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1.
考虑Y=f(X,β_0) g(T) ε,f(.,.) 为一定义在R~(b_1)×R~p上的已知函数,g(.)是一未知函数β_0是一p×1待估向量。本文综述了关于β_0估计的渐近正态性,渐近正态意义下有效性,二阶渐近有效性,Bahadur渐近有效性等方面已取得结果。  相似文献   

2.
本文考虑部分自回归模型 X_t=X_(t-1)β g(U_t) ε_t,t≥1.这里g是一未知函数,β是一待估参数,ε_j是具有0均值和方差σ~2的i.i.d.误差,U_t i.i.d.服从[0,1]上均匀分布.本文首先给出了相合估计的收敛阶和Takeuchi意义下渐近有效界.同时给出了β最小二乘估计是有效的充要条件.最后证明了MLE是渐近有效的.  相似文献   

3.
本文研究了线性指数分布参数的渐近最优的经验Bayes估计问题.利用概率密度函数的核估计,构造了参数的经验Bayes(EB)估计,获得了所提出的EB估计是渐近最优的.  相似文献   

4.
误差为线性时间序列下的回归模型   总被引:3,自引:0,他引:3  
本文获得线性时间序列加权和的渐近正态性,推广和改进了Tran等人在[1]中得到的结果.还得出了另一种通常采用的g(x)的近邻型估计的渐近正态性.  相似文献   

5.
本文在NA负相协序列下利用熟知的相依情形的大小块分割的方法,建立了经验分布函数的渐近正态性.作为在可靠性中的应用,得到了生存函数■(x)=P(X>x)估计的渐近正态性.  相似文献   

6.
陈桂景 《数学学报》2000,43(5):833-842
为了克服在单参数双边截断型分布族中不能消除参数估计中在Bahardur意义下的超有效病态现象,本文提出了一种新的渐近效率.根据这种效率的定义,对一般 的参数函数,构造了适用的渐近中位无偏的渐近有效估计量.作为全文的理论基础,我们发现了渐近中位无偏估计的最优收敛速度.  相似文献   

7.
一、引言一些作者讨论了渐近中位无偏估计及渐近有效估计问题(见[1]、[2]).对于截尾正态分布,即 X 有密度函数 f(x-θ),其中  相似文献   

8.
多元极值分布参数的最大似然估计与分步估计   总被引:7,自引:0,他引:7  
本文考虑多元极值分布的参数估计,给出了分步估计渐近协差阵的近似表示,并对维数P=2,5及相关参数α=0.001,0.01;0.1(0.2),0.9;0.99,0.999的各种组合,计算了分步估计关于最大似然估计的渐近效率,分析了各种参数及维数对渐近效率的影响.分步估计是一种合理、简单而且有较强实用意义的估计方法.  相似文献   

9.
在随机缺失(MAR)机制下利用经验似然方法构造了线性回归模型中误差方差的估计.并在一定条件下,证明了该估计的渐近正态性,由此得出当误差的分布不对称时,该估计的渐近方差比常用估计的渐近方差小.  相似文献   

10.
含附加信息时条件分位数的估计及其渐近性质   总被引:3,自引:0,他引:3  
本文利用经验似然方法给出了含附加信息时条件分位数的一类新估计,在一定的正则条件下证明了估计的渐近正态性且渐近方差小于或等于通常的条件分位数核估计的渐近方差.  相似文献   

11.
在前人的基础上,对Krawtchouk多项式及其零点的渐近性态进行了研究.首先推导出对于任意固定的u=n/N∈(0,P)或(0,q)Krawtchouk多项式Kn(λN)(其中λ=xN,0<λ<1)的一致有效渐近展开式.然后又得到了它的零点的渐近性态,并对其相应的误差限进行分析.该误差限为o(n-4/3).  相似文献   

12.
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   

13.
We prove that the dimension of any asymptotic cone over a metric space does not exceed the asymptotic Assouad-Nagata dimension of . This improves a result of Dranishnikov and Smith (2007), who showed for all separable subsets of special asymptotic cones , where is an exponential ultrafilter on natural numbers.

We also show that the Assouad-Nagata dimension of the discrete Heisenberg group equals its asymptotic dimension.

  相似文献   


14.
In previous papers [6-8,10], we derived convergent and asymptotic expansions of solutions of second order linear differential equations with a large parameter. In those papers we generalized and developed special cases not considered in Olver"s theory [Olver, 1974]. In this paper we go one step forward and consider linear differential equations of the third order: $y"+a\Lambda^2 y"+b\Lambda^3y=f(x)y"+g(x)y$, with $a,b\in\mathbb{C}$ fixed, $f"$ and $g$ continuous, and $\Lambda$ a large positive parameter. We propose two different techniques to handle the problem: (i) a generalization of Olver"s method and (ii) the transformation of the differential problem into a fixed point problem from which we construct an asymptotic sequence of functions that converges to the unique solution of the problem. Moreover, we show that this second technique may also be applied to nonlinear differential equations with a large parameter. As an application of the theory, we obtain new convergent and asymptotic expansions of the Pearcey integral $P(x,y)$ for large $|x|$.  相似文献   

15.
The paper deals with asymptotic phase and invariant foliations near periodic orbits, extending for two-dimensional smooth vector fields results that have been obtained by Chicone and Liu (2004). The problem of the existence of asymptotic phase is completely solved for analytic vector fields and is reduced to a problem of infinite codimension for systems. Moreover it is proven that whenever asymptotic phase occurs, or in other words, when the periodic orbit is isochronous, then there also exists a foliation, with leaves transversally cutting the periodic orbit and invariant under the flow of the vector field. The paper also provides some results in three dimensions.

  相似文献   


16.
本文通过构造一个有限维解序列,研究了二维阻尼驱动Navier-Stokes方程的渐近吸引子,并证明了该解序列在长时间内无限逼近全局吸引子,最后给出了渐近吸引子的维数估计.  相似文献   

17.
The asymptotic behavior of solutions of the three-dimensional nonautonomous Brinkman-Forchheimer equation is investigated. And the existence of pullback global attractors in L2 (Ω) and H01(Ω) is proved, respectively.  相似文献   

18.
We consider a discrete-time risk model with dependence structures, where the claim-sizes \{X_n\}_{n\geq1} follow a one-sided linear process with independent and identically distributed (i.i.d.) innovations $\{\varepsilon_n\}_{n\geq1}$, and the innovations and financial risks form a sequence of independent and identically distributed copies of a random pair $(\varepsilon,Y)$ with dependent components. When the product \varepsilon Y has a heavy-tailed distribution, we establish some asymptotic estimates of the ruin probabilities in this discrete-time risk model. Finally, we use a Crude Monte Carlo (CMC) simulation to verify our results.  相似文献   

19.
BAHADURASYMPTOTICEFFICIENCYINASEMIPARAMETRICREGRESSIONMODEL¥LIANGHUA;CHENGPINGAbstract:TheauthorSgiveMLEθ1MLofθ1inthemodelY=θ...  相似文献   

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