加权平衡损失函数下回归系数的最佳线性无偏估计

这篇文章我们研究了回归系数的最佳线性无偏估计. 在加权平衡损失函数下, 我们得到了回归系数的最佳线性无偏估计. 同时提出了度量最佳线性无偏估计和最小二乘估计的相对效率. 并且我们给出了它们的上下界.     

不完全椭球约束下多指标线性模型中的可容许线性估计

分别在二次损失及矩阵损失下,在齐次及一般线性估计类中,求出了带不完全椭球约束的多指标线性模型的线性估计是可容许的充要条件,推广了「１～５」的结果,丰富了这方面的内容。     

矩阵损失下多元回归系数线性估计的Minimax可容许性的特征

本文在矩阵损失厂给出了多元回归系数线性估计在线性估计类中是Ｍｉｎｉｍａｘ可容许估计的充要条件．     

共同均值参数线性无偏估计的可容许性

本文在一特殊的共同均值模型和平方损失函数下,得到了共同均值参数β线性无偏估计Σｉ＝１＾ｍＡｉｙｉ（Σｉ＝１＾ｍＡｉ＝Ｉｎ）分别在线性估计类和齐次线性估计类中为可容许估计的充要条件。     

多元线性模型中随机回归系数和参数的线性估计的泛容许性

本文对于一般的随机效应多元线性模型，给出了随机回归系数和参数的线性可估函数的泛容许性估计的定义，并得到了随机回归系数和参数的线性可估函数的齐线性估计在齐线性估计类中泛容许性的特征。     

多元线性模型中共同均值参数的线性估计的可容许性

本文讨论了多元线性模型中共同均值参数的估计问题，针对矩阵损失函数，给出了五种不同形式的优良性准则，证明了在齐次和非齐次性估计中分别是一致的，并且得到了在相应的估计类中均值参数矩阵的线性可估函数的线性估计的可容许性特征。     

矩阵损失函数下回归系数矩阵的非齐次线性估计的可容许性

在二次矩阵损失函数下研究了协方差矩阵未知的多元线性模型中回归系数矩阵的可估线性函数的矩阵非齐次线性估计的可容许性,给出了矩阵非齐次线性估计在线性估计类中可容许的一个充要条件.     

多元线性模型中随机回归系数和参数的最优估计

本文研究了一般的随机效应多元线性模型中线性可估函数的最优线性无偏估计。特别地 ,考虑了一类特殊的估计 :Φ-线性估计 ,给出了 Φ-线性可估函数和最优 Φ—线性无偏估计的定义。得到了 Φ-线性可估函数的最优Φ—线性无偏估计 ,并证明了它在几乎处处意义下的唯一性     

增长曲线模型回归系数线性估计的泛容许性

本文讨论增长曲线模型回归系数的线性估计的容许性.我们给出了回归系数线性估计的泛容许性定义,并在某些线性估计类中得到了泛容许估计的充要条件.     

带约束的回归系数的线性估计的可容许性

在本文中,我们针对带齐次线性等式约束的线性模型Y=Xβ+ε,ε～(0,σ~2V),Hβ=0,给出了回归系数的最佳线性无偏估计的较简单的表达式以及Sβ的估计LY(LY+α)在齐次线性估计类(线性估计类)中可容许的充要条件。     

A REPRESENTATION FORMULA RELATED TO SCHR(O)DINGER OPERATORS

Schr(o)dinger operator is a central subject in the mathematical study of quantum mechanics.Consider the Schrodinger operator H = -△ V on R, where △ = d2/dx2 and the potential function V is real valued. In Fourier analysis, it is well-known that a square integrable function admits an expansion with exponentials as eigenfunctions of -△. A natural conjecture is that an L2 function admits a similar expansion in terms of "eigenfunctions" of H, a perturbation of the Laplacian (see [7], Ch. Ⅺ and the notes), under certain condition on V.     

On a class of self-similar processes with stationary increments in higher order Wiener chaoses

We study a class of self-similar processes with stationary increments belonging to higher order Wiener chaoses which are similar to Hermite processes. We obtain an almost sure wavelet-like expansion of these processes. This allows us to compute the pointwise and local Hölder regularity of sample paths and to analyse their behaviour at infinity. We also provide some results on the Hausdorff dimension of the range and graphs of multidimensional anisotropic self-similar processes with stationary increments defined by multiple Wiener–Itô integrals.     

On a class of Riemann surfaces

It is considered the class of Riemann surfaces with dimT1 = 0, where T1 is a subclass of exact harmonic forms which is one of the factors in the orthogonal decomposition of the spaceΩH of harmonic forms of the surface, namely The surfaces in the class OHD and the class of planar surfaces satisfy dimT1 = 0. A.Pfluger posed the question whether there might exist other surfaces outside those two classes. Here it is shown that in the case of finite genus g, we should look for a surface S with dimT1 = 0 among the surfaces of the form Sg\K , where Sg is a closed surface of genus g and K a compact set of positive harmonic measure with perfect components and very irregular boundary.     

CONTENTS OF VOLUME 30

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Instructions for contributions

正Applied Mathematics-A Journal of Chinese Universities,Series B(Appl.Math.J.Chinese Univ.,Ser.B)is a comprehensive applied mathematics journal jointly sponsored by Zhejiang University,China Society for Industrial and Applied Mathematics,and Springer-Verlag.It is a quarterly journal with     

Journal of Mathematical Research with Applications Guide for Authors

正Journal overview:Journal of Mathematical Research with Applications(JMRA),formerly Journal of Mathematical Research and Exposition(JMRE)created in 1981,one of the transactions of China Society for Industrial and Applied Mathematics,is a home for original research papers of the highest quality in all areas of mathematics with applications.The target audience comprises:pure and applied mathematicians,graduate students in broad fields of sciences and technology,scientists and engineers interested in mathematics.     

Staircase transportation problems with superadditive rewards and cumulative capacities

A cumulative-capacitated transportation problem is studied. The supply nodes and demand nodes are each chains. Shipments from a supply node to a demand node are possible only if the pair lies in a sublattice, or equivalently, in a staircase disjoint union of rectangles, of the product of the two chains. There are (lattice) superadditive upper bounds on the cumulative flows in all leading subrectangles of each rectangle. It is shown that there is a greatest cumulative flow formed by the natural generalization of the South-West Corner Rule that respects cumulative-flow capacities; it has maximum reward when the rewards are (lattice) superadditive; it is integer if the supplies, demands and capacities are integer; and it can be calculated myopically in linear time. The result is specialized to earlier work of Hoeffding (1940), Fréchet (1951), Lorentz (1953), Hoffman (1963) and Barnes and Hoffman (1985). Applications are given to extreme constrained bivariate distributions, optimal distribution with limited one-way product substitution and, generalizing results of Derman and Klein (1958), optimal sales with age-dependent rewards and capacities.To our friend, Philip Wolfe, with admiration and affection, on the occasion of his 65th birthday.Research was supported respectively by the IBM T.J. Watson and IBM Almaden Research Centers and is a minor revision of the IBM Research Report [6].