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1.
非线性再生散度模型是指数族非线性模型、广义线性模型和正态非线性回归模型的推广和发展,唐年胜等人研究了该模型参数的极大似然估计及其统计诊断。本文基于Gibbs抽样和MH抽样算法讨论非线性再生散度模型参数的Bayes估计。模拟研究和实例分析被用来说明该方法的有效性。  相似文献   

2.
指数族广义非线性随机系数模型是Smith &; Heitjan[10]和 Wei et al[11]所研究模型的推广。该文分别在模型离差 (dispersion) 的权不变和变异时,讨论了指数族 广义非线性随机系数模型的变离差的检验问题,得到了score检验统计量。并利用欧洲野兔数据,分别对正态分布模型、Γ 分布模型和 逆高斯分布模型说明检验方法的有效性。  相似文献   

3.
利用图模型方法研究非线性结构向量自回归模型的因果性问题.构建了非线性结构向量自回归因果图模型,提出图模型因果性的广义似然比辨识方法.构造同期因果关系和滞后因果关系的广义似然比统计量,使用bootstrap方法来确定检验统计量的原分布,模拟研究论述了方法的有效性.  相似文献   

4.
本文讨论具有ARIMA(0,1,0)对称误差的非线性模型的异方差检验和局部影响分析.对称误差分布族包括正态,t,power exponential,logistics Ⅰ,Ⅱ,污染正态等所有对称连续分布.文章首先导出了关于白噪声异方差检验的score统计量及其调整形式,然后对模型进行了局部影响分析,得到了基于似然函数扰动和反应变量扰动的诊断统计量.最后,利用实际数据说明了检验方法的应用,并用Monte Carlo模拟方法研究了异方差检验统计量的检验功效.  相似文献   

5.
基于逆概率加权方法研究了响应变量缺失下非线性回归模型的参数估计问题,提出了一种利用广义部分线性单指标模型对选择概率建模的加权半参数估计方法.从理论上证明了所得估计量具有渐近正态性,并通过数据模拟分析研究了所提方法在有限样本下的表现.  相似文献   

6.
离散型广义非线性模型包括Poisson,二项,负二项模型.本文讨论离散型广义非线性纵向数据模型中偏离名义离差的检验问题,得到了检验的score统计量,并利用MonteCarlo方法研究了检验统计量的性质.最后,利用杀虫剂数据说明了检验方法的应用.  相似文献   

7.
本文利用广义$p$\,-值和U-I检验法研究了多个正态总体均值与标准差比在简单半序和树序约束下的检验问题. 提出了广义检验变量, 得到了多个正态总体均值与标准差比在简单半序和树序约束下检验问题的广义$p$\,-值. 同时运用Monte Carlo方法给出了模拟结果.  相似文献   

8.
该文基于Laplace逼近建立了非线性再生散度随机效应模型在Euclid空间中的几何结构, 并在此基础上研究了此模型参数和子集参数的置信域, 进一步推广和发展了 Hamilton, Watts 和 Bates[1]关于正态非线性回归模型, Wei[2,3]关于嵌入模型和指数族非线性模型, Zhu, Tang 和 Wei[4]关于半参数非线性模型,唐年胜、韦博成和王学仁[5]关于非线性再生散度模型, Tang 和 Wang[6]关于拟似然非线性模型等的结果.  相似文献   

9.
于洋  侯文 《经济数学》2020,37(3):221-226
讨论了响应变量为单参数指数族且在零点处膨胀的广义线性模型的大样本性质,对其参数进行了极大似然估计,给出了一些正则条件.基于所提出的正则条件,证明了模型参数极大似然估计的相合性与渐近正态性.  相似文献   

10.
半参数再生散度非线性模型(SRDNM)是再生散度非线性模型和半参数回归模型的自然推广和发展,它包括半参数非线性模型和半参数广义线性模型等特殊模型. 基于非参数部分的局部核估计, 给出了SRDNM模型中参数的投影核估计与刀切估计, 并对其进行了理论比较. 在一定的正则条件下,得到了这两类估计的强相合性与渐近正态性. 相比之下, 刀切估计比投影核估计具有更大的渐近方差. 最后, 模拟研究和实例分析被用来说明所给方法的有效性.  相似文献   

11.
We study birth and death processes with linear rates λn = n + α + c + 1, μn + 1 = n + c, n 0 and μ0 is either zero or c. The spectral measures of both processes are found using generating functions and the integral transforms of Laplace and Stieltjes. The corresponding orthogonal polynomials generalize Laguerre polynomials and the choice μ0 = c generates the associated Laguerre polynomials of Askey and Wimp. We investigate the orthogonal polynomials in both cases and give alternate proofs of some of the results of Askey and Wimp on the associated Laguerre polynomials. We also identify the spectra of the associated Charlier and Meixner polynomials as zeros of certain transcendental equations.  相似文献   

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13.
Tuganbaev  A. A. 《Mathematical Notes》2004,75(3-4):391-400
We study rings in which every ideal is a finitely generated multiplication right ideal.  相似文献   

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Five theorems on polygons and polytopes inscribed in (or circumscribed about) a convex compact set in the plane or space are proved by topological methods. In particular, it is proved that for every interior point O of a convex compact set in ℝ3, there exists a two-dimensional section through O circumscribed about an affine image of a regular octagon. It is also proved that every compact convex set in ℝ3 (except the cases listed below) is circumscribed about an affine image of a cube-octahedron (the convex hull of the midpoints of the edges of a cube). Possible exceptions are provided by the bodies containing a parallelogram P and contained in a cylinder with directrix P. Bibliography: 29 titles. Translated fromZapiski Nauchnykh Seminarov POMI, Vol. 231, 1995, pp. 286–298. Translated by B. M. Bekker.  相似文献   

17.
A seven cell partition of N is constructed with the property that no infinite set has all of its pairwise sums and products in any one cell. A related Ramsey Theory question is shown to have different answers for two and three cell partitions.  相似文献   

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The Ritz and harmonic Ritz values are approximate eigenvalues, which can be computed cheaply within the FOM and GMRES Krylov subspace iterative methods for solving non‐symmetric linear systems. They are also the zeros of the residual polynomials of FOM and GMRES, respectively. In this paper we show that the Walker–Zhou interpretation of GMRES enables us to formulate the relation between the harmonic Ritz values and GMRES in the same way as the relation between the Ritz values and FOM. We present an upper bound for the norm of the difference between the matrices from which the Ritz and harmonic Ritz values are computed. The differences between the Ritz and harmonic Ritz values enable us to describe the breakdown of FOM and stagnation of GMRES. Copyright © 1999 John Wiley & Sons, Ltd.  相似文献   

20.
The importance of beliefs for the teaching and learning of mathematics is widely recognized among mathematics educators. In this special issue, we explicitly address what we call “beliefs and beyond” to indicate the larger field surrounding beliefs in mathematics education. This is done to broaden the discussion to related concepts (which may not originate in mathematics education) and to consider the interconnectedness of concepts. In particular, we present some new developments at the conceptual level, address different approaches to investigate beliefs, highlight the role of student beliefs in problem-solving activities, and discuss teacher beliefs and their significance for professional development. One specific intention is to consider expertise from colleagues in the fields of educational research and psychology, side by side with perspectives provided by researchers from mathematics education.  相似文献   

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