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81.
本文对广义风险过程中的渐近方差作了非参数估计,得出并证明了两个定理,为广义风险过程中破产概率的区间估计作了理论准备. 相似文献
82.
含余割核奇异积分修改的反演问题 总被引:1,自引:0,他引:1
针对含余害核奇异积分反演问题在指κ<0时一般无解的情况,本文提出并求解两种修改的反演问题,而后一种修改反演问题的提法与此前类似问题颇不相同,由于运用了推广的留数定理和Bertrand型换序公式使本问题及类似问题解法得以简化。 相似文献
83.
Klaus Ziegler 《Journal of multivariate analysis》1997,62(2):233-272
Functional central limit theorems for triangular arrays of rowwise independent stochastic processes are established by a method replacing tail probabilities by expectations throughout. The main tool is a maximal inequality based on a preliminary version proved by P. Gaenssler and Th. Schlumprecht. Its essential refinement used here is achieved by an additional inequality due to M. Ledoux and M. Talagrand. The entropy condition emerging in our theorems was introduced by K. S. Alexander, whose functional central limit theorem for so-calledmeasure-like processeswill be also regained. Applications concern, in particular, so-calledrandom measure processeswhich include function-indexed empirical processes and partial-sum processes (with random or fixed locations). In this context, we obtain generalizations of results due to K. S. Alexander, M. A. Arcones, P. Gaenssler, and K. Ziegler. Further examples include nonparametric regression and intensity estimation for spatial Poisson processes. 相似文献
84.
Let
l
be the critical exponent associated with the probability thatl independentN-step ordinary random walks, starting at nearby points, are mutually avoiding. Using Monte Carlo methods combined with a maximum-likelihood data analysis, we find that in two dimensions 2=0.6240±0.0005±0.0011 and 3=1.4575±0.0030±0.0052, where the first error bar represents systematic error due to corrections to scaling (subjective 95% confidence limits) and the second error bar represents statistical error (classical 95% confidence limits). These results are in good agreement with the conformal-invariance predictions 2=5/8 and 3=35/24. 相似文献
85.
Harry Joe 《Annals of the Institute of Statistical Mathematics》1989,41(4):683-697
For a multivariate density f with respect to Lebesgue measure , the estimation of % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiiYdd9qrFfea0dXdf9vqai-hEir8Ve% ea0de9qq-hbrpepeea0db9q8as0-LqLs-Jirpepeea0-as0Fb9pgea% 0lrP0xe9Fve9Fve9qapdbaqaaeGacaGaaiaabeqaamaabaabcaGcba% Waa8qaaeaacaWGkbGaaiikaiaadAgacaGGPaGaamOzaiaadsgacqaH% 8oqBaSqabeqaniabgUIiYdaaaa!4404!\[\int {J(f)fd\mu } \], and in particular % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiiYdd9qrFfea0dXdf9vqai-hEir8Ve% ea0de9qq-hbrpepeea0db9q8as0-LqLs-Jirpepeea0-as0Fb9pgea% 0lrP0xe9Fve9Fve9qapdbaqaaeGacaGaaiaabeqaamaabaabcaGcba% Waa8qaaeaacaWGMbWaaWbaaSqabeaacaaIYaaaaOGaamizaiabeY7a% TbWcbeqab0Gaey4kIipaaaa!41E4!\[\int {f^2 d\mu } \] and % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiiYdd9qrFfea0dXdf9vqai-hEir8Ve% ea0de9qq-hbrpepeea0db9q8as0-LqLs-Jirpepeea0-as0Fb9pgea% 0lrP0xe9Fve9Fve9qapdbaqaaeGacaGaaiaabeqaamaabaabcaGcba% Waa8qaaeaacaWGMbGaciiBaiaac+gacaGGNbGaamOzaiaadsgacqaH% 8oqBaSqabeqaniabgUIiYdaaaa!44AC!\[\int {f\log fd\mu } \], is studied. These two particular functionals are important in a number of contexts. Asymptotic bias and variance terms are obtained for the estimators % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiiYdd9qrFfea0dXdf9vqai-hEir8Ve% ea0de9qq-hbrpepeea0db9q8as0-LqLs-Jirpepeea0-as0Fb9pgea% 0lrP0xe9Fve9Fve9qapdbaqaaeGacaGaaiaabeqaamaabaabcaGcba% WaaybyaeqaleqabaGaey4jIKnaneaacaWGjbaaaOGaeyypa0Zaa8qa% aeaacaWGkbGaaiikamaawagabeWcbeqaaiabgEIizdqdbaGaamOzaa% aakiaacMcacaWGKbGaamOramaaBaaaleaacaWGobaabeaaaeqabeqd% cqGHRiI8aaaa!4994!\[\mathop I\limits^ \wedge = \int {J(\mathop f\limits^ \wedge )dF_N } \] and % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiiYdd9qrFfea0dXdf9vqai-hEir8Ve% ea0de9qq-hbrpepeea0db9q8as0-LqLs-Jirpepeea0-as0Fb9pgea% 0lrP0xe9Fve9Fve9qapdbaqaaeGacaGaaiaabeqaamaabaabcaGcba% WaaybyaeqaleqabaGaeSipIOdaneaacaWGjbaaaOGaeyypa0Zaa8qa% aeaacaWGkbGaaiikamaawagabeWcbeqaaiabgEIizdqdbaGaamOzaa% aakiaacMcadaGfGbqabSqabeaacqGHNis2a0qaaiaadAgaaaGccaWG% KbGaeqiVd0galeqabeqdcqGHRiI8aaaa!4C40!\[\mathop I\limits^ \sim = \int {J(\mathop f\limits^ \wedge )\mathop f\limits^ \wedge d\mu } \], where % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiiYdd9qrFfea0dXdf9vqai-hEir8Ve% ea0de9qq-hbrpepeea0db9q8as0-LqLs-Jirpepeea0-as0Fb9pgea% 0lrP0xe9Fve9Fve9qapdbaqaaeGacaGaaiaabeqaamaabaabcaGcba% WaaybyaeqaleqabaGaey4jIKnaneaacaWGMbaaaaaa!3E9C!\[{\mathop f\limits^ \wedge }\] is a kernel density estimate of f and F
n
is the empirical distribution function based on the random sample X
1
,..., X
n
from f. For the two functionalsmentioned above, a first order bias term for Î can be made zero by appropriate choices of non-unimodal kernels. Suggestions for the choice of bandwidth are given; for % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiiYdd9qrFfea0dXdf9vqai-hEir8Ve% ea0de9qq-hbrpepeea0db9q8as0-LqLs-Jirpepeea0-as0Fb9pgea% 0lrP0xe9Fve9Fve9qapdbaqaaeGacaGaaiaabeqaamaabaabcaGcba% WaaybyaeqaleqabaGaey4jIKnaneaacaWGjbaaaOGaeyypa0Zaa8qa% aeaadaGfGbqabSqabeaacqGHNis2a0qaaiaadAgaaaGccaWGKbGaam% OramaaBaaaleaacaWGobaabeaaaeqabeqdcqGHRiI8aaaa!476C!\[\mathop I\limits^ \wedge = \int {\mathop f\limits^ \wedge dF_N } \], a study of optimal bandwidth is possible.This research was supported by an NSERC Grant and a UBC Killam Research Fellowship. 相似文献
86.
Ajit Chaturvedi 《Annals of the Institute of Statistical Mathematics》1988,40(4):769-783
The sequential procedures developed by Starr (1966, Ann. Math. Statist., 37, 1173–1185) for estimating the mean of a normal population are further analyzed. Asymptotic properties of the regret and first two moments of the stopping rules are studied and second-order approximations are derived. 相似文献
87.
Ong LG Abd-Aziz S Noraini S Karim MI Hassan MA 《Applied biochemistry and biotechnology》2004,118(1-3):73-79
The oil palm sector is one of the major plantation industries in Malaysia. Palm kernel cake is a byproduct of extracted palm
kernel oil. Mostly palm kernel cake is wasted or is mixed with other nutrients and used as animal feed, especially for ruminant
animals. Recently, palm kernel cake has been identified as an important ingredient for the formulation of animal feed, and
it is also exported especially to Europe, South Korea, and Japan. It can barely be consumed by nonruminant (monogastric) animals
owing to the high percentages of hemicellulose and cellulose contents. Palm kernel cake must undergo suitable pretreatment
in order to decrease the percentage of hemicellulose and cellulose. One of the methods employed in this study is fermentation
with microorganisms, particularly fungi, to partially degrade the hemicellulose and cellulose content. This work focused on
the production of enzymes by Aspergillus niger and profiling using palm kernel cake as carbon source. 相似文献
88.
89.
The service life of ABS polymer, stabilized by 2-(3,5-di-tert-butyl-4-hydroxyanilino)-4,6-bis(octylthio)-1,3,5-triazine and containing 50% of a modifying rubber component, was estimated from oxidative induction times measured by DSC in isothermal mode in the temperature interval 140–170°C. The lifetime of ABS powder at the actual temperature of drying was predicted by linear extrapolation according to Arrhenius. However, the extrapolated value was much longer than the real lifetime determined from the long-term oven aging tests at 70 and 90°C, simulating the industrial drying process. The effect of changes in the apparent activation energy of oxidation due to antioxidant consumption during polymer aging is discussed. 相似文献
90.
A method is proposed for the estimation of absolute binding free energy of interaction between proteins and ligands. Conformational sampling of the protein-ligand complex is performed by molecular dynamics (MD) in vacuo and the solvent effect is calculated a posteriori by solving the Poisson or the Poisson-Boltzmann equation for selected frames of the trajectory. The binding free energy is written as a linear combination of the buried surface upon complexation, SASbur, the electrostatic interaction energy between the ligand and the protein, Eelec, and the difference of the solvation free energies of the complex and the isolated ligand and protein, deltaGsolv. The method uses the buried surface upon complexation to account for the non-polar contribution to the binding free energy because it is less sensitive to the details of the structure than the van der Waals interaction energy. The parameters of the method are developed for a training set of 16 HIV-1 protease-inhibitor complexes of known 3D structure. A correlation coefficient of 0.91 was obtained with an unsigned mean error of 0.8 kcal/mol. When applied to a set of 25 HIV-1 protease-inhibitor complexes of unknown 3D structures, the method provides a satisfactory correlation between the calculated binding free energy and the experimental pIC5o without reparametrization. 相似文献