共查询到17条相似文献,搜索用时 78 毫秒
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研究了一般生长曲线模型中最优线性无偏预测的稳健性,得到了线性可预测变量的这种预测关于协方差阵具有稳健性的充要条件. 相似文献
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本文针对带线性等式约束的线性模型 ,在二次损失下研究了线性预测的可容许性 ,得到了条件线性可预测变量的线性预测 Lys(Lys+ a)是可容许线性预测的充要条件。 相似文献
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本文针对带不等式约束的线性模型,在矩阵损失下研究了线性预测的可容许性,得到了条件线性可预测变量的非齐次线性预测Lys α是可容许线性预测的充要条件. 相似文献
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本研究了带线性等式的约束条件的有限总体中的最优预测问题,给出了条件可预测变量和条件最优线性无偏测的定义,得到了条件可预测变量的所有条件最优线性无偏预测,并证明了它在几乎处处意义下的唯一性。 相似文献
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任意秩多元线性模型中的最优预测 总被引:32,自引:2,他引:30
本文研究了任意秩多元线性模型中可预测变量的最优预测,特别地,我们考虑了一类特殊的预测函数,Φ-线性预测函数,给出了Φ-可预测变量和最优Φ线性一无偏预测的定义,得到了Φ-可预测变量的最优Φ-线性无偏预测,并证明了它在几乎处处意主意义下的唯一性。 相似文献
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多元随机效应模型中线性预测的泛容许性 总被引:2,自引:0,他引:2
研究了一般随机效应多元线性模型中未来观察值的线性预测的泛容许性,引入了线性可预测变量的泛容许预测的概念,并得到了齐次线性预测(非齐次线性预测)在齐次线性预测类(非齐次线性预测类)中是泛容许预测的充要条件. 相似文献
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在一般多元线性模型中就基于岭估计的预测量与最优线性无偏预测量的最优性判别问题进行了讨论,得到了基于岭估计的预测量在矩阵迹意义下优于最优线性无偏预测量的充要条件. 相似文献
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增长曲线模型中两个最优线性预测 总被引:3,自引:0,他引:3
对一般增长曲线模型中一类线性可预测变量KY0L和φ-可预测变量的最优预测进行了研究,在一定条件下分别得到了最优线性无偏预测和最优φ-线性无偏预测,并证明了它们在几乎处处意义下的唯一性. 相似文献
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Yong Zhou Dao-ji Li 《应用数学学报(英文版)》2006,22(3):353-368
In this paper we introduce an appealing nonparametric method for estimating variance and conditional variance functions in generalized linear models (GLMs), when designs are fixed points and random variables respectively, Bias-corrected confidence bands are proposed for the (conditional) variance by local linear smoothers. Nonparametric techniques are developed in deriving the bias-corrected confidence intervals of the (conditional) variance. The asymptotic distribution of the proposed estimator is established and show that the bias-corrected confidence bands asymptotically have the correct coverage properties. A small simulation is performed when unknown regression parameter is estimated by nonparametric quasi-likelihood. The results are also applicable to nonparamctric autoregressive times series model with heteroscedastic conditional variance. 相似文献
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Nonhomogeneous Poisson processes (NHPPs) are often used to model failure data from repairable systems, and there is thus a need to check model fit for such models. We study the problem of obtaining exact goodness‐of‐fit tests for parametric NHPPs. The idea is to use conditional tests given a sufficient statistic under the null hypothesis model. The tests are performed by simulating conditional samples given the sufficient statistic. Algorithms are presented for testing goodness‐of‐fit for the power law and the log‐linear law NHPP models. It is noted that while exact algorithms for the power law case are well known in the literature, the availability of such algorithms for the log‐linear case seems to be less known. A data example, as well as simulations, are considered. Copyright © 2010 John Wiley & Sons, Ltd. 相似文献
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本文给出了条件三阶中心矩的局部线性估计,
并研究了估计的条件偏差和方差.
本文利用广义交叉核实法(GCV)进行窗宽选择.
我们通过模拟说明了该估计的实用性 相似文献
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彭实戈通过倒向随机微分方程介绍了g-估价的概念.一般来说,给定一个生成元g,对应的条件g-估价系统通常不是齐次,可加或线性的,那么我们自然要问:满足什么样条件的生成元g才能使得这些性质成立,本文回答了这一问题. 相似文献
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利用齐次线性方程组理论,建立了一个求解条件极值问题的极值点的新方法.该方法的优点是:能有效地避免在运用Lagrange乘数法求解条件极值时,因引进了参数而给解方程组带来的困扰.也可以说,对于有些问题我们仅从已知条件入手,不必引进参数就可以直接求得极值点. 相似文献
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《Journal of computational and graphical statistics》2013,22(4):641-655
Generalized linear mixed effects models (GLMM) provide useful tools for correlated and/or over-dispersed non-Gaussian data. This article considers generalized nonparametric mixed effects models (GNMM), which relax the rigid linear assumption on the conditional predictor in a GLMM. We use smoothing splines to model fixed effects. The random effects are general and may also contain stochastic processes corresponding to smoothing splines. We show how to construct smoothing spline ANOVA (SS ANOVA) decompositions for the predictor function. Components in a SS ANOVA decomposition have nice interpretations as main effects and interactions. Experimental design considerations help determine which components are fixed or random. We estimate all parameters and spline functions using stochastic approximation with Markov chain Monte Carlo (MCMC). As iteration increases we increase the MCMC sample size and decrease the step-size of the parameter update. This approach guarantees convergence of the estimates to the expected fixed points. We evaluate our methods through a simulation study. 相似文献