具有AR(1)误差的均值漂移模型的Score检验和似然比检验

讨论了具有AR(1)误差的线性均值漂移模型,研究了自相关性的检验问题,导出了关于误差相关性的Score检验统计量和似然比检验统计量,并把它推广到误差项为AR(1)非线性均值漂移模型.本文还给出了一个数值例子说明检验方法的实用性.     

具有重尾或异方差误差的双变量预测回归模型的中位无偏估计

In this paper, we consider median unbiased estimation of bivariate predictive regression models with non-normal, heavy-tailed or heterescedastic errors. We construct confidence intervals and median unbiased estimator for the parameter of interest. We show that the proposed estimator has better predictive potential than the usual least squares estimator via simulation. An empirical application to finance is given. And a possible extension of the estimation procedure to cointegration models is also described.     

Semiparametric Estimation of the State of a Dynamical System with Small Noise

We consider the problem of estimation of the state of a perturbed dynamical system by observing the trajectory of a diffusion process with known small diffusion coefficient. The drift coefficient is supposed to be an unknown regular function. Asymptotic minimax lower bounds for the risk of any estimator of the state are derived and the notion of efficiency is introduced. The naïve estimator for this problem is proposed and its basic properties are discussed. It emerges that this estimator is asymptotically efficient.     

Statistical Inference for Partially Linear Regression Models with Measurement Errors

In this paper,the authors investigate three aspects of statistical inference for the partially linear regression models where some covariates are measured with errors.Firstly, a bandwidth selection procedure is proposed,which is a combination of the differencebased technique and GCV method.Secondly,a goodness-of-fit test procedure is proposed, which is an extension of the generalized likelihood technique.Thirdly,a variable selection procedure for the parametric part is provided based on the nonconcave penalization and corrected profile least squares.Same as＂Variable selection via nonconcave penalized likelihood and its oracle properties＂（J.Amer.Statist.Assoc.,96,2001,1348-1360）,it is shown that the resulting estimator has an oracle property with a proper choice of regularization parameters and penalty function.Simulation studies are conducted to illustrate the finite sample performances of the proposed procedures.     

含测量误差的部分线性模型的发散参数估计(英文)

本文考虑了部分线性模型中,线性部分协变量含有测量误差,并且线性部分的参数随着样本量的增大而发散的估计问题.我们考虑了用可观测的替代变量来替代不可观察到的真实变量,这种替代变量的期望与真实变量存在线性关系.我们提出了估计方法,并研究了估计量的相合性与渐进正态性.此外,我们研究了发散参数的发散速度.我们通过模拟来说明该估计的实际效果.     

不等式约束条件下回归模型的参数估计及检验

本文研究了具有不等式约束条件的回归模型的参数估计，给出了检验的统计量和一个实例．     

时变自回归模型系数的估计及预测

本文对一般时变自回归模型(TVAR)的时变系数提出一种估计方法,即建立一个关于时变系数的向量自回归时间序列模型,利用最小二乘方法计算其系数矩阵,在此基础上预测时变系数,从而得到时变自回归序列的点预测,另外给出了点预测和区间预测的方法.     

Model Choice and Diagnostics for Linear Mixed-Effects Models Using Statistics on Street Corners

The complexity of linear mixed-effects (LME) models means that traditional diagnostics are rendered less effective. This is due to a breakdown of asymptotic results, boundary issues, and visible patterns in residual plots that are introduced by the model fitting process. Some of these issues are well known and adjustments have been proposed. Working with LME models typically requires that the analyst keeps track of all the special circumstances that may arise. In this article, we illustrate a simpler but generally applicable approach to diagnosing LME models. We explain how to use new visual inference methods for these purposes. The approach provides a unified framework for diagnosing LME fits and for model selection. We illustrate the use of this approach on several commonly available datasets. A large-scale Amazon Turk study was used to validate the methods. R code is provided for the analyses. Supplementary materials for this article are available online.     

Decentralized Adaptive Robust Tracking and Model Following for Large-Scale Systems Including Delayed State Perturbations in the Interconnections

The problem of decentralized robust tracking and model following is considered for a class of uncertain large-scale systems including delayed state perturbations in the interconnections. In this paper, it is assumed that the upper bounds of the delayed state perturbations, uncertainties, and external disturbances are unknown. A modified adaptation law with σ-modification is introduced to estimate such unknown bounds, and on the basis of the updated values of these unknown bounds, a class of decentralized local memoryless state feedback controllers is constructed for robust tracking of dynamical signals. The proposed decentralized adaptive robust tracking controllers can guarantee that the tracking errors between each time-delay subsystem and the corresponding local reference model without time-delay decrease uniformly asymptotically to zero. Finally, a numerical example is given to demonstrate the validity of the results.     

基于白化权函数的区间灰数预测模型

针对传统灰色预测模型无法进行白化权函数已知的区间灰数预测的缺陷,通过先将区间灰数进行标准化处理,分解成实数形式的"白部"和"灰部",然后分别对"白部"和"灰部"序列进行预测.再将已知的白化权函数映射为[0,1]区间上的函数,并用函数的面积和重心估计出预测值的白化权函数.模型不仅能解决典型白化权函数的类型,还能解决三角白化权函数的情况,且建模机理简单,计算简便.最后,将模型应用于黄河宁蒙河段巴彦高勒站的凌期日均流量的预测,验证了新模型的有效性及实用性.     

New Robust Model Predictive Control for Uncertain Systems with Input Constraints Using Relaxation Matrices

In this paper, we propose a new robust model predictive control (MPC) method for time-varying uncertain systems with input constraints. We formulate the problem as a minimization of the worst-case finite-horizon cost function subject to a new sufficient condition for cost monotonicity. The proposed MPC technique uses relaxation matrices to derive a less conservative terminal inequality condition. The relaxation matrices improve feasibility and system performance. The optimization problem is solved by semidefinite programming involving linear matrix inequalities (LMIs). A numerical example shows the effectiveness of the proposed method. The authors thank the associate editor and two anonymous referees for careful reading and useful suggestions.     

Modelization and Nonparametric Estimation for Dynamical Systems with Noise

We examine the effect of two specific noises (either known or small ones) on a dynamical system. We obtain consistent estimates with their rates of convergence for the invariant density in that context. We illustrate our theoretical results with simulations. This revised version was published online in August 2006 with corrections to the Cover Date.     

具有离散参数齐次随机场的线性预测与马氏性(II)

本文提出和研究3个新型的具有离散参数齐次随机场$\{x(m,n)\}$的马氏性问题,求出了它们具有马氏性的充分必要条件.     

具有部分缺失数据时两个Poisson总体的估计和检验

讨论了部分缺失数据两个 Poisson总体的参数估计和关于总体相同的似然比检验 ,证明了估计的强相合性和渐近正态性 ,指出了似然比检验统计量的极限分布 ,并讨论了基于精确分布的检验问题     

具部分缺失数据的两个柏松总体的估计和检验

本文讨论部分缺失数据两柏松分布总体的参数估计和总体相同的似然比检验,证明了估计的强相合性和渐近正态性,给出了似然比检验的极限分布,并讨论了基于精确分布的检验问题.     

IIRCT下泊松分布参数多变点模型的贝叶斯估计

通过添加缺损的寿命变量数据得到了带有不完全信息随机截尾试验下泊松分布参数多变点模型的完全数据似然函数,研究了变点位置参数和其它参数的满条件分布.利用Gibbs抽样与Metropolis-Hastings算法相结合的MCMC方法对各参数的满条件分布分别进行了抽样,把Gibbs样本的均值作为各参数的贝叶斯估计,并且详细介绍了MCMC方法的实施步骤.最后进行了随机模拟试验,试验结果表明各参数贝叶斯估计的精度都较高.     

Model Adaptation Enriched with an Anisotropic Mesh Spacing for Nonlinear Equations: Application to Environmental and CFD Problems

Goal of this paper is to suitably combine a model with an anisotropic mesh adaptation for the numerical simulation of nonlinear advection-diffusion-reaction systems and incompressible flows in ecological and environmental applications. Using the reduced-basis method terminology, the proposed approach leads to a noticeable computational saving of the online phase with respect to the resolution of the reference model on nonadapted grids. The search of a suitable adapted model/mesh pair is to be meant, instead, in an offline fashion.     

Boundedness for sublinear reversible systems with a nonlinear damping and periodic forcing term

In this paper, we are concerned with the sublinear reversible systems with a nonlinear damping and periodic forcing term

x^″+f(x)g(x^′)+γ|x|^α−1x=p(t),     

Pullback attractors for modified swift-hohenberg equation on unbounded domains with non-autonomous deterministic and stochastic forcing terms

In this paper, the existence and uniqueness of pullback attractors for the modified Swift-Hohenberg equation defined on $R^{n}$ driven by both deterministic non-autonomous forcing and additive white noise are established. We first define a continuous cocycle for the equation in $L^{2}(R^{n})$, and we prove the existence of pullback absorbing sets and the pullback asymptotic compactness of solutions when the equation with exponential growth of the external force. The long time behaviors are discussed to explain the corresponding physical phenomenon.     

具有随机效应和AR(1)误差的非线性纵向数据模型中组间方差和自相关系数的齐性检验

组间方差和自相关系数的齐性是纵向数据分析的基本假设之一,然而这种假设需要进行统计检验. Zhang \&; Weiss$^{[15]}$ 讨论了线性随机效应模型的组间和组内方差齐性的检验问题;林金官 \&; 韦博成$^{[10]}$ 研究了具有AR(1)误差但没有随机效应的非线性模型的自相关系数的齐性检验.该文研究具有随机效应和AR(1)误差的非线性模型的组间方差和自相关系数的齐性检验问题,构造了几个score检验统计量, 并通过Monte Carlo模拟方法研究了检验统计量的性质.最后利用该文的方法分析一组实际数据和一组模拟数据.