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1.
This paper studies the linear EV model when replicate observations are made only on independent variables. We construct the estimates of regression coefficients and prove the consistency and asymptotic normality under some proper conditions. Results obtained reveal the difference between the case where the independent and dependent variables are observed repeatedly and simultaneously and the case studied in this article.  相似文献   
2.
A stochastic approximation algorithm for estimating multichannel coefficients is proposed, and the estimate is proved to converge to the true parameters a.s. up-to a constant scaling factor. The estimate is updated after receiving each new observation, so the output data need not be collected in advance. The input signal is allowed to be dependent and the observation is allowed to be corrupted by noise, but no noise statistics are used in the estimation algorithm.  相似文献   
3.
对固定设计下的一类半参数回归模型yi=xiβ+g(xi)+ei,i=1,2,…,n,综合最小二乘和非参数权函数估计方法,定义了,βg的估计量β∧n,gn∧及误差方差σ2的估计量σ2n∧.在适当条件下,证明它们具有强相合性和p(2)阶平均相合性.模拟的结果表明所得结果具有优良的性质.  相似文献   
4.
A sequential Bayesian method for finding the maximum of a function based on myopically minimizing the expected dispersion of conditional probabilities is described. It is shown by example that an algorithm that generates a dense set of observations need not converge to the correct answer for some priors on continuous functions on the unit interval. For the Brownian motion prior the myopic algorithm is consistent; for any continuous function, the conditional probabilities converge weakly to a point mass at the true maximum.  相似文献   
5.
提出了在无外力作功的情况下,具有Bauschinger效应的弹塑性材料处于屈服状态产生自发的塑性流动时应满足的条件.这个条件不仅与材料的力学性能有关,而且还处决于材料的具体的载荷边界条件和变形.举例说明了承受拉一扭组合的薄壁圆筒中,采用组合强化模型时,产生塑性流动的具体条件.  相似文献   
6.
在误差序列为Lqmixingale情形下,给出了半参数回归模型中β和g(t)估计,研究了估计量的q阶平均相合性在较一般的条件下,得到了理想的结果  相似文献   
7.
Subgame Consistent Cooperative Solutions in Stochastic Differential Games   总被引:3,自引:1,他引:2  
Subgame consistency is a fundamental element in the solution of cooperative stochastic differential games. In particular, it ensures that: (i) the extension of the solution policy to a later starting time and to any possible state brought about by the prior optimal behavior of the players would remain optimal; (ii) all players do not have incentive to deviate from the initial plan. In this paper, we develop a mechanism for the derivation of the payoff distribution procedures of subgame consistent solutions in stochastic differential games with transferable payoffs. The payoff distribution procedure of the subgame consistent solution can be identified analytically under different optimality principles. Demonstration of the use of the technique for specific optimality principles is shown with an explicitly solvable game. For the first time, analytically tractable solutions of cooperative stochastic differential games with subgame consistency are derived.  相似文献   
8.
概率罐子模型中一种最优设计   总被引:3,自引:0,他引:3       下载免费PDF全文
基于错误概率达到最小的原则,该文在罐子模型序贯试验中构造了一种渐近最优设计。在这种设计下,不仅能使病员以较多机会分配到较好的处理,而且能使估计量的统计效率在一定意义下达到最优。  相似文献   
9.
The connection presented in this paper mirror-links two metamathematical structures, the finitary closure operators, and the compact consistency properties, in such a way that a specification of one structure induces a provably equivalent specification of the other. Mathematics Subject Classification (2000): Primary 06A15, Secondary 28E10 03B22  相似文献   
10.
The phonon dispersion curves, phonon frequency distribution function as well as the lattice specific heat of body-centred tetragonal indium have been deduced using a lattice dynamical model which includes central, angular and volume forces. Six elastic constants, four zone boundary frequencies and an equilibrium condition were used in the evaluation of the force constants. It is shown that this model is elastically consistent and satisfies the symmetry requirements of the lattice, the phonon frequencies of indium deduced from it are in very good agreement with the experimental values of Reichardt and Smith and the theoretical values of Garrett and Swihart, and theθ D values compare well with the experimental values over a wide temperature range. The apparent discrepancies in the phonon dispersion curves and theθ D-T curves obtained from deficient models, importance of umklapp processes and the significance of angular forces in the lattice dynamical models are discussed.  相似文献   
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