固定设计下半参数回归模型估计的强相合性

对于半参数模型ｙｉ（Ｔ）＝βｘｉ（Ｔ）＋ｇ（ｔｉ（Ｔ））＋εｉ（Ｔ），本文综合最小二乘和一般的非参数估计方法，定义了β，ｇ的估计量βＴ，ｇＴ，在适当条件下证明了它们的强相合性，     

半参数回归的线性小波光滑

考虑半参数回归模型上未知函数,ｙｉ＝ｘ_ｉβ＋ｇ（ｔｉ）＋ｅｉ,１≤ｉ≤ｎ,ｇ（·）为Ｒ~１上未知参数,β∈Ｒ~ｐ为待估参数, Ａｎｔｏｎｉａｄｓ［３］中给出了非参数回归模型的小波估计,借鉴［３］我们利用偏残差法给出了β、ｇ（·）的小波估计β、ｇ（·）．本文研究了β、ｇ（·）的弱相合性及它们偏差和方差的渐近性质,并且得到了β的渐近正态性．     

完全与截尾样本时半参数回归模型估计的强相合性

对于固定设计下的半参数回归模型：ｙ_ｉ=ｘｉβ＋ｇ（ｔｉ）＋ｅｉ,ｉ＝１,…,ｎ．其中｛ｅｉ｝为独立随机误差序列（不必同分布）,且Ｅｅｉ＝０,Ｅｅｉ２＝σ_ｉ~２＞０．对完全和截尾样本,仿文献［２］给出了β、ｇ（·）的估计量,并证明了他们的强相合性．     

矩阵方程AXB=C的通解

本文给出了矩阵方程 Ａ_（ｍ×ｎ）Ｘ_（ｎ×５）Ｂ_（ｓ×）＝Ｃ_（ｍ×ｔ）有解且有无穷解的通解表达式 Ｘ＝Ｃ~（＊＊）＋［ｋ_（１１）ξ_１~Ｔ＋…＋ｋ_（１（ｎ－ｒ））ξ_（ｎ－ｒ）~Ｔ＋……ｋ_（ｓ１）ξ_１~Ｔ＋…＋ｋ_（ｓ（ｎ－ｒ））ξ_（ｎ－ｒ）~Ｔ］ ＋［Ｐ_（１１）η_１＋…＋Ｐ_（１（ｓ－１））η_（ｓ－１）……Ｐ_（ｎ１）η_１＋…Ｐ_（ｎ（ｓ－１））η_（ｓ－１）］~Ｔ（其中ｋ_（ｉｊ）;Ｐ_（ｉｊ）为任意常数;ξ_１…,ξ_（ｎ－ｒ）;η_１…,η_（ｓ－１）分别为Ａ_（ｍ×ｎ）Ｘ_（ｎ×１）＝０;Ｘ_（１×ｓ）Ｂ_（ｓ×ｔ）＝０的一个基础解系,Ｃ~（＊＊）为ＡＸＢ＝Ｃ的一个特解）及利用矩阵初等变换求其通解的方法．     

固定设计下半参数回归模型的参数估计的Bootstrap逼近

考虑固定设计下的半参数回归模型： ｙ_ｉ＝ｘ_ｉβ＋ｇ（ｔ_ｉ）＋ ｅ _ｉ,ｉ ＝１, ２,…; ｎ． 对利用一般非参数估计法结合最小二乘法得到的参数分量β和误差方差σ~２的估计量β_ｎ和σ_ｎ~２,通 过重抽样的方法构造了β_ｎ和σ_ｎ~２的 Ｂｏｏｔｓｔｒａｐ统计量β_ｎ~＊和 σ_ｎ~（＊２）,并证明了在给定原样本的条件下,ｎ~（１／２） （β_ｎ－β_ｎ）和（σ_ｎ~（＊２）－σ_ｎ~２）分别与ｎ~（１／２）（β_ｎ－β）和ｎ~（１／２）（σ_ｎ~２－σ~２）有相同的渐近分布．     

一类新的半参数回归模型中的相合估计

对一类新的半参数回归模型本文综合最小二乘和权函数估计方法，定义了β，ｇ的估计量β＿（ｍ，ｎ）和ｇ＿（ｍ，ｎ）（ｘ），在简洁合理的条件下，证明了它们具有强相合性与ｒ（＞２）阶平均相合性。     

NA样本下部分线性模型中估计的强相合性

考虑回归模型：ｙｉ＝ｘｉβ＋ｇ（ｔｉ）＋σｉｅｉ，１＜ｉ＜ｎ，其中σ_ｉ～２＝ｆ（ｕｉ），（ｘｉ，ｔｉ，ｕｉ）是固定非随机设计点列，ｆ（·）和ｇ（·）是未知函数，β是待估参数，误差｛ｅｉ｝为ＮＡ变量．我们对β的最小二乘估计βｎ和加权最小二乘估计Ｂｎ，在适当的条件下得到了它们的强相合性．     

误差为鞅差序列的半参数回归模型估计的相合性

设半参数回归模型Ｙ（ｎ）ｉ＝β·ｘ（ｎ）ｉ＋ｇ（ｔ（ｎ）ｉ）＋Ｅ（ｎ）ｉ,ｉ＝１,２,…,ｎ,本文由最小二乘法和一般加权方法定义的β、ｇ（ｔ）的估计量βｎ,ｇｎ（ｔ）,在误差为鞅差序列下获得了βｎ,ｇｎ（ｔ）的ｒ（≥２）阶平均相合性．     

混合误差下半参数回归模型小波估计的强相合性

研究了一类半参数回归模型,利用最小二乘法和小波估计法给出了未知参数β和未知函数g(.)的估计.在误差序列为ψ-混合或φ-混合下得到了^β的强相合性,给出了^g(.)的一致强相合性和r阶矩相合性.     

误差为线性过程时半参数模型的估计

对半参数模型Ynt=β·tni＋g（xni）＋εni,（1≤i≤n）,利用一般权函数并综合最小二乘法,定义了β,g的估计量βn,gn．在误差为线性过程时,获得了βn和gn的r阶矩相合性及gn的渐进正态性．     

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].