Tables describing small-sample properties of the mean, median, standard deviation, and other statistics in sampling from various distributions /

Mode of access: Internet.

Sample-induced RF perturbations in high-field, high-resolution NMR spectroscopy

Conducting dielectric samples are often used in high-resolution experiments at high held. It is shown that significant amplitude and phase distortions of the RF magnetic field may result from perturbations caused by such samples. Theoretical analyses demonstrate the spatial variation of the RF field amplitude and phase across the sample, and comparisons of the effect are made for a variety of sample properties and operating field strengths. Although the effect is highly nonlinear, it tends to increase with increasing field strength, permittivity, conductivity, and sample size. There are cases, however, in which increasing the conductivity of the sample improves the homogeneity of the amplitude of the RF field across the sample at the expense of distorted RF phase. It is important that the perturbation effects be calculated for the experimental conditions used, as they have the potential to reduce the signal-to-noise ratio of NMR experiments and may increase the generation of spurious coherences. The effect of RF-coil geometry on the coherences is also modeled, with the use of homogeneous resonators such as the birdcage design being preferred, Recommendations are made concerning methods of reducing sample-induced perturbations. Experimental high-field imaging and high-resolution studies demonstrate the effect. (C) 1997 Academic Press.

Bringing game theory to hypothesis testing: Establishing finite sample bounds on inference

Small sample properties are of fundamental interest when only limited data is avail-able. Exact inference is limited by constraints imposed by speci.c nonrandomizedtests and of course also by lack of more data. These e¤ects can be separated as we propose to evaluate a test by comparing its type II error to the minimal type II error among all tests for the given sample. Game theory is used to establish this minimal type II error, the associated randomized test is characterized as part of a Nash equilibrium of a .ctitious game against nature.We use this method to investigate sequential tests for the di¤erence between twomeans when outcomes are constrained to belong to a given bounded set. Tests ofinequality and of noninferiority are included. We .nd that inference in terms oftype II error based on a balanced sample cannot be improved by sequential sampling or even by observing counter factual evidence providing there is a reasonable gap between the hypotheses.

Anelastic characterization and superconducting properties of RuSr2GdCu2O8+delta

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Anelastic characterization and superconducting properties of RuSr2GdCu2O8+δ

Since the discovery of the high Tc superconductors, many researches have been carried out on the different properties of these materials, especially on the transition temperature into the superconducting state. The rutheno-cuprates belong to a new class of composites, which were synthesized for the first time by Bauernfeind in 1995. Bernhard and collaborators discovered, in 1999, the coexistence of the ferromagnetism and the superconductivity in this phase, which is known as antagonistic phenomenon in the electromagnetism due to spin-charge interactions established in these states. However, the physical nature of the superconducting and magnetic states is still very obscure. The non-stoichiometric (interstitial) oxygen is considered as a possible cause for the non-uniformity of the sample properties. In this paper, results of mechanical spectroscopy in Ru-1212 samples are presented showing complex anelastic spectra, which were attributed to the mobility of the interstitial oxygen atoms in the Ru-1212 lattice.

Evaluation of grinding methods for pellets preparation aiming at the analysis of plant materials by laser induced breakdown spectrometry

It has been demonstrated that laser induced breakdown spectrometry (LIBS) can be used as an alternative method for the determination of macro (P, K. Ca, Mg) and micronutrients (B, Fe, Cu, Mn, Zn) in pellets of plant materials. However, information is required regarding the sample preparation for plant analysis by LIBS. In this work, methods involving cryogenic grinding and planetary ball milling were evaluated for leaves comminution before pellets preparation. The particle sizes were associated to chemical sample properties such as fiber and cellulose contents, as well as to pellets porosity and density. The pellets were ablated at 30 different sites by applying 25 laser pulses per site (Nd:YAG@1064 nm, 5 ns, 10 Hz, 25J cm(-2)). The plasma emission collected by lenses was directed through an optical fiber towards a high resolution echelle spectrometer equipped with an ICCD. Delay time and integration time gate were fixed at 2.0 and 4.5 mu s, respectively. Experiments carried out with pellets of sugarcane, orange tree and soy leaves showed a significant effect of the plant species for choosing the most appropriate grinding conditions. By using ball milling with agate materials, 20 min grinding for orange tree and soy, and 60 min for sugarcane leaves led to particle size distributions generally lower than 75 mu m. Cryogenic grinding yielded similar particle size distributions after 10 min for orange tree, 20 min for soy and 30 min for sugarcane leaves. There was up to 50% emission signal enhancement on LIBS measurements for most elements by improving particle size distribution and consequently the pellet porosity. (C) 2011 Elsevier B.V. All rights reserved.

Direct visualisation of B-1 inhomogeneity by flip angle dependency

Inhomogeneities in the spatial distribution of the excitatory Radio Frequency (RF) field, are still a dominant source of artifacts and loss of signal to noise ratio in MR imaging experiments, A number of strategies have been proposed to quantify this distribution, However, in this technical note we present a relatively simple MR imaging procedure which can be used to visualise RF inhomogeneities directly either by means of the magnitude or the phase of an image. To visualise the RF field distribution in both the inner and outer volumes of the coil, we have performed experiments in which the entire coil is submerged in a non-conducting fluid, To the best of our knowledge this strategy has not been used previously in order to evaluate coil performance, Finally, we demonstrate that the method is sensitive enough to reveal the effects of the sample properties on the effective RF wavelength of the transmitted field. (C) 1997 Elsevier Science Inc.

Specification and testing of multiplicative time-varying GARCH models with applications

In this article, we develop a specification technique for building multiplicative time-varying GARCH models of Amado and Teräsvirta (2008, 2013). The variance is decomposed into an unconditional and a conditional component such that the unconditional variance component is allowed to evolve smoothly over time. This nonstationary component is defined as a linear combination of logistic transition functions with time as the transition variable. The appropriate number of transition functions is determined by a sequence of specification tests. For that purpose, a coherent modelling strategy based on statistical inference is presented. It is heavily dependent on Lagrange multiplier type misspecification tests. The tests are easily implemented as they are entirely based on auxiliary regressions. Finite-sample properties of the strategy and tests are examined by simulation. The modelling strategy is illustrated in practice with two real examples: an empirical application to daily exchange rate returns and another one to daily coffee futures returns.

A Data mining approach to indirect inference

Consider a model with parameter phi, and an auxiliary model with parameter theta. Let phi be a randomly sampled from a given density over the known parameter space. Monte Carlo methods can be used to draw simulated data and compute the corresponding estimate of theta, say theta_tilde. A large set of tuples (phi, theta_tilde) can be generated in this manner. Nonparametric methods may be use to fit the function E(phi|theta_tilde=a), using these tuples. It is proposed to estimate phi using the fitted E(phi|theta_tilde=theta_hat), where theta_hat is the auxiliary estimate, using the real sample data. This is a consistent and asymptotically normally distributed estimator, under certain assumptions. Monte Carlo results for dynamic panel data and vector autoregressions show that this estimator can have very attractive small sample properties. Confidence intervals can be constructed using the quantiles of the phi for which theta_tilde is close to theta_hat. Such confidence intervals are found to have very accurate coverage.

Indirect likelihood inference

Given a sample from a fully specified parametric model, let Zn be a given finite-dimensional statistic - for example, an initial estimator or a set of sample moments. We propose to (re-)estimate the parameters of the model by maximizing the likelihood of Zn. We call this the maximum indirect likelihood (MIL) estimator. We also propose a computationally tractable Bayesian version of the estimator which we refer to as a Bayesian Indirect Likelihood (BIL) estimator. In most cases, the density of the statistic will be of unknown form, and we develop simulated versions of the MIL and BIL estimators. We show that the indirect likelihood estimators are consistent and asymptotically normally distributed, with the same asymptotic variance as that of the corresponding efficient two-step GMM estimator based on the same statistic. However, our likelihood-based estimators, by taking into account the full finite-sample distribution of the statistic, are higher order efficient relative to GMM-type estimators. Furthermore, in many cases they enjoy a bias reduction property similar to that of the indirect inference estimator. Monte Carlo results for a number of applications including dynamic and nonlinear panel data models, a structural auction model and two DSGE models show that the proposed estimators indeed have attractive finite sample properties.

Fourth order pseudo maximum likelihood methods

We extend PML theory to account for information on the conditional moments up to order four, but without assuming a parametric model, to avoid a risk of misspecification of the conditional distribution. The key statistical tool is the quartic exponential family, which allows us to generalize the PML2 and QGPML1 methods proposed in Gourieroux et al. (1984) to PML4 and QGPML2 methods, respectively. An asymptotic theory is developed. The key numerical tool that we use is the Gauss-Freud integration scheme that solves a computational problem that has previously been raised in several fields. Simulation exercises demonstrate the feasibility and robustness of the methods [Authors]

Inference with the lognormal distribution

Several estimators of the expectation, median and mode of the lognormal distribution are derived. They aim to be approximately unbiased, efficient, or have a minimax property in the class of estimators we introduce. The small-sample properties of these estimators are assessed by simulations and, when possible, analytically. Some of these estimators of the expectation are far more efficient than the maximum likelihood or the minimum-variance unbiased estimator, even for substantial samplesizes.

Estimating learning models from experimental data

We study the statistical properties of three estimation methods for a model of learning that is often fitted to experimental data: quadratic deviation measures without unobserved heterogeneity, and maximum likelihood withand without unobserved heterogeneity. After discussing identification issues, we show that the estimators are consistent and provide their asymptotic distribution. Using Monte Carlo simulations, we show that ignoring unobserved heterogeneity can lead to seriously biased estimations in samples which have the typical length of actual experiments. Better small sample properties areobtained if unobserved heterogeneity is introduced. That is, rather than estimating the parameters for each individual, the individual parameters are considered random variables, and the distribution of those random variables is estimated.

What is what?: A simple time-domain test of long-memory vs. structural breaks

This paper proposes a new time-domain test of a process being I(d), 0 < d = 1, under the null, against the alternative of being I(0) with deterministic components subject to structural breaks at known or unknown dates, with the goal of disentangling the existing identification issue between long-memory and structural breaks. Denoting by AB(t) the different types of structural breaks in the deterministic components of a time series considered by Perron (1989), the test statistic proposed here is based on the t-ratio (or the infimum of a sequence of t-ratios) of the estimated coefficient on yt-1 in an OLS regression of ?dyt on a simple transformation of the above-mentioned deterministic components and yt-1, possibly augmented by a suitable number of lags of ?dyt to account for serial correlation in the error terms. The case where d = 1 coincides with the Perron (1989) or the Zivot and Andrews (1992) approaches if the break date is known or unknown, respectively. The statistic is labelled as the SB-FDF (Structural Break-Fractional Dickey- Fuller) test, since it is based on the same principles as the well-known Dickey-Fuller unit root test. Both its asymptotic behavior and finite sample properties are analyzed, and two empirical applications are provided.

Nets: Network estimation for time series

This work proposes novel network analysis techniques for multivariate time series.We define the network of a multivariate time series as a graph where verticesdenote the components of the process and edges denote non zero long run partialcorrelations. We then introduce a two step LASSO procedure, called NETS, toestimate high dimensional sparse Long Run Partial Correlation networks. This approachis based on a VAR approximation of the process and allows to decomposethe long run linkages into the contribution of the dynamic and contemporaneousdependence relations of the system. The large sample properties of the estimatorare analysed and we establish conditions for consistent selection and estimation ofthe non zero long run partial correlations. The methodology is illustrated with anapplication to a panel of U.S. bluechips.