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61.
Bai-suo JIN~ 《中国科学A辑(英文版)》2007,50(9):1303-1315
In the factor analysis model with large cross-section and time-series dimensions,we pro- pose a new method to estimate the number of factors.Specially if the idiosyncratic terms satisfy a linear time series model,the estimators of the parameters can be obtained in the time series model. The theoretical properties of the estimators are also explored.A simulation study and an empirical analysis are conducted. 相似文献
62.
In this paper, the notion of gap functions is extended from scalar case to vector one. Then, gap functions and generalized
functions for several kinds of vector equilibrium problems are shown. As an application, the dual problem of a class of optimization
problems with a system of vector equilibrium constraints (in short, OP) is established, the concavity of the dual function,
the weak duality of (OP) and the saddle point sufficient condition are derived by using generalized gap functions.
This work was supported by the National Natural Science Foundation of China (10671135) and the Applied Research Project of
Sichuan Province (05JY029-009-1). 相似文献
63.
We study two estimators of the long-range parameter of a covariance stationary linear process. We show that one of the estimators
achieve the optimal semiparametric rate of convergence, whereas the other has a rate of convergence as close as desired to
the optimal rate. Moreover, we show that the estimators are asymptotically normal with a variance, which does not depend on
any unknown parameter, smaller than others suggested in the literature. Finally, a small Monte Carlo study is included to
illustrate the finite sample relative performance of our estimators compared to other suggested semiparametric estimators.
More specifically, the Monte-Carlo experiment shows the superiority of the proposed estimators in terms of the Mean Squared
Error.
The first author research was funded by the Economic and Social Research Council (ESRC) reference number: R000238212. The
second author research was funded by the Ministry of Education, Culture, Sports and Technology of Japan, reference number:
09CE2002 and B(2)10202202. 相似文献
64.
遥感傅里叶变换红外光谱技术因其具有对污染源作无干扰监测、多组分的同时连续测定、区域性或大范围地区的测量等优点,因而已广泛的应用于遥感测量技术。利用傅里叶变换红外(FTIR)光谱仪远距离探测目标,根据探测的目标源是否充满光谱仪的视场,建立了三种辐射模型。在所建立模型的基础上,选用了D&P公司生产的便携式Model-101型傅里叶变换红外光谱仪,实时探测目标云团和背景,运用差谱法和发射光谱法对探测结果进行了光谱分析,进而得到了扣除背景影响后的目标云团吸收光谱。给出了相应的仿真实验结果示例。实验结果表明,由差谱法得到的结果准确度较好。 相似文献
65.
66.
Nash Equilibria,Variational Inequalities,and Dynamical Systems 总被引:2,自引:0,他引:2
Cavazzuti E. Pappalardo M. Passacantando M. 《Journal of Optimization Theory and Applications》2002,114(3):491-506
In this paper, we introduce some relationships between Nash equilibria, variational equilibria, and dynamical equilibria for noncooperative games. 相似文献
67.
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69.
M. Le Vassor D’yerville D. Monge D. Cassagne J. P. Albert 《Optical and Quantum Electronics》2002,34(5-6):445-454
We present here a tight-binding-like modelling of two-dimensional (2D) photonic crystals (PCs). Adopted from solid-state physics,
the concept of generalized Wannier functions is used to construct a localized state basis that allows a parameter-free ab
initio study of defects in PCs. We demonstrate here for a 2D triangular lattice of dielectric rods in air, the existence of
this localized basis and the possibility to study large scale complex dielectric structures deviating from periodicity. Specific
numerical simulations on a split waveguide embedded in this triangular lattice are performed, and they demonstrate the superiority
of this method over plane wave based techniques. 相似文献
70.