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1.
How to solve the inference problem of candidate database web surveys is an urgent problem to be solved in the development of web survey. In order to solve this problem, the inference method of non-probability sampling based on superpopulation pseudo design and the combined sample is proposed. A superpopulation model is firstly built up to construct pseudo weights for a survey sample of the web candidate database. The estimator of the population mean is then computed according to the combined sample composed of the survey sample of the web candidate database and a probability sample. The variance estimator of the population mean estimator is lastly derived according to the variance estimation theory of the superpopulation model. The Bootstrap and Jackknife methods are also used to compute the variance estimator. And all these variance estimation methods are compared. The research results show that the population mean estimator based on superpopulation pseudo design and the combined sample is better, and has higher efficiency than the estimator only using the probability sample and the weighted estimator only using the survey sample of the web candidate database. The variance estimator computed by using the VM1, VM2 and VM3 method are relatively better. 相似文献
2.
??How to solve the inference problem of candidate database web surveys is an urgent problem to be solved in the development of web survey. In order to solve this problem, the inference method of non-probability sampling based on superpopulation pseudo design and the combined sample is proposed. A superpopulation model is firstly built up to construct pseudo weights for a survey sample of the web candidate database. The estimator of the population mean is then computed according to the combined sample composed of the survey sample of the web candidate database and a probability sample. The variance estimator of the population mean estimator is lastly derived according to the variance estimation theory of the superpopulation model. The Bootstrap and Jackknife methods are also used to compute the variance estimator. And all these variance estimation methods are compared. The research results show that the population mean estimator based on superpopulation pseudo design and the combined sample is better, and has higher efficiency than the estimator only using the probability sample and the weighted estimator only using the survey sample of the web candidate database. The variance estimator computed by using the VM1, VM2 and VM3 method are relatively better. 相似文献
3.
The problem of estimating regression coefficients from observations at a finite number of properly designed sampling points is considered when the error process has correlated values and no quadratic mean derivative. Sacks and Ylvisaker (1966,Ann. Math. Statist.,39, 66–89) found an asymptotically optimal design for the best linear unbiased estimator (BLUE). Here, the goal is to find an asymptotically optimal design for a simpler estimator. This is achieved by properly adjusting the median sampling design and the simpler estimator introduced by Schoenfelder (1978, Institute of Statistics Mimeo Series No. 1201, University of North Carolina, Chapel Hill). Examples with stationary (Gauss-Markov) and nonstationary (Wiener) error processes and with linear and nonlinear regression functions are considered both analytically and numerically.Research supported by the Air Force Office of Scientific Research Contract No. 91-0030. 相似文献
4.
An optimal interpolation problem is considered on the Sobolev-Wiener class of smooth functions defined on the real line by double samples. We calculate the exact value of the minimal intrinsic error, identify an optimal set of sampling points and constructing an optimal linear estimator (algorithm). 相似文献
5.
Rodolfo Araya Abner H. Poza Frédéric Valentin 《Numerical Methods for Partial Differential Equations》2012,28(3):782-806
This work combines two complementary strategies for solving the steady incompressible Navier–Stokes model with a zeroth‐order term, namely, a stabilized finite element method and a mesh–refinement approach based on an error estimator. First, equal order interpolation spaces are adopted to approximate both the velocity and the pressure while stability is recovered within the stabilization approach. Also designed to handle advection dominated flows under zeroth‐order term influence, the stabilized method incorporates a new parameter with a threefold asymptotic behavior. Mesh adaptivity driven by a new hierarchical error estimator and built on the stabilized method is the second ingredient. The estimator construction process circumvents the saturation assumption by using an enhancing space strategy which is shown to be equivalent to the error. Several numerical tests validate the methodology. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011 相似文献
6.
本文讨论了二次样条插值的定解条件,在l_1模意义下给出了一类最佳二次样条插值的概念,以及寻找最佳二次样条插值的定解条件的方法.最后讨论了误差估计问题,并给出了实际算例. 相似文献
7.
Sudipto Chowdhury A. K. Nandakumaran 《Numerical Functional Analysis & Optimization》2013,34(11):1388-1419
In this article, an abstract framework for the error analysis of discontinuous Galerkin methods for control constrained optimal control problems is developed. The analysis establishes the best approximation result from a priori analysis point of view and delivers a reliable and efficient a posteriori error estimator. The results are applicable to a variety of problems just under the minimal regularity possessed by the well-posedness of the problem. Subsequently, the applications of C 0 interior penalty methods for a boundary control problem as well as a distributed control problem governed by the biharmonic equation subject to simply supported boundary conditions are discussed through the abstract analysis. Numerical experiments illustrate the theoretical findings. 相似文献
8.
Pseudo almost periodic in distribution solutions and optimal solutions to impulsive partial stochastic differential equations with infinite delay 下载免费PDF全文
In this paper, we study a general class of impulsive partial stochastic differential equations with infinite delay and pseudo almost periodic coefficients in Hilbert spaces. Firstly, a more appropriate concept of pseudo almost periodic in distribution for stochastic processes of infinite class is introduced. Secondly, the existence of pseudo almost periodic in distribution mild solutions is investigated by utilizing the interpolation theory, the stochastic analysis techniques and fixed point theorem. The existence of optimal mild solutions of the systems is also proved. Finally, an example is provided to show the effectiveness of the theoretical results. 相似文献
9.
The problem of estimating a continuous-time random process from its observations at appropriately designed sampling points
is considered. The quality of an estimator is measured by its integrated mean square error (IMSE). Here, sampling points are
designed stepwisely to minimize the IMSE and the best linear unbiased estimator (BLUE) is so determined that the earlier calculations
do not have to be repeated with addition of one or more new samples. For random processes whose covariance has a sharp corner
at the diagonal, it is shown that essentially, an optimal one-step forward sampling location is one of the midpoints of intervals
determined by the current and previous sampling points. Both analytical and numerical examples are considered.
This revised version was published online in June 2006 with corrections to the Cover Date. 相似文献
10.
This paper addresses the problem of estimating the monotone boundary of a nonconvex set in a full nonparametric and multivariate setup. This is particularly useful in the context of productivity analysis where the efficient frontier is the locus of optimal production scenarios. Then efficiency scores are defined by the distance of a firm from this efficient boundary. In this setup, the free disposal hull (FDH) estimator has been extensively used due to its flexibility and because it allows nonconvex attainable production sets. However, the nonsmoothness and discontinuities of the FDH is a drawback for conducting inference in finite samples. In particular, it is shown that the bootstrap of the FDH has poor performances and so is not useful in practice. Our estimator, the LFDH, is a linearized version of the FDH, obtained by linear interpolation of appropriate FDH-efficient vertices. It offers a continuous, smooth version of the FDH. We provide an algorithm for computing the estimator, and we establish its asymptotic properties. We also provide an easy way to approximate its asymptotic sampling distribution. The latter could offer bias-corrected estimator and confidence intervals of the efficiency scores. In a Monte Carlo study, we show that these approximations work well even in moderate sample sizes and that our LFDH estimator outperforms, both in bias and in MSE, the original FDH estimator. 相似文献
11.
复制数据是处理抽样调查中数据项目缺失的一种常用方法。在两种常见模型及复杂抽样设计下,本文对处理数据项目缺失的类均值复制和类加权均值复制方法进行了对比。 相似文献
12.
Hazard function estimation is an important part of survival analysis. Interest often centers on estimating the hazard function
associated with a particular cause of death. We propose three nonparametric kernel estimators for the hazard function, all
of which are appropriate when death times are subject to random censorship and censoring indicators can be missing at random.
Specifically, we present a regression surrogate estimator, an imputation estimator, and an inverse probability weighted estimator.
All three estimators are uniformly strongly consistent and asymptotically normal. We derive asymptotic representations of
the mean squared error and the mean integrated squared error for these estimators and we discuss a data-driven bandwidth selection
method. A simulation study, conducted to assess finite sample behavior, demonstrates that the proposed hazard estimators perform
relatively well. We illustrate our methods with an analysis of some vascular disease data. 相似文献
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14.
We consider the estimation of error variance in the analysis of experiments using two level orthogonal arrays. We address
the estimator which is the minimum of all the estimators which we obtain by pooling some sums of squares for factorial effects.
Under squared error loss, we discuss whether or not this estimator uniformly improves upon the best positive multiple of error
sum of squares. We show that when we have two factorial effects, we obtain uniform improvement. However, we show that when
we have more than two factorial effects, we cannot necessarily obtain uniform improvement. Further, the above results are
applied to the problem of estimating the smallest scale parameter of chi-square distributions. 相似文献
15.
A Posteriori Error Estimators of Gradient Recovery Type for Fem of a Model Optimal Control Problem 总被引:2,自引:0,他引:2
In this paper, we derive an a posteriori error estimator of gradient recovery type for a model optimal control problem. We show that the a posteriori error estimator is equivalent to the discretization error in a norm of energy type on general meshes. Furthermore, when the solution of the control problem is smooth and the meshes are uniform, it is shown to be asymptotically exact. 相似文献
16.
Gerd Kunert 《Mathematical Methods in the Applied Sciences》2003,26(7):589-617
A singularly perturbed convection–diffusion problem in two and three space dimensions is discretized using the streamline upwind Petrov Galerkin (SUPG) variant of the finite element method. The dominant convection frequently gives rise to solutions with layers; hence anisotropic finite elements can be applied advantageously. The main focus is on a posteriori energy norm error estimation that is robust in the perturbation parameter and with respect to the mesh anisotropy. A residual error estimator and a local problem error estimator are proposed and investigated. The analysis reveals that the upper error bound depends on the alignment of the anisotropies of the mesh and of the solution. Hence reliable error estimation is possible for suitable anisotropic meshes. The lower error bound depends on the problem data via a local mesh Peclet number. Thus efficient error estimation is achieved for small mesh Peclet numbers. Altogether, error estimation approaches for isotropic meshes are successfully extended to anisotropic elements. Several numerical experiments support the analysis. Copyright © 2003 John Wiley & Sons, Ltd. 相似文献
17.
Boujemâa Achchab Abdellatif Agouzal Khalid Bouihat Adil Majdoubi Ali Souissi 《Numerical Methods for Partial Differential Equations》2017,33(1):218-240
In this article we study a projection‐stabilized nonconforming finite element discretization of the Stokes problem. We present a priori error analysis and give a recovery‐based a posteriori error estimator for the considered problem. Numerical results illustrate the theoretical performance of the error estimator. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 218–240, 2017 相似文献
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19.
In the situation of \rho-mixing dependent sequences, this paper studied the mean square error and the optimal bandwidth of distribution kernel estimator nu_{p,h} of VaR. And the optimal bandwidth minimized the mean square error. The density function of Laplace distribution is used in the calculation of bandwidth
and we adopt the method of interpolation to compute specific value of bandwidth in this paper. According to the numerical simulations, the distribution kernel estimator is more accurate by comparing the performance of VaR distribution kernel estimation with a common order statistic. Finally, Shangzheng A-share index and Shenzheng B-share index are chosen for an empirical research, which concludes that the risk of the latter is significantly higher than that of the former. 相似文献
20.
We propose a new approach which generalizes and improves principal component analysis (PCA) and its recent advances. The approach is based on the following underlying ideas. PCA can be reformulated as a technique which provides the best linear estimator of the fixed rank for random vectors. By the proposed method, the vector estimate is presented in a special quadratic form aimed to improve the error of estimation compared with customary linear estimates. The vector is first pre-estimated from the special iterative procedure such that each iterative loop consists of a solution of the unconstrained nonlinear best approximation problem. Then, the final vector estimate is obtained from a solution of the constrained best approximation problem with the quadratic approximant. We show that the combination of these techniques allows us to provide a new nonlinear estimator with a significantly better performance compared with that of PCA and its known modifications. 相似文献