共查询到18条相似文献,搜索用时 312 毫秒
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完全二叉树模型中元素的CB秩 总被引:4,自引:2,他引:2
本文以完全二叉树理论的可量词消去为基础,介绍了该理论的可数原子模型 及饱和模型,并计算了一元、二元完全型的CB秩,从而给出了CB秩在该理论中的 几何解释. 相似文献
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结构计量模型可识别性决定了结构参数估计的稳定性。为此,本文从扩展结构参数与简化型参数关系体系的视角讨论了结构参数模型的识别问题。首先,证明了一种识别结构参数模型的秩条件。研究发现,对于具有系数线性约束的联立方程组模型,本文的秩条件等价于Koopmans的秩条件;而且,对于SVAR模型,本文的秩条件推广了Hamilton的三角约束条件、Blanchard和Quah的短期识别约束条件、Gali的长期识别约束条件和Rubio-Ramirez等的合并约束条件。另外,应用本文的秩条件研究了一种DSGE模型的可识别性。 相似文献
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为了确定多重线性回归模型中回归系数矩阵的秩, 本文提出了一个基于M估计的模型选择程序, 且在较弱的条件下建立了回归系数矩阵的秩的估计的强相合性。 相似文献
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通过对多元秩.序模型的研究得到了模型的逆回归性质,基于该性质提出了回归系数的估计方法.当自变量满足线性条件时,不用预先设定扰动项的具体分布便可以得到回归系数方向的估计,并且这个估计与回归系数只相差一个正常数因子.证明了估计是√n相目合的.模拟结果表明估计有良好的大样本性质. 相似文献
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为了提高高维动态因子模型识别的有效性,借鉴SVAR模型的结构分析方法,提出了通过隐性因子的新息ε_t来推断和识别动态因子模型正交结构冲击的分析过程.并且,根据动态因子模型的似然函数表示,通过信息矩阵推导出了动态因子模型识别的秩条件.秩条件仅仅依赖于因子的个数以及约束条件,而不依赖于数据的维数,易于在实际应用中验证动态因子模型的识别性. 相似文献
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针对带有主体期望值的具有不完全序值信息的双边匹配问题,提出了一种基于累积前景理论的决策方法。在文中,给出了该双边匹配问题的描述;将主体给出的期望值视为参照点,构建了相对参照点的益损矩阵;依据累积前景理论和规范化公式,将益损矩阵转化为规范化前景矩阵;在此基础上,构建了求解该双边匹配问题的多目标优化模型,使用线性加权法将多目标优化模型转化为单目标优化模型,通过求解该单目标优化模型获得匹配结果;最后,通过一个实例说明了所提方法的可行性和有效性。 相似文献
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Fisk随机配流模型的特性和参数校正 总被引:6,自引:3,他引:3
本文研究允许旅行者不了解网络完全信息的Fisk随机配流模型;证明了该模型的随机特性全部体现在校正系数上,提出了求解和校正该模型的一体化算法. 相似文献
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两个分块矩阵相似性的研究 总被引:1,自引:1,他引:0
程士珍 《数学的实践与认识》2005,35(3):191-194
给出两个分块矩阵相似的两个充分必要条件 .也就是说 ,如果两个方阵 A和 B在 A2 =0和 B2 =0的条件下 ,则两个分块矩阵 A C0 B 和 A 00 B 相似的充分必要条件是 :rank A C0 B =rank(A) +rank(B)和 AC +CB =0 .如果两个方阵 A和 B在 A2 =A和 B2 =B的条件下 ,则两个分块矩阵 A C0 B和 A 00 B 相似的充分必要条件是 :AC +CB =C. 相似文献
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Tapani Hyttinen 《Mathematical Logic Quarterly》2004,50(1):77-98
We generalize the result of non‐finite axiomatizability of totally categorical first‐order theories from elementary model theory to homogeneous model theory. In particular, we lift the theory of envelopes to homogeneous model theory and develope theory of imaginaries in the case of ω‐stable homogeneous classes of finite U‐rank. (© 2003 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim) 相似文献
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Tomohiro Ando 《The Journal of the Operational Research Society》2014,65(3):454-465
This paper develops a Bayesian method by jointly formulating a corporate bond (CB) pricing model and credit default swap (CDS) premium pricing models to estimate the term structure of default probabilities and the recovery rate. These parameters are formulated by incorporating firm characteristics such as industry, credit rating and Balance Sheet/Profit and Loss information. A cross-sectional model valuing all given CB prices and CDS premiums is considered. The quantities derived are regarded as what market participants infer in forming CB prices and CDS premiums. We also develop a statistical significance test procedure without any distributional assumptions for the specified model. An empirical analysis is conducted using Japanese CB and CDS market data. 相似文献
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本文研究列维系统中的可转换债券的定价.我们证明了可转换债券中的隐含call部分的价值可转换为一个美式put.最后我们给出了在标的服从双指数跳扩散过程时隐含call的价值近似表达. 相似文献
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基于灰色聚类-SPA的建筑施工项目安全风险评价 总被引:2,自引:0,他引:2
针对建筑施工阶段的安全风险,建立了基于灰色聚类-集对分析(SPA)的建筑施工项目安全风险的综合评价模型.在应用SPA确定安全风险评价因素权重的基础上,采用灰色聚类方法对建筑施工项目进行聚类分析,评价建筑施工项目安全风险所处的等级,最后依据SPA中集对势等级次序表分析建筑施工项目安全风险发展态势.实例分析证明了该模型的适用性和合理性,对比分析表明其评价结果的可靠性,为施工企业的安全风险决策提供借鉴. 相似文献
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Starting from the definition of `amorphous set' in set theory without the axiom of choice, we propose a notion of rank (which
will only make sense for, at most, the class of Dedekind finite sets), which is intended to be an analogue in this situation
of Morley rank in model theory.
Received: 22 September 2000 / Revised version: 14 May 2002 Published online: 19 December 2002
The research of the first author was supported by the SERC.
Mathematics Subject Classification (2000): 03E25
Key words or phrases: Rank – Degree – Amorphous 相似文献
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Yun-Bin Zhao 《Linear algebra and its applications》2012,437(1):77-93
Matrix rank minimization problems are gaining plenty of recent attention in both mathematical and engineering fields. This class of problems, arising in various and across-discipline applications, is known to be NP-hard in general. In this paper, we aim at providing an approximation theory for the rank minimization problem, and prove that a rank minimization problem can be approximated to any level of accuracy via continuous optimization (especially, linear and nonlinear semidefinite programming) problems. One of the main results in this paper shows that if the feasible set of the problem has a minimum rank element with the least Frobenius norm, then any accumulation point of solutions to the approximation problem, as the approximation parameter tends to zero, is a minimum rank solution of the original problem. The tractability under certain conditions and convex relaxation of the approximation problem are also discussed. An immediate application of this theory to the system of quadratic equations is presented in this paper. It turns out that the condition for such a system without a nonzero solution can be characterized by a rank minimization problem, and thus the proposed approximation theory can be used to establish some sufficient conditions for the system to possess only zero solution. 相似文献