metodología alternativa de selección de proyectos como es el DEA.

Efficient energy transfer from Si clusters to Er3+ in complex silicate glasses

We present an extensive study of the structural and optical emission properties in aluminum silicates and soda-lime silicates codoped with Si nanoclusters (Si-nc) and Er. Si excess of 5 and 15¿at.¿% and Er concentrations ranging from 2×1019 up to 6×1020¿cm¿3 were introduced by ion implantation. Thermal treatments at different temperatures were carried out before and after Er implantation. Structural characterization of the resulting structures was performed to obtain the layer composition and the size distribution of Si clusters. A comprehensive study has been carried out of the light emission as a function of the matrix characteristics, Si and Er contents, excitation wavelength, and power. Er emission at 1540¿nm has been detected in all coimplanted glasses, with similar intensities. We estimated lifetimes ranging from 2.5¿to¿12¿ms (depending on the Er dose and Si excess) and an effective excitation cross section of about 1×10¿17¿cm2 at low fluxes that decreases at high pump power. By quantifying the amount of Er ions excited through Si-nc we find a fraction of 10% of the total Er concentration. Upconversion coefficients of about 3×10¿18¿cm¿3¿s¿1 have been found for soda-lime glasses and one order of magnitude lower in aluminum silicates.

Transformation kernel density estimation of actuarial loss functions

[cat] Es presenta un estimador nucli transformat que és adequat per a distribucions de cua pesada. Utilitzant una transformació basada en la distribució de probabilitat Beta l’elecció del paràmetre de finestra és molt directa. Es presenta una aplicació a dades d’assegurances i es mostra com calcular el Valor en Risc.

Assessing the assignation of public subsidies: Do the experts choose the most efficient R and D projects?

[spa] La implementación de un programa de subvenciones públicas a proyectos empresariales de I+D comporta establecer un sistema de selección de proyectos. Esta selección se enfrenta a problemas relevantes, como son la medición del posible rendimiento de los proyectos de I+D y la optimización del proceso de selección entre proyectos con múltiples y a veces incomparables medidas de resultados. Las agencias públicas utilizan mayoritariamente el método peer review que, aunque presenta ventajas, no está exento de críticas. En cambio, las empresas privadas con el objetivo de optimizar su inversión en I+D utilizan métodos más cuantitativos, como el Data Envelopment Análisis (DEA). En este trabajo se compara la actuación de los evaluadores de una agencia pública (peer review) con una metodología alternativa de selección de proyectos como es el DEA.

Linear least squares estimation of the first order moving average parameter

We propose an iterative procedure to minimize the sum of squares function which avoids the nonlinear nature of estimating the first order moving average parameter and provides a closed form of the estimator. The asymptotic properties of the method are discussed and the consistency of the linear least squares estimator is proved for the invertible case. We perform various Monte Carlo experiments in order to compare the sample properties of the linear least squares estimator with its nonlinear counterpart for the conditional and unconditional cases. Some examples are also discussed

Optimal estimation of two-qubit pure-state entanglement

We present optimal measuring strategies for an estimation of the entanglement of unknown two-qubit pure states and of the degree of mixing of unknown single-qubit mixed states, of which N identical copies are available. The most general measuring strategies are considered in both situations, to conclude in the first case that a local, although collective, measurement suffices to estimate entanglement, a nonlocal property, optimally.

Estimation of temperature effects on fission barriers

An accurate mass formula at finite temperature has been used to obtain a more precise estimation of temperature effects on fission barriers calculated within the liquid drop model.

Estimation of the parameters of the gravitational-wage signal of a coalescing binary system

The statistical theory of signal detection and the estimation of its parameters are reviewed and applied to the case of detection of the gravitational-wave signal from a coalescing binary by a laser interferometer. The correlation integral and the covariance matrix for all possible static configurations are investigated numerically. Approximate analytic formulas are derived for the case of narrow band sensitivity configuration of the detector.

Critical clusters and efficient dynamics for frustrated spin models

A general method to find, in a systematic way, efficient Monte Carlo cluster dynamics among the avast class of dynamics introduced by Kandel et al. [Phys. Rev. Lett. 65, 941 (1990)] is proposed. The method is successfully applied to a class of frustrated two-dimensional Ising systems. In the case of the fully frustrated model, we also find the intriguing result that critical clusters consist of self-avoiding walk at the theta point.

Linear least squares estimation of the first order moving average parameter

We propose an iterative procedure to minimize the sum of squares function which avoids the nonlinear nature of estimating the first order moving average parameter and provides a closed form of the estimator. The asymptotic properties of the method are discussed and the consistency of the linear least squares estimator is proved for the invertible case. We perform various Monte Carlo experiments in order to compare the sample properties of the linear least squares estimator with its nonlinear counterpart for the conditional and unconditional cases. Some examples are also discussed

Whole-rat protein content estimation: applicability of the Nx6.25 factor

The amino acid composition of the protein from three strains of rat (Wistar, Zucker lean and Zucker obese), subjected to reference and high-fat diets has been used to determine the mean empirical formula, molecular weight and N content of whole-rat protein. The combined whole protein of the rat was uniform for the six experimental groups, containing an estimate of 17.3% N and a mean aminoacyl residue molecular weight of 103.7. This suggests that the appropriate protein factor for the calculation of rat protein from its N content should be 5.77 instead of the classical 6.25. In addition, an estimate of the size of the non-protein N mass in the whole rat gave a figure in the range of 5.5 % of all N. The combination of the two calculations gives a protein factor of 5.5 for the conversion of total N into rat protein.

Lag-one autocorrelation in short series: Estimation and hypothesis testing

In the first part of the study, nine estimators of the first-order autoregressive parameter are reviewed and a new estimator is proposed. The relationships and discrepancies between the estimators are discussed in order to achieve a clear differentiation. In the second part of the study, the precision in the estimation of autocorrelation is studied. The performance of the ten lag-one autocorrelation estimators is compared in terms of Mean Square Error (combining bias and variance) using data series generated by Monte Carlo simulation. The results show that there is not a single optimal estimator for all conditions, suggesting that the estimator ought to be chosen according to sample size and to the information available of the possible direction of the serial dependence. Additionally, the probability of labelling an actually existing autocorrelation as statistically significant is explored using Monte Carlo sampling. The power estimates obtained are quite similar among the tests associated with the different estimators. These estimates evidence the small probability of detecting autocorrelation in series with less than 20 measurement times.