Local power properties of some asymptotic tests in symmetric linear regression models

In this paper we obtain asymptotic expansions, up to order n(-1/2) and under a sequence of Pitman alternatives, for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of symmetric linear regression models. This is a wide class of models which encompasses the t model and several other symmetric distributions with longer-than normal tails. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters. 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) 2011 Elsevier B.V. All rights reserved.

The asymptotic near-tip solution for mode-iii crack in steady growth in power hardening media

Two local solutions, one perpendicular and one parallel to the direction of solar gravitational field, are discussed. The influence of gravity on the gas-dynamical process driven by the piston is discussed in terms of characteristic theory, and the flow field is given quantitatively. For a typical piston trajectory similar to the one for an eruptive prominence, the velocity of the shock front which locates ahead the transient front is nearly constant or slightly accelerated, and the width of the compressed flow region may be kept nearly constant or increased linearly, depending on the velocity distribution of the piston. Based on these results, the major features of the transient may be explained. Some of the fine structure of the transient is also shown, which may be compared in detail with observations.

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.

A note on the local power of the LR, Wald, score and gradient tests

This paper examines the local power of the likelihood ratio, Wald, score and gradient tests under the presence of a scalar parameter, phi say, that is orthogonal to the remaining parameters. We show that some of the coefficients that define the local powers remain unchanged regardless of whether phi is known or needs to be estimated, where as the others can be written as the sum of two terms, the first of which being the corresponding term obtained as if phi were known, and the second, an additional term yielded by the fact that phi is unknown. The contribution of each set of parameters on the local powers of the tests can then be examined. Various implications of our main result are stated and discussed. Several examples are presented for illustrative purposes

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.

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.

Dual Power Multiple Access with Multipacket Reception using Local CSI

Contention-based multiple access is a crucial component of many wireless systems. Multiple-packet reception (MPR) schemes that use interference cancellation techniques to receive and decode multiple packets that arrive simultaneously are known to be very efficient. However, the MPR schemes proposed in the literature require complex receivers capable of performing advanced signal processing over significant amounts of soft undecodable information received over multiple contention steps. In this paper, we show that local channel knowledge and elementary received signal strength measurements, which are available to many receivers today, can actively facilitate multipacket reception and even simplify the interference canceling receiver¿s design. We introduce two variants of a simple algorithm called Dual Power Multiple Access (DPMA) that use local channel knowledge to limit the receive power levels to two values that facilitate successive interference cancellation. The resulting receiver structure is markedly simpler, as it needs to process only the immediate received signal without having to store and process signals received previously. Remarkably, using a set of three feedback messages, the first variant, DPMA-Lite, achieves a stable throughput of 0.6865 packets per slot. Using four possible feedback messages, the second variant, Turbo-DPMA, achieves a stable throughput of 0.793 packets per slot, which is better than all contention algorithms known to date.

Asymptotic Bounds on the Power-Delay Tradeoff for Fading Point-to-Point Links From Geometric Bounds on the Stationary Distribution of the Queue Length

The optimal power-delay tradeoff is studied for a time-slotted independently and identically distributed fading point-to-point link, with perfect channel state information at both transmitter and receiver, and with random packet arrivals to the transmitter queue. It is assumed that the transmitter can control the number of packets served by controlling the transmit power in the slot. The optimal tradeoff between average power and average delay is analyzed for stationary and monotone transmitter policies. For such policies, an asymptotic lower bound on the minimum average delay of the packets is obtained, when average transmitter power approaches the minimum average power required for transmitter queue stability. The asymptotic lower bound on the minimum average delay is obtained from geometric upper bounds on the stationary distribution of the queue length. This approach, which uses geometric upper bounds, also leads to an intuitive explanation of the asymptotic behavior of average delay. The asymptotic lower bounds, along with previously known asymptotic upper bounds, are used to identify three new cases where the order of the asymptotic behavior differs from that obtained from a previously considered approximate model, in which the transmit power is a strictly convex function of real valued service batch size for every fade state.

Confidence intervals for half-life deviations from purchasing power parity

Existing point estimates of half-life deviations from purchasing power parity (PPP), around 3-5 years, suggest that the speed of convergence is extremely slow. This article assesses the degree of uncertainty around these point estimates by using local-to-unity asymptotic theory to construct confidence intervals that are robust to high persistence in small samples. The empirical evidence suggests that the lower bound of the confidence interval is between four and eight quarters for most currencies, which is not inconsistent with traditional price-stickiness explanations. However, the upper bounds are infinity for all currencies, so we cannot provide conclusive evidence in favor of PPP either. © 2005 American Statistical Association.