Asymptotic Skewness in Exponential Family Nonlinear Models

In this article, we give an asymptotic formula of order n(-1/2), where n is the sample size, for the skewness of the distributions of the maximum likelihood estimates of the parameters in exponencial family nonlinear models. We generalize the result by Cordeiro and Cordeiro ( 2001). The formula is given in matrix notation and is very suitable for computer implementation and to obtain closed form expressions for a great variety of models. Some special cases and two applications are discussed.

Skovgaard`s adjustment to likelihood ratio tests in exponential family nonlinear models

Likelihood ratio tests can be substantially size distorted in small- and moderate-sized samples. In this paper, we apply Skovgaard`s [Skovgaard, I.M., 2001. Likelihood asymptotics. Scandinavian journal of Statistics 28, 3-321] adjusted likelihood ratio statistic to exponential family nonlinear models. We show that the adjustment term has a simple compact form that can be easily implemented from standard statistical software. The adjusted statistic is approximately distributed as X(2) with high degree of accuracy. It is applicable in wide generality since it allows both the parameter of interest and the nuisance parameter to be vector-valued. Unlike the modified profile likelihood ratio statistic obtained from Cox and Reid [Cox, D.R., Reid, N., 1987. Parameter orthogonality and approximate conditional inference. journal of the Royal Statistical Society B49, 1-39], the adjusted statistic proposed here does not require an orthogonal parameterization. Numerical comparison of likelihood-based tests of varying dispersion favors the test we propose and a Bartlett-corrected version of the modified profile likelihood ratio test recently obtained by Cysneiros and Ferrari [Cysneiros, A.H.M.A., Ferrari, S.L.P., 2006. An improved likelihood ratio test for varying dispersion in exponential family nonlinear models. Statistics and Probability Letters 76 (3), 255-265]. (C) 2008 Elsevier B.V. All rights reserved.

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.

Picosecond Dynamics of Proton Transfer of a 7-Hydroxyflavylium Salt in Aqueous-Organic Solvent Mixtures

The intermediacy of the geminate base proton pair (A*center dot center dot center dot H(+)) in excited-state proton-transfer (ESPT) reactions (two-step mechanism) has been investigated employing the synthetic flavylium salt 7-hydroxy-4-methyl-flavylium chloride (HMF). In aqueous solution, the ESPT mechanism involves solely the excited acid AH* and base A* forms of HMF as indicated by the fluorescence spectra and double-exponential fluorescence decays (two species, two decay times). However, upon addition of either 1,4-dioxane or 1,2-propylene glycol, the decays become triple-exponential with a term consistent with the presence of the geminate base proton pair A*center dot center dot center dot H(+). The geminate pair becomes detectable because of the increase in the recombination rate constant, k(rec), of (A*center dot center dot center dot H(+)) with increasing the mole fraction of added organic cosolvent. Because the two-step ESPT mechanism splits the intrinsic prototropic reaction rates (deprotonation of AH(+)*, k(d), and recombination, k(rec) of A*center dot center dot center dot H(+)) from the diffusion controlled rates (dissociation, k(diss) and formation, k(diff)[H(+)], of A*center dot center dot center dot H+), the experimental detection of the geminate pair provides a wealth of information on the proton-transfer reaction (k(d) and k(rec)) as well as on proton diffusion/migration (k(diss) and k(diff)).

2-Aminopurine non-radiative decay and emission in aqueous solution: A theoretical study

The minimum energy path along the lowest-lying pi pi* excited state of 2-aminopurine was calculated to elucidate the mechanisms of radiationless decay and emission in water. The sequential Monte Carlo quantum mechanics approach with a multiconfigurational and perturbative description of the wave function was employed to compute the minimum, transition state, and conical intersection. It was found that the barrier in the potential energy surface to access the conical intersection funnel increases in aqueous environment, making the system prone to enlarge the emission yield. These results rationalize the observed enhancement of emission in 2-aminopurine upon increasing of the solvent polarity. (c) 2008 Elsevier B.V. All rights reserved.

Fluorescent probes with malononitrile side group in methyl methacrylate copolymers

Fluorescent probes derivated from auramine, 1-aminopyrene, and 9-aminoacridine containing a malononitrile group are copolymerized with methyl methacrylate. These new fluorescent polymeric materials are studied in solution of different solvents by steady-state and time-resolved emission techniques. Their spectroscopic properties and excited state dynamics are driven by charge transfer from the aromatic group to the electron withdrawing CN groups, and this factor is responsible for the non-exponential emission decay behavior. (c) 2008 Elsevier B.V. All rights reserved.

On the construction of explicit exponential based schemes for Stiff SDEs

Trabalho apresentado Numerical Solution of Differential and Differential-Algebraic Equations (NUMDIFF-14), Halle, 7-11 Sep 2015

Decay resistance of thermally-modified Eucalyptus grandis wood at 140 degrees C, 160 degrees C, 180 degrees C, 200 degrees C and 220 degrees C

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Selection of fungi for accelerated decay in stumps of Eucalyptus spp.

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Observation of persistent photoconductivity in vanadyl phthalocyanine

Persistent photoconductivity (PPC) in vanadyl phthalocyanine (VOPc) organic light-emitting diodes was investigated using photoconductive time response, photocurrent-voltage characteristics and charge extraction in linearly increasing voltage (CELIV) measurements. The experiments were performed in phase 1 (amorphous) and in phase 2 (crystalline) samples obtained by the physical vapour deposition (PVD) technique over ITO/glass electrodes with an Al covering electrode. The results indicated a photoconductivity with a long decay time in phase 1 VOPc described by a stretched exponential relaxation. The device showed a rectifying behaviour and the mobility of holes was measured by CELIV, following a dispersive model. In crystalline samples the PPC effect was not observed and the dominant mechanism of transport of holes was hopping in a Gaussian density of states.

The Poisson-exponential regression model under different latent activation schemes

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Exact closed-form solutions of the Dirac equation with a scalar exponential potential

The problem of a fermion subject to a general scalar potential in a two-dimensional world for nonzero eigenenergies is mapped into a Sturm-Liouville problem for the upper component of the Dirac spinor. In the specific circumstance of an exponential potential, we have an effective Morse potential which reveals itself as an essentially relativistic problem. Exact bound solutions are found in closed form for this problem. The behaviour of the upper and lower components of the Dirac spinor is discussed in detail, particularly the existence of zero modes. (c) 2005 Elsevier B.v. All rights reserved.

Describing fatigue crack growth and load ratio effects in Al 2524 T3 alloy with an enhanced exponential model

The fatigue crack behavior in metals and alloys under constant amplitude test conditions is usually described by relationships between the crack growth rate da/dN and the stress intensity factor range Delta K. In the present work, an enhanced two-parameter exponential equation of fatigue crack growth was introduced in order to describe sub-critical crack propagation behavior of Al 2524-T3 alloy, commonly used in aircraft engineering applications. It was demonstrated that besides adequately correlating the load ratio effects, the exponential model also accounts for the slight deviations from linearity shown by the experimental curves. A comparison with Elber, Kujawski and "Unified Approach" models allowed for verifying the better performance, when confronted to the other tested models, presented by the exponential model. (C) 2012 Elsevier Ltd. All rights reserved.