Empirical likelihood for mixed-effects error-in-variables model

This paper mainly introduces the method of empirical likelihood and its applications on two different models. We discuss the empirical likelihood inference on fixed-effect parameter in mixed-effects model with error-in-variables. We first consider a linear mixed-effects model with measurement errors in both fixed and random effects. We construct the empirical likelihood confidence regions for the fixed-effects parameters and the mean parameters of random-effects. The limiting distribution of the empirical log likelihood ratio at the true parameter is X2p＋q, where p, q are dimension of fixed and random effects respectively. Then we discuss empirical likelihood inference in a semi-linear error-in-variable mixed-effects model. Under certain conditions, it is shown that the empirical log likelihood ratio at the true parameter also converges to X2p＋q. Simulations illustrate that the proposed confidence region has a coverage probability more closer to the nominal level than normal approximation based confidence region.     

半参数两样本密度比率模型估计问题的一点注记

In this paper,a semiparametric two-sample density ratio model is considered and the empirical likelihood method is applied to obtain the parameters estimation.A commonly occurring problem in computing is that the empirical likelihood function may be a concaveconvex function.Here a simple Lagrange saddle point algorithm is presented for computing the saddle point of the empirical likelihood function when the Lagrange multiplier has no explicit solution.So we can obtain the maximum empirical likelihood estimation (MELE) of parameters.Monte Carlo simulations are presented to illustrate the Lagrange saddle point algorithm.     

A Note on the Estimation of Semiparametric Two-Sample Density Ratio Models

In this paper,a semiparametric two-sample density ratio model is considered and the empirical likelihood method is applied to obtain the parameters estimation.A commonly occurring problem in computing is that the empirical likelihood function may be a concaveconvex function.Here a simple Lagrange saddle point algorithm is presented for computing the saddle point of the empirical likelihood function when the Lagrange multiplier has no explicit solution.So we can obtain the maximum empirical likelihood estimation (MELE) of parameters.Monte Carlo simulations are presented to illustrate the Lagrange saddle point algorithm.     

CONVERGENCE OF A MIXED FINITE ELEMENT FOR THE STOKES PROBLEM ON ANISOTROPIC MESHES

The main aim of this paper is to study the convergence properties of a low order mixed finite element for the Stokes problem under anisotropic meshes. We discuss the anisotropic convergence and superconvergence independent of the aspect ratio. Without the shape regularity assumption and inverse assumption on the meshes, the optimal error estimates and natural superconvergence at central points are obtained. The global superconvergence for the gradient of the velocity and the pressure is derived with the aid of a suitable postprocessing method. Furthermore, we develop a simple method to obtain the superclose properties which improves the results of the previous works .     

时间序列的AR及ARMA模型的阶数的贝叶斯判据

In this paper, we discuss the problem of determining the orders of AR(k) andARMA(p, q) models of time series on the basis of the Bayesian estimate theory. Ageneral prior distribution for the order and a general family of prior distribution forthe parameters are proposed. With respect to a particular loss-function, the criterionfor the order of AR(k), denoted by η_1(k), and the approximate criterion for theorder of ARMA (p, q) are given. The consistency of the order K estimated by usingη_1(k)is proved.Finally, the simulation comparisons between η_1(k), AIC(k) (Akaike,1976) and φ(k) (Hannan,1979) are made. The results show that η_1(k) is superiorto AIC(k).     

An empirical likelihood method in a partially linear single-index model with right censored data

Empirical-likelihood-based inference for the parameters in a partially linear single-index model with randomly censored data is investigated. We introduce an estimated empirical likelihood for the parameters using a synthetic data approach and show that its limiting distribution is a mixture of central chi-squared distribution. To attack this difficulty we propose an adjusted empirical likelihood to achieve the standard χ2-limit. Furthermore, since the index is of norm 1, we use this constraint to reduce the dimension of parameters, which increases the accuracy of the confidence regions. A simulation study is carried out to compare its finite-sample properties with the existing method. An application to a real data set is illustrated.     

OD-CHARACTERIZATION OF ALMOST SIMPLE GROUPS RELATED TO U6（2）

Let G be a finite group and π(G) = { p 1 , p 2 , ··· , p k } be the set of the primes dividing the order of G. We define its prime graph Γ(G) as follows. The vertex set of this graph is π(G), and two distinct vertices p, q are joined by an edge if and only if pq ∈π e (G). In this case, we write p ～ q. For p ∈π(G), put deg(p) := |{ q ∈π(G) | p ～ q }| , which is called the degree of p. We also define D(G) := (deg(p 1 ), deg(p 2 ), ··· , deg(p k )), where p 1 < p 2 < ··· < p k , which is called the degree pattern of G. We say a group G is k-fold OD-characterizable if there exist exactly k non-isomorphic finite groups with the same order and degree pattern as G. Specially, a 1-fold OD-characterizable group is simply called an OD-characterizable group. Let L := U 6 (2). In this article, we classify all finite groups with the same order and degree pattern as an almost simple groups related to L. In fact, we prove that L and L.2 are OD-characterizable, L.3 is 3-fold OD-characterizable, and L.S 3 is 5-fold OD-characterizable.     

Some Remarks on the Convex Feasibility Problem and Best Approximation Problem

In this paper we investigate several solution algorithms for the convex fea- sibility problem(CFP)and the best approximation problem(BAP)respectively.The algorithms analyzed are already known before,but by adequately reformulating the CFP or the BAP we naturally deduce the general projection method for the CFP from well-known steepest decent method for unconstrained optimization and we also give a natural strategy of updating weight parameters.In the linear case we show the connec- tion of the two projection algorithms for the CFP and the BAP respectively.In addition, we establish the convergence of a method for the BAP under milder assumptions in the linear case.We also show by examples a Bauschke's conjecture is only partially correct.     

带趋势项的ARCH误差模型参数变化的残量检验

This paper analyzes the problem of testing for parameters change in ARCH errors models with deterministic trend based on residual cusum test. It is shown that the asymptotically limiting distribution of the residual cusum test statistic is still the sup of a standard Brownian bridge under null hypothesis. In order to check this, we carry out a Monte Carlo simulation and examine the return of IBM data. The results from both simulation and real data analysis support our claim. We also can explain this phenomenon from a theoretical viewpoint that the variance in ARCH model in mainly determined by its parameters.     

Fujita phenomena in nonlinear pseudo-parabolic system

This paper deals with the Cauchy problem to the nonlinear pseudo-parabolic system ut-△u-αut=vp,vt-△v-αvt=uqwith p,q 1 and pq1,where the viscous terms of third order are included.We first find the critical Fujita exponent,and then determine the second critical exponent to characterize the critical space-decay rate of initial data in the co-existence region of global and non-global solutions.Moreover,time-decay profiles are obtained for the global solutions.It can be found that,diferent from those for the situations of general semilinear heat systems,we have to use distinctive techniques to treat the influence from the viscous terms of the highest order.To fix the non-global solutions,we exploit the test function method,instead of the general Kaplan method for heat systems.To obtain the global solutions,we apply the Lp-Lq technique to establish some uniform Lmtime-decay estimates.In particular,under a suitable classification for the nonlinear parameters and the initial data,various Lmtime-decay estimates in the procedure enable us to arrive at the time-decay profiles of solutions to the system.It is mentioned that the general scaling method for parabolic problems relies heavily on regularizing efect to establish the compactness of approximating solutions,which cannot be directly realized here due to absence of the smooth efect in the pseudo-parabolic system.     

(NCI)算子与(NFI)算子

引入两类与不变子空间密切相关的算子,即(NCI)算子与(NFI)算子.考虑这两类算子的性质,例如存在性,相似不变性,以及与强不可约算子的关系等.并在可分Banach空间上讨论谱为单点集{0}的算子能否小紧摄动成为(NFI)算子.     

基于鞅空间M(ln~+M)~p,L(ln~+L)~p与K(ln~+K)~p的关系研究

旨在利用概率方法探讨鞅空间K2与M1之间的鞅空间包含变化关系.首先提出了新的鞅空间M(ln+M)p,L(ln+L)p以及K(ln+K)p(其中p 1)的定义,并证明了其空间包含关系.     

Deformation of Tensor Product (Co)Algebras via Non-(Co)Normal Twists

We study new coalgebra structures on the tensor product of two coalgebras C and D by twisting the tensor product coalgebra via a twist map Ψ: C ? D → D ? C. We deal with the general case in which the counit of the tensor product coalgebra is deformed as well. Some classes of such deformations are analysed, and a notion of equivalence of twists is discussed. We also present the dual deformation of tensor product algebras and provide examples.     

On Some Problems of Grothendieck Concerning (F) and (DF) Spaces

This is an expository article devoted to the answers to the 10 open problems of the fundamental paper of Grothendieck (Summa Res. Math. 1954; 3:57–123), some of which were given in the recent years.     

半群上的Green(e)-关系

半群上的Green(e)-关系是半群上通常Green's关系的一种推广.借助半群的左(右)S-系及半群的双系深入研究了Green(e)-关系的代数性质,证明了每个H(e)-类R(e)e∩L(e)f为一个强无挠的(H(e)e,H(e)f)-双系,其中e,f为幂等元,并给出了每个含幂等元的D(e)-类的代数结构.     

以x~((1))(n)为初始条件的DGM(1,1)模型

根据灰色系统理论的新信息优先原理,建立了以x~((1))(n)为初始条件的离散灰色预测模型,证明了灰色预测模型与离散灰色预测模型分别在初始值优化前后的等价性,最后通过一个算例验证了模型的有效性与实用性.     

广义Calderón-Zygmund算子交换子的有界性

讨论了广义Calderón-Zyginund算子与Lipschitz函数生成的交换子在Lebe-sgue空间及Hardy空间上的有界性,同时得到了其端点估计.     

GLn(k)和SLn(k)的阶

本文利用矩阵行的初等变换 ,采用递推的方法 ,求出了有限域 k上 n次一般线性群 GLn(k)和 n次特殊线性群 SLn(k)的阶 .     

广义(PS)条件的证明

在广义Lebesgue空间Lp~(x)(Ω)和广义Sobolev空间W~(1,p(x))(Ω)的基本理论体系的基础上得到了一类p(x)-Laplace方程满足广义(PS)条件的一个充分条件.