Empirical likelihood for AR-ARCH models based on LAD estimation

By employing the empirical likelihood method,confidence regions for the stationary AR(p)-ARCH(q) models are constructed.A self-weighted LAD estimator is proposed under weak moment conditions.An empirical log-likelihood ratio statistic is derived and its asymptotic distribution is obtained.Simulation studies show that the performance of empirical likelihood method is better than that of normal approximation of the LAD estimator in terms of the coverage accuracy,especially for relative small size of observation.     

Pesticides and degradation products in groundwaters from a vineyard region: Optimization of a multiresidue method based on SPE and GC‐MS

A reliable multiresidue method based on solid phase extraction was developed using GC–MS to determine and quantify 34 pesticides, including herbicides, fungicides, insecticides, and some of their degradation products, in groundwater in a vineyard region of La Rioja (northern Spain). Different parameters were optimized and good recoveries (65–108% range) and precisions (12–19% range) were achieved with spiked water samples for a concentration of 0.1 μg/L. The experimental results showed an excellent linearity (r² > 0.99) over the 0.1–1.5 μg/L range. The detection limits of the proposed method were 1–37 ng/L for most of the compounds studied. The methodology has been successfully applied to the analysis of groundwater samples from vineyard areas in La Rioja and the presence of pesticides, especially fungicides and herbicides, at several concentration levels was revealed. Terbuthylazine, its metabolite desethyl‐terbuthylazine, and fluometuron were the pesticides most frequently detected in higher concentrations. Overall and taking into consideration the European Union maximum residue limit of pesticides in groundwater, 16 of the 34 compounds included in this study were detected in concentrations over that limit in at least one of the samples analyzed.     

核实数据下响应变量缺失的线性EV模型经验似然推断

考虑响应变量随机缺失而协变量带有误差的线性模型,借助于核实数据和借补方法,构造了回归系数的两种经验似然比,证明了所提出的估计的经验对数似然比渐近于一个自由度为1的独立χ2变量的加权和;而经调整后所得的调整经验对数似然比渐近于自由度为p的χ2分布,该结果可以用来构造未知参数的置信域.此外,我们也构造了响应均值的调整经验对数似然比统计量,并证明了所提出的统计量渐近于x2分布,可用此结果构造响应均值的置信域.通过模拟研究比较了置信域的精度及其平均区间长度.     

一个带有线搜索的新信赖域方法及其收敛性

本文利用一个修正的BFGS公式,提出了一个结合Armijo线搜索条件技术的BFGS信赖域方法,并在一定条件下证明了该方法的全局收敛性和超线性收敛性.初步的数值实验结果表明该方法是有效的.     

Emergy-based analysis of Beijing–Tianjin–Tangshan region in China

An emergy-based analysis was conducted for the Beijing–Tianjin–Tangshan urban agglomeration district from perspectives of emergy density, resource structure, environmental pressure and resource use efficiency during the period of 1991–2005. The results showed that Beijing, Tianjin and Tangshan as contiguous regions shared similar characters and evolving trends in certain aspects as emergy intensity and proportion of local renewable resources on the whole. As for the local resources availability, process efficiency and environmental pressure, however, these three cities have significant differences. With comparison of the other cities in China, it is shown that Beijing–Tianjin–Tangshan region has higher environment loading and lower sustainability level though enjoying rapid urbanization process and economic development. This study also suggests that the first priority on economic development competition within urban agglomeration regions may lead to the wasting of resources and redundant construction, while cooperative and rational selection for development pattern are the proper choice for coordinate regional development and long term sustainability to overcome resource restrictions.     

On a new method for the study of the spatial behavior in a homogeneous elastic arch-like region

We consider a two-dimensional homogeneous elastic state in the arch-like region a?≤?r?≤?b, 0?≤?θ?≤?α, where (r,θ) denotes plane polar coordinates. We assume that three of the edges are traction-free, while the fourth edge is subjected to a (in plane) self-equilibrated load. The Airy stress function ‘?’ satisfies a fourth-order differential equation in the plane polar coordinates with appropriate boundary conditions. We develop a method which allows us to treat in a unitary way the two problems corresponding to the self-equilibrated loads distributed on the straight and curved edges of the region. In fact, we introduce an appropriate change for the variable r and for the Airy stress functions to reduce the corresponding boundary value problem to a simpler one which allows us to indicate an appropriate measure of the solution valuable for both the types of boundary value problems. In terms of such measures we are able to establish some spatial estimates describing the spatial behavior of the Airy stress function. In particular, our spatial decay estimates prove a clear relationship with the Saint-Venant's principle on such regions.     

A Trust Region Algorithm with Conjugate Gradient Technique for Optimization Problems

By means of a conjugate gradient strategy, we propose a trust region method for unconstrained optimization problems. The search direction is an adequate combination of the conjugate gradient direction and the trust-region direction. The global convergence and the quadratic convergence of this method are established under suitable conditions. Numerical results show that the presented method is competitive to the trust region method and the conjugate gradient method.     

A trust region affine scaling method for bound constrained optimization

We study a new trust region affine scaling method for general bound constrained optimization problems. At each iteration, we compute two trial steps. We compute one along some direction obtained by solving an appropriate quadratic model in an ellipsoidal region. This region is defined by an affine scaling technique. It depends on both the distances of current iterate to boundaries and the trust region radius. For convergence and avoiding iterations trapped around nonstationary points, an auxiliary step is defined along some newly defined approximate projected gradient. By choosing the one which achieves more reduction of the quadratic model from the two above steps as the trial step to generate next iterate, we prove that the iterates generated by the new algorithm are not bounded away from stationary points. And also assuming that the second-order sufficient condition holds at some nondegenerate stationary point, we prove the Q-linear convergence of the objective function values. Preliminary numerical experience for problems with bound constraints from the CUTEr collection is also reported.     

仿射变换内点信赖域方法求解变分不等式问题

本文研究了求解非线性约束变分不等式问题(VIP)的一个新的算法.利用KKT条件的非光滑方程形式,得到了与VIP等价的简单约束优化问题.提出了求解VIP的一类结合回代线搜索技巧的仿射变换内点信赖域算法.在较弱的条件下证明了算法具有整体收敛性,进一步在某些正则条件下,证明了算法具有超线性收敛速度.