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���×�,֣���� 《应用概率统计》2018,34(6):565-576
Under the condition that the coefficients are Lipschitz continuous, we study the infinitesimal generator of Markov semigroup corresponding to the multivalued stochastic equation. In order to provide a core of the infinitesimal generator, we investigate the associated multivalued elliptic equation and its viscosity solutions. 相似文献
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??We prove three theorems for iid discrete randomvariables taking two values, three values, and k (3\leq k<\infty) valuesby using the technique of indicator function. Under some specifications of the probabilities, we prove that the sum is a minimal sufficient statistics for the unknown parameter of interest of the discrete random variable taking two values, three values, and k (3\leq k<\infty) values. For the dice example, a figure shows that the specifications of the six probabilities are between 0 and 1 and sum to 1, and a fair dice is possible. 相似文献
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In this paper, linear regression models with contaminated data are considered. Estimation methods for the regression parameters based on least absolute deviations (LAD) are proposed, and properties of consistency and asymptotic normality of the proposed method are proved under some regular conditions. Simulations are done to assess the properties of the method when sample size is small, and simulation results show that the methods works well. 相似文献
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Let T be a mapping from the unit sphere S[l^p(Г)] into S[l^p(△)] of two atomic AL^p- spaces. We prove that if T is a 1-Lipschitz mapping such that -T[S[l^p(Г)]] belong to T[S[l^p(Г)]], then T can be linearly isometrically extended to the whole space for p 〉 2; if T is injective and the inverse mapping T^-1 is a 1-Lipschitz mapping, then T can be extended to be a linear isometry from l^p(Г) into l^p(△) for 1 〈 p ≤ 2. 相似文献
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In this paper an efficient estimation methodology for the partially linear models with random effects is proposed. For this, we use the generalized least square estimate (GLSE) and the B-splines methods to estimate the unknowns, and employ the penalized least square method to obtain the estimators of the random effects item. Further, we also consider the estimation for the variance components. Compared with the existing methods, our proposed methodology performs well. The asymptotic properties of the estimators are obtained. A simulation study is carried out to assess the performance of our proposed methodology. 相似文献
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Let G be a group and πe(G) the set of element orders of G.Let k∈πe(G) and m k be the number of elements of order k in G.Letτe(G)={mk|k∈πe(G)}.In this paper,we prove that L2(16) is recognizable byτe (L2(16)).In other words,we prove that if G is a group such that τe(G)=τe(L2(16))={1,255,272,544,1088,1920},then G is isomorphic to L2(16). 相似文献
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���ܻԡ���Ф��ʩ�ŷ� 《应用概率统计》2018,34(2):111-134
This paper concerns with the estimation of a fixed effects panel data partially linear regression model with the idiosyncratic errors being an autoregressive process. For fixed effects short time series panel data, the commonly used autoregressive error structure fitting method will not result in a consistent estimator of the autoregressive coefficients. Here we propose an alternative estimation and show that the resulting estimator of the autoregressive coefficients is consistent
and this method is workable for any order autoregressive error structure. Moreover, combining the B-spline approximation, profile least squares dummy variable (PLSDV) technique and consistently estimated the autoregressive error structure, we develop a weighted PLSDV estimator for the parametric component and a weighted B-spline series (BS) estimator for the nonparametric component. The weighted PLSDV estimator is shown to be asymptotically normal and more asymptotically efficient than the one which ignores the error autoregressive structure. In addition, this paper derives the asymptotic bias of the weighted BS estimator and establish its asymptotic normality as well. Simulation studies and an example of application are conducted to illustrate the finite sample performance of the proposed procedures. 相似文献
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本文证明了具有$\sigma$-序半连续但非$\sigma$-序连续范数的$\sigma$-完备巴拿赫格包含$l^\infty$的渐进等距拷贝.并且证明了具有Orlicz范数的Fenchel-Orlicz空间不一定含有$l^\infty$的渐进等距拷贝. 相似文献
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对于两个不相同的正整数$m$和$n$, 如果满足$\sigma(m)=\sigma(n)=m+n$, 则称之为一对亲和数, 这里$\sigma(n)=\sum_{d|n}d$.本文给出了$f(x,y)=x^{2^{x}}+y^{2^{x}}(x>y\geq{1},(x,y)=1)$不与任何正整数构成亲和数对的结论, 这里$x$,$y$具有不同的奇偶性, 即, 关于$z$的方程$\sigma(f(x,y))=\sigma(z)=f(x,y)+z$不存在正整数解. 相似文献
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Convergence Rates of Wavelet Estimators in Semiparametric Regression Models Under NA Samples 总被引:1,自引:0,他引:1
Consider the following heteroscedastic semiparametric regression model:yi =XTiβ + g(ti) + σiei, 1 < i ≤ n,where {Xi,1 < i < n} are random design points,errors {ei,1 < i < n} are negatively associated (... 相似文献
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本文研究了i.i.d情况下非参数回归的误差密度估计的一致收敛和均方收敛,给出了一定条件下误差密度的估计量f^n(x)的一致收敛速度和均方收敛速度。 相似文献
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设X为p维随机向量,对于未知的投影方向θo(‖θo‖=1),本文利用θo的估计与核密度估计相结合的方法给出了θ^T0X的密度(方向密度)的核型密度估计,获得了此估计的逐点渐近正态性,逐点精确强收敛率,一致精确强收敛率以及均方误差收敛率,所得结果与最优性与已知方向上的核密度估计完全一致。作为例子,对θo为X协方差阵的最大特征值所对应的特征方向,我们给出了θo的满足条件的估计极其方向密度估计。 相似文献
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本文研究了连续时间下非参数回归的误差官度估计的收敛速度,给出了一定条件下误差密度的估计量^fT(x)的均方收敛速度,详细说明了以下重要结果:E[^fT(x)-f(x)]^2=O(T^-1/4)其中f(x)表示误差过程{et,t≥0}的未知密度。 相似文献
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We establish the asymptotic normality of the squared L
2-norm of the approximation error of a linear wavelet estimator of the density of a distribution. The calculations are based on the smallness of correlations between the coefficients of the high-frequency part of the multiresolution expansion of the estimator.Supported by the FCT Foundation (Portugal) in the framework of the project Probability and Statistics (2000–2002), Centro de Matematica, Universidade da Beira Interior.__________Translated from Lietuvos Matematikos Rinkinys, Vol. 45, No. 2, pp. 184–207, April–June, 2005. 相似文献
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Han Ying LIANG Jong IL BAEK 《数学学报(英文版)》2007,23(12):2253-2268
Consider the heteroscedastic regression model Yi = g(xi) + σiei, 1 ≤ i ≤ n, where σi^2 = f(ui), here (xi, ui) being fixed design points, g and f being unknown functions defined on [0, 1], ei being independent random errors with mean zero. Assuming that Yi are censored randomly and the censored distribution function is known or unknown, we discuss the rates of strong uniformly convergence for wavelet estimators of g and f, respectively. Also, the asymptotic normality for the wavelet estimators of g is investigated. 相似文献
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本文研究了在样本$(X_1,Y_1),(X_2,Y_2),\ldots,(X_n,Y_n)$ 为取值于$R^{d}\times R^{1}$的同分布的$\alpha$混合序列时,回归函数改良分割估计的强相合性和收敛速度. 相似文献
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在加权平方损失函数下,获得广义Pareto分布形状参数的经验Bayes(EB)估计,并得到了该估计的收敛速度. 相似文献