共查询到20条相似文献,搜索用时 93 毫秒
1.
2.
3.
随机设计下非参数回归模型方差变点Ratio检验 总被引:1,自引:1,他引:0
研究随机设计下非参数回归模型方差变点Ratio检验.首先用局部多项式方法估计回归曲线得到残差序列,其次基于残差的平方序列构造Ratio检验统计量并推导检验统计量的极限分布.最后数值模拟与实例分析结果表明方法的有效性. 相似文献
4.
本文主要研究了非参数回归模型中方差函数的变点, 利用小波方法构造的检验量来检测方差中的变点,建立了这些检验量的渐近分布, 并且运用这些检验量构造了方差变点的位置和跳跃幅度的估计, 给出了这些估计的渐近性质, 并进一步通过随机模拟验证了本文方法在有限样本下的性质. 相似文献
5.
6.
《高校应用数学学报(A辑)》2015,(3)
基于经验似然对Logistic回归模型进行变点检验及估计.通过建立变点模型,构造经验对数似然比统计量,在大样本下,证明了经验对数似然比统计量与经典参数对数似然比统计量具有相同的极值分布,同时得到变点的估计及估计的相合性,并通过数值模拟及实例说明经验似然方法检验变点的可行性. 相似文献
7.
8.
9.
当响应变量缺失、协变量具有测量误差,且模型参数部分有附加的线性约束时,主要研究一类变系数部分线性模型的统计推断问题.利用借补技术来补全缺失数据,并借助修正的profile最小二乘估计得到了模型参数分量和非参数分量的借补约束估计,并证明了参数分量的估计满足渐近正态性,同时非参数分量的估计与通常的非参数回归函数的估计具有相同的收敛速度.其次利用profile拉格朗日乘子检验对模型参数的约束条件进行检验,并证明了给出的检验统计量在原假设成立时渐近地服从标准卡方分布.数值模拟进一步表明对缺失数据进行借补可以有效地提高参数估计和假设检验的效率. 相似文献
10.
本文讨论了一般线性模型中关于均值参数β的线性假设基于广义最小二乘估计的F-检验统计量的稳健性问题.主要研究了当误差的协方差矩阵含有参数时,设计阵可以列降秩情况下的F-检验统计量的稳健性,得到了F(V(θ))为该假设下F-检验统计量的误差协方差矩阵的最大类.并讨论了分块线性模型中,关于分块参数的线性假设的F-检验统计量的稳健性. 相似文献
11.
给出了一元函数在区间上一致连续的一个充分必要条件,举例说明了使用它来讨论函数在区间上的一致连续性将更为简单. 相似文献
12.
In this paper, some nonparametric approaches of density function estimation are developed when censoring indicators are missing at random. A conditional mean score based estimator and a mean score estimator are suggested, respectively. The two estimators are proved to be asymptotically normal and uniformly strongly consistent. The bandwidth selection problem is also discussed. A simulation study is conducted to compare finite-sample behaviors of the proposed estimators. 相似文献
13.
This paper studies the estimation of change point in mean and variance function of a non-parametric regression model based on kernel estimation and wavelet method. First, kernel estimation of mean function is developed and it is used to estimate the position and jump size of mean change. Second, wavelet methods are applied to derive the variance estimator which is used to estimate the location and jump size of the change point in variance. The asymptotic properties of these estimators are proved. Finally, the results from a numerical simulations and comparison study show that validate the effectiveness of our method. 相似文献
14.
15.
M. Sabatini 《Proceedings of the American Mathematical Society》2006,134(2):531-539
A necessary and sufficient condition for the period function's monotonicity on a period annulus is given. The approach is based on the theory of normalizers, but is applicable without actually knowing a normalizer. Some applications to polynomial and Hamiltonian systems are presented.
16.
A wavelet method of detection and estimation of change points in nonparametric regression models under random design is proposed. The confidence bound of our test is derived by using the test statistics based on empirical wavelet coefficients as obtained by wavelet transformation of the data which is observed with noise. Moreover, the consistence of the test is proved while the rate of convergence is given. The method turns out to be effective after being tested on simulated examples and applied to IBM stock market data. 相似文献
17.
Summary The problem is to estimate the mean of the normal distribution under the situation where there is vague information that the
mean might be equal to zero. A minimax property of the preliminary test estimator obtained by the use of AIC (Akaike information
Criterion) procedure is proved under a loss function based on the Kullback-Leibler information measure. 相似文献
18.
The probability density estimation problem with surrogate data and validation sample is considered. A regression calibration kernel density estimator is defined to incorporate the information contained in both surrogate variates and validation sample. Also, we define two weighted estimators which have less asymptotic variances but have bigger biases than the regression calibration kernel density estimator. All the proposed estimators are proved to be asymptotically normal. And the asymptotic representations for the mean squared error and mean integrated square error of the proposed estimators are established, respectively. A simulation study is conducted to compare the finite sample behaviors of the proposed estimators. 相似文献
19.
A. Uderzo 《Numerical Functional Analysis & Optimization》2013,34(6):709-733
In the current paper, a Clarke–Ledyaev type mean value inequality is proved for semicontinuous functions defined in a Banach space that are quasidifferentiable in the sense of Demyanov–Rubinov. A stronger variant valid under compactness assumption in separable spaces and extensions for functions with semicontinuous Dini derivatives in locally uniformly convex Banach spaces and with merely bounded Dini derivatives are then established. Subsequently, applications of these mean value inequalities to solvability of nonsmooth parametric equations and to the estimation of local and global Hoffman error bound for inequalities are investigated via a decrease principle. 相似文献
20.
讨论了部分缺失数据两个 Poisson总体的参数估计和关于总体相同的似然比检验 ,证明了估计的强相合性和渐近正态性 ,指出了似然比检验统计量的极限分布 ,并讨论了基于精确分布的检验问题 相似文献