共查询到19条相似文献,搜索用时 125 毫秒
1.
考虑线性回归模型 Y_■=x_4~′β+e_■ i=1,2,…设误差序列■,i≥1满足条件:e_■ i≥1 i.i.d.,Ee_1=0,Ee_1~2=σ~2>0,∞>Var e_1~2=τ~2>0。记■_n~2=1/(n-r){sum from j=1 to n e■-sum from k=1 to r (sum from j=1 to n a_(akj)■_j)~2} δ(n)=τ~(-2)E(■_1~2-σ~2)~2I_((|■-σ~2|≥■τ)+τ~(-3)n~(1/2)|E(■_1~2-σ~2)~3I_((|■_1~2-σ~2|<(nτ)~(1/2))+τ~(-4)n~(-1)E■_1~2-σ~2)~4I_((|■-σ~2|0使得■|P(■_n~2-σ~2)/(Var■_n~2)~(1/2))≤x)-Φ(x)|≤C(δ(n)+n~(-1/2)) ■|P(■_n~2-σ~2)/(Var■_n~2)~(1/2))≤x)-Φ(x)|+n~(-1/2)≥C_1δ(n)。 相似文献
2.
广义线性回归拟似然估计的强相合性 总被引:9,自引:0,他引:9
本文研究了广义线性模型y=μ(x'β0)+e中形如∑xi(yi-μ(xiβ))=0的拟似然方程,在一定的条件下证明了当n充分大时此方程以概率1有解βn,得到了βn的强相合性和收敛速度. 相似文献
3.
本文研究了自适应设计下广义线性回归的拟似然方程∑ni=1xi(yi-μ(xi′β))=0,其中yi是q维向量,xi是p×q阶随机矩阵,在一定条件下证明了方程的解^βn具有渐进正态的性质. 相似文献
4.
考虑回归模型 :yi=xiβ+g(ti) +σiei,1≤ i≤ n.其中 σ2i=f(ui) ,(xi,ti,ui)是固定非随机设计点列 ,f (· )和 g(· )是未知函数 ,β是待估参数 ,ei 是随机误差 .对文 [1 ]给出的基于 g(· )及 f(· )的一类非参数估计的β的最小二乘估计β^ n和加权最小二乘估计βn,本文通过重抽样的方法构造了 β^n 和 βn 的 Bootstrap统计量 β^ *n 和 β*n .证明了在给定原样本的条件下 ,n (β^ *n -β^ n)和 n (β*n -β^ n)分别与 n (β^ n-β)和 n (βn-β)有相同的渐近分布 . 相似文献
5.
广义线性回归拟似然估计的强相合性 总被引:2,自引:0,他引:2
本文研究了广义线性模型g=μ(x'β0)+e中形如的拟似然方程,在一定的条件下证明了当n充分大时此方程以概率1有解βn,得到了βn的强相合性和收敛速度. 相似文献
6.
广义线性回归拟似然估计的渐近正态性 总被引:7,自引:0,他引:7
研究了形如n∑i=1xi(yi-μ(xi′β))=0拟似然方程,在一定的条件下证明了拟似然估计βn的渐近正态性;并进一步证明了可用于β0大样本统计推断的渐近正态性结果. 相似文献
7.
变换数据对线性模型拟合值的影响 总被引:2,自引:0,他引:2
一、引言考虑线性回归模型其中Y是n维观测向量,X是n×p阶段设计矩阵,且其秩为R(X)=p,β为p维未知参数向量,e为n维随机误差向量、对于模型(1.1),β的最小二乘估计(The Least Squares Estimate,以下简记为LS估计) 相似文献
8.
9.
随机截断下部分线性模型中参数估计的渐近性质 总被引:2,自引:0,他引:2
考虑部分线性回归模型Yi=xiβ g(ti) σiej,i=1,2,…,n其中σi^2=/f(ui).当Yi因受某种随机干扰而被右截断时,就截断分布巳知的情形,利用所获得的截断观察数据构造了β,g,f的估计量β^~n,g^~n,f^~n,并在一定条件下,证明了β^~n的渐近正态性,同时得到了g^~n,f^~n的最优收敛速度。 相似文献
10.
误差为鞅差序列的半参数回归模型估计的相合性 总被引:1,自引:0,他引:1
设半参数回归摸型Y^(n)=β·χi(1) g(l1^(n)) 1 ^(n),i=1,2,….n,本由最小二乘法和一般加权方法定义的β、g(t)的怙计量βn,gn(t).在误差为鞅差序列下获得了βn gn(f)的r(≥2)阶平均相合性。 相似文献
11.
Astrid Baumann 《Aequationes Mathematicae》2003,65(3):201-235
Summary. Let $\widehat{\widehat T}_n$ and $\overline U_n$ denote the modified Chebyshev polynomials defined by $\widehat{\widehat T}_n (x) = {T_{2n + 1} \left(\sqrt{x + 3 \over 4} \right) \over \sqrt{x + 3 \over 4}}, \quad \overline U_{n}(x) = U_{n} \left({x + 1 \over 2}\right) \qquad (n \in \mathbb{N}_{0},\ x \in \mathbb{R}).$ For all $n \in \mathbb{N}_{0}$ define $\widehat{\widehat T}_{-(n + 1)} = \widehat{\widehat T}_n$ and $\overline U_{-(n + 2)} = - \overline U_n$, furthermore $\overline U_{-1} = 0$. In this paper, summation formulae for sums of type $\sum\limits^{+\infty}_{k = -\infty} \mathbf a_{\mathbf k}(\nu; x)$ are given, where
$\bigl(\mathbf a_{\mathbf k}(\nu; x)\bigr)^{-1} = (-1)^k \cdot \Bigl( x \cdot \widehat{\widehat T}_{\left[k + 1 \over 2\right] - 1} (\nu) +\widehat{\widehat T}_{\left[k + 1 \over 2\right]}(\nu)\Bigr) \cdot \Bigl(x \cdot \overline U_{\left[k \over 2\right] - 1} (\nu) + \overline U_{\left[k \over 2\right]} (\nu)\Bigr)$ with real constants $ x, \nu $. The above sums will turn out to be telescope sums. They appear in connection with projective geometry. The directed euclidean measures of the line segments of a projective scale form a sequence of type $(\mathbf a_{\mathbf k} (\nu;x))_{k \in \mathbb{Z}}$ where $ \nu $ is the cross-ratio of the scale, and x is the ratio of two consecutive line segments once chosen. In case of hyperbolic $(\nu \in \mathbb{R} \setminus] - 3,1[)$ and parabolic $\nu = -3$ scales, the formula $\sum\limits^{+\infty}_{k = -\infty} \mathbf a_{\mathbf k} (\nu; x) = {\frac{1}{x - q_{{+}\atop(-)}}} - {\frac{1}{x - q_{{-}\atop(+)}}} \eqno (1)$ holds for $\nu > 1$ (resp. $\nu \leq - 3$), unless the scale is geometric, that is unless $x = q_+$ or
$x = q_-$. By $q_{\pm} = {-(\nu + 1) \pm \sqrt{(\nu - 1)(\nu + 3)} \over 2}$ we denote the quotient of the associated geometric sequence.
相似文献
12.
本文探索了一种能多变量综合优化的方法,即对喷管进行参数化设计后,用均匀试验设计(UED)将试验样本均匀散布在设计区间内,求出各性能参数后,利用径向基神经网络(RBF)对试验样本进行拟合,再用粒子群算法(PSO)对训练好的神经网络进行寻优,找出了更好的双喉道气动矢量喷管设计参数组合。数值模拟结果显示,优化后的双喉道气动矢量喷管的矢量角有了明显提高。试验表明这种优化方法具有很好的优化能力,可以用来对喷管几何外形进行参数优化。 相似文献
13.
王建飞 《数学年刊A辑(中文版)》2013,34(2):223-234
在有界星形圆形域上定义了一个新的星形映射子族, 它包含了$\alpha$阶星形映射族和$\alpha$阶强星形映射族作为两个特殊子类.
给出了此类星形映射子族的增长定理和掩盖定理. 另外, 还证明了Reinhardt域$\Omega_{n,p_{2},\cdots,p_{n}}$上此星形映射子族在Roper-Suffridge算子
\begin{align*}
F(z)=\Big(f(z_{1}),\Big(\frac{f(z_{1})}{z_{1}}\Big)^{\beta_{2}}(f'(z_{1}))^{\gamma_{2}}z_{2},\cdots,
\Big(\frac{f(z_{1})}{z_{1}}\Big)^{\beta_{n}}(f'(z_{1}))^{\gamma_{n}}z_{n}\Big)'
\end{align*}
作用下保持不变, 其中
$\Omega_{n,p_{2},\cdots,p_{n}}=\{z\in
{\mathbb{C}}^{n}:|z_1|^2+|z_2|^{p_2}+\cdots + |z_n|^{p_n}<1\}$,
$p_{j}\geq1$, $\beta_{j}\in$ $[0, 1]$, $\gamma_{j}\in[0,
\frac{1}{p_{j}}]$满足$\beta_{j}+\gamma_{j}\leq1$,
所取的单值解析分支使得 $\big({\frac{f(z_{1})}{z_{1}}}\big)^{\beta_{j}}\big|_{z_{1}=0}=1$,
$(f'(z_{1}))^{\gamma_{j}}\mid_{{z_{1}=0}}=1$, $j=2,\cdots,n$. 这些结果不仅包含了许多已有的结果, 而且得到了新的结论. 相似文献
14.
In this paper we prove that the Cauchy problem associated with the generalized KdV-BO equation ut + uxxx + λH(uxx) + u^2ux = 0, x ∈ R, t ≥ 0 is locally wellposed in Hr^s(R) for 4/3 〈r≤2, b〉1/r and s≥s(r)= 1/2- 1/2r. In particular, for r = 2, we reobtain the result in [3]. 相似文献
15.
In this paper, we describe a relationship between the simplest examples of arithmetic theta series. The first of these are the weight 1 theta series ${\widehat{\phi}_{\mathcal C}(\tau)}$ defined using arithmetic 0-cycles on the moduli space ${\mathcal C}$ of elliptic curves with CM by the ring of integers ${O_{\kappa}}$ of an imaginary quadratic field. The second such series ${\widehat{\phi}_{\mathcal M}(\tau)}$ has weight 3/2 and takes values in the arithmetic Chow group ${\widehat{{\rm CH}}^1(\mathcal{M})}$ of the arithmetic surface associated to an indefinite quaternion algebra ${B/\mathbb{Q}}$ . For an embedding ${O_\kappa \rightarrow O_B}$ , a maximal order in B, and a two sided O B -ideal Λ, there is a morphism ${j_\Lambda:{\mathcal C} \rightarrow {\mathcal M}}$ and a pullback ${j_\Lambda^*: \widehat{{\rm CH}}^1(\mathcal{M}) \rightarrow \widehat{{\rm CH}}^1(\mathcal C)}$ . Our main result is an expression for the pullback ${j^*_\Lambda \widehat{\phi}_{\mathcal M}(\tau)}$ as a linear combination of products of ${\widehat{\phi}_{\mathcal C}(\tau)}$ ’s and classical weight ${\frac{1}{2}}$ theta series. 相似文献
16.
On the existence of full dimensional KAM torus for fractional nonlinear Schrodinger equation 下载免费PDF全文
In this paper,\ we study fractional nonlinear Schrodinger equation (FNLS) with periodic boundary condition
$$
\textbf{i}u_{t}=-(-\Delta)^{s_{0}} u-V*u-\epsilon f(x)|u|^4u,\ ~~x\in \mathbb{T}, ~~t\in \mathbb{R}, ~~s_{0}\in (\frac12,1),~~~~~~~~~~~~~~~~~~~~~~~~~~~~(0.1)
$$
where $(-\Delta)^{s_{0}}$ is the Riesz fractional differentiation defined in [21] and $V*$ is the Fourier multiplier defined by $\widehat{V*u}(n)=V_n\widehat{u}(n),\ V_n\in\left[-1,1\right],$ and $f(x)$ is Gevrey smooth. We prove that for $0\leq|\epsilon|\ll1$ and appropriate $V$,\ the equation (0.1) admits a full dimensional KAM torus in the Gevrey space satisfying $ \frac12e^{-rn^{\theta}}\leq \left|q_n\right|\leq 2e^{-rn^{\theta}}, \theta\in (0,1),$
which generalizes the results given by [8-10] to fractional nonlinear Schrodinger equation. 相似文献
17.
本文首先引入满足如下条件$$-\frac{qzD_{q}f(z)}{f(z)}\prec \varphi (z)$$和$$\frac{-(1-\frac{\alpha }{q})qzD_{q}f(z)+\alpha qzD_{q}[zD_{q}f(z)]}{(1-\frac{\alpha}{q})f(z)-\alpha zD_{q}f(z)}\prec \varphi (z)~(\alpha \in\mathbb{C}\backslash (0,1],\ 0
相似文献
18.
刘桥 《数学年刊A辑(中文版)》2014,35(5):591-612
考虑了R~n上n(n≥2)维向列型液晶流(u,d)当初值属于Q_α~(-1)(R~n,R~n)×Q_α(R~n,S~2)(其中α∈(0,1))时Cauchy问题的适定性,这里的Q_α(R~n)最早由Essen,Janson,Peng和Xiao(见[Essen M,Janson S,Peng L,Xiao J.Q space of several real variables,Indiana Univ Math J,2000,49:575-615])引入,是指由R~n中满足的所有可测函数f全体所组成的空间.上式左端在取遍Rn中所有以l(I)为边长且边平行于坐标轴的立方体I的全体中取上确界,而Q_α~(-1)(R~n):=▽·Q_α(R~n).最后证明了解(u,d)在类C([0,T);Q_(α,T)~(-1)(R~n,R~n))∩L_(loc)~∞((0,T);L~∞(R~n,R~n))×C([0,T);Q_α,T(R~n,S~2))∩L_(loc)~∞((0,T);W~(1,∞)(R~n,S~2))(其中0T≤∞)中是唯一的. 相似文献
19.
Guoen HU 《数学年刊B辑(英文版)》2017,38(3):795-814
Let T_σ be the bilinear Fourier multiplier operator with associated multiplier σ satisfying the Sobolev regularity that sup κ∈Z∥σ_κ∥W~s(R~(2n)) ∞ for some s ∈ (n, 2n]. In this paper, it is proved that the commutator generated by T_σ and CMO(R~n) functions is a compact operator from L~(p1)(R~n, w_1) × L~(p2)(R~n, w_2) to L~p(R~n, ν_w) for appropriate indices p_1, p_2, p ∈ (1, ∞) with1 p=1/ p_1 +1/ p_2 and weights w_1, w_2 such that w = (w_1, w_2) ∈ A_(p/t)(R~(2n)). 相似文献