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31.
Let { X n} be a Markov chain that is either f -mixing or satisfies the Poisson equation.In this note we obtain the convergence rate under L 1 -criterion for bounded functions of the X k 's. And in the hidden Markov model setup { (X n ,Y n ) }we study the kernel estimate of the density of the observed variables { Y n }when a 'stable' status is reached. 相似文献
32.
主成分分析方法是在经济管理中经常使用的多元统计分析方法,在变量降维方面扮演着很重要的角色,是进行多变量综合评价的有力工具。但传统的主成分分析对于异常值十分敏感,计算结果很容易受到异常值影响,而实际数据常包含异常情况,通常分析很少考虑它们的作用。本文基于MCD估计提出一种稳健的主成分分析方法,模拟和实证分析结果表明,该方法对于抵抗异常值有很好的效果。 相似文献
33.
In a secret sharing scheme, some participants can lie about the value of their shares when reconstructing the secret in order to obtain some illicit benefit. We present in this paper two methods to modify any linear secret sharing scheme in order to obtain schemes that are unconditionally secure against that kind of attack. The schemes obtained by the first method are robust, that is, cheaters are detected with high probability even if they know the value of the secret. The second method provides secure schemes, in which cheaters that do not know the secret are detected with high probability. When applied to ideal linear secret sharing schemes, our methods provide robust and secure schemes whose relation between the probability of cheating and the information rate is almost optimal. Besides, those methods make it possible to construct robust and secure schemes for any access structure. 相似文献
34.
We study the large-sample properties of a class of parametric mixture models with covariates for competing risks. The models allow general distributions for the survival times and incorporate the idea of long-term survivors. Asymptotic results are obtained under a commonly assumed independent censoring mechanism and some modest regularity conditions on the survival distributions. The existence, consistency, and asymptotic normality of maximum likelihood estimators for the parameters of the model are rigorously derived under general sufficient conditions. Specific conditions for particular models can be derived from the general conditions for ready check. In addition, a likelihood-ratio statistic is proposed to test various hypotheses of practical interest, and its asymptotic distribution is provided. 相似文献
35.
本文考虑损失函数的估计问题,分别对于球对称分布和均匀分布情形给出了其参数的J-S型估计量的损失之估计,它们满足[1]中提出的条件(Ⅰ)和(Ⅱ). 相似文献
36.
ρ混合、φ混合、ψ混合线性模型M估计的强相合性 总被引:5,自引:3,他引:2
研究了 ρ混合、φ混合、ψ混合样本线性模型中回归参数M估计的强相合性 ,在条件不变的情况下 ,获得与独立情形一样的M估计是强相合的充分条件 ,推广了文 [1 ]定理 2 . 相似文献
37.
We wish to solve the heat equation ut=Δu-qu in Id×(0,T), where I is the unit interval and T is a maximum time value, subject to homogeneous Dirichlet boundary conditions and to initial conditions u(·,0)=f over Id. We show that this problem is intractable if f belongs to standard Sobolev spaces, even if we have complete information about q. However, if f and q belong to a reproducing kernel Hilbert space with finite-order weights, we can show that the problem is tractable, and can actually be strongly tractable. 相似文献
38.
Shaping command input or preshaping is used for reducing system oscillation in motion control. Desired systems inputs are altered so that the system finishes the requested move without residual oscillation. This technique, developed by N.C. Singer and W.P. Seering, is used for example in the aerospace field, in particular in flexible structure control. This paper presents the study of ZV shaper for explicit fractional derivative systems (generalized derivative systems). A robustness study of ZV shaper is then presented and applied to improve second generation CRONE control response time. Results from simulation and from a DC motor bench are also given. 相似文献
39.
Heat Kernel Asymptotics of Zaremba Boundary Value Problem 总被引:1,自引:0,他引:1
The Zaremba boundary-value problem is a boundary value problem for Laplace-type second-order partial differential operators
acting on smooth sections of a vector bundle over a smooth compact Riemannian manifold with smooth boundary but with discontinuous
boundary conditions, which include Dirichlet boundary conditions on one part of the boundary and Neumann boundary conditions
on another part of the boundary. We study the heat kernel asymptotics of Zaremba boundary value problem. The construction
of the asymptotic solution of the heat equation is described in detail and the heat kernel is computed explicitly in the leading
approximation. Some of the first nontrivial coefficients of the heat kernel asymptotic expansion are computed explicitly.
This revised version was published online in July 2006 with corrections to the Cover Date. 相似文献
40.