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Panel模型中两步估计的优良性 总被引:8,自引:0,他引:8
本文研究Panel模型中未知参数的估计问题,给出了两步估计的协方差的准确表达式.用均方误差作为度量估计的优劣标准,我们建立了两步估计优于Within估计和最小二乘估计的充要条件.特别我们获得了两步估计优于Within估计的简单充分条件.一般说来,对于中等数量的样本容量,两步估计就优于Within估计,类似的结论对Between估计或最小二乘估计也成立. 相似文献
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§1.引言 Bayes分析无论在理论上还是在应用中现在都已是个很重要的方法.由于它可以综合历史的先验信息和当前的样本信息来作统计推断,因而可以比较有效和合理的解决一些问题.使用Bayes分析的困难在于先验分布的确定和后验分布的计算.对于先验分布的选取人们作了大量的研究,至今已有共轭先验、无信息先验、最大熵先验,用主观概率 相似文献
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考虑线性回归模型Y=Xβ+ε,E()ε=0,Cov()ε=2σI(1),当设计矩阵X的列存在共线性时,最小二乘估计^β=(X′X)-1X′Y的性质变坏,为此给出了有偏估计^(βK,d)=(X′X+K)-1(X′Y+d^β),其中K为对角矩阵,K=diag(k1,…kp),ki≥0,d>0为参数,讨论了这种有偏估计与广义岭估计、Liu估计的比较,并证明了其可容许性估计. 相似文献
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本文使用矩阵的奇异值分解技术,得到了主成分估计的两个表达式,在此基础上,证明了主成分估计的一个性质。 相似文献
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回归函数非线性小波估计的一致强相合性 总被引:4,自引:0,他引:4
设(X_1,X_1),…,(X_n,Y_n)是从总体(X,Y)中抽取的i.i.d样本且服从[0,1]上的均匀分布.本文在平方积分损失下得到了回归函数g(x)=E(Y|X=x)的非线性小波估计的一致相合性. 相似文献
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自适应有限元和后验误差估计——渐近准确估计 总被引:1,自引:1,他引:1
在[7]中,作者讨论了有限元误差的1-模等价估计.本文是[7]的继续,给出一种自适应有限元计算中误差的1-模渐近准确估计,即对于误差的1-模||e||_1,Ω给出可计算的估计量?,当||e||_1,Ω→0时,成立?/||e||_1,Ω→1. 本文将沿用[7]中的定义及符号. 相似文献
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刘金山 《纯粹数学与应用数学》1997,13(1):30-37
考虑相依回归方程系统yi=Xiβi+εi(i=1,2),E(εi)=0,Cov(εi,εj)=σijIn。记βi为βi的协方差改进估计^[1]。σij未知时,记βi为用非限定估计σij代替βi中的σij得到的两步估计,并记βi为用限定估计σij代替βi中的σij得到的两步估计,这两种两步估计的协方差中含有未知参数σij代替βi中的σij得到的两步估计,这两种两步估计的协方差中含有未知参数σij。本 相似文献
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Tong Zhang 《计算数学(英文版)》2013,31(5):470-487
In this work, two-grid characteristic finite volume schemes for the nonlinear parabolic problem are considered. In our algorithms, the diffusion term is discretized by the finite volume method, while the temporal differentiation and advection terms are treated by the characteristic scheme. Under some conditions about the coefficients and exact solution, optimal error estimates for the numerical solution are obtained. Furthermore, the two- grid characteristic finite volume methods involve solving a nonlinear equation on coarse mesh with mesh size H, a large linear problem for the Oseen two-grid characteristic finite volume method on a fine mesh with mesh size h = O(H2) or a large linear problem for the Newton two-grid characteristic finite volume method on a fine mesh with mesh size h = 0(I log hll/2H3). These methods we studied provide the same convergence rate as that of the characteristic finite volume method, which involves solving one large nonlinear problem on a fine mesh with mesh size h. Some numerical results are presented to demonstrate the efficiency of the proposed methods. 相似文献
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Yinnian He 《计算数学(英文版)》2004,22(1):21-32
In this article we consider a two-level finite element Galerkin method using mixed finite elements for the two-dimensional nonstationary incompressible Navier-Stokes equations. The method yields a $H^1$-optimal velocity approximation and a $L_2$-optimal pressure approximation. The two-level finite element Galerkin method involves solving one small, nonlinear Navier-Stokes problem on the coarse mesh with mesh size $H$, one linear Stokes problem on the fine mesh with mesh size $h << H$. The algorithm we study produces an approximate solution with the optimal, asymptotic in $h$, accuracy. 相似文献
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Guangzhi Du Qingtao Li Yuhong Zhang 《Numerical Methods for Partial Differential Equations》2020,36(6):1601-1610
In this paper, we consider the effect of adding a coarse mesh correction to the two-grid algorithm for the mixed Navier–Stokes/Darcy model. The method yields both L2 and H1 optimal velocity and piezometric head approximations and an L2 optimal pressure approximation. The method involves solving one small, coupled, nonlinear coarse mesh problem, two independent subproblems (linear Navier–Stokes equation and Darcy equation) on the fine mesh, and a correction problem on the coarse mesh. Theoretical analysis and numerical tests are done to indicate the significance of this method. 相似文献
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Navier-Stokes方程流函数形式两重网格算法的误差分析 总被引:2,自引:2,他引:0
对定常Navier-Stokes方程流函数形式两重网格有限元算法进行了误差分析。此方法包括在粗网格上求解一个非线性问题,在细网格上求解一个线性问题,然后再在粗网格上求解一个线性校正问题。分析了包括校正项和不包括校正项两种方法的误差,得出对于任意固定的Beynolds数,能达到最优逼近阶。 相似文献
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该文给出定常的热传导-对流问题的有限元逼近的一种二重水平方法. 这种二重水平方法包括解一个小的非线性的粗网格系统、一个细网格上的线性Oseen问题和一个粗网格上的线性校正问题. 同时,给出了这种近似解的存在性和收敛性分析. 相似文献
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X. Ye 《Applied mathematics and computation》1999,100(2-3):131-138
We analyze a two grid finite element method with backtracking for the stream function formulation of the stationary Navier—Stokes equations. This two grid method involves solving one small, nonlinear coarse mesh system, one linearized system on the fine mesh and one linear correction problem on the coarse mesh. The algorithm and error analysis are presented. 相似文献
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A two-level method for discretizing the Smagorinsky model for the numerical simulation of turbulent flows is proposed. In the two-level algorithm, the solution to the fully nonlinear coarse mesh problem is utilized in a single-step linear fine mesh problem. When modeling parameters are chosen appropriately, the error in the two-level algorithm is comparable to the error in solving the fully nonlinear problem on the fine mesh. We provide an a priori error estimate for the two-level method, which yields appropriate scalings between the coarse and fine mesh-sizes (H and h, respectively), and the radius of the spatial filter used in the Smagorinsky model (δ). In addition, we provide an algorithm in which a coarse mesh correction is performed to further enhance the accuracy. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim) 相似文献
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In this paper, we develop a two-grid method (TGM) based on the FEM for 2D nonlinear time fractional two-term mixed sub-diffusion and diffusion wave equations. A two-grid algorithm is proposed for solving the nonlinear system, which consists of two steps: a nonlinear FE system is solved on a coarse grid, then the linearized FE system is solved on the fine grid by Newton iteration based on the coarse solution. The fully discrete numerical approximation is analyzed, where the Galerkin finite element method for the space derivatives and the finite difference scheme for the time Caputo derivative with order $\alpha\in(1,2)$ and $\alpha_{1}\in(0,1)$. Numerical stability and optimal error estimate $O(h^{r+1}+H^{2r+2}+\tau^{\min\{3-\alpha,2-\alpha_{1}\}})$ in $L^{2}$-norm are presented for two-grid scheme, where $t,$ $H$ and $h$ are the time step size, coarse grid mesh size and fine grid mesh size, respectively. Finally, numerical experiments are provided to confirm our theoretical results and effectiveness of the proposed algorithm. 相似文献
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In this paper, we consider a two-grid method for resolving the nonlinearity in finite element approximations of the equilibrium Navier–Stokes equations. We prove the convergence rate of the approximation obtained by this method. The two-grid method involves solving one small, nonlinear coarse mesh system and two linear problems on the fine mesh which have the same stiffness matrix with only different right-hand side. The algorithm we study produces an approximate solution with the optimal asymptotic in h and accuracy for any Reynolds number. Numerical example is given to show the convergence of the method. 相似文献