Minimum distance estimation of stationary and non-stationary ARFIMA processes

A new parametric minimum distance time-domain estimator for ARFIMA processes is introduced in this paper. The proposed estimator minimizes the sum of squared correlations of residuals obtained after filtering a series through ARFIMA parameters. The estimator iseasy to compute and is consistent and asymptotically normally distributed for fractionallyintegrated (FI) processes with an integration order d strictly greater than -0.75. Therefore, it can be applied to both stationary and non-stationary processes. Deterministic components are also allowed in the DGP. Furthermore, as a by-product, the estimation procedure provides an immediate check on the adequacy of the specified model. This is so because the criterion function, when evaluated at the estimated values, coincides with the Box-Pierce goodness of fit statistic. Empirical applications and Monte-Carlo simulations supporting the analytical results and showing the good performance of the estimator in finite samples are also provided.

Fitting of Mixtures with Unspecified Number of Components Using Cross Validation Distance Estimate

Estimation of the number of mixture components (k) is an unsolved problem. Available methods for estimation of k include bootstrapping the likelihood ratio test statistics and optimizing a variety of validity functionals such as AIC, BIC/MDL, and ICOMP. We investigate the minimization of distance between fitted mixture model and the true density as a method for estimating k. The distances considered are Kullback-Leibler (KL) and “L sub 2”. We estimate these distances using cross validation. A reliable estimate of k is obtained by voting of B estimates of k corresponding to B cross validation estimates of distance. This estimation methods with KL distance is very similar to Monte Carlo cross validated likelihood methods discussed by Smyth (2000). With focus on univariate normal mixtures, we present simulation studies that compare the cross validated distance method with AIC, BIC/MDL, and ICOMP. We also apply the cross validation estimate of distance approach along with AIC, BIC/MDL and ICOMP approach, to data from an osteoporosis drug trial in order to find groups that differentially respond to treatment.

Strategies for Minimum Distance in Simulated Evacuation of Transport Airplanes

The present paper describes the preliminary stages of the development of a new, comprehensive model conceived to simulate the evacuation of transport airplanes in certification studies. Two previous steps were devoted to implementing an efficient procedure to define the whole geometry of the cabin, and setting up an algorithm for assigning seats to available exits. Now, to clarify the role of the cabin arrangement in the evacuation process, the paper addresses the influence of several restrictions on the seat-to-exit assignment algorithm, maintaining a purely geometrical approach for consistency. Four situations are considered: first, an assignment method without limitations to search the minimum for the total distance run by all passengers along their escaping paths; second, a protocol that restricts the number of evacuees through each exit according to updated FAR 25 capacity; third, a procedure which tends to the best proportional sharing among exits but obliges to each passenger to egress through the nearest fore or rear exits; and fourth, a scenario which includes both restrictions. The four assignment strategies are applied to turboprops, and narrow body and wide body jets. Seat to exit distance and number of evacuees per exit are the main output variables. The results show the influence of airplane size and the impact of non-symmetries and inappropriate matching between size and longitudinal location of exits.

Inequalities for a new data-based method for selecting nonparametric density estimates

We continue the development of a method for the selection of a bandwidth or a number of design parameters in density estimation. We provideexplicit non-asymptotic density-free inequalities that relate the $L_1$ error of the selected estimate with that of the best possible estimate,and study in particular the connection between the richness of the classof density estimates and the performance bound. For example, our methodallows one to pick the bandwidth and kernel order in the kernel estimatesimultaneously and still assure that for {\it all densities}, the $L_1$error of the corresponding kernel estimate is not larger than aboutthree times the error of the estimate with the optimal smoothing factor and kernel plus a constant times $\sqrt{\log n/n}$, where $n$ is the sample size, and the constant only depends on the complexity of the family of kernels used in the estimate. Further applications include multivariate kernel estimates, transformed kernel estimates, and variablekernel estimates.

An accurate distance to 2M1207Ab

Context. In April 2004, the first image was obtained of a planetary mass companion (now known as 2M 1207 b) in orbit around a self-luminous object different from our own Sun (the young brown dwarf 2MASSW J 1207334-393254, hereafter 2M 1207 A). That 2M 1207 b probably formed via fragmentation and gravitational collapse offered proof that such a mechanism can form bodies in the planetary mass regime. However, the predicted mass, luminosity, and radius of 2MI207 b depend on its age, distance, and other observables, such as effective temperature. Aims. To refine our knowledge of the physical properties of 2M 1207 b and its nature, we accurately determined the distance to the 2M 1207 A and b system by measuring of its trigonometric parallax at the milliarcsec level. Methods. With the ESO NTT/SUS12 telescope, we began a campaign of photometric and astrometric observations in 2006 to measure the trigonometric parallax of 2M 1207 A. Results. An accurate distance (52.4 +/- 1.1 pc) to 2M1207A was measured. From distance and proper motions we derived spatial velocities that are fully compatible with TWA membership. Conclusions. With this new distance estimate, we discuss three scenarios regarding the nature of 2M 1207 b: (1) a cool (1150 +/- 150 K) companion of mass 4 +/- 1 M-Jup (2) a warmer (1600 +/- 100 K) and heavier (8 +/- 2 M-Jup) companion occulted by an edge-on circumsecondary disk, or (3) a hot protoplanet collision afterglow.

Almost sure testability of classes of densities

Let a class $\F$ of densities be given. We draw an i.i.d.\ sample from a density $f$ which may or may not be in $\F$. After every $n$, one must make a guess whether $f \in \F$ or not. A class is almost surely testable if there exists such a testing sequence such that for any $f$, we make finitely many errors almost surely. In this paper, several results are given that allowone to decide whether a class is almost surely testable. For example, continuity and square integrability are not testable, but unimodality, log-concavity, and boundedness by a given constant are.

Decision-making with distance measures and inducedaggregation operators

[spa] Se presenta un nuevo modelo para la toma de decisiones basado en el uso de medidas de distancia y de operadores de agregación inducidos. Se introduce la distancia media ponderada ordenada inducida (IOWAD). Es un nuevo operador de agregación que extiende el operador OWA a través del uso de distancias y un proceso de reordenación de los argumentos basado en variables de ordenación inducidas. La principal ventaja el operador IOWAD es la posibilidad de utilizar una familia parametrizada de operadores de agregación entre la distancia individual máxima y la mínima. Se estudian algunas de sus principales propiedades y algunos casos particulares. Se desarrolla un ejemplo numérico en un problema de toma de decisiones sobre selección de inversiones. Se observa que la principal ventaja de este modelo en la toma de decisiones es la posibilidad de mostrar una visión más completa del proceso, de forma que el decisor está capacitado para seleccionar la alternativa que está más cerca de sus intereses.

Decision-making with distance measures and inducedaggregation operators

[spa] Se presenta un nuevo modelo para la toma de decisiones basado en el uso de medidas de distancia y de operadores de agregación inducidos. Se introduce la distancia media ponderada ordenada inducida (IOWAD). Es un nuevo operador de agregación que extiende el operador OWA a través del uso de distancias y un proceso de reordenación de los argumentos basado en variables de ordenación inducidas. La principal ventaja el operador IOWAD es la posibilidad de utilizar una familia parametrizada de operadores de agregación entre la distancia individual máxima y la mínima. Se estudian algunas de sus principales propiedades y algunos casos particulares. Se desarrolla un ejemplo numérico en un problema de toma de decisiones sobre selección de inversiones. Se observa que la principal ventaja de este modelo en la toma de decisiones es la posibilidad de mostrar una visión más completa del proceso, de forma que el decisor está capacitado para seleccionar la alternativa que está más cerca de sus intereses.

Genetic diversity of Brazilian Pantaneiro horse and relationships among horse breeds

The objective of this work was to evaluate the genetic diversity of Brazilian Pantaneiro horse by microsatellite markers, investigate the effect of genetic bottlenecks and estimate genetic differentiation among four horse breeds. Genetic variation was estimated through allele frequencies and mean breed heterozygosity. Nei's genetic distances among the breeds Pantaneiro, Thoroughbred, Arabian, Spanish Pure Breed (Andalusian), and Uruguay Creole were calculated, and it was used to construct an UPGMA dendrogram. Clustering at different K values was calculated to infer population structure and assign individuals to populations. Nei's distances showed a minimum distance between Pantaneiro horse and Spanish Pure Breed (0.228), and similar distances from Spanish Pure Breed to Thoroughbred and to Arabian (0.355 and 0.332). It was observed a great level of diversity, clear distance from Pantaneiro horse to other breeds, and genetic uniformity within breed. It was verified a certain level of substructure of Pantaneiro horse showing no influences from the other studied breeds.

Statistical problems related to excitation threshold and reset value of membrane potentials

Die vorliegende Arbeit ist motiviert durch biologische Fragestellungen bezüglich des Verhaltens von Membranpotentialen in Neuronen. Ein vielfach betrachtetes Modell für spikende Neuronen ist das Folgende. Zwischen den Spikes verhält sich das Membranpotential wie ein Diffusionsprozess X der durch die SDGL dX_t= beta(X_t) dt+ sigma(X_t) dB_t gegeben ist, wobei (B_t) eine Standard-Brown'sche Bewegung bezeichnet. Spikes erklärt man wie folgt. Sobald das Potential X eine gewisse Exzitationsschwelle S überschreitet entsteht ein Spike. Danach wird das Potential wieder auf einen bestimmten Wert x_0 zurückgesetzt. In Anwendungen ist es manchmal möglich, einen Diffusionsprozess X zwischen den Spikes zu beobachten und die Koeffizienten der SDGL beta() und sigma() zu schätzen. Dennoch ist es nötig, die Schwellen x_0 und S zu bestimmen um das Modell festzulegen. Eine Möglichkeit, dieses Problem anzugehen, ist x_0 und S als Parameter eines statistischen Modells aufzufassen und diese zu schätzen. In der vorliegenden Arbeit werden vier verschiedene Fälle diskutiert, in denen wir jeweils annehmen, dass das Membranpotential X zwischen den Spikes eine Brown'sche Bewegung mit Drift, eine geometrische Brown'sche Bewegung, ein Ornstein-Uhlenbeck Prozess oder ein Cox-Ingersoll-Ross Prozess ist. Darüber hinaus beobachten wir die Zeiten zwischen aufeinander folgenden Spikes, die wir als iid Treffzeiten der Schwelle S von X gestartet in x_0 auffassen. Die ersten beiden Fälle ähneln sich sehr und man kann jeweils den Maximum-Likelihood-Schätzer explizit angeben. Darüber hinaus wird, unter Verwendung der LAN-Theorie, die Optimalität dieser Schätzer gezeigt. In den Fällen OU- und CIR-Prozess wählen wir eine Minimum-Distanz-Methode, die auf dem Vergleich von empirischer und wahrer Laplace-Transformation bezüglich einer Hilbertraumnorm beruht. Wir werden beweisen, dass alle Schätzer stark konsistent und asymptotisch normalverteilt sind. Im letzten Kapitel werden wir die Effizienz der Minimum-Distanz-Schätzer anhand simulierter Daten überprüfen. Ferner, werden Anwendungen auf reale Datensätze und deren Resultate ausführlich diskutiert.

Pumice rafting and faunal dispersion during 2001-2002 in the Southwest Pacific: record of a dacitic submarine explosive eruption from Tonga

A new influx of sea-rafted pumice reached the eastern coast of Australia in October 2002, approximately 1 year after a felsic, shallow-marine explosive eruption at a previously unknown volcano (0403-091) along the Tofua volcanic arc (Tonga). The eruption produced floating pumice rafts that first became stranded in Fiji in November 2001, approximately I month after the eruption. Strandings of sea-rafted pumice along shorelines have been the only record of products from this submarine explosive eruption at the remote, submerged volcano. Computed drift trajectories of the sea-rafted pumice using numerical models of southwest Pacific surface wind fields and ocean currents indicate two cyclonic systems disturbed the drift of pumice to eastern Australia, as well as the importance of the combined wave and direct wind effect on pumice trajectory. Pumice became stranded along at least two-thirds (>2000 km) of the coastline of eastern Australia, being deposited on beaches during a sustained period of fresh onshore winds. Typical amounts of pumice initially stranded on beaches were 500-4000 individual clasts per in, and a minimum volume estimate of pumice that arrived to eastern Australia is 1.25 x 10(5) m(3). Pumice was beached below maximum tidal/storm surge levels and was quickly reworked back into the ocean, such that the concentration of beached pumice rapidly dissipated within weeks of the initial stranding, and little record of this stranding event now exists. Most stranded pumice clasts ranged in size from 2 to 5 cm in diameter; the largest measured clasts were 10 cm in Australia and 20 cm in Fiji. The pumice has a low phenocryst content (3500 km) and period of pumice floatation (greater than or equal to1 year), confirm the importance of sea-rafted pumice as a long-distance dispersal mechanism for marine organisms including marine pests and harmful invasive species. Billions of individual rafting pumice clasts can be generated in a single small-volume eruption, such as observed here, and the geological implications for the transport of sessile taxa over large distances are significant. An avenue for future research is to examine whether speciation events and volcanicity are linked; the periodic development of globalism for some taxa (e.g., corals, gastropods, bryozoa) may correlate in time and/or space with voluminous silicic igneous events capable of producing >10(6) km(3) of silicic pumice-rich pyroclastic material and emplaced into ocean basins. (C) 2004 Elsevier B.V. All rights reserved.

Applying the expanding photosphere and standardized candle methods to Type II-Plateau supernovae at cosmologically significant redshifts . The distance to SN 2013eq

Based on optical imaging and spectroscopy of the Type II-Plateau SN 2013eq, we present a comparative study of commonly used distance determination methods based on Type II supernovae. The occurrence of SN 2013eq in the Hubble flow (z = 0.041 ± 0.001) prompted us to investigate the implications of the difference between "angular" and "luminosity" distances within the framework of the expanding photosphere method (EPM) that relies upon a relation between flux and angular size to yield a distance. Following a re-derivation of the basic equations of the EPM for SNe at non-negligible redshifts, we conclude that the EPM results in an angular distance. The observed flux should be converted into the SN rest frame and the angular size, θ, has to be corrected by a factor of (1 + z)2. Alternatively, the EPM angular distance can be converted to a luminosity distance by implementing a modification of the angular size. For SN 2013eq, we find EPM luminosity distances of DL = 151 ± 18 Mpc and DL = 164 ± 20 Mpc by making use of different sets of dilution factors taken from the literature. Application of the standardized candle method for Type II-P SNe results in an independent luminosity distance estimate (DL = 168 ± 16 Mpc) that is consistent with the EPM estimate. Spectra of SN 2013eq are available in the Weizmann Interactive Supernova data REPository (WISeREP): http://wiserep.weizmann.ac.il