Local polynomial fitting under association

We consider the estimation of multivariate regression functions r(x₁,…,x_d) and their partial derivatives up to a total order p1 using high-order local polynomial fitting. The processes {Y_i,X_i} are assumed to be (jointly) associated. Joint asymptotic normality is established for the estimates of the regression function r and all its partial derivatives up to the total order p. Expressions for the bias and variance/covariance matrix (of the asymptotic distribution) are given.     

服装主观热感觉的统计分析

本文用多因子方差分析模型和多重比较分析了服装穿着时的主观热感觉与服装品种、环境条件、穿着者的活动状态与籍贯之间的关系。通过主成分回归建立了用生理指标预测主观热感觉的模型，从而得出一种定量地评价服装属性的方法。     

BAHADUR ASYMPTOTIC EFFICIENCY IN A SEMIPARAMETRIC REGRESSION MODEL

ＢＡＨＡＤＵＲＡＳＹＭＰＴＯＴＩＣＥＦＦＩＣＩＥＮＣＹＩＮＡＳＥＭＩＰＡＲＡＭＥＴＲＩＣＲＥＧＲＥＳＳＩＯＮＭＯＤＥＬ￥ＬＩＡＮＧＨＵＡ；ＣＨＥＮＧＰＩＮＧＡｂｓｔｒａｃｔ：ＴｈｅａｕｔｈｏｒＳｇｉｖｅＭＬＥθ１ＭＬｏｆθ１ｉｎｔｈｅｍｏｄｅｌＹ＝θ...     

The combination technique and some generalisations

The combination technique has repeatedly been shown to be an effective tool for the approximation with sparse grid spaces. Little is known about the reasons of this effectiveness and in some cases the combination technique can even break down. It is known, however, that the combination technique produces an exact result in the case of a projection into a sparse grid space if the involved partial projections commute.

The performance of the combination technique is analysed using a projection framework and the C/S decomposition. Error bounds are given in terms of angles between the spanning subspaces or the projections onto these subspaces. Based on this analysis modified combination coefficients are derived which are optimal in a certain sense and which can substantially extend the applicability and performance of the combination technique.     

一类多元Gauss-Weierstrass 算子线性组合的加权Lp-逼近

本文研究一类多元Gauss-Weierstrass算子的线性组合加Jacobi型权逼近的性质,利用加权矩量不等式及加权K-泛函、光滑模等工具,建立了这类算子在Lp(1≤p≤∞)空间的正、逆定理和逼近阶的特征刻划.     

外汇储备规模与多元变量弹性系数的实证研究

中国外汇储备近几年的迅速增长引发了关于中国外汇储备规模是否适度的广泛讨论。本文从需求的角度,运用计量经济学的多元线性回归的方法,建立中国外汇储备与平均进口倾向、进口和国际收支三变量的双对数模型,通过计算并通过相关检验得到外汇储备与相关变量的弹性系数。为预测和制定相关政策提供依据。     

煤矿瓦斯和煤尘监控的数学模型

结合2006年全国大学生数学建模竟赛D题,借助Matlab软件,通过数学建模,计算出有关煤矿瓦斯和煤尘的3个主要安全指标,从而为解决煤矿实际安全生产提供了参考.     

固定设计下一类半参数回归模型的渐近性质

对固定设计下的一类半参数回归模型yi=xiβ+g(xi)+ei,i=1,2,…,n,综合最小二乘和非参数权函数估计方法,定义了,βg的估计量β∧n,gn∧及误差方差σ2的估计量σ2n∧.在适当条件下,证明它们具有强相合性和p(2)阶平均相合性.模拟的结果表明所得结果具有优良的性质.     

非参数回归函数之改良基于分割的估计的强相合性（英）

设(X,Y),(X1,Y1),…,(XnYn)为取值于 Rd× R的 i．i．d．随机变量,E(|Y|) ＜∞．设mn(x)为回归函数m(x)=E(|Y|X=x)基于分割的估计,本文在对mn(x)进行改良的条件下得到改良的基于分割的强相合估计．     

Robust Bayesian Inference for Seemingly Unrelated Regressions with Elliptical Errors

Bayesian inference is considered for the seemingly unrelated regressions with an elliptically contoured error distribution. We show that the posterior distribution of the regression parameters and the predictive distribution of future observations under elliptical errors assumption are identical to those obtained under independently distributed normal errors when an improper prior is used. This gives inference robustness with respect to departures from the reference case of independent sampling from the normal distribution.