共查询到20条相似文献,搜索用时 78 毫秒
1.
在最优化理论基础上,采用相对较稳健的最小绝对偏差(LAD)估计方法,首先研究了周期自回归滑动平均(PARMA)模型参数估计问题,得到了PARMA模型LAD估计量的渐近分布.其次对该模型的LAD估计作了进一步的讨论,给出更一般假设条件下模型参数LAD估计量的渐近性质。 相似文献
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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
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主要研究了推广的Benjamin-Bona-Mahony(BBM)方程的解的渐近行为,通过证明半群的渐近紧性证明了方程在H)per2(Ω)中全局吸引子的存在性. 相似文献
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拟合优度检验的回归分析方法及在参数估计中的应用 总被引:2,自引:0,他引:2
本文利用人工参数建立了拟合优度检验的回归模型,并将其应用参数估计。特别对于位置参数的估计是强相合、渐近正态和稳健的,其崩溃点是1/2。 相似文献
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本文在给定门限自回归模型阶数、门限和延迟参数的情况下,证明了一般门限自回归模型参数和残差方差的最小二乘估计的强收敛速度为O((logl9ogn/n)1/2),并证明了残差方差的最小二乘估计具有渐近正态性. 相似文献
7.
赵泽茂 《数理统计与应用概率》1994,9(3):47-53
对于一般的正态线性回归模型Y=Xβ+ε,ε~Nn(0,σ∑)本文采用极小化均方程差的方法得到了回归系数的一种非线性有偏估计,即广义Stein估计,给出了它的偏差及其均方误差的渐近展开式,并且在均方误差意义下,当误差干扰充分小(σ→0)时,给出了该估计优于BLU估计的渐近充要条件。 相似文献
8.
半参数回归模型L-估计的渐近展开 总被引:2,自引:0,他引:2
对妆参数回归模型Y=x^Tβ+g(t)+ε,构造了参数向量β的L-估计量-/λn,获得了-/λn的渐近正态性及分布的Edgeworth展开,其速度可达到O(n^-1)。 相似文献
9.
薛留根 《数学年刊A辑(中文版)》2005,(3)
本文讨论了非线性E-V回归模型中参数的估计问题,构造了未知参数β0的最小二乘估计β和误差方差σ2的估计σ2,证明了β具有渐近正态性,同时也证明了σ2依概率收敛于σ2的速度可达到n-1/2. 相似文献
10.
非线性E-V回归模型中参数估计的渐近性质 总被引:1,自引:0,他引:1
本文讨论了非线性E-V回归模型中参数的估计问题,构造了未知参数β0的最小二乘估计β和误差方差σ2的估计σ2,证明了β具有渐近正态性,同时也证明了σ2依概率收敛于σ2的速度可达到n-1/2. 相似文献
11.
Kunyang Wang Feng Dai 《分析论及其应用》2007,23(1):50-63
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
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H. H. Cuenya M.D. Lorenzo C. N. Rodriguez 《分析论及其应用》2007,23(2):162-170
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.
Yuxian Zheng 《分析论及其应用》2006,22(2):136-140
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
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《计算数学》2014,(2)
<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
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《中国科学 数学(英文版)》2014,(8)
<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.
W.M.Shah A.Liman 《分析论及其应用》2004,20(1):16-27
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.
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.
A.Al-Shuaibi F.Al-Rawjih 《分析论及其应用》2004,20(1):28-34
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.
Francois Chaplais 《分析论及其应用》2006,22(4):301-318
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