双边定时截尾样本下广义逆指数分布形状参数的估计

先给出了广义逆指数分布在双边定时截尾样本下形状参数的最大似然估计,并不能得到估计的显式表达式,但证明了参数在(0,+∞)上最大似然估计是唯一存在的.其次提出用EM算法求出形状参数的估计且该估计具有良好的收敛性,还给出了形状参数的EM估计的渐近方差和近似置信区间;最后通过数值模拟,对形状参数的最大似然估计和EM估计的效果进行了比较,说明了用EM算法求形状参数的估计是可行的,并且模拟效果相对比较好.     

线性指数分布参数的渐近最优的经验Bayes估计

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.     

非参数理论综述

对非参数理论进行了系统地综述.非参数理论中一个比较重要的内容是估计方法,常见的非参数估计方法有核估计、局部多项式估计、近邻估计等.光滑参数的选取、"维数灾难"与边界点问题也是与非参数理论有关的重要内容,也对这些方面进行综述.最后,文章还综述了非参数技术在时间序列模型中的有关应用问题.     

半参数再生散度非线性模型中参数的投影核和刀切估计的相合性与渐近正态性

半参数再生散度非线性模型(SRDNM)是再生散度非线性模型和半参数回归模型的自然推广和发展,它包括半参数非线性模型和半参数广义线性模型等特殊模型. 基于非参数部分的局部核估计, 给出了SRDNM模型中参数的投影核估计与刀切估计, 并对其进行了理论比较. 在一定的正则条件下,得到了这两类估计的强相合性与渐近正态性. 相比之下, 刀切估计比投影核估计具有更大的渐近方差. 最后, 模拟研究和实例分析被用来说明所给方法的有效性.     

因变量缺失下部分线性变系数变量含误差模型的估计

该文主要考虑部分线性变系数模型在自变量含有测量误差以及因变量存在缺失情形下的估计问题.基于Profile最小二乘技术,针对参数分量和非参数分量提出了多种估计方法.第一种估计方法只利用了完整观测数据,而第二种和第三种估计方法分别利用了插补技术和替代技术.参数分量的所有估计被证明是渐近正态的,非参数分量的所有估计被证明和一般非参数回归函数的估计具有相同的收敛速度.对于因变量的均值,构造了两类估计并证明了它们的渐近正态性.最后,通过数值模拟验证了所提方法.     

威布尔分布参数估计方法的精度比较

§1.引言 本文是讨论二参数威布尔分布参数估计方法的精度.在截尾寿命试验和加速寿命试验的数据处理中,对于二参数威布尔分布参数的估计方法有多种,如最好线性无偏估计,最好线性不变估计和简单线性无偏估计.文献[2]提出了形状参数m的无偏估计问题,     

基于分组数据的指数分布参数的同变估计

给出了基于分组数据的指数分布参数的同变估计,其中位置参数是最优同变估计,刻度参数为近似最优同变估计,最后通过Monte-Carlo模拟数据说明方法的可行性.     

指数族刻度参数EB估计的渐近最优性

依据经验Bayes(EB)估计的思想方法,研究在LINEX损失函数下指数族刻度参数的EB估计问题.在这种损失函数下,求得参数的Bayes估计,利用密度函数的核估计方法,构造了总体X的密度函数估计,从而得到参数的EB估计,证明了这种EB估计是渐近最优的,并获得了它的收敛速度,最后将这种方法推广到多参数情形,并举例、模拟说明了它的应用.     

Burr Ⅻ分布参数的经验Bayes估计的渐近最优性

本文研究了Burr Ⅻ分布参数的经验Bayes估计问题.利用密度函数的递归核估计,构造了参数的经验Bayes(EB)估计,在适当的条件下证明了所提出的EB估计是渐近最优的,并获得了它的收敛速度.     

柯西分布的参数估计

研究了柯西分布的参数估计问题,给出了位置参数的最小一乘估计和尺度参数的低阶矩估计.证明了柯西分布位置参数的最小一乘估计具有渐近无偏性与强相合性;尺度参数的低阶矩估计具有强相合性.     

On the Stability of the Directional Regularity

In this paper we select two tools of investigation of the classical metric regularity of set-valued mappings, namely the Ioffe criterion and the Ekeland Variational Principle, which we adapt to the study of the directional setting. In this way, we obtain in a unitary manner new necessary and/or sufficient conditions for directional metric regularity. As an application, we establish stability of this property at composition and sum of set-valued mappings. In this process, we introduce directional tangent cones and the associated generalized primal differentiation objects and concepts. Moreover, we underline several links between our main assertions by providing alternative proofs for several results.

     

Cache Oblivious Algorithms for the RMQ and the RMSQ Problems

In the Range Minimum/Maximum Query (RMQ) and Range Maximum-Sum Segment Query (RMSQ) problems, we are given an array which we can preprocess in order to answer subsequent queries. In the RMQ query, we are given a range on the array and we need to find the maximum/minimum element within that range. On the other hand, in RMSQ query, we need to return the segment within the given query range that gives the maximum sum. In this paper, we present cache oblivious optimal algorithms for both of the above problems. In particular, for both the problems, we have presented linear time data structures having optimal cache miss. The data structures can answer the corresponding queries in constant time with constant cache miss.     

On the finite termination of the Douglas-Rachford method for the convex feasibility problem

In this paper we apply the Douglas–Rachford (DR) method to solve the problem of finding a point in the intersection of the interior of a closed convex cone and a closed convex set in an infinite-dimensional Hilbert space. For this purpose, we propose two variants of the DR method which can find a point in the intersection in a finite number of iterations. In order to analyse the finite termination of the methods, we use some properties of the metric projection and a result regarding the rate of convergence of fixed point iterations. As applications of the results, we propose the methods for solving the conic and semidefinite feasibility problems, which terminate at a solution in a finite number of iterations.     

On the time discrete approximation of the Brinkman–Forchheimer equations

In this work, we study the structural stability of the fully implicit Euler scheme for the Brinkman‐Forchheimer equations. More precisely, we consider the time discretization scheme of the unsteady Brinkman–Forchheimer equations, and we prove the existence of solutions. Moreover, we derive somebia priori estimates of the discrete in time solutions. Next, with the aid of the discrete Gronwall lemma, we show that the numerical solutions depend continuously on the Brinkman and the Forchheimer coefficient. Copyright © 2011 John Wiley & Sons, Ltd.     

On the Spectrum of the Weighted p-Biharmonic Operator with Weight

In this work we give a non decreasing sequence of positive eigenvalues of the weighted p-biharmonic operator with weight and with Navier boundary conditions, then we study the simplicity and the isolation of the first positive eigenvalue. Finally, we study the one dimensional case.     

On the J.L. Lions Lemma and Its Applications to the Maxwell-Stokes Type Problem and the Korn Inequality

In this paper,we consider the equivalent conditions with L^p-version(1相似文献   

Forecasting the integration of immigrants

In this research, we develop and introduce a theoretical and mathematical forecasting framework of immigrant integration using immigrant density as a single driver. First, we introduce the integration concepts we aim at forecasting. Thereafter, we introduce a theoretical and mathematical model of the relationship between integration and immigrant density. Based on this model, we develop a methodological forecasting framework. We test the framework using immigrant integration data from Spain. We produce the forecasts, and conduct the proper evaluation of them. Finally, we conclude with a brief discussion of the wider implications of our results.     

On the Adjacency-Jacobsthal numbers

In this article, we define the adjacency-Jacobsthal sequence and then we obtain the combinatorial representations and the sums of adjacency-Jacobsthal numbers by the aid of generating function and generating matrix of the adjacency-Jacobsthal sequence. Also, we derive the determinantal and the permanental representations of adjacency-Jacobsthal numbers by using certain matrices which are obtained from generating matrix of adjacency-Jacobsthal numbers. Furthermore, using the roots of characteristic polynomial of the adjacency-Jacobsthal sequence, we produce the Binet formula for adjacency-Jacobsthal numbers. Finally, we give the relationships between adjacency-Jacobsthal numbers and Fibonacci, Pell, and Jacobsthal numbers.     

On the Free Boundary to the Incompressible Euler Equations

In this paper, we consider an inviscid, incompressible, irrotational fluid in a region of R^3 with free boundary. Motivated by [1], we find that in this particular case, we do not need the complicated energy functional in [1], instead we can use a simpler replacement and get the a priori energy estimate for a positive time, which depends only on the initial data.     

B股相对于A股的市场投资价值研究——基于均值-方差张成与Block-Bootstrap模拟的分析

本文采用均值-方差张成的方法研究B股相对于A股的市场投资价值。首先,通过MonteCarlo模拟研究了均值-方差张成检验的小样本性质,发现模型的GMM-Wald检验存在显著的小样本偏倚,故采用基于残差再抽样的Block-Bootstrap方法模拟Wald统计量的分布以克服小样本偏倚的影响;接着分别对A、B股构造规模资产组合作为其资产的代理变量,利用模拟的Wald统计量进行实证研究,结果发现:B股未向国内居民开放前,相对于A股具有投资价值,向国内居民开放后,相对于A股不再具有投资价值。文章最后对B股投资价值的这种变化作出了经济解释,并提出相应的政策建议。