We present explicit recursive relations for the four-point superconformal block functions that are essentially particular contributions of the given conformal class to the four–point correlation function. The approach is based on the analytic properties of the superconformal blocks as functions of the conformal dimensions and the central charge of the superconformal algebra. The results are com...

We propose a cross-modal approach based on separate audio and image data-sets to identify the artist of a given music video. The identification process is based on an ensemble of two separate classifiers. Audio content classification is based on audio features derived from the Million Song Dataset (MSD). Face recognition is based on Local Binary Patterns (LBP) using a training-set of artist por...

The purpose of this paper is to introduce and examine two alternative, although similar, approaches to the Moving Blocks and subsampling Bootstraps to bootstrapping the estimator of the parameters for time series regression models. More specifically, the first bootstrap is based on resampling from the normalised discrete Fourier transform of the residuals of the model, whereas the second is fro...

A new semiparametric and robust approach to small area estimation for discrete outcomes is proposed. The methodology represents an efficient and easily computed alternative to prediction using a generalised linear mixed model and is based on an extension of Mquantile regression. In addition, two estimators of the prediction mean squared error are described, one based on Taylor linearization and...

This paper deals with construction of confidence intervals for process capability index using bootstrap method (proposed by Chen and Pearn in Qual Reliab Eng Int 13(6):355–360, 1997) by applying simulation technique. It is assumed that the quality characteristic follows type-II generalized log-logistic distribution introduced by Rosaiah et al. in Int J Agric Stat Sci 4(2):283–292, (2008). Discu...

This paper investigates U.S. bank common stock returns and their sensitivity to market risk, interest rate risk, and illiquidity risk. Due to known problems with conducting inference using Generalized Method of Moments, I use the Empirical Likelihood Block Bootstrap established in Allen, Gregory, and Shimotsu (2004). Preliminary results suggest that once the test-statistics are bootstrapped, ag...

We investigate data tapering in two formulations of empirical likelihood for time series. One empirical likelihood is formed from tapered data-blocks in the time-domain and a second is based on the tapered periodogram in the frequency-domain. Limiting distributions are provided for both empirical likelihood versions under tapering. Theoretical and simulation evidence indicate that a data taper ...

We investigate the bootstrapped size and power properties of …ve long memory tests, including the modi…ed R/S, KPSS and GPH tests. In small samples, the moving block bootstrap controls the empirical size of the tests. However, for these sample sizes, the power of bootstrapped tests against fractionally integrated alternatives is often a good deal less that of asymptotic tests. In larger samples...

0739-5175/04/$20.00©2006IEEE I n this article, we investigate the possible existence of errordetection/correction mechanisms in the genetic machinery by means of a recently proposed coding strategy [11]. On this basis, we numerically code exons, creating binary parity strings and successively we study their dependence structure by means of rigorous statistical methods (moving block bootstrap, a...

We prove that there exist natural generalizations of the classical bootstrap percolation model on Z that have non-trivial critical probabilities, and moreover we characterize all homogeneous, local, monotone models with this property. Van Enter [28] (in the case d = r = 2) and Schonmann [25] (for all d > r > 2) proved that r-neighbour bootstrap percolation models have trivial critical probabili...