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1.
考虑半参数回归模型$y_i=x_i\beta+g(t_i)+V_i$ $(1\le i\len)$, 其中$(x_i,t_i)$是已知的设计点, 斜率参数$\beta$是未知的,$g(\cdot)$是未知函数, 误差$V_i=\tsm^\infty_{j=-\infty}c_je_{i-j}$,$\tsm^\infty_{j=-\infty}|c_j|<\infty$并且$e_i$是负相关的随机变量.在适当的条件下, 我们研究了$\beta$与$g(\cdot)$小波估计量的强收敛速度.结果显示$g(\cdot)$的小波估计量达到最优收敛速度. 同时,对$\beta$小波估计量也作了模拟研究.  相似文献   

2.
设$K$是实Banach空间$E$中非空闭凸集, $\{T_i\}_i=1^{N}$是$N$个具公共不动点集$F$的严格伪压缩映像, $\{\alpha_n\}\subset [0,1]$是实数列, $\{u_n\}\subset K$是序列, 且满足下面条件 (i)\ 设$K$是实Banach空间$E$中非空闭凸集, $\{T_i\}_i=1^{N}$是$N$个具公共不动点集$F$的严格伪压缩映像, $\{\alpha_n\}\subset [0,1]$是实数列, $\{u_n\}\subset K$是序列, 且满足下面条件 (i)\ 设$K$是实Banach空间$E$中非空闭凸集, $\{T_i\}_i=1^{N}$是$N$个具公共不动点集$F$的严格伪压缩映像, $\{\alpha_n\}\subset [0,1]$是实数列, $\{u_n\}\subset K$是序列, 且满足下面条件 (i)\ 设K是实Banach空间E中非空闭凸集,{Ti}i=1^N是N个具公共不动点集F的严格伪压缩映像,{αn}包括于[0,1]是实数例,{un}包括于K是序列,且满足下面条件(i)0〈α≤αn≤1;(ii)∑n=1∞(1-αn)=+∞.(iii)∑n=1∞ ‖un‖〈+∞.设x0∈K,{xn}由正式定义xn=αnxn-1+(1-αn)Tnxn+un-1,n≥1,其中Tn=Tnmodn,则下面结论(i)limn→∞‖xn-p‖存在,对所有p∈F;(ii)limn→∞d(xn,F)存在,当d(xn,F)=infp∈F‖xn-p‖;(iii)lim infn→∞‖xn-Tnxn‖=0.文中另一个结果是,如果{xn}包括于[1-2^-n,1],则{xn}收敛,文中结果改进与扩展了Osilike(2004)最近的结果,证明方法也不同。  相似文献   

3.
设Xn,n≥1是同分布的ρ混合序列, 记Sn=∑ni=1 Xi. 该文讨论了$\max\limits_{1\leq i\leq n}\frac{|S_i|}{i}$ $(n\geq1)$的分布函数的上界. 作为应用,获得了随机变量$\sup\limits_{n\geq1}\frac{|S_n|}{n}$的1阶矩及$p(>1)$阶矩分别存在有限的充分必要条件,这是一个与独立同分布场合相一致的结果.  相似文献   

4.
DISTRIBUTION OF THE(0,∞)ACCUMULATIVE LINES OF MEROMORPHIC FUNCTIONS   总被引:1,自引:0,他引:1  
Suppose that f(z)is a meromorphic function of order λ(0&lt;λ&lt;+∞)and of lower order μ in the plane.Let ρ be a positive number such that μ≤ρ≤λ.(1)If f^(l)(z)(0≤l&lt;+∞)has p(1≤p&lt;+∞)finite nonzero deficient valnes αi(i=1,…,p)with deficiencies δ(αi,f^(l)),then f(z)has a (0,∞)accumulative line of order ≥ρin any angular domain whose vertex is at the origin and whose magnitude is larger than max(π/ρ,2π-4/ρ ∑i=1^p arcsin √δ(αi,f^(l))/2).(2)If f(z) has only p(0&lt;p&lt;+∞)(0,∞),accumulative lines of order≥ρ:arg z=θk(0≤θ1&lt;θ2&lt;…&lt;θp&lt;2π,θp+1=θ1+2π),then λ≤π/ω,where ω=min I≤k≤p(θk+1-θk),provided that f^(l)(z)(0≤l&lt;+∞)has a finite nonzero deficient value.  相似文献   

5.
We consider the operator ${\cal A}$ formally defined by ${\cal A}u(x)=\alpha(x)\Delta u(x)$ for any $x$ in a sufficiently smooth bounded open set $\Om\subset\R^N$ ($N\ge 1$), where $\alpha\in C(\ov\Omega)$ is a continuous nonnegative function vanishing only on $\partial\Omega$, and such that $1/\alpha$ is integrable in $\Omega$. We prove that the realization $A_p$ of ${\cal A}$, equipped with suitable nonlinear boundary conditions is an m-dissipative operator in suitably weighted $L^p(\Omega)$-spaces in the case where either $(p,N)\in (1,+\infty)\times\{1\}$ or $(p,N)=\{2\}\times\N$. Moreover, we prove that $A_p$ is a densely defined closed operator. We consider nonlinear boundary conditions of the following type: in the one dimensional case we take $\Omega=(0,1)$ and we assume that $u(j)=(-1)^j\beta_j(u(j))$ ($j=0,1$), $\beta_0$ and $\beta_1$ being nondecreasing continuous functions in $\R$ such that $\beta_0(0)=\beta_1(0)=0$; in the $N$-dimensional setting we assume that $(D_{\nu}u)_{|\partial\Omega}=-\beta(u_{|\partial\Omega})$, $\beta$ being a nondecreasing Lipschitz continuous function in $\R$ such that $\beta(0)=0$. Here $\nu$ denotes the unit outward normal to $\partial\Om$.  相似文献   

6.
Let p≥7 be an odd prime. Based on the Toda bracket α1βp-11, α1 β1, p, γs,the authors show that the relation α1βp-11h2,0 γs= βp/p-1γs holds. As a result, they can obtain α1βp1h2,0 γs = 0 ∈π*(S0) for 2≤s≤p- 2, even though α1h2,0γs and β1α1h2,0 γs are not trivial. They also prove that βp-11α1 h2,0 γ3 is nontrivial in π*(S0) and conjecture that βp-11α1 h2,0 γs is nontrivial in π*(S0) for 3≤s≤p- 2. Moreover, it is known thatβp/p-1γ3 = 0 ∈ Ext5,*BP*BP(BP*, BP*), but βp/p-1γ3 is nontrivial in π*(S0) and represents the element βp-11α1 h2,0 γ3.  相似文献   

7.
§1.IntroductionandResultsLet{Xn,n1}beasequenceofrandomvariableswithacommondistributionfunctionF(x)andletXn1Xn2…Xnnbetheor...  相似文献   

8.
A $d$-web ${\Cal W}(d)$ is given by $d$ complex analytic foliations of codimension $n$ in $({\sumbbb C}^N,0)$ such that the leaves are in general position. We are interested in the geometry of such configurations. A complex $({\Cal A}^{\bullet},\delta)$ of ${\sumbbb C}$-vector spaces is defined in which ${\Cal A}^0$ corresponds to functions and ${\Cal A}^p$ to $p$-forms of the web ${\Cal W}(d)$ for $1\leq p\leq n$. If $N=kn$ with $k\geq 2$, it is proved that $r_p:=\dim_{\,\sumbbb C}{\Cal A}^p$ is a finite analytic invariant of ${\Cal W}(d)$ with an optimal upper bound $\pi_{p}(d,k,n)$ for $0\leq p\leq n$. These bounds generalize the Castelnuovos ones for genus of curves in ${\sumbbb P}^{k}$ with degree $d$. Some characterization of the the space $H^0(V_n,\omega^p_{V_n})$ of abelian differentials to an algebraic variety $V_n$ in ${\sumbbb P}^{n+k-1}$ of pure dimension $n$ with degree $d$ is given. Moreover, using duality and Abels theorem, we investigate how for suitable $V_n$ the natural complex $\bigr(H^0(V_n,\omega^{\bullet}_{V_n}),d\,\bigr)$ and the abelian relation complex $({\Cal A}^{\bullet},\delta)$ of the linear web associated to $V_n$ in $({\sumbbb C}^{kn},0)$ are related.
  相似文献   

9.
In this paper, we study the (α,β)-metrics of scalar flag curvature in the form of F = α + εβ + κβ^2/α (ε and k ≠ 0 are constants) and F = α^2/α-β. We prove that these two kinds of metrics are weak Berwaldian if and only if they are Berwaldian and their flag curvatures vanish. In this case, the metrics are locally Minkowskian.  相似文献   

10.
广义线性回归极大似然估计的强相合性   总被引:1,自引:0,他引:1       下载免费PDF全文
设有该文第1节所描述的广义线性回归模型,以$\underline{\lambda}_n$和$\overline{\lambda}_n$分别记$\sum\limits_{i=1}^{n}Z_iZ_i^{\prime}$的最小和最大特征根,$\hat{\beta}_n$记$\beta_0$的极大似然估计.在文献[1]中,当\{$Z_i,i\ge1$\}有界时得到$\hat{\beta}_n$强相合的充分条件,在自然联系和非自然联系下分别为$\underline{\lambda}_n\rightarrow\infty$, $(\overline{\lambda}_n)^{1/2+\delta}=O(\underline{\lambda}_n)$(对某$\delta>0$)以及$\underline{\lambda}_n\rightarrow\infty$, $\overline{\lambda}_n=O(\underline{\lambda}_n)$.作者将后一结果改进为只要求$(\overline{\lambda}_n)^{1/2+\delta}=O(\underline{\lambda}_n)$,从而与自然联系情况下的条件达到一致.  相似文献   

11.
在一定条件下证明了当广义线性回归参数β0的极大似然估计^βn满足形如Fn1/2(β0)(^βn-β0)d→ N(0,I)的极限定理时,用^βn取代Fn1/2(β0)中的β0时,结果仍成立.  相似文献   

12.
$NA$ 相依样本部分线性模型估计理论   总被引:1,自引:0,他引:1  
考虑部分线性模型 ,其中误差为NA相依样本,具有公共未知分布函数G(·),卢为未知参数, g(·)为未知函数.本文首先建立β和g(·)的相合性估计βn和gn(·),然后基于βn和gn(·)构造出G(·)的非参数估计Gn(·),最后在适当条件下,建立了Gn(·)一致强相合于G(·).  相似文献   

13.
考虑回归模型:Y~((j))(x_(in),t_(in))=t_(in)β+g(x_(in))+σ_(in)e~((j))(x_(in)),1≤j≤m,1≤i≤n,其中σ_(in)~2=f(u_(in)),(x_(in),t_(in),u_(in))为固定非随机设计点列,β是未知待估参数,g(·)和f(·)是未知函数,误差{e~((j))(x_(in))}是均值为零的NA变量.给出基于g(·)和f(·)一类非参数估计的β的最小二乘估计和加权最小二乘估计,并在适当条件下得到了它们的强相合性.  相似文献   

14.
一类二元相关威布尔分布及其参数估计   总被引:2,自引:0,他引:2  
考虑生存函数为的二元威布尔分布,提出θ1,θ2,α,δ的估计并讨论了它们的渐近性,最后作模拟计算,得出了参数估计的渐近效.  相似文献   

15.
广义线性回归拟似然估计的渐近正态性   总被引:7,自引:0,他引:7  
研究了形如n∑i=1xi(yi-μ(xi′β))=0拟似然方程,在一定的条件下证明了拟似然估计βn的渐近正态性;并进一步证明了可用于β0大样本统计推断的渐近正态性结果.  相似文献   

16.
至多一个变点的$\Gamma$分布的统计推断及在金融中的应用   总被引:1,自引:1,他引:0  
对至多一个变点的Γ分布,即X1,X2…,Xn为一列相互独立的随机变量序列,且X1,X2,…,X[nΥ0]i.i.d~Γ(x;ν1,λ1),X[nΥ0] 1,X[nΥ0] 2,…,Xn i.i.d~Γ(x;ν2,λ2),其中Υ0未知,称Υ0为该序列的变点.在利用第一型极值分布逼近文中提出统计量的分布的基础上,给出了变点Υ0估计(?)的相合性及强弱收敛速度.最后给出了在金融序列上的应用.  相似文献   

17.
对于混合分布模型$H=\lambda F+(1-\lambda)G$, 构造了在右随机截断下混合分布系数$\lambda$的估计量$\wh{\lambda}$, 并证明了$\wh{\lambda}$的渐进正态性.  相似文献   

18.
The complement of the hyperplane arrangement associated to the (complexified) action of a finite, real reflection group on n is known to be a K(,1) space for the corresponding Artin group $\Cal A$. A long-standing conjecture states that an analogous statement should hold for infinite reflection groups. In this paper we consider the case of a Euclidean reflection group of type à n and its associated Artin group, the affine braid group $\tilde{\Cal A}$. Using the fact that $\tilde{\Cal A}$ can be embedded as a subgroup of a finite type Artin group, we prove a number of conjectures about this group. In particular, we construct a finite, $n$-dimensional K(,1)-space for $\tilde{\Cal A}$, and use it to prove the K(,1) conjecture for the associated hyperlane complement. In addition, we show that the affine braid groups are biautomatic and give an explicit biautomatic structure.  相似文献   

19.
Let $\{\xi_{\bold t}, {\bold t} \in {\bold Z}^d\}$ be a nonuniform $\varphi$-mixing strictly stationary real random field with $E\xi_{\bold 0}=0, E|\xi_{\bold 0}|^{2+\delta}<\infty$ for some $0<\delta<1$. A sufficient condition is given for the sequence of partial sum set-indexed process $\{Z_n(A),\ A\in \Cal A\}$ to converge to Brownian motion. By a direct calculation, the author shows that the result holds for a more general class of set index ${\Cal A}$, where ${\Cal A}$ is assumed only to have the metric entropy exponent $r, 0相似文献   

20.
黄萍  陈金如 《计算数学》2010,32(1):81-96
本文研究了用(~P)_1-Q_0元(其中(~P)_1表示P_1非协调四边形元)解Stokes问题的非协调混合有限元稳定化逼近方法.(~P)_1-Q_0元不满足LBB条件(见[7,14] ),因而其不能直接用来求解Stokes问题.受[3] 的启发,我们提出了一种用(~P)_1-Q_0元解Stokes问题的稳定化方法,证明了这种方法的稳定性和离散问题解的存在唯一性,得到了最优误差估计.文章最后给出的数值算例验证了我们的理论结果.  相似文献   

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