共查询到20条相似文献,搜索用时 78 毫秒
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本文研究了在循序-I型删失数据情形下Gompertz-sinh分布的统计推断问题.利用处理删失数据的EM算法,我们讨论了Gompertz-sinh分布未知参数的最大似然估计(MLE)问题.为了讨论未知参数的近似置信区间估计,基于遗失信息原则,我们给出了观测Fisher信息矩阵.为了演示本文的方法,我们给出了相关数值模拟结果和一个真实数据实例. 相似文献
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Welsch-Kuh统计量与相关系数 总被引:3,自引:0,他引:3
本文考察了一次剔除多组数据对某些点处拟合值的影响问题,得到了影响的上界,且建立了Welsch-Kuh统计量与相关系数的联系。 相似文献
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约束Welsch—Kuh统计量与约束Cook距离 总被引:5,自引:0,他引:5
本文讨论线性回归模型中约束条件下最小二乘估计的影响问题,利用约束下的Welsch-Kuh统计量研讨了剔除第i组数据(x'_4,y_4)后,对x_i和x_y处拟合值的影响,另又用Cook统计量讨论了第i组数据对约束最小二乘估计的影响。 相似文献
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将稀疏约束正则化方法应用于地震波形反演问题.为了减弱对稀疏约束项的光滑性要求,引入贝叶斯推断,产生一组收敛于后验分布的采样点.通过数值算例记录了采样点的条件期望、方差、置信区间等具有统计意义的结果.数值结果表明,在没有光滑性的要求下,稀疏约束正则化方法对孔洞模型和分层模型中的介质边缘有良好的识别能力.特别地,当减少观测数据时,稀疏约束正则化方法仍能获得较好的反演结果. 相似文献
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李海龙 《高校应用数学学报(A辑)》1994,(3):237-242
本文首先建立了盐湖地下晶间卤水的渠道集卤采卤过程的数学模型,然后根据有关实际数据,对该模型作了合理简化,并了简述了模型的数值计算方法以及计算结果。卤水水位的数值模拟值与实验观测值之间的相对误差小于10%。 相似文献
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YUE RONGXIAN 《高校应用数学学报(英文版)》1994,9(4):383-392
INFLUENCEFUNCTIONOFCORRELATIONOFSEVERALRANDOMVECTORSWITHITSAPPLICATIONSYUERONGXIANAbstract:Influencefunctionofastatisticdescr... 相似文献
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空间变系数模型的统计诊断 总被引:1,自引:0,他引:1
空间变系数模型作为一类有效的空间数据分析方法已经得到了广泛的应用.本文主要研究该模型的统计诊断与影响分析方法。首先我们基于数据删除模型定义了Cook统计量,其次我们基于均值漂移模型讨论了异常点的检验问题。 相似文献
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《中国科学 数学(英文版)》2020,(10)
Multivariate longitudinal data arise frequently in a variety of applications, where multiple outcomes are measured repeatedly from the same subject. In this paper, we first propose a two-stage weighted least square estimation procedure for the regression coefficients when the random error follows an irregular autoregressive(AR) process, and establish asymptotic normality properties for the resulting estimators. We then apply the smoothly clipped absolute deviation(SCAD) variable selection approach to determine the order of the AR error process. We further propose a test statistic to check whether multiple responses are correlated at the same observation time, and derive the asymptotic distribution of the proposed test statistic. Several simulated examples and real data analysis are presented to illustrate the finite-sample performance of the proposed method. 相似文献
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To test the presence of signal in a “signal plus noise” model, the maximum of the observation is a good statistic. To compute threshold or power, it is necessary to compute the distribution of this statistic under a stationary model. Unfortunately, no general theoretical solutions exist. The paper presents a numerical solution in the case of stationary Gaussian processes on the real line with differentiable sample paths. It is based on the so called “Record method” followed by quasi Monte Carlo integration. An explicit evaluation of the error, which is new is given. Our method applies also, of course, to random sequences and provides some lower bound of the tail for processes with non differentiable paths. Some examples are given at the end that concern both continuous and discrete time cases. 相似文献
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一些流行的技术指标(例如布林带,RSI,ROC等)被股市交易者广为使用.交易者将每日(小时,周,……)的实际股价作为计算某个技术指标的样本,通过观察相关频率来指导投资.技术指标的有效性已在广泛的应用中得到了验证.我们已经证明在Black-Scholes模型下,某些技术指标有许多有用的统计性质.作为更一般的情况,随机波动率模型在金融数学中得到了广泛的讨论.本文基于随机波动率模型对技术指标的统计性质进行了研究.研究结果表明,如果股票价格服从随机波动率模型,则技术指标的合理性可以得到有力的证明,从这个角度我们为技术分析奠定理论基础. 相似文献
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1.Introduction'Givenasequenceofpairdata(yi1ti),'t(aam,t.),',itisimportanttocheckwhetherornotthepredictorvariablethasaneffectontheresponsevariabley,sincethisisessentialinstudyingthebehaviouroftheprocessandpredictingthefuturevalueofy.Alongthisdirection,therearetwokindsofmodels,namely,regressionmodelandtimeseriesmodelwhichareoftenconsidered:i)Regressionmodelyi~p g(ti) fi,i~1,...?n,(1.1)wheretiarefixeddesignedpointsorrandompoilltscorrespondingtovariousconcretesituations.n)Timeseriesmodelyi~P … 相似文献
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In this paper we use profile empirical likelihood to construct confidence regions for regression coefficients in partially linear model with longitudinal data. The main contribution is that the within-subject correlation is considered to improve estimation efficiency. We suppose a semi-parametric structure for the covariances of observation errors in each subject and employ both the first order and the second order moment conditions of the observation errors to construct the estimating equations. Although there are nonparametric estimators, the empirical log-likelihood ratio statistic still tends to a standard ?? p 2 variable in distribution after the nuisance parameters are profiled away. A data simulation is also conducted. 相似文献
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Andrés M. Alonso Daniel Peña Juan Romo 《Annals of the Institute of Statistical Mathematics》2003,55(4):765-796
Several techniques for resampling dependent data have already been proposed. In this paper we use missing values techniques
to modify the moving blocks jackknife and bootstrap. More specifically, we consider the blocks of deleted observations in
the blockwise jackknife as missing data which are recovered by missing values estimates incorporating the observation dependence
structure. Thus, we estimate the variance of a statistic as a weighted sample variance of the statistic evaluated in a “complete”
series. Consistency of the variance and the distribution estimators of the sample mean are established. Also, we apply the
missing values approach to the blockwise bootstrap by including some missing observations among two consecutive blocks and
we demonstrate the consistency of the variance and the distribution estimators of the sample mean. Finally, we present the
results of an extensive Monte Carlo study to evaluate the performance of these methods for finite sample sizes, showing that
our proposal provides variance estimates for several time series statistics with smaller mean squared error than previous
procedures. 相似文献