Moment tests of independent components

We propose simple specification tests for independent component analysis and structural vector autoregressions with non-Gaussian shocks that check the normality of a single shock and the potential cross-sectional dependence among several of them. Our tests compare the integer (product) moments of the shocks in the sample with their population counterparts. Importantly, we explicitly consider the sampling variability resulting from using shocks computed with consistent parameter estimators. We study the finite sample size of our tests in several simulation exercises and discuss some bootstrap procedures. We also show that our tests have non-negligible power against a variety of empirically plausible alternatives.

A modular A 4 symmetric scotogenic model for neutrino mass and dark matter

Modular symmetries have been impeccable in neutrino and quark sectors. This motivated us, to propose a variant of scotogenic model based on modular $A_4$ symmetry and realize the neutrino mass generation at one-loop level through radiative mechanism. Alongside, we discuss the lepton flavour violating processes $\mu \to e \gamma$, $\mu \to3e$ and $\mu - e $ conversion in the nucleus. The lightest Dirac fermion turns out to be potential dark matter candidate, made stable by suitable assignment of modular weights. The relic density of the same has been computed with annihilations mediated by inert scalars and new $U(1)$ gauge boson. The LEP-II and ATLAS dilepton constraints on the new gauge parameters are suitably considered to show the consistent parameter region.

Lightening gravity-mediated dark matter

We revisit the scenario of a massive spin-2 particle as the mediator for communicating between dark matter of arbitrary spin and the Standard Model. Taking the general couplings of the spin-2 particle in the effective theory, we discuss the thermal production mechanisms for dark matter with various channels and the dark matter self-scattering. For WIMP and light dark matter cases, we impose the relic density condition and various experimental constraints from direct and indirect detections, precision measurements as well as collider experiments. We show that it is important to include the annihilation of dark matter into a pair of spin-2 particles in both allowed and forbidden regimes, thus opening up the consistent parameter space for dark matter. The benchmark models of the spin-2 mediator are presented in the context of the warped extra dimension and compared to the simplified models.

A Probabilistic Procedure for Anonymisation, for Assessing the Risk of Re-identification and for the Analysis of Perturbed Data Sets

The requirement to anonymise data sets that are to be released for secondary analysis should be balanced by the need to allow their analysis to provide efficient and consistent parameter estimates. The proposal in this article is to integrate the process of anonymisation and data analysis. The first stage uses the addition of random noise with known distributional properties to some or all variables in a released (already pseudonymised) data set, in which the values of some identifying and sensitive variables for data subjects of interest are also available to an external ‘attacker’ who wishes to identify those data subjects in order to interrogate their records in the data set. The second stage of the analysis consists of specifying the model of interest so that parameter estimation accounts for the added noise. Where the characteristics of the noise are made available to the analyst by the data provider, we propose a new method that allows a valid analysis. This is formally a measurement error model and we describe a Bayesian MCMC algorithm that recovers consistent estimates of the true model parameters. A new method for handling categorical data is presented. The article shows how an appropriate noise distribution can be determined.