In this paper we investigate the properties of the Lagrange Multiplier (LM) test for autoregressive conditional heteroskedasticity (ARCH) and generalized ARCH (GARCH) in the presence of additive outliers (AO's). We show analytically that both the asymptotic size and power are adversely aaected if AO's are neglected: the test rejects the null hypothesis of homoskedasticity too often when it is i...

The dilatation of a pseudo-Anosov braid is a conjugacy invariant. In this paper, we study the dilatation of a special family of pseudo-Anosov braids. We prove an inductive formula to compute their dilatation, a monotonicity and an asymptotic behavior of the dilatation for this family of braids. We also give an example of a family of pseudo-Anosov braids with arbitrarily small dilatation such th...

For the study of dynamic dependence structures, we introduce the concept of pseudo-copulas, extending Patton’s (2001a) definition of conditional copulas, and state the equivalent of Sklar’s theorem for pseudo-copulas. We establish asymptotic normality of nonparametric estimators of the pseudo-copulas under strong mixing assumptions, and discuss applications to specification tests. We complement...

Glutathione S-transferases (GSTs; EC: 2.5.1.18) are ubiquitous multifunctional enzymes, which play a key role in cellular detoxification. Functional genetic polymorphisms in genes encoding GSTM1 (a member of GST class mu; OMIM: 138350), and GSTT1 (a member of GST class theta; OMIM: 600436) have been well defined. The functional null alleles of GSTM1 and GSTT1 represent deletions of GSTM1 and GS...

We study numerically the fully nonlinear gravitational collapse of a self-gravitating, minimallycoupled, massless scalar field in spherical symmetry. Our numerical code is based on double-null coordinates and on free evolution of the metric functions: The evolution equations are integrated numerically, whereas the constraint equations are only monitored. The numerical code is stable (unlike rec...

While the additive model is a popular nonparametric regression method, many of its theoretical properties are not well understood, especially when the back tting algorithm is used for computation of the the estimators. This article explores those properties when the additive model is tted by local polynomial regression. Su cient conditions guaranteeing the asymptotic existence of unique estimat...

In the algebraic context, we show that null Osserman, spacelike Osserman, and timelike Osserman are equivalent conditions for a model of signature (2,2). We also classify the null Jordan Osserman models of signature (2,2). In the geometric context, we show that a pseudo-Riemannian manifold of signature (2,2) is null Jordan Osserman if and only if either it has constant sectional curvature or it...

Asymptotic linearity plays a key role in estimation and testing in the presence of nuisance parameters. This property is established, in the very general context of a multivariate general linear model with elliptical VARMA errors, for the serial and nonserial multivariate rank statistics considered in Hallin and Paindaveine (2002a and b, 2004a) and Oja and Paindaveine (2004). These statistics, ...

Null hypotheses are simple, precise, and theoretically important. Conventional statistical analysis cannot support them; Bayesian analysis can. The challenge in a Bayesian analysis is to formulate a suitably vague alternative, because the vaguer the alternative is (the more it spreads out the unit mass of prior probability), the more the null is favored. A general solution is a sensitivity anal...