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1.
部分线性模型中估计的强相合性   总被引:18,自引:0,他引:18  
陈明华  任哲  胡舒合 《数学学报》1998,41(2):429-438
考虑回归模型:yi=xiβ+g(ti)+σiei,1in,其中σ2i=f(ui),(xi,ti,ui)是固定非随机设计点列,f(·)和g(·)是未知函数,β是待估参数,ei是随机误差.对文[1]给出的基于g(·)及f(·)的一类非参数估计的β的最小二乘估计^βn和加权最小二乘估计βn,我们在适当条件下证明了它们的强相合性.  相似文献   

2.
该文给出了非线性波动方程un=△u+f(u),(f(u)=u^p,p〉1)的Cauchy问题在函数空间C^k0(R^n)的原点领域有古典整体解的一个必要条件:1/2(u(0)^2L2+ut(0)^2L2)-∫R^n∫^u00f(s)dsdx≤0,并且证明了1〈p〈^n^2+n+2/n(n-1),n≠1(n=1,1〈p〈+∞)古典解与广义解有相同的生命跨度,同时给出了生命跨度的上界估计。  相似文献   

3.
唐湘晋 《应用数学》1996,9(2):219-223
设X1,X2,...,Xn(n≥2)为i.i.d随机变量,Un为以h(x1,x2)为对称核的U-统计量,Eh(X1,X2)=θ,且σg^2=VarE〔h(X1,X2〕-θ│X1│〉0。设σg*^*^2是σg^2的Bootstrap量,施锡铨在关于核h的二阶矩的条件下,证明了:当n→∝时,σg*^*^2→σg^2a.s,因此Wn=√n(Un-θ)/2σg^**依分布收敛于标准正态变量。本文在关于核h  相似文献   

4.
钟华梁 《数学进展》1993,22(5):449-453
设f(z)是超越亚纯函数,n为任一非负整数,ε为任意正数,a^(i)r=(v=1,2,…,qi,i=0,1,…,n)均为有穷非零复数,满足min/1≤v1<v2≤qi|a^(i)v1-a^(i)v2|≥δ>0,i=0,1,…,n。若f(0)≠0,∞,П^ni=1f(i)(0)≠0,则对0<r<+∞有m(r,f)+m(r,1/f)+Σ^ui=0Σ^qir=1m(r,a^(i)v,f^(i)≤(2+ε  相似文献   

5.
本文研究异方差回归模型Yi^(n)=g(xi^(n))+εi^(n),i=1,…,n,其中g是右实函数,xi^(n)是非随机设计点列,εi^(n)是随机误差,文中定义了一类g(x)的近邻型估计gn(x)=(n)∑(i=1)Wm(x)Yi^(n),得到了r阶平均相全和渐近正态性,特别,在(∞)∑(n=1)(n)∑(i=1)E/εi^(n)/^s/(ni)^s/r〈∞,maxE(1≤i≤n)/εi(^  相似文献   

6.
污染数据回归分析中参数的最小一乘估计   总被引:15,自引:0,他引:15  
考虑简单回归模型:yi=x′iβ+ei,i=1,…,n。其中Eei=0,Ee^2i=σ^21。假设y1,y2,…,yn受到另一独立同分布随机变量序列μ1,μ,…,μn的污染,我们仅能观察到污染数据y^*i=(1-ν)yi,ν为未知的污染参数。本文用污染数据给出了β的最小一乘估计,并证明了它的渐近正态性和相合性。  相似文献   

7.
唐元生 《数学杂志》1994,14(2):211-216
将正整数n分拆成正整数的方法数记为g(n),本文对计数函数g(n)进行了均值估计。关于下限我们改进了[3]的结果。证明了对任意正整数k皆有Σn≤x1/ng(n)≥3(4log2 k!2k(k+1)/2)^-1xlog^kx,x≥1还获得了一个关于上限的结果Σn≤x1/ng(n)≤(k-1)!Σ^k-1n=01/n!x^1/k,x≥1。  相似文献   

8.
对于固定设计下的半参数回归模型:y_i=xiβ+g(ti)+ei,i=1,…,n.其中{ei}为独立随机误差序列(不必同分布),且Eei=0,Eei2=σ_i~2>0.对完全和截尾样本,仿文献[2]给出了β、g(·)的估计量,并证明了他们的强相合性.  相似文献   

9.
NA样本下部分线性模型中估计的强相合性   总被引:9,自引:0,他引:9  
考虑回归模型:yi=xiβ+g(ti)+σiei,1<i<n,其中σ_i~2=f(ui),(xi,ti,ui)是固定非随机设计点列,f(·)和g(·)是未知函数,β是待估参数,误差{ei}为NA变量.我们对β的最小二乘估计βn和加权最小二乘估计Bn,在适当的条件下得到了它们的强相合性.  相似文献   

10.
固定设计的时间序列半参数回归   总被引:2,自引:0,他引:2  
考虑如下的半参数回归模型:Yi=xTi十g(ti)+εi(0≤i≤n)其中{εi,0≤i≤n}和{εt,0≤t≤n}有相同的联合分布,{εt,-∞<t<∞}是具有零均值和有限方差δ2的严平稳α-混合时间序列.本文构造了上述模型中β,g(t)和ρ2的局部多项式估计,在适当的条件下,得到了估计的渐近正态性和收敛速度.在一定的假设下,β的估计是自适应的,而且g(v)(t)(g(t)的第v阶导数)的估计的收敛速度是最优的.  相似文献   

11.
As early as in 1990, Professor Sun Yongsheng, suggested his students at Beijing Normal University to consider research problems on the unit sphere. Under his guidance and encouragement his students started the research on spherical harmonic analysis and approximation. In this paper, we incompletely introduce the main achievements in this area obtained by our group and relative researchers during recent 5 years (2001-2005). The main topics are: convergence of Cesaro summability, a.e. and strong summability of Fourier-Laplace series; smoothness and K-functionals; Kolmogorov and linear widths.  相似文献   

12.
In this paper we study best local quasi-rational approximation and best local approximation from finite dimensional subspaces of vectorial functions of several variables. Our approach extends and unifies several problems concerning best local multi-point approximation in different norms.  相似文献   

13.
In this paper, we study the commutators generalized by multipliers and a BMO function. Under some assumptions, we establish its boundedness properties from certain atomic Hardy space Hb^p(R^n) into the Lebesgue space L^p with p 〈 1.  相似文献   

14.
15.
<正>August 10-14,2015Beijing,ChinaThe International Congress on Industrial and Applied Mathematics(ICIAM)is the premier international congress in the field of applied mathematics held every four years under the auspices of the International Council for Industrial and Applied Mathematics.From August 10 to 14,2015,mathematicians,scientists  相似文献   

16.
<正>May 26,2014,Beijing Science is a human enterprise in the pursuit of knowledge.The scientific revolution that occurred in the 17th Century initiated the advances of modern science.The scientific knowledge system created by  相似文献   

17.
Let P(z)=∑↓j=0↑n ajx^j be a polynomial of degree n. In this paper we prove a more general result which interalia improves upon the bounds of a class of polynomials. We also prove a result which includes some extensions and generalizations of Enestrǒm-Kakeya theorem.  相似文献   

18.
Shanzhen  Lu  Lifang  Xu 《分析论及其应用》2004,20(3):215-230
In this paper, the authors study the boundedness of the operator [μΩ, b], the commutator generated by a function b ∈ Lipβ(Rn)(0 <β≤ 1) and the Marcinkiewicz integrals μΩ, on the classical Hardy spaces and the Herz-type Hardy spaces in the case Ω∈ Lipα(Sn-1)(0 <α≤ 1).  相似文献   

19.
Given the Laplace transform F(s) of a function f(t), we develop a new algorithm to find an approximation to f(t) by the use of the classical Jacobi polynomials. The main contribution of our work is the development of a new and very effective method to determine the coefficients in the finite series expansion that approximation f(t) in terms of Jacobi polynomials. Some numerical examples are illustrated.  相似文献   

20.
In applications it is useful to compute the local average empirical statistics on u. A very simple relation exists when of a function f(u) of an input u from the local averages are given by a Haar approximation. The question is to know if it holds for higher order approximation methods. To do so, it is necessary to use approximate product operators defined over linear approximation spaces. These products are characterized by a Strang and Fix like condition. An explicit construction of these product operators is exhibited for piecewise polynomial functions, using Hermite interpolation. The averaging relation which holds for the Haar approximation is then recovered when the product is defined by a two point Hermite interpolation.  相似文献   

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