NA样本的递归密度估计

设$\{X_n,n\geq 1\}$是一个严平稳的负相协的随机变量序列, 其概率密度函数为$f(x)$.本文讨论了$f(x)$的递归核估计量的联合渐近正态性.     

Estimating the covariance matrix and the generalized variance under a symmetric loss

For estimating the power of a generalized variance under a multivariate normal distribution with unknown means, the inadmissibility of the best affine equivariant estimator relative to the symmetric loss is shown, and a class of improved estimators is given. The problem of estimating the covariance matrix is also discussed.     

关于James-Stein估计的小样本性质

首先给出了Jam es-S te in估计优于岭估计的充分条件,随后在P itm an准则下给出了Jam es-S te in估计优于最小二乘估计的简短证明.     

Estimation of Feeding Composition of Industrial Process Based on Data Reconciliation

For an industrial process, the estimation of feeding composition is important for analyzing production status and making control decisions. However, random errors or even gross ones inevitably contaminate the actual measurements. Feeding composition is conventionally obtained via discrete and low-rate artificial testing. To address these problems, a feeding composition estimation approach based on data reconciliation procedure is developed. To improve the variable accuracy, a novel robust M-estimator is first proposed. Then, an iterative robust hierarchical data reconciliation and estimation strategy is applied to estimate the feeding composition. The feasibility and effectiveness of the estimation approach are verified on a fluidized bed roaster. The proposed M-estimator showed better overall performance.     

Minimum Divergence Estimators,Maximum Likelihood and the Generalized Bootstrap

This paper states that most commonly used minimum divergence estimators are MLEs for suited generalized bootstrapped sampling schemes. Optimality in the sense of Bahadur for associated tests of fit under such sampling is considered.     

广义双剪应力准则角隅模型

本文将广义双剪应力准则变换为π平面和静水应力轴的柱坐标方程,然后将其角隅光滑化,得到了新的光滑、外凸的广义双剪应力准则角隅模型,研究结果表明,近年来作为光滑化Mohr-Coulomb理论提出的各种角隅模型,实际上并不是光滑化的Mohr-Coulomb理论,而是光滑化的广义双剪应力理论。     

均匀分布参数的无偏估计及其分布

讨论了均匀分布未知参数无偏估计量的分布密度,利用无偏估计量构造出一些新的样本函数,并且利用给出的样本函数推导出了未知参数的置信区间.所得到结果改善了现有的估计,易于计算.     

超宽带聚合物调制器的优化设计

设计了一种以聚合物作为材料的低损耗、宽带宽的Mach—Zehnder光波导调制器。分析了调制器的脊波导的模式特性,设计了脊波导的结构,并使用BPM软件模拟了脊形波导的光场分布;通过对光场分布的分析,优化了脊形波导的宽度Wg,脊高6,芯层高度H。同时对聚合物调制器的电极进行了优化,包括电极宽度W和电极间距D,使得调制器有较小的导体损耗以及较好的阻抗匹配。并结合了脊波导的结构参数和电极的优化参数,给出了优化结果,它能够使微波的有效折射率与光波的有效折射率达到匹配,从而使带宽达到177GHz,导体损耗为0．2569dB／cm·GHz1／2。     

Re-formulation of inverse Gaussian,reciprocal inverse Gaussian,and Birnbaum–Saunders kernel estimators

We reveal the boundary bias problem of Birnbaum–Saunders, inverse Gaussian, and reciprocal inverse Gaussian kernel estimators (Jin and Kawczak, 2003, Scaillet, 2004) and re-formulate these estimators to solve the problem. We investigate asymptotic properties of a new class of asymmetric kernel estimators.     

Maximum integrated likelihood estimator of the interest parameter when the nuisance parameter is location or scale

The problem of estimation of an interest parameter in the presence of a nuisance parameter, which is either location or scale, is studied. Two estimators are considered: the usual maximum likelihood estimator and the estimator based on maximization of the integrated likelihood function. The estimators are compared, asymptotically, with respect to the bias and with respect to the mean squared error. The examples are given.