Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics

The technique of Monte Carlo (MC) tests [Dwass (1957), Barnard (1963)] provides an attractive method of building exact tests from statistics whose finite sample distribution is intractable but can be simulated (provided it does not involve nuisance parameters). We extend this method in two ways: first, by allowing for MC tests based on exchangeable possibly discrete test statistics; second, by generalizing the method to statistics whose null distributions involve nuisance parameters (maximized MC tests, MMC). Simplified asymptotically justified versions of the MMC method are also proposed and it is shown that they provide a simple way of improving standard asymptotics and dealing with nonstandard asymptotics (e.g., unit root asymptotics). Parametric bootstrap tests may be interpreted as a simplified version of the MMC method (without the general validity properties of the latter).

Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing

Statistical tests in vector autoregressive (VAR) models are typically based on large-sample approximations, involving the use of asymptotic distributions or bootstrap techniques. After documenting that such methods can be very misleading even with fairly large samples, especially when the number of lags or the number of equations is not small, we propose a general simulation-based technique that allows one to control completely the level of tests in parametric VAR models. In particular, we show that maximized Monte Carlo tests [Dufour (2002)] can provide provably exact tests for such models, whether they are stationary or integrated. Applications to order selection and causality testing are considered as special cases. The technique developed is applied to quarterly and monthly VAR models of the U.S. economy, comprising income, money, interest rates and prices, over the period 1965-1996.

Heterotachy and long-branch attraction in phylogenetics

Affiliation: Département de Biochimie, Faculté de médecine, Université de Montréal

A Semi-Parametric Factor Model for Interest Rates.

Understanding the dynamics of interest rates and the term structure has important implications for issues as diverse as real economic activity, monetary policy, pricing of interest rate derivative securities and public debt financing. Our paper follows a longstanding tradition of using factor models of interest rates but proposes a semi-parametric procedure to model interest rates.

Extension of Wu-Peters bounds to Catmull-Clark and 4-8 subdivision

La méthode de subdivision Catmull-Clark ainsi que la méthode de subdivision Loop sont des normes industrielle de facto. D'autre part, la méthode de subdivision 4-8 est bien adaptée à la subdivision adaptative, parce que cette méthode augmente le nombre de faces ou de sommets par seulement un facteur de 2 à chaque raffinement. Cela promet d'être plus pratique pour atteindre un niveau donné de précision. Dans ce mémoire, nous présenterons une méthode permettant de paramétrer des surfaces de subdivision de la méthode Catmull-Clark et de la méthode 4-8. Par conséquent, de nombreux algorithmes mis au point pour des surfaces paramétriques pourrant être appliqués aux surfaces de subdivision Catmull-Clark et aux surfaces de subdivision 4-8. En particulier, nous pouvons calculer des bornes garanties et réalistes sur les patches, un peu comme les bornes correspondantes données par Wu-Peters pour la méthode de subdivision Loop.

Efficient estimation using the characteristic function : theory and applications with high frequency data

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Actuarial applications of multivariate phase-type distributions : model calibration and credibility

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Developmental trajectories of marijuana use and psychological distress : exploring the co-occurrence of these phenomena in early adolescence

Le début de l’adolescence est une période de changements rapides où la détresse psychologique et l’expérimentation de la marijuana sont choses fréquentes. Certaines études longitudinales ont démontré que ces deux phénomènes ont tendance à se manifester conjointement tandis que d’autres n’ont pu observer de tel lien. Ces résultats divergents suggèrent que plusieurs questions persistent concernant la nature de cette relation. Cette thèse a pour objectif d’explorer la consommation de marijuana et la détresse psychologique en début d’adolescence afin de mieux saisir les changements à travers le temps, ainsi que d’examiner si ces deux problématiques évoluent conjointement et s’influencent réciproquement. Un échantillon de 448 adolescents garçons et filles fréquentant deux écoles secondaires de Montréal, ont été suivi de secondaire I à secondaire III. De 1999 à 2001, les participants ont complété un questionnaire à chaque année de l’étude incluant des mesures portant sur la consommation de marijuana et la détresse psychologique (IDPESQ-14). Un modèle de mixture semi-paramétrique (Nagin, 2005) a été utilisé afin d’identifier les trajectoires développementales de la consommation de marijuana et de détresse psychologique. Des analyses ont également été effectuées afin d’établir les liens d’appartenance entre chacune des trajectoires de consommation identifiées et la détresse psychologique lors de la première année de l`étude, ainsi qu’entre chacune des trajectoires de détresse psychologique et la consommation de marijuana en première année du secondaire. Finalement, des analyses de trajectoires jointes ont été effectuées afin de déterminer l’interrelation entre la consommation de marijuana et la détresse psychologique. Les résultats de notre étude suggèrent qu’il existe une grande hétérogénéité au niveau de la consommation de marijuana et la détresse psychologique. Trois trajectoires développementales ont été identifiées pour la consommation de marijuana: consommation légère, consommation grandissante et consommation élevée et stable. Trois trajectoires ont également été observées pour la détresse psychologique : basse, moyenne et élevée. Nos résultats démontrent la présence d’un lien entre la détresse psychologique rapportée lors de la première année de l’étude et les trajectoires de consommation problématiques. Ce lien a également été observé entre la consommation de marijuana rapportée lors de première année de l’étude et les trajectoires problématiques de détresse psychologique. Les analyses de trajectoires jointes démontrent la présence d’une concordance entre la consommation de marijuana et la détresse psychologique. Cette interrelation est toutefois complexe puisque les trajectoires de détresse psychologique élevée sont associées à un niveau de consommation de marijuana plus problématique mais l’inverse de cette association est moins probable. Notre étude met en lumière la nature asymétrique de la concordance entre la consommation de marijuana et la détresse psychologique.

Essays in partial identification and applications to treatment effects and policy evaluation.

Dans cette thèse, je me suis interessé à l’identification partielle des effets de traitements dans différents modèles de choix discrets avec traitements endogènes. Les modèles d’effets de traitement ont pour but de mesurer l’impact de certaines interventions sur certaines variables d’intérêt. Le type de traitement et la variable d’intérêt peuvent être défini de manière générale afin de pouvoir être appliqué à plusieurs différents contextes. Il y a plusieurs exemples de traitement en économie du travail, de la santé, de l’éducation, ou en organisation industrielle telle que les programmes de formation à l’emploi, les techniques médicales, l’investissement en recherche et développement, ou l’appartenance à un syndicat. La décision d’être traité ou pas n’est généralement pas aléatoire mais est basée sur des choix et des préférences individuelles. Dans un tel contexte, mesurer l’effet du traitement devient problématique car il faut tenir compte du biais de sélection. Plusieurs versions paramétriques de ces modèles ont été largement étudiées dans la littérature, cependant dans les modèles à variation discrète, la paramétrisation est une source importante d’identification. Dans un tel contexte, il est donc difficile de savoir si les résultats empiriques obtenus sont guidés par les données ou par la paramétrisation imposée au modèle. Etant donné, que les formes paramétriques proposées pour ces types de modèles n’ont généralement pas de fondement économique, je propose dans cette thèse de regarder la version nonparamétrique de ces modèles. Ceci permettra donc de proposer des politiques économiques plus robustes. La principale difficulté dans l’identification nonparamétrique de fonctions structurelles, est le fait que la structure suggérée ne permet pas d’identifier un unique processus générateur des données et ceci peut être du soit à la présence d’équilibres multiples ou soit à des contraintes sur les observables. Dans de telles situations, les méthodes d’identifications traditionnelles deviennent inapplicable d’où le récent développement de la littérature sur l’identification dans les modèles incomplets. Cette littérature porte une attention particuliere à l’identification de l’ensemble des fonctions structurelles d’intérêt qui sont compatibles avec la vraie distribution des données, cet ensemble est appelé : l’ensemble identifié. Par conséquent, dans le premier chapitre de la thèse, je caractérise l’ensemble identifié pour les effets de traitements dans le modèle triangulaire binaire. Dans le second chapitre, je considère le modèle de Roy discret. Je caractérise l’ensemble identifié pour les effets de traitements dans un modèle de choix de secteur lorsque la variable d’intérêt est discrète. Les hypothèses de sélection du secteur comprennent le choix de sélection simple, étendu et généralisé de Roy. Dans le dernier chapitre, je considère un modèle à variable dépendante binaire avec plusieurs dimensions d’hétérogéneité, tels que les jeux d’entrées ou de participation. je caractérise l’ensemble identifié pour les fonctions de profits des firmes dans un jeux avec deux firmes et à information complète. Dans tout les chapitres, l’ensemble identifié des fonctions d’intérêt sont écrites sous formes de bornes et assez simple pour être estimées à partir des méthodes d’inférence existantes.

Design, Fabrication and Characterization of Passive and Active Polymer Photonic Devices

The rapid developments in fields such as fibre optic communication engineering and integrated optical electronics have expanded the interest and have increased the expectations about guided wave optics, in which optical waveguides and optical fibres play a central role. The technology of guided wave photonics now plays a role in generating information (guided-wave sensors) and processing information (spectral analysis, analog-to-digital conversion and other optical communication schemes) in addition to its original application of transmitting information (fibre optic communication). Passive and active polymer devices have generated much research interest recently because of the versatility of the fabrication techniques and the potential applications in two important areas – short distant communication network and special functionality optical devices such as amplifiers, switches and sensors. Polymer optical waveguides and fibres are often designed to have large cores with 10-1000 micrometer diameter to facilitate easy connection and splicing. Large diameter polymer optical fibres being less fragile and vastly easier to work with than glass fibres, are attractive in sensing applications. Sensors using commercial plastic optical fibres are based on ideas already used in silica glass sensors, but exploiting the flexible and cost effective nature of the plastic optical fibre for harsh environments and throw-away sensors. In the field of Photonics, considerable attention is centering on the use of polymer waveguides and fibres, as they have a great potential to create all-optical devices. By attaching organic dyes to the polymer system we can incorporate a variety of optical functions. Organic dye doped polymer waveguides and fibres are potential candidates for solid state gain media. High power and high gain optical amplification in organic dye-doped polymer waveguide amplifier is possible due to extremely large emission cross sections of dyes. Also, an extensive choice of organic dye dopants is possible resulting in amplification covering a wide range in the visible region.

An investigation into observational characteristics of rainfall and temperature in Central Northeast India—a historical perspective 1889–2008

Mann–Kendall non-parametric test was employed for observational trend detection of monthly, seasonal and annual precipitation of five meteorological subdivisions of Central Northeast India (CNE India) for different 30-year normal periods (NP) viz. 1889–1918 (NP1), 1919–1948 (NP2), 1949–1978 (NP3) and 1979–2008 (NP4). The trends of maximum and minimum temperatures were also investigated. The slopes of the trend lines were determined using the method of least square linear fitting. An application of Morelet wavelet analysis was done with monthly rainfall during June– September, total rainfall during monsoon season and annual rainfall to know the periodicity and to test the significance of periodicity using the power spectrum method. The inferences figure out from the analyses will be helpful to the policy managers, planners and agricultural scientists to work out irrigation and water management options under various possible climatic eventualities for the region. The long-term (1889–2008) mean annual rainfall of CNE India is 1,195.1 mm with a standard deviation of 134.1 mm and coefficient of variation of 11%. There is a significant decreasing trend of 4.6 mm/year for Jharkhand and 3.2 mm/day for CNE India. Since rice crop is the important kharif crop (May– October) in this region, the decreasing trend of rainfall during themonth of July may delay/affect the transplanting/vegetative phase of the crop, and assured irrigation is very much needed to tackle the drought situation. During themonth of December, all the meteorological subdivisions except Jharkhand show a significant decreasing trend of rainfall during recent normal period NP4. The decrease of rainfall during December may hamper sowing of wheat, which is the important rabi crop (November–March) in most parts of this region. Maximum temperature shows significant rising trend of 0.008°C/year (at 0.01 level) during monsoon season and 0.014°C/year (at 0.01 level) during post-monsoon season during the period 1914– 2003. The annual maximum temperature also shows significant increasing trend of 0.008°C/year (at 0.01 level) during the same period. Minimum temperature shows significant rising trend of 0.012°C/year (at 0.01 level) during postmonsoon season and significant falling trend of 0.002°C/year (at 0.05 level) during monsoon season. A significant 4– 8 years peak periodicity band has been noticed during September over Western UP, and 30–34 years periodicity has been observed during July over Bihar subdivision. However, as far as CNE India is concerned, no significant periodicity has been noticed in any of the time series.

Photothermal Investigations on Certain Plasma Polymerized Thin Films and Near IR Overtone Studies of Some Organic Molecules

Photothermal effect refers to heating of a sample due to the absorption of electromagnetic radiation. Photothermal (PT) heat generation which is an example of energy conversion has in general three kinds of applications. 1. PT material probing 2. PT material processing and 3. PT material destruction. The temperatures involved increases from 1-. 3. Of the above three, PT material probing is the most important in making significant contribution to the field of science and technology. Photothermal material characterization relies on high sensitivity detection techniques to monitor the effects caused by PT material heating of a sample. Photothermal method is a powerful high sensitivity non-contact tool used for non-destructive thermal characterization of materials. The high sensitivity of the photothermal methods has led to its application for analysis of low absorbance samples. Laser calorimetry, photothermal radiometry, pyroelectric technique, photoacoustic technique, photothermal beam deflection technique, etc. come under the broad class ofphotothermal techniques. However the choice of a suitable technique depends upon the nature of the sample, purpose of measurement, nature of light source used, etc. The present investigations are done on polymer thin films employing photothermal beam deflection technique, for the successful determination of their thermal diffusivity. Here the sample is excited by a He-Ne laser (A = 6328...\ ) which acts as the pump beam. Due to the refractive index gradient established in the sample surface and in the adjacent coupling medium, another optical beam called probe beam (diode laser, A= 6500A ) when passed through this region experiences a deflection and is detected using a position sensitive detector and its output is fed to a lock-in amplifier from which the amplitude and phase of the deflection can be directly obtained. The amplitude and phase of the signal is suitably analysed for determining the thermal diffusivity.The production of polymer thin film samples has gained considerable attention for the past few years. Plasma polymerization is an inexpensive tool for fabricating organic thin films. It refers to formation of polymeric materials under the influence of plasma, which is generated by some kind of electric discharge. Here plasma of the monomer vapour is generated by employing radio frequency (MHz) techniques. Plasma polymerization technique results in homogeneous, highly adhesive, thermally stable, pinhole free, dielectric, highly branched and cross-linked polymer films. The possible linkage in the formation of the polymers is suggested by comparing the FTIR spectra of the monomer and the polymer.Near IR overtone investigations on some organic molecules using local mode model are also done. Higher vibrational overtones often provide spectral simplification and greater resolution of peaks corresponding to nonequivalent X-H bonds where X is typically C, N or O. Vibrational overtone spectroscopy of molecules containing X-H oscillators is now a well established tool for molecular investigations. Conformational and steric differences between bonds and structural inequivalence ofCH bonds (methyl, aryl, acetylenic, etc.) are resolvable in the higher overtone spectra. The local mode model in which the X-H oscillators are considered to be loosely coupled anharmonic oscillators has been widely used for the interpretation of overtone spectra. If we are exciting a single local oscillator from the vibrational ground state to the vibrational state v, then the transition energy of the local mode overtone is given by .:lE a......v = A v + B v2 • A plot of .:lE / v versus v will yield A, the local mode frequency as the intercept and B, the local mode diagonal anharmonicity as the slope. Here A - B gives the mechanical frequency XI of the oscillator and B = X2 is the anharmonicity of the bond. The local mode parameters XI and X2 vary for non-equivalent X-H bonds and are sensitive to the inter and intra molecular environment of the X-H oscillator.

Studies on the dynamics and rheology of dilute suspensions of Brownian particles in simple shear flow under the action of an external force

We present a novel approach to computing the orientation moments and rheological properties of a dilute suspension of spheroids in a simple shear flow at arbitrary Peclct number based on a generalised Langevin equation method. This method differs from the diffusion equation method which is commonly used to model similar systems in that the actual equations of motion for the orientations of the individual particles are used in the computations, instead of a solution of the diffusion equation of the system. It also differs from the method of 'Brownian dynamics simulations' in that the equations used for the simulations are deterministic differential equations even in the presence of noise, and not stochastic differential equations as in Brownian dynamics simulations. One advantage of the present approach over the Fokker-Planck equation formalism is that it employs a common strategy that can be applied across a wide range of shear and diffusion parameters. Also, since deterministic differential equations are easier to simulate than stochastic differential equations, the Langevin equation method presented in this work is more efficient and less computationally intensive than Brownian dynamics simulations.We derive the Langevin equations governing the orientations of the particles in the suspension and evolve a procedure for obtaining the equation of motion for any orientation moment. A computational technique is described for simulating the orientation moments dynamically from a set of time-averaged Langevin equations, which can be used to obtain the moments when the governing equations are harder to solve analytically. The results obtained using this method are in good agreement with those available in the literature.The above computational method is also used to investigate the effect of rotational Brownian motion on the rheology of the suspension under the action of an external force field. The force field is assumed to be either constant or periodic. In the case of con- I stant external fields earlier results in the literature are reproduced, while for the case of periodic forcing certain parametric regimes corresponding to weak Brownian diffusion are identified where the rheological parameters evolve chaotically and settle onto a low dimensional attractor. The response of the system to variations in the magnitude and orientation of the force field and strength of diffusion is also analyzed through numerical experiments. It is also demonstrated that the aperiodic behaviour exhibited by the system could not have been picked up by the diffusion equation approach as presently used in the literature.The main contributions of this work include the preparation of the basic framework for applying the Langevin method to standard flow problems, quantification of rotary Brownian effects by using the new method, the paired-moment scheme for computing the moments and its use in solving an otherwise intractable problem especially in the limit of small Brownian motion where the problem becomes singular, and a demonstration of how systems governed by a Fokker-Planck equation can be explored for possible chaotic behaviour.

Investigations on Photoconductivity and Electrical Switiching in Selected Chalcogenide Glasses

In this thesis, we present the results of our investigations on the photoconducting and electrical switching properties of selected chalcogenide glass systems. We have used XRD and X-ray photoelectron spectroscopy (XPS) analysis for confinuing the amorphous nature of these materials and for confirming their constituents respectively.Photoconductivity is the enhancement in electrical conductivity of materials brought about by the motion of charge carriers excited by absorbed radiation. The phenomenon involves absorption, photogeneration, recombination and transport processes and it gives good insight into the density of states in the energy gap of solids due to the presence of impurities and lattice defects. Photoconductivity measurements lead to the determination of such important parameters as quantum efficiency, photosensiti\'ity, spectral sensitivity and carrier lifetime. Extensive research work on photoconducting properties of amorphous semiconductors has resulted in the development of a variety of very sensitive photodetectors. Photoconductors are finding newer and newer uses eyery day. CdS, CdSe. Sb2S3, Se, ZnO etc, are typical photoconducting materials which are used in devices like vidicons, light amplifiers, xerography equipment etc.Electrical switching is another interesting and important property possessed by several Te based chalcogenides. Switching is the rapid and reversible transition between a highly resistive OFF state, driven by an external electric field and characterized by a threshold voltage, and a low resistivity ON state, Switching can be either threshold type or memory type. The phenomenon of switching could find applications in areas like infonnation storage, electrical power control etc. Investigations on electrical switching in chalcogenide glasses help in understanding the mechanism of switching which is necessary to select and modify materials for specific switching applications.Analysis of XRD pattern gives no further infonuation about amorphous materials than revealing their disordered structure whereas x-ray photoelectron spectroscopy,XPS) provides information about the different constituents present in the material. Also it gives binding energies (b.e.) of an element in different compounds and hence b.e. shift from the elemental form.Our investigations have been concentrated on the bulk glasses, Ge-In-Se, Ge-Bi-Se and As-Sb-Se for photoconductivity measurements and In-Te for electrical switching. The photoconducting properties of Ge-Sb-Se thin films prepared by sputtering technique have also been studied. The bulk glasses for the present investigations are prepared by the melt quenching technique and are annealed for half an hour at temperatures just below their respective glass transition temperatures. The dependence of photoconducting propenies on composition and temperature are investigated in each system. The electrical switching characteristics of In-Te system are also studied with different compositions and by varying the temperature.

Fabrication and characterization of dye mixture doped polymer optical fiber as a broad wavelength optical amplifier

Rhodamine 6G and Rhodamine B dye mixture doped polymer optical fiber amplifier (POFA), which can operate in a broad wavelength region (60 nm), has been successfully fabricated and tested. Tunable operation of the amplifier over a broad wavelength region is achieved by mixing different ratios of the dyes. The dye doped POFA is pumped axially using 532 nm, 10 ns laser pulses from a frequency doubled Q-switched Nd: YAG laser and the signals are taken from an optical parametric oscillator. A maximum gain of 22.3 dB at 617 nm wavelength has been obtained for a 7 cm long dye mixture doped POFA. The effects of pump energy and length of the fiber on the performance of the fiber amplifier are also studied. There exists an optimum length for which the amplifier gain is at a maximum value.