最小范数二次无偏估计与最小方差二次无偏估计的关系

本文给出了当V0 ≥ 0时 ,c′σ2 在混合模型M =( y ,Xβ ,Uξ,σ20 V0 )下的最小范数二次无偏估计的表达式及其证明 ;得到了当 y服从正态分布时 ,c′σ2 的最小范数二次无偏估计与其最小方差二次无偏估计之间的关系。     

平衡线性混合模型方差分量几种估计的优良性

对于平衡线性混合模型,本文提出了一组易验证的条件,在此条件下,方差分量的谱分解估计、方差分析估计和最小范数二次无偏估计都相等且为一致最小方差无偏估计.同时证明了在此条件下,似然方程和限制似然方程都有显式解,还给出了许多满足这组条件的平衡线性混合模型的例子.     

平衡线性混合模型方差分量几种估计的优良性

对于平衡线性混合模型,本文提出了一组易验证的条件,在此条件下,方差分量的谱分解估计、方 差分析估计和最小范数二次无偏估计都相等且为一致最小方差无偏估计．同时证明了在此条件下,似然 方程和限制似然方程都有显式解,还给出了许多满足这组条件的平衡线性混合模型的例子．     

随机利率下服从分数O-U过程的欧式幂期权定价

该文考虑了利率和标的资产价格的随机性和均值回复行为,把扩展的Vasick模型和分数O-U过程进行组合,在随机利率环境下,研究了标的资产价格服从分数O-U过程的两类欧式幂期权定价问题,得到相应的定价公式,并给出了欧式幂期权的看涨.看跌平价关系.     

随机利率下服从分数O-U过程的二元期权定价

本文考虑在扩展的Vasicek模型和分数O-U过程驱动下的二元期权定价问题。运用拟鞅方法,得到了在随机利率情形下,股票价格在分数O-U过程驱动下的二元期权的定价公式。     

d维分数Brown运动在Hölder范数下的泛函连续模

通过估计d维分数Brown运动在H(o)lder范数下的大偏差概率,得到了分数Brown运动的连续模性质.     

d维分数Brown运动在H(o)lder范数下的泛函连续模

通过估计d维分数Brown运动在H(o)lder范数下的大偏差概率,得到了分数Brown运动的连续模性质.     

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本文综述混合效应模型参数估计方面的若干新进展. 平衡混合效应方差分析模型的协方差阵具有一定结构. 对这类模型, 文献[1]提出了参数估计的一种新方法, 称为谱分解法. 新方法的突出特点是, 能同时给出固定效应和方差分量的估计, 前者是线性的, 后者是二次的,且相互独立. 而后, 文献[2--9]证明了谱分解估计的进一步的统计性质, 同时给出了协方差阵对应的估计, 它不仅是正定阵, 而且可获得它的风险函数, 这些文献还研究了谱分解估计与方差分析估计, 极大似然估计, 限制极大似然估计以及最小范数二次无偏估计的关系. 本文综述这一方向的部分研究成果, 并提出一些待进一步研究的问题.     

一般线性模型下方差最小范数二次无偏估计的稳健性

本文给出了一般线性模型下,由最小二乘得到的方差估计与最小范数二次无偏估计相等的充分必要条件,并且当Gauss-Markov估计与最小二乘估计相等时,可以得到一个简单的等价条件。     

d维分数Brown运动在Hlder范数下的泛函连续模

通过估计d维分数Brown运动在Holder范数下的大偏差概率,得到了分数Brown运动的连续模性质．     

Fractional Integrals on Product Manifolds

In this paper, the authors give a mixed norm estimate for the multi-parameter fractional integrals on product measurable spaces. This estimate is applied to obtain the boundedness for the fractional integrals of Nagel-Stein type on product manifolds, the fractional integral of Folland-Stein type with rough convolution kernels on product homogeneous groups, and the discrete fractional integrals of Stein-Wainger type. The research was supported by NSF of China (Grant: 10571015) and SRFDP of China (Grant: 20050027025).     

Fractional integrals on compact Riemannian symmetric spaces of rank one

In this paper we study mixed norm boundedness for fractional integrals related to Laplace–Beltrami operators on compact Riemannian symmetric spaces of rank one. The key point is the analysis of weighted inequalities for fractional integral operators associated to trigonometric Jacobi polynomials expansions. In particular, we find a novel sharp estimate for the Jacobi fractional integral kernel with explicit dependence on the type parameters.     

The rate of convergence on fractional power dissipative operator on some sobolev type spaces

In [3], Chen, Deng, Ding and Fan proved that the fractional power dissipative operator is bounded on Lebesgue spaces L~p(R~n), Hardy spaces H~p(R~n) and general mixed norm spaces, which implies almost everywhere convergence of such operator. In this paper, we study the rate of convergence on fractional power dissipative operator on some sobolev type spaces.     

Sharp estimates of the norms of fractional derivatives of functions of several variables satisfying Hölder conditions

We prove a new sharp Kolmogorov-type inequality that estimates the uniform norm of a mixed derivative of fractional order (in the sense of Marchaud) of a function of several variables via the uniform norm of the function and its norm on Hölder spaces.     

Continuous inclusions and Bergman type operators in n-harmonic mixed norm spaces on the polydisc

We study anisotropic mixed norm spaces of n-harmonic functions in the unit polydisc of . Bergman type reproducing integral formulas are established by means of fractional derivatives and some continuous inclusions. It gives us a tool to construct corresponding projections and related operators and prove their boundedness on the mixed norm and Besov spaces.     

On Well-Posedness of 2D Dissipative Quasi-Geostrophic Equation in Critical Mixed Norm Lebesgue Spaces

We establish local and global well-posedness of the 2D dissipative quasi-geostrophic equation in critical mixed norm Lebesgue spaces. The result demonstrates the persistence of the anisotropic behavior of the initial data under the evolution of the 2D dissipative quasi-geostrophic equation. The phenomenon is a priori nontrivial due to the nonlocal structure of the equation. Our approach is based on Kato's method using Picard's iteration, which can be adapted to the multi-dimensional case and other nonlinear non-local equations. We develop time decay estimates for solutions of fractional heat equation in mixed norm Lebesgue spaces that could be useful for other problems.     

Weak estimates for commutators of fractional integral operators

By introducing a kind of maximal operator of the fractional order associated with the mean Luxemburg norm and using the technique of the sharp function, the weak type LlogL estimates for the commutators of the fractional integral operator and the related maximal operator are established.     

齐型空间上的分数次极大函数与分数次积分在P＝1时的加权不等式

本文建立了ｐ＝１时齐型空间上的分数次极大数与分数次积分的强型加权不等式，完善了潘文杰的结果，并将Ｇ．Ｖ．Ｗｅｌｌａｎｄ的结果推广齐型空间．     

Endpoint estimates for commutators of multilinear fractional integral operators

In this paper, the weak type LlogL estimate for the multilinear fractional commutator is obtained by introducing a new kind of maximal operator of the multilinear fractional order associated with the mean Luxumburg norm and using the technique of sharp function.     

A topological spline system approach to even degree polynomial splines

The existence of minimum norm properties for even degree polynomial splines, analogous to the. ones known for odd degree splines, is investigated within the framework of the theory of

topological spline systems. It is shown that such properties cannot exist for even degree splines interpolating functions halfway between the partition points. For another class of even

degree spline functions, however, which hterpolate the local integrals of given functions with respect to the partitions, the seeked minimum norm properties can be proved. This is carried out

by first investigating a generalized problem within the theory of spline systems and then deriving corresponding conclusions. As a corollary the existence of spline systems with respect to differential operators of fractional degree is obtained.