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本文考虑纵向数据下半参数回归模型: $y_{ij}=x_{ij}'\beta+g(t_{ij})+e_ij},\;i=1,\cdots,m,\;j=1,\cdots,n_i$. 基于最小二乘法和一般的非参数权函数方法给出了模型中参数$\beta$和回归函数$g(\cdot)$的估计, 并在适当条件下证明了$\beta$估计量的渐近正态性和$g(\cdot)$估计量的最优收敛速度\bd 模拟结果表明我们的估计方法在有限样本情形有良好的效果  相似文献   

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考虑方差分量模型$\ep Y=X\beta,\;\cov(Y)=\tsm_{i=1}^{m}\theta_iV_i$, 其中$n\times p$矩阵$X$和非负定矩阵$V_i\;(i=1,2,\cdots,m)$都是已知的, $\beta\in R^p,\;\theta_i\geq 0$或$\theta_i>0\;(i=1,2,\cdots,m)$均为参数\bd 在本文中, 我们在二次损失下, 当$\mu{(X)} \subset\mu{(V)}$时, 给出了关于可估函数$S\beta$的线性估计在线性估计类中可容许性的充要条件  相似文献   

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设$\{X_{i}\}^{\infty}_{i=1}$是标准化非平稳高斯序列, $N_{n}$为$X_{1},X_{2},\cdots,X_{n}$对水平$\mu_{n}(x)$的超过数形成的点过程, $r_{ij}=\ep X_{i}X_{j}$, $S_{n}=\tsm_{i=1}^{n}X_{i}$. 在$r_{ij}$满足一定条件时, 本文得到了$N_{n}$与$S_{n}$的渐近独立性.  相似文献   

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令\{$X$, $X_n$, $n\ge 1$\}是期望为${\mathbb{E}}X=(0,\ldots,0)_{m\times 1}$和协方差阵为${\rm Cov}(X,X)=\sigma^2I_m$的独立同分布的随机向量列, 记$S_n=\sum_{i=1}^{n}X_i$, $n\ge 1$. 对任意$d>0$和$a_n=o((\log\log n)^{-d})$, 本文研究了${{\mathbb{P}}(|S_n|\ge (\varepsilon+a_n)\sigma \sqrt{n}(\log\log n)^d)$的一类加权无穷级数的重对数广义律的精确速率.  相似文献   

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设f是区间[a,b]上连续的凸函数,我们证明了Hadamard的不等式 $[f(\frac{{a + b}}{2}) \le \frac{1}{{b - a}}\int_a^b {f(x)dx \le \frac{{f(a) + f(b)}}{2}}$ 可以拓广成对[a,b]中任意n+1个点x_0,\cdots,x_n和正数组p_0,\cdots,p_n都成立的下列不等式 $f(\frac{\sum\limits_{i=0}^n p_ix_i}{\sum\limits_{i=0}^n p_i}) \leq |\Omega|^-1 \int_\Omega f(x(t))dt \leq \frac{\sum\limits _{i=0}^n {p_if(x_i)}}{\sum\limits_{i=0}^n p_i}$ 式中\Omega是一个包含于n维单位立方体的n维长方体,其重心的第i个坐标为$\sum\limits _{j=i}^n p_j /\sum\limits_{j=i-1}^n p_i$,|\Omega|为\Omega的体积,对\Omega中的任意点$t=(t_1,\cdots,t_n)$, $w(t)=x_0(1-t_1)+\sum\limits _{i=1}^{n-1} x_i(1-t_{i+1})\prod\limits_{j = 1}^i {{t_j}} +x_n \prod\limits _{j=1}^n t_j$ 不等式中两个等号分别成立的情形亦已被分离出来。 此不等式是著名的Jensen 不等式的精密化。  相似文献   

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Let Q_N={\bar x=(x_1,\cdots ,x_N)|-pi \leq x_i <\pi,i=1,\cdots,N} and X(Q_N) denote L(Q_N) and C(Q_N) , The square de la УаДбо Poussin sums of f\in X (Q_N) are defined by $V_n^n+l(f;\bar x)=\frac{1}{\pi ^N}\int _Q_N f(\bar x+\bar t)\prod\limits_{i = 1}^N {(\frac{1}{{l + 1}}} \sum\limits_{v = n}^{n + l} {{D_v}({t_i}))d\bar t(n,l = 0,1,2, \cdots )}$ where D_v(t) =sin(v+1/2)t/2sint/2, - The differences $R_n,l(f;\bar x)=f(\bar x)-V_n^n+l(f;\bar x)$ are called square remainders. We denote by E_k(f)_X the best approximation of the function f\in X(Q_N) by N-multiple trigonometric polynomials of order K. Theorem Let {\varepsilon _k}_k=0^\infty be a sequence such that \varepsilon _n \downarrow \infty(n\rightarrow \infty), the class $X(\varepsilon)={f\in X(Q_N)|E_k(f)_X \leq \varepsilon _k,k=0,1,2,\cdots}$ Then $C_N^'\sum\limits_{v=0}^n+l \frac {\varepsilon_v+nln^N-1(3+v/(l+1))}{v+l+1}\leq sup_{f\in X(\varepsilon)||R_n,l(f)||_X\leq C_N \sum\limits_{v=0}^{n+l}\frac {\varepsilon _v+nln^N-1(3+v/l+1)}{v+l+1}$ where C_N>C'_N>0 are constants depending only on N.  相似文献   

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在有界星形圆形域上定义了一个新的星形映射子族, 它包含了$\alpha$阶星形映射族和$\alpha$阶强星形映射族作为两个特殊子类. 给出了此类星形映射子族的增长定理和掩盖定理. 另外, 还证明了Reinhardt域$\Omega_{n,p_{2},\cdots,p_{n}}$上此星形映射子族在Roper-Suffridge算子 \begin{align*} F(z)=\Big(f(z_{1}),\Big(\frac{f(z_{1})}{z_{1}}\Big)^{\beta_{2}}(f'(z_{1}))^{\gamma_{2}}z_{2},\cdots, \Big(\frac{f(z_{1})}{z_{1}}\Big)^{\beta_{n}}(f'(z_{1}))^{\gamma_{n}}z_{n}\Big)' \end{align*} 作用下保持不变, 其中 $\Omega_{n,p_{2},\cdots,p_{n}}=\{z\in {\mathbb{C}}^{n}:|z_1|^2+|z_2|^{p_2}+\cdots + |z_n|^{p_n}<1\}$, $p_{j}\geq1$, $\beta_{j}\in$ $[0, 1]$, $\gamma_{j}\in[0, \frac{1}{p_{j}}]$满足$\beta_{j}+\gamma_{j}\leq1$, 所取的单值解析分支使得 $\big({\frac{f(z_{1})}{z_{1}}}\big)^{\beta_{j}}\big|_{z_{1}=0}=1$, $(f'(z_{1}))^{\gamma_{j}}\mid_{{z_{1}=0}}=1$, $j=2,\cdots,n$. 这些结果不仅包含了许多已有的结果, 而且得到了新的结论.  相似文献   

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广义线性回归极大似然估计的强相合性   总被引:1,自引:0,他引:1       下载免费PDF全文
设有该文第1节所描述的广义线性回归模型,以$\underline{\lambda}_n$和$\overline{\lambda}_n$分别记$\sum\limits_{i=1}^{n}Z_iZ_i^{\prime}$的最小和最大特征根,$\hat{\beta}_n$记$\beta_0$的极大似然估计.在文献[1]中,当\{$Z_i,i\ge1$\}有界时得到$\hat{\beta}_n$强相合的充分条件,在自然联系和非自然联系下分别为$\underline{\lambda}_n\rightarrow\infty$, $(\overline{\lambda}_n)^{1/2+\delta}=O(\underline{\lambda}_n)$(对某$\delta>0$)以及$\underline{\lambda}_n\rightarrow\infty$, $\overline{\lambda}_n=O(\underline{\lambda}_n)$.作者将后一结果改进为只要求$(\overline{\lambda}_n)^{1/2+\delta}=O(\underline{\lambda}_n)$,从而与自然联系情况下的条件达到一致.  相似文献   

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证明了拟线性次椭圆方程组-X_α~*(a_(ij)~(αβ)(x,u)X_βu~j)=-X_α~*f_i~α+g_i,i=1,2,…,N,x∈Ω的弱解广义梯度Xu在Morrey空间L_x~(p,λ)(Ω,R~(mN))(p2)上的部分正则性,其中光滑实向量场族X=(X_1,X_2,…,X_m)满足H(o|¨)rmander有限秩条件,X_α~*是X_α的共轭;而且主项系数a_(ij)~(αβ)(x,u)关于x一致VMO(Vanishing Mean Oscillation的缩写,消失平均震荡)间断,且关于u为一致连续.  相似文献   

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By considering the one-dimensional model for describing long, small amplitude waves in shallow water, a generalized fifth-order evolution equation named the Olver water wave(OWW) equation is investigated by virtue of some new pseudo-potential systems. By introducing the corresponding pseudo-potential systems, the authors systematically construct some generalized symmetries that consider some new smooth functions{Xiβ}i=1,2,···,nβ =1,2,···,N depending on a finite number of partial derivatives of the nonlocal variables vβand a restriction ∑iα,β(? ξi/?vβ)2+(?ηα/?vβ)2≠0, i.e.,∑i,α,β(?Gα/?vβ)2≠0. Furthermore,the authors investigate some structures associated with the Olver water wave(AOWW)equations including Lie algebra and Darboux transformation. The results are also extended to AOWW equations such as Lax, Sawada-Kotera, Kaup-Kupershmidt, It and Caudrey-Dodd-Gibbon-Sawada-Kotera equations, et al. Finally, the symmetries are applied to investigate the initial value problems and Darboux transformations.  相似文献   

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多元线性模型中的有偏估计   总被引:2,自引:0,他引:2  
刘金山在1999年给出了多元线性模型参数分量βi和参数矩阵B的有偏估计β1=(X'X)-1YCi,i=1,…,m和B=(β1,β2,…,βm)以及βi的性质.本文从另一角度得到了同样的估计,证明了刘金山文中所给的两个检验是UMP检验,估计βi是βi的线性可容许估计,证明了B不是B的可容许估计,由此给出了两种改进估计.  相似文献   

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For $N\geq 3$ and non-negative real numbers $a_{ij}$ and $b_{ij}$ ($i,j= 1, \cdots, m$), the semi-linear elliptic system\begin{equation*} \begin{cases}\Delta u_i+\prod\limits_{j=1}^m u_j^{a_{ij}}=0,\text{in}\mathbb{R}_+^N,\\dfrac{\partial u_i}{\partial y_N}=c_i\prod\limits_{j=1}^m u_j^{b_{ij}},\text{on} \partial\mathbb{R}_+^N,\end{cases}\qquad i=1,\cdots,m,\end{equation*} % is considered, where $\mathbb{R}_+^N$ is the upper half of $N$-dimensional Euclidean space. Under suitable assumptions on the exponents $a_{ij}$ and $b_{ij}$, a classification theorem for the positive $C^2(\mathbb{R}_+^N)\cap C^1(\overline{R_+^N})$-solutions of this system is proven.  相似文献   

15.
A number of new results on sufficient conditions for the solvability and numerical algorithms of the following general algebraic inverse eigenvalue problem are obtained: Given $n+1$ real $n\times n$ matrices $A=(a_{ij}),A_k=(a_{ij}^{(k)})(k=1,2,\cdots,n)$ and $n$ distinct real numbers $\lambda_1,\lambda_2,\cdots,\lambda_n,$ find $n$ real number $c_1,c_2,\cdots,c_n$ such that the matrix $A(c)=A+\sum\limits_{k=1}^{n}c_k A_k$ has eigenvalues $\lambda_1,\lambda_2,\cdots,\lambda_n.$  相似文献   

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Banach空间中有限个极大单调算子公共零点的迭代格式   总被引:1,自引:0,他引:1  
令E为实光滑、一致凸Banach空间,E~*为其对偶空间.令A_i,B_i (?) E×E~*,i= 1,2,…,m,为极大单调算子且(?)(A_i~(-1)0∩B_i~(-1)0)≠φ.引入新的迭代算法,并利用Lyapunov泛函,Q_r算子与广义投影算子等技巧,证明迭代序列弱收敛于极大单调算子A_i,B_i,i= 1,2,…,m的公共零点的结论.  相似文献   

17.
In this paper, we establish gradient estimates in Morrey spaces and H?lder continuity for weak solutions of the following degenerate elliptic system $$-X_{\alpha}^{\ast}(a_{ij}^{\alpha\beta}(x)X_{\beta}u^{j})=g_{i}-X_{\alpha}^{\ast}f_{i}^{\alpha}(x),$$ where X 1, . . . , X q are real smooth vector fields satisfying H?rmander’s condition, coefficients ${a_{ij}^{\alpha \beta }\in VMO_X \cap L^\infty (\Omega ), \alpha,\beta=1,2, \,.\,.\,.\, ,q, i,j=1,2, \,.\,.\,.\, ,N, X_{\alpha}^{\ast}}$ is the transposed vector field of X α.  相似文献   

18.
In this paper the following result is established: For a_i,f\in \phi(R^K),i=1,\cdots,n and $T(a,f)(x)=w(x,D)()[\prod\limits_{i = 1}^n {{P_{{m_i}}}({a_i},x, \cdot )f( \cdot )} \]$ It holds that $||T(a,f)||_q\leq C||f||_p_0[\prod\limits_{i = 1}^n {||{\nabla ^{{m_i}}}|{|_{{p_i}}}} \]$ where a=(a_1,\cdots,a_n), q^-1=p^-1_0+[\sum\limits_{i = 1}^n {p_i^{ - 1} \in (0,1),\forall i,{p_i} \in (1,\infty )} \] or \forall i,p_i=\infinity,p_0\in (1,\infinity), for an integer m_i\geq 0, $P_m_m(a_i,x,y)=a_i(x)-[\sum\limits_{|\beta | < {m_i}} {\frac{{a_i^{(\beta )}(y)}}{{\beta !}}} {(x - y)^\beta }\]$ w(x,\xi) is a classical symbol of order |m|, m=(m_1,\cdots, m_n), |m|=m_1+\cdots+m_n, m_i are nonnegative integers. Besides, a representation theorem is given. The methods used here closely follow those developed by Coifman, R. and Meyer, Y. in [5] and by Cohen, J. in [3].  相似文献   

19.
In this paper initial value problems and nonlinear mixed boundary value problems for the quasilinear parabolic systems below $\[\frac{{\partial {u_k}}}{{\partial t}} - \sum\limits_{i,j = 1}^n {a_{ij}^{(k)}} (x,t)\frac{{{\partial ^2}{u_k}}}{{\partial {x_i}\partial {x_j}}} = {f_k}(x,t,u,{u_x}),k = 1, \cdots ,N\]$ are discussed.The boundary value conditions are $\[{u_k}{|_{\partial \Omega }} = {g_k}(x,t),k = 1, \cdots ,s,\]$ $\[\sum\limits_{i = 1}^n {b_i^{(k)}} (x,t)\frac{{\partial {u_k}}}{{\partial {x_i}}}{|_{\partial \Omega }} = {h_k}(x,t,u),k = s + 1, \cdots N.\]$ Under some "basically natural" assumptions it is shown by means of the Schauder type estimates of the linear parabolic equations and the embedding inequalities in Nikol'skii spaces,these problems have solutions in the spaces $\[{H^{2 + \alpha ,1 + \frac{\alpha }{2}}}(0 < \alpha < 1)\]$.For the boundary value problem with $\[b_i^{(k)}(x,t) = \sum\limits_{j = 1}^n {a_{ij}^{(k)}} (x,t)\cos (n,{x_j})\]$ uniqueness theorem is proved.  相似文献   

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