共查询到20条相似文献,搜索用时 0 毫秒
1.
This paper considers the problem of change point in single index models. In order to obtain asymptotically valid confidence intervals for the estimation of the change point, the convergence rate and asymptotic distribution of the change point estimate is studied. Some simulation results are presented which show that the numerical performance of our estimator is satisfactory. 相似文献
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In the paper, for the contamination distribution model F(x) = (1-α)F1(x)+αF2(x), the estimates of α and F1 (x) are studied using two different ways when F2 (x) is known and the strong consistency of the two estimates is proved. At the same time the consistency rate of estimate α is also given. 相似文献
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In this paper, we consider the likelihood ratio test for the scale and shape parameters in a piecewise continuous Weibull model with an unknown change point. Under the null hypothesis of no change in scale and shape parameters, we derive that the likelihood ratio process converges weakly to the squared Euclidian norm of a weighted mean zero Gaussian vector process. 相似文献
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混合误差半参数回归模型估计的相合性 总被引:1,自引:0,他引:1
研究了误差为ψ混合和ψ混合序列的半参数回归模型,综合最小二乘法和非参数权函数估计方法,分别定义了待估参数β和未知函数夕的估计量βm,n和9m,n(χ).利用混合序列的矩不等式及凸函数的性质,在较弱的条件下证明了这些估计量的强相合性与矩相合性,这些结果推广了已有的相应的研究结果. 相似文献
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We propose the consistent estimators for the change point in hazard function by improving the estimators in [A.P. Basu, J.K. Ghosh, S.N. Joshi, On estimating change point in a failure rate, in: S.S. Gupta, J.O. Berger (Eds.), Statistical Decision Theory and Related Topics IV, vol. 2, Springer-Verlag, 1988, pp. 239–252] and [H.T. Nguyen, G.S. Rogers, E.A. Walker, Estimation in change point hazard rate model, Biometrika 71 (1984) 299–304]. By a simulation study, we show that the proposed estimators are more efficient than the original estimators in many cases. 相似文献
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Using the blocking techniques and m-dependent methods,the asymptotic behavior of kernel density estimators for a class of stationary processes,which includes some nonlinear time series models,is investigated.First,the pointwise and uniformly weak convergence rates of the deviation of kernel density estimator with respect to its mean(and the true density function)are derived.Secondly,the corresponding strong convergence rates are investigated.It is showed,under mild conditions on the kernel functions and bandwidths,that the optimal rates for the i.i.d.density models are also optimal for these processes. 相似文献
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研究随机设计下非参函数变点的小波检测与估计问题.将小波方法与设计点转化方法相结合给出变点的检测统计量并研究检测的一致性.给出了变点个数和变点位置的估计量、证明了变点个数估计量的相合性并得到变点位置估计量的收敛速度. 相似文献
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Gao Pengli;Xia Zhiming(School of Mathematics,Northwest University,Xi'an 710127,China) 相似文献
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In this paper, we study the strong consistency and convergence rate of modified partitioning estimate of nonparametric regression function under the sample {(Xi, Yi),i ≥ 1} that is α sequence taking values in Rd × R1 with identical distribution. 相似文献
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When the sample size is $N$, the computational complexity of the least squares estimate of mean change point is O(N^2), and it's necessary to reduce the computational complexity in the case of huge data. In this paper, a two-stage fast scanning algorithm is proposed for the estimation of mean change point, and it is proved that this method has the same convergence speed and limiting distribution as the least squares estimation of mean change point, and the optimal complexity of the new algorithm is O(N^{4/3}cdot b_n^{2/3}). We have conducted sufficient data experiments in terms of computation time and estimated efficiency, and the results show that the estimated efficiency of the new and old methods is similar, but the computation time of our method is obviously shortened. 相似文献
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王小明 《数学物理学报(A辑)》2000,20(3):386-393
该文绘出了球面数据密度函数的核近邻估计,通过对核估计与近邻估计相互关系的讨论,建立了核近邻估计的逐点强相合性及一致强相合性. 相似文献
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主要讨论了随机删失下的部分线性模型,利用基于分布函数的核估计和最小二乘法,给出了删失情况下参数和非参数部分的估计,并证明了它们的强相合性. 相似文献
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《Optimization》2012,61(4):799-814
The purpose of this paper is to present two new iterative algorithms to find the minimum norm fixed point of nonexpansive nonself-mappings in the framework of Hilbert spaces. The results presented in this paper improve and extend the corresponding ones announced by Yao and Xu [Yao Y, Xu HK. Iterative methods for finding minimum norm fixed point of mappings with applications. Optimization. 2011;60:645–658] and many others. Some applications to convex minimization and split feast problems(SFP) are also included. 相似文献
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Summary Stable laws forM-estimators, maximum likelihood and other estimators and obtained through parallel results for the estimating functions and
relative compactness of some related estimating functional processes.
Work supported by the Office of Naval Research, Contract No. N00014-83-K-0387. 相似文献
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李杨 《纯粹数学与应用数学》2020,(1):80-93
研究了与渐近非扩张半群不动点问题相关的分裂等式混合均衡问题.在等式约束下,为同时逼近两个空间中混合均衡问题和渐近非扩张半群不动点问题的公共解,借助收缩投影方法引出了一种迭代程序.在适当条件下,该迭代算法的强收敛性被证明.文末还把所得结果应用于分裂等式混合变分不等式问题和分裂等式凸极小化问题. 相似文献
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Kamal C Chanda 《Statistics & probability letters》1985,3(5):261-268
Let {Xt; t = 1, 2,…} be a linear process with a location parameter θ defined by Xt ? θ = Σ0∞grZt?r where {Zt; t = 0, ±1,…} is a sequence of independent and identically distributed random variables, with E∥Z1∥δ < ∞ for some δ > 0. If δ ? 1 we assume further than E(Z1) = 0. Let η = δ if 0 < δ < 2, and η = 2 if δ ? 2. Then assume that Σ0∞∥ gr ∥η < ∞. Consider the class of estimators given by is of the form cnt = Σp = 0sβnptp for some s ? 0. An attempt has been made to investigate the distributional properties of in large samples for various choices of βnp (0 ? p ? s), s, and the distribution of Z1 under the constraints Σ0∞rkgr = 0, 0 ? k ? q where q in an arbitrary integer, 0 ? q ? s. 相似文献
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YEERHUA 《高校应用数学学报(英文版)》1995,10(4):379-386
In this paper, we have discussed a random censoring test with incomplete information, and proved that the maximum likelihood estimator (MLE) of the parameter based on the randomly censored data with incomplete information in the case of the exponential distribution has the strong consistency. 相似文献