Calcioaravaipaite, a new mineral, and associated lead fluoride minerals from the Grand Reef mine, Graham County, Arizona. From: The Mineralogical Record | Date: July 1, 1996| Author: Foord, Eugene E.; Kampf, Anthony R. | COPYRIGHT 1996 The Mineralogical, Inc. This material is published under license from the publisher through the Gale Group, Farmington Hills, Michigan.  All inquiries regarding rights should be directed to the Gale Group.Copyright information

The Grand Reef mine in the Laurel Canyon, Graham County, AZ, is famous as the source of new minerals. Six new lead (Pb) flouride minerals - grandreefite, pseudograndreefite, laurelite, aravaipaite, artroeite and calcioaravaipaite have been found in the mine. Calcioaravaipaite has only been recently elucidated. It has several similarities with aravaipaite but differs significantly by having two of the three Pb atoms replaced by calcium atoms.

The Grand Reef mine in southeastern Arizona...

Related newspaper, magazine, and journal articles from HighBeam Research

	Bandwidth choice for average devivative estimation. Journal of the American Statistical Association ; The average derivative is the expected value of the derivative of a regression function. Kernel methods have been proposed as a means of estimating this quantity. The problem of bandwidth selection for these kernel estimators is addressed here. Asymptotic representations are found for the variance
	Equivalent primal and dual differentiable reformulations of the Euclidean multifacility location problem. IIE Transactions ; 1. Introduction The Euclidean Multifacility Location Problem (EMFLP) seeks to locate n new facilities at points ([x.sub.i], [y.sub.i i = 1, n in [R.sup.2], in the presence of m existing facilities located at specified points ([a.sub.j], [b.sub.j j = 1, m. We are given certain interaction weights
	Rank-based analysis of the heteroscedastic linear model. Journal of the American Statistical Association ; 1. INTRODUCTION Heteroscedasticity occurs frequently in linear models. For example, this has been a major problem in many of the dose-response-type data sets drawn from pharmaceutical science experiments that we have been recently investigating (see Dixon, McKean, and Vidmar 1993).
	Inferences for the linear errors-in-variables with changepoint models. Journal of the American Statistical Association ; 1. INTRODUCTION The classical linear errors-in-variables regression (EIVR) model with one independent variable can be expressed by [Y.sub.i] = [Alpha] + [BetaXi].sub.i] + [[Epsilon].sub.i], (i = 1, n) and [X.sub.i] = [[Xi].sub.i] Delta].sub.i], (i = 1, n), (1) where [Alpha] and [Beta] are unknown
	Semiparametric efficiency in multivariate regression models with missing data. Journal of the American Statistical Association ; 1. INTRODUCTION We consider a longitudinal study conducted over a fixed interval from time 1 to T. Let [Y.sub.i] = Y.sub.i1], . . . , [Y.sub.iTsup.T], i = 1, . . . , n, be the vector of multivariate outcomes corresponding to the ith subject measured at prespecified visit times (1, . . . , T) . Here
	Variance estimation for the regression estimator in two-phase sampling. Journal of the American Statistical Association ; 1. INTRODUCTION Many estimation techniques in sample surveys require advance knowledge of some auxiliary variable [x.sub.i] which is then used to increase the accuracy of estimates. For example, ratio and regression estimators require a knowledge of [Mathematical Expression Omitted]. If such
	Root n bandwidth selectors for kernel estimation of density derivatives. Journal of the American Statistical Association ; 1. INTRODUCTION Let [X.sub.1], . . ., [X.sub.n] be a random sample from an unknown density f. Let [g.sup.(k)] denote the kth derivative of any function g. Consider the kernel estimate of [f.sup.(kx) of the form [Mathematical Expression Omitted], -[infinity] [less than] x [less than] [infinity], (1)
	A nonparametric test for independence between two vectors. Journal of the American Statistical Association ; 1. INTRODUCTION Consider the problem of detecting dependence between two random vectors, where the dimensions of the vectors may be different. The proposed test is based on a sample of pairs. Let {[Mathematical Expression Omitted], i = 1, . . ., n} denote a random sample of n pairs, with
	Diagnostics and robust estimation in multivariate data transformations. Journal of the American Statistical Association ; 1. INTRODUCTION Consider a p-variate random vector X - ([X.sub.1], . . . , [X.sub.pprime] such that all its components take positive values. If X is not multivariate normal, Andrews, Gnanadesikan, and Warner (1971) proposed the following transformation method to normality. Defining for a [greater
	A class of permutation tests of bivariate interchangeability. Journal of the American Statistical Association ; 1. INTRODUCTION When the same experimental units are used in both the treatment and control groups, the result is often highly correlated paired observations. Situations like this naturally involve the null hypothesis that Bell and Haller (1969) termed bivariate symmetry, meaning that the group

See all results.