Abstract: Changes between different sets of parameters are needed in multivariate statistical modeling. There may, for instance, be specific inference questions based on subject matter interpretations, alternative well-fitting constrained models, compatibility judgements of seemingly distinct constrained models, and different reference priors under alternative parameterizations. We introduce an...

dominant pole no longer is changing as we add more mutuals) at r 0 =4mm, we have a matrix sparsity of 95.02%. Because of the large size of the full dense partial inductance matrix, we are unable to compare the approximation result with the exact solution. However, we will assert correctness of our result in terms of eigen-value pattern of the partial inductance matrix in Fig.6. Fig.6 gives the ...

The shoe-surface interface has been implicated as a possible risk factor for anterior cruciate ligament (ACL) injuries. The purpose of this study is to develop a biomechanical, cadaveric model to evaluate the effect of various shoe-surface interfaces on ACL strain. There will be a significant difference in ACL strain between different shoe-surface combinations when a standardized rotational mom...

This paper is concerned with tests and con…dence intervals for parameters that are not necessarily identi…ed and are de…ned by moment inequalities. In the literature, di¤erent test statistics, critical value methods, and implementation methods (i.e., the asymptotic distribution versus the bootstrap) have been proposed. In this paper, we compare these methods. We provide a recommended test stati...

This paper proposes a tractable and consistent estimator of the (possibly multi-equation) nonparametric regression model. The estimator is based on least squares over sets of functions bounded in Sobolev norm and is closely related to penalized least squares. We establish consistency and rate of convergence results as well as asymptotic normality of the (suitably standardized) sum of squared re...

Most of the empirical studies on stochastic volatility dynamics favour the 3/2 specification over the square-root (CIR) process in the Heston model. In the context of option pricing, the 3/2 stochastic volatility model (SVM) is reported to be able to capture the volatility skew evolution better than the Heston model. In this article, we make a thorough investigation on the analytic tractability...

We introduce a modification of the linear ARCH (LARCH) model (Giraitis, Robinson, and Surgailis (2000))—a special case of Sentana’s (1995) quadratic ARCH (QARCH) model—for which the conditional variance is a sum of a positive constant and the square of an inhomogeneous linear combination of past observations. Necessary and sufficient conditions for the existence of a stationary solution with fi...

We present a superfluid hydrodynamic model for the increase in moment of inertia, ∆I, of molecules rotating in liquid He. The static inhomogeneous He density around each molecule (calculated using the Orsay–Paris liquid He density functional) is assumed to adiabatically follow the rotation of the molecule. We find that the ∆I values created by the viscousless and irrotational flow are in good a...

The current status of the Standard Model predictions for the muon anomalous magnetic moment is described. Various contributions expected in the Standard Model are discussed. After the reeval-uation of the leading-order hadronic term based on the new e + e − data, the theoretical prediction is more than three standard deviations lower than the experimental value.