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1.
固定设计下半参数回归模型估计的强相合性   总被引:11,自引:0,他引:11  
胡舒合 《数学学报》1994,37(3):393-401
对于半参数模型yi(T)=βxi(T)+g(ti(T))+εi(T),本文综合最小二乘和一般的非参数估计方法,定义了β,g的估计量βT,gT,在适当条件下证明了它们的强相合性,  相似文献   

2.
半参数回归的线性小波光滑   总被引:20,自引:0,他引:20  
考虑半参数回归模型上未知函数,yi=x_iβ+g(ti)+ei,1≤i≤n,g(·)为R~1上未知参数,β∈R~p为待估参数, Antoniads[3]中给出了非参数回归模型的小波估计,借鉴[3]我们利用偏残差法给出了β、g(·)的小波估计β、g(·).本文研究了β、g(·)的弱相合性及它们偏差和方差的渐近性质,并且得到了β的渐近正态性.  相似文献   

3.
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   

4.
矩阵方程AXB=C的通解   总被引:4,自引:0,他引:4  
本文给出了矩阵方程 A_(m×n)X_(n×5)B_(s×)=C_(m×t)有解且有无穷解的通解表达式 X=C~(**)+[k_(11)ξ_1~T+…+k_(1(n-r))ξ_(n-r)~T+……k_(s1)ξ_1~T+…+k_(s(n-r))ξ_(n-r)~T] +[P_(11)η_1+…+P_(1(s-1))η_(s-1)……P_(n1)η_1+…P_(n(s-1))η_(s-1)]~T(其中k_(ij);P_(ij)为任意常数;ξ_1…,ξ_(n-r);η_1…,η_(s-1)分别为A_(m×n)X_(n×1)=0;X_(1×s)B_(s×t)=0的一个基础解系,C~(**)为AXB=C的一个特解)及利用矩阵初等变换求其通解的方法.  相似文献   

5.
固定设计下半参数回归模型的参数估计的Bootstrap逼近   总被引:5,自引:0,他引:5  
考虑固定设计下的半参数回归模型: y_i=x_iβ+g(t_i)+ e _i,i =1, 2,…; n. 对利用一般非参数估计法结合最小二乘法得到的参数分量β和误差方差σ~2的估计量β_n和σ_n~2,通 过重抽样的方法构造了β_n和σ_n~2的 Bootstrap统计量β_n~*和 σ_n~(*2),并证明了在给定原样本的条件下,n~(1/2) (β_n-β_n)和(σ_n~(*2)-σ_n~2)分别与n~(1/2)(β_n-β)和n~(1/2)(σ_n~2-σ~2)有相同的渐近分布.  相似文献   

6.
一类新的半参数回归模型中的相合估计   总被引:5,自引:0,他引:5  
胡舒合 《数学学报》1997,40(4):527-536
对一类新的半参数回归模型本文综合最小二乘和权函数估计方法,定义了β,g的估计量β_(m,n)和g_(m,n)(x),在简洁合理的条件下,证明了它们具有强相合性与r(>2)阶平均相合性。  相似文献   

7.
设半参数回归模型Y(n)i=β·x(n)i+g(t(n)i)+E(n)i,i=1,2,…,n,本文由最小二乘法和一般加权方法定义的β、g(t)的估计量βn,gn(t),在误差为鞅差序列下获得了βn,gn(t)的r(≥2)阶平均相合性.  相似文献   

8.
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   

9.
研究了一类半参数回归模型,利用最小二乘法和小波估计法给出了未知参数β和未知函数g(.)的估计.在误差序列为ψ-混合或φ-混合下得到了^β的强相合性,给出了^g(.)的一致强相合性和r阶矩相合性.  相似文献   

10.
对半参数模型Ynt=β·tni+g(xni)+εni,(1≤i≤n),利用一般权函数并综合最小二乘法,定义了β,g的估计量βn,gn.在误差为线性过程时,获得了βn和gn的r阶矩相合性及gn的渐进正态性.  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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