再论线性模型中回归系数的最小二乘估计的相合性

<正> (一) 引言 考虑线性模型Y_i=x′_iβ+e_i,i=1,…,n,….这里x_1,x_2,…为已知的试验点列β=(β_1,…,β_p)′为未知参数,e_1,e_2,…为随机误差序列.假定E(e_i)=0对一切i.由前n次试验结果算出β的最小二乘估计     

混合回归模型误差方差M估计的弱收敛性

考虑混合回归模型 y_i=x_i~Tβ+σε_i,(1)其中x_i~T=(y_(i-1),…,y_(i-p),z_(i1),…,z_(ik)),{ε_i}为i.i.d.残差序列,Eε1=0,Eε_1~2=1,而β=(β_1,…,β_p,β_(p+1),…,β_(p+k))~T与σ>0为未知参数,并且φ(B)=1-β_1B-…-β_pB~p=0的根全在单位圆外. 本文拟在文[1]的基础上定义模型(1)误差方差σ的M估计,并证明其弱收敛性. 设X(x)为某个可测函数,β为(1)中回归参数β的某个相容估计,称方程     

线性模型中的一个假设检验问题(英文)

本文讨论了多元线性模型中的一个假设检验问题。假定 的各行独立、正态、同协差阵Ⅴ。现在要检验假设H_0:存在矩阵C使θ=Cη是否成立。首先可将问题化为法式的形式,对法式分两种情况进行讨论: (一)V=σ~2I, σ~2未知。此时可求出θ, C,σ~2的最大似然估计(当H_0成立时)是中的资料阵y_1,y_2,d1,…,d_K是y′_3y_3的全部特征根。λ_1~*≥…λ_(p+q)~*是(y_1 y_2)(y′_1 y′_2)的全部 Λ=sum from j=p+1 to k /sum from j-1 to k d_j,λ_1≥λ_2…≥λ_k是y′_1y1+y′_2y_2的全部特征根。 (二)一般情形V未知。此时θ,C的估计量同前,可求出 (?)=1/n(y′_2T_(22)T′_(22)y_2+y′_3y_3).H_0相应的Lawley不变检验是 sum from j=p+1 to k β_j≥α_1,其中β_1≥β_2≥…≥β_k是y′1y_1+y′_2y_2的相对于y′_3y_3的全部特征根。 有关Λ的以及sum from j=p+1 to k β_j的极限分布将在另外的文章中讨论。     

平均值不等式的推广及其应用

设α_i∈R~ (i=1,2,…,n),则成立着A_n=(α_1 α_2 … α_n)/n≥G_n=(α_1α_2…α_n)/(1/n)当且仅当;α_1=α_2=…=α_n,时取等号(证明略)。本文先借助一个矩形数表对这个不等式加以推广,然后举例说明运用它来证明某些不等式将甚为方便简捷。     

运用拉格朗日恒等式简解三角题

本文就三角中的一些问题 ,介绍运用拉格朗日恒等式来求解 ,可以化难为易 ,简捷明快 .1　拉格朗日恒等式设α1,α2 ,β1,β2 ∈Ｒ ,则　 (α21+α22 ) (β21+ β22 ) - (α1β1+α2 β2 ) 2=(α1β2 -α2 β1) 2 .证　∵左边 =α21β21+α21β22 +α22 β21+α22 β22 - (α21β21+2α1β1α2 β2 +α22 β22 )=α21β22 - 2α1β2 α2 β1+α22 β21=(α1β2 -α2 β1) 2 ,∴左边 =右边 .这个恒等式还可以推广 ,如(α21+α22 +α23) (β21+ β22 + β23) - (α1β1+α2 β2 +α3β3) 2 =(α1β2 -α2 β1) 2 + (α1β3-α3β1) 2 + (α2 β3…     

线性模型中误差方差估计的分布的渐近展开

<正> §1.引言许宝騄教授在他的著名的工作[1]中,得到了样本方差1/(n-1)sum from i=1 to n (X_i-(?))~2(经过规则化)的分布的渐近展开.本文的目的是把许教授的结果推广到线性模型中误差方差的基于残差平方和的估计.考虑线性模型Y_i=x′_iβ+e_i,i=1,2,…,n,…. (1)此处,{x_i}为一串已知的 p 维向量(试验点列),β=(β_1,…,β_p)′为未知的回归系数向     

在对称群中一类正则图所确定的极大子群

对称群的极大子群之确定,在多值逻辑理论和有限自动机理论中都有着重要而广泛的应用,同时也是置换群理论中的一个基本问题.本文提出了 k 次对称群中一类新的极大子群,k=h~m,m≥3,h≥7.设Γ=(Ω,E)是一个无向正则图,其中顶点集Ω={(α_1,…,α_m)|β_i∈Ω_h={10,1,…,h-1},i=1,…,m},边集 E={α,β〉|α=(α_1,…,α_m),β=(β_1,…,β_m)∈Ω,α_i≠β_i,i=1,….m}:G 是Γ的所自同构作成之群.于是,(1)G 是本原群,且G={g|g(x)=g(x_1,…,x_m)=(g_1(x_σ(1)),…,g_m(x_σ(m))),σ∈S_m(集合{1,…,m}上的对称群),g,∈S_h(Ω_h 上的对称群),i=1,…,m};(2)若 h 为奇数 h=2_n+1且 n 为偶数或 h-1>m,则 G 是 k 次对称群 S_k 中的极大子群;(3)若 k 为偶数且2(k-1)>m,则 G 是 k 次交代群 A_k 中的极大子群.     

一维问题的一种积分形式的流量重构算法

1引言我们考虑如下一维二阶椭圆边界值问题(-(β(x)p′)(x))′=f(x),x∈(a,b) p(a)=p(b)=0(1))其中β=β(x)是一恒正函数,且β∈H~1(a,b),f∈L~2(a,b)．事实上,在此条件下,我们可保证p∈H~2(a,b)(见[1],[2])．(1)之弱形式为：求p∈H_0~1(a,b)使得a(p,q)=(f,q),(?)q∈H_0~1(a,b),(2)其中a(p,q)=(?)_a~bβp′q′dx,(f,g)=(?)_a~bfqdx．给定(a,b)的一个分割α=x_0＜x_1＜…＜x_(n-1)＜x_n=b,令h=(?)(x_i-x_(i-1)),(?)_i表示通常相应于节点x_i的形状函数,即(?)_i是连续的分段线性函数且满足(?)_i(x_k)=δ_(ik),这里δ_(ik)=(?)i,k=0,1,…,n．又记V_h~0=span{(?)_1,(?)_2,…,(?)_(n-1)),取V_h~0作为p的逼近空间,则求解(1)的标准有限元格式为：求ph∈V_h~0使得     

强收敛意义下岭回归的 C_L 和 GCV 准则的渐近最优性

设有回归模型Y_i=μ_i+e_i,i=1,2,…,n (1)假定 e_1,…,e_n 为 iid.的正态随机变量序列,具有共同的均值0和方差σ~2.每个 Y_i 可通过设计点列 x_(i1),x_(i2),…,x_i_p_n 观察到.为估计 Y=(Y_1,…,Y_n)′的未知均值 μ=(μ_1,…,μ_n)′,可构造一族岭估计(?)(h)=X(X′X+hI)~-1X′Y,h≥0,(2)其中 X=(x_ij)_(n×ρn) 为设计阵,I 为 p_n 阶单位阵.在这里,岭参数 h 的选择是一个十分     

线性模型中回归系数的最小二乘估计的强相合性

本文研究了线性模型:Y_i=x′_iβ+e_i,i=1,2,…中回归系数β=(β_1,…,β_p)′的最小二乘估计的强相合性,这里x′_i=(x_(il),…,x_(ip))为已给的p维向量,记x_n=(x_1,…,x_n)′,S_n~(-1)=(x′_nx_n)~(-1)=(h_(nij)),G(n)=diag(G_1(n),…,G_p(n))=diag(h_(n11)~(-1),…,h_(npp)~(-1)),那末在把文献[1]定理3中的条件1°换以:存在常数0相似文献   

The realization of autonomous state classifiers by C-systems

Plane autonomous state classifiers are defined and characterized. The nonempty class of C-systems is proved to be contained in the class of plane autonomous state classifiers. Plane autonomous state classifiers are considered as the generalization, to nonlinear systems, of the concept of saddle point.     

Unsteady flows of a viscoelastic fluid with the fractional Burgers’ model

The aim of this work is to discuss some unidirectional flows of a viscoelastic fluid between two parallel plates with fractional Burgers’ fluid model. The exact analytical solutions for Plane Poiseuille and Plane Couette flows are obtained by using the finite Fourier sine transform and the Laplace transform. Moreover, the graphs are plotted to show the effects of different parameters on the velocity field.     

Numerical solution of stationary viscous incompressible fluid problems by the method of fictitious domains

We consider some issues of numerical implementation of the fictitious domain method for viscous incompressible fluid problems. Plane stationary problems are solved by successive approximations in the nonlinearity. Plane heat convection problems in the Boussinesq approximation are also considered. Solution examples of some specimen problems are presented.Translated from Vychislitel'naya Matematika i Matematicheskoe Obespechenie EVM, pp. 255–262, 1985.     

ERROR ESTIMATION FOR NUMERICAL METHODS USING THE ULTRA WEAK VARIATIONAL FORMULATION IN MODEL OF NEAR FIELD SCATTERING PROBLEM

In this paper, we investigate the use of ultra weak variational formulation to solve a wave scattering problem in near field optics. In order to capture the sub-scale features of waves, we utilize evanescent wave functions together with plane wave functions to approximate the local properties of the field. We analyze the global convergence and give an error estimation of the method. Numerical examples are also presented to demonstrate the effectiveness of the strategy.     

关于存在多组最优解的整数线性规划问题的割平面法的研究

利用割平面法求解具有多组最优解情形的整数线性规划问题时,会出现不能求出全部最优解的现象,这是割平面法的一个缺陷.针对割平面法的这种缺陷,基于构造非线性标量化函数时引入凸锥的思想,提出了一种割平面一线性交叉搜索方法,这种割平面一线性交叉搜索方法可以解决利用割平面法求解整数线性规划问题时出现的缺陷.最后,通过数值例验证了割平面一线性交叉搜索方法的可行性与有效性.     

Optimal Control of the Motion of a Two-Mass System

Doklady Mathematics - Plane motions of a two-mass system consisting of a rigid body and a point mass which can move relative to the body at a bounded velocity are considered. For the system,...     

Lagrangian Decomposition for large-scale two-stage stochastic mixed 0-1 problems

In this paper we study solution methods for solving the dual problem corresponding to the Lagrangian Decomposition of two-stage stochastic mixed 0-1 models. We represent the two-stage stochastic mixed 0-1 problem by a splitting variable representation of the deterministic equivalent model, where 0-1 and continuous variables appear at any stage. Lagrangian Decomposition (LD) is proposed for satisfying both the integrality constraints for the 0-1 variables and the non-anticipativity constraints. We compare the performance of four iterative algorithms based on dual Lagrangian Decomposition schemes: the Subgradient Method, the Volume Algorithm, the Progressive Hedging Algorithm, and the Dynamic Constrained Cutting Plane scheme. We test the tightness of the LD bounds in a testbed of medium- and large-scale stochastic instances.     

Topology of Liouville Foliations for Integrable Billiards in Non-Convex Domains

Plane billiards are studied in non-convex domains bounded by arcs of confocal quadrics and in domains bounded by segments of mutually perpendicular straight lines. The topology of isoenergetic surfaces of such billiards is studied by calculating rough Liouville equivalence invariants known as Fomenko molecules.     

Two linear approximation algorithms for convex mixed integer nonlinear programming

We present two new algorithms for convex Mixed Integer Nonlinear Programming (MINLP), both based on the well known Extended Cutting Plane (ECP) algorithm proposed by Weterlund and Petersson. Our first algorithm, Refined Extended Cutting Plane (RECP), incorporates additional cuts to the MILP relaxation of the original problem, obtained by solving linear relaxations of NLP problems considered in the Outer Approximation algorithm. Our second algorithm, Linear Programming based Branch-and-Bound (LP-BB), applies the strategy of generating cuts that is used in RECP, to the linear approximation scheme used by the LP/NLP based Branch-and-Bound algorithm. Our computational results show that RECP and LP-BB are highly competitive with the most popular MINLP algorithms from the literature, while keeping the nice and desirable characteristic of ECP, of being a first-order method.

     

BOOK REVIEWS

Book reviewed in this article: Galaxies , by Harlow Shapley, Director of the Harvard College Observatory. Modern Chemistry , by Charles E. Dull. Essentials of Plane and Spherical Trigonometry with Tables , by Clifford Bell and Tracy Y. Thomas Solid Geometry , by A. M. Welchons and. W. R. Keickenberger. General Chemistry , (Fifth Edition) by Horace G. Deming. The Science of Explosives , by Martin Meyer. Biology for High Schools , by Sister M. Dafrose, O.P. Manual of Wartime Hygiene . Supplement to “A College Textbook of Hygiene” by Dean Franklin Smiley, A.B., M.D. Plane and Spherical Trigonometry , by Alfred L. Nelson and Karl W. Folley. Mathematics for Machinists , by R. W. Burnham. Calculus , by Lyman M. Kells.