An Estimate of the Odds Ratio That Always Exists

This article proposes an estimate of the odds ratio in a (2 × 2) table obtained from studies in which the row totals are fixed by design, such as a phase II clinical trial. Our estimate, based on the median unbiased estimate of the probabilities of success in the (2× 2) table, will always be in the interval (0, ∞). Another estimate of the odds ratio which has such properties is obtained when adding .5 to each cell of the table. Using simulations, we compared our proposed estimate to that obtained by adding .5 to every cell, and found that our estimate had smaller finite sample bias, and larger mean square error. We also propose the use of the bootstrap to form a confidence interval for the odds ratio based on our proposed estimate. Instead of a Monte Carlo bootstrap, one can easily calculate the “exact” bootstrap distribution of our estimate of the odds ratio, and use this distribution to calculate confidence intervals.     

形变张量的特征值与Boussinesq方程组的正则性估计

讨论了二维及三维满足周期边界条件的Boussinesq方程初边值问题的局部正则解在有限时间内爆破的可能性.在二维情况下,用形变张量的特征值给出温度梯度的L2估计,从中看出若流体微团变形的速率大,则解爆破的可能性就大.在三维情况下,用形变张量的特征值和温度的偏导给出涡量的L2估计,从中发现若流体微团在大部分时间内一般是平面拉伸,且温度的偏导较小时,解爆破的可能性就大;若一般是线性拉伸,温度的偏导又不任意增大时,解爆破的可能性就小.     

On the asymptotic behaviour and stability of the solution for the Broadwell model of the Boltzmann equation in three dimensions

The initial value problem for the full Broadwell model, in gas kinetic theory, is investigated. By means of a fixed point theorem an upper estimate for the solution is derived, provided that the initial values satisfy suitable a priori conditions. Since this estimate is function of the time, the asymptotic behaviour of the global solution is determined.     

On the weighted estimate of the Bergman projection

We present a proof of the weighted estimate of the Bergman projection that does not use extrapolation results. This estimate is extended to product domains using an adapted definition of Békollé-Bonami weights in this setting. An application to bounded Toeplitz products is also given.     

Stability of the 8-tetrahedra shortest-interior-edge partitioning method

We consider a tetrahedron partitioning method, known in the literature as the 8-tetrahedra shortest-interior-edge partition. For this method, which is a variant of Freudenthal’s algorithm in three space dimensions, we prove that the infinite series of refined meshes (for any given initial mesh) is stable in the sense that the degree of degeneracy of the cells remains bounded. We give an explicit estimate in terms of a standard shape quality measure introduced by Liu and Joe. Furthermore, we show that our estimate is sharp. The estimate also holds for Freudenthal’s algorithm (in three space dimensions) provided that it is initialized appropriately. Numerical experiments confirm our result as well as its sharpness.     

Application of the coefficient of ergodicity in the estimation of the spectral radius of real matrices

It is shown that every real matrix A can be put in correspondence with a certain stochastic matrix P in such a way that the coefficient of ergodicity(P) of the matrix P enables us to give an estimate of the spectral radius of the matrix A. This estimate takes into account the signs of the elements of A, which makes it in many cases more accurate than the generally known estimates. In the case where one of the characteristic values of the matrix A and the characteristic vector corresponding to it are known, an estimate of the localization of the remaining characteristic values of the matrix A is obtained.Translated from Matematicheskie Zametki, Vol. 23, No. 1, pp. 137–142, January, 1978.     

A note on the universal consistency of the kernel distribution function estimator

The problem of universal consistency of data driven bandwidth selectors for the kernel distribution estimator is analyzed. We provide a uniform in bandwidth result for the kernel estimate of a continuous distribution function. Our smoothness assumption is minimal in the sense that if the true distribution function has some discontinuity then the kernel estimate is no longer consistent.     

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本文讨论了相互独立且寿命服从单参数 指数分布的两产品在定时截尾寿命试验中的平均寿命比估计, 并给出了该估计量的渐近正态性和置信区间. 如果某一种(或某一类)产品与另一种(或某一类)产品平均寿命比率显著大于1, 那么该种产品就具有耐用优势, 这在投资决策中有重大意义. 通过数值模拟还进一步验证了该比估计量和估计方法的有效性.     

Carleman estimates for semi-discrete parabolic operators and application to the controllability of semi-linear semi-discrete parabolic equations

In arbitrary dimension, in the discrete setting of finite-differences we prove a Carleman estimate for a semi-discrete parabolic operator, in which the large parameter is connected to the mesh size. This estimate is applied for the derivation of a (relaxed) observability estimate, that yield some controlability results for semi-linear semi-discrete parabolic equations. Sub-linear and super-linear cases are considered.     

Asymptotic normality of the nearest neighbor hazard estimates

1.IntroductionSupposethatXI)')Xu,'beani.i.d.sequenceofrandomvariableswithdistributionfunctionF(x)anddensityfunctionf(x).TOestimatethedensityfunctionatxbasedonthefirstnobservations,thekerneltypeestimategiveswhereK')isakernelfunction,R.(x)isabandwidthsequenceandFi')isanestimateofF,usuallytakentobetheempiricaldistributionfunction.Formoredetails,see[21.Inmedicalapplications,itisoftenmoreimportanttoestimatethehazardfunctiondefinedbyA(x)~f(x)/(1--F(x)).IfXrepresentsalife-time,thenA(x)repre…     

同源密度函数方差估计值

本文提出同源密度函数方差估计值。它是依据每个随机变量函数方差的近似公式由条件死亡概率方差和同源生存率方差估计值推导出来的。其数值、置信限平均宽度和经验覆盖在各种极端临床条件下均与Greenwood密度函数方差估计值相等或相近 ,而计算大大简化。由此我们认为同源密度函数方差估计值可以取代Greenwood估计值     

半空间上Boussinesq方程组弱解的L2衰减估计

主要研究外力函数f 满足一定条件时,半空间上Boussinesq 方程组当n≥3时弱解的L2衰减。先假设解光滑,给出了光滑解的一致L2衰减估计,再通过构造逼近解,对逼近解序列作一致衰减估计,取极限得到弱解的一致L2衰减估计。     

Lower estimate of the regulator of the direct product of almost periodic and periodic sequences

A lower estimate is proved for the almost periodicity regulator of the coupling of an almost periodic and a periodic sequences. This lower estimate differs from the known upper estimate only in the multiplier in the number of iterations of the regulator of the original sequence.     

基于泛岭估计对岭估计过度压缩的改进方法

岭估计是解决多元线性回归多重共线性问题的有效方法,是有偏的压缩估计。与普通最小二乘估计相比,岭估计可以降低参数估计的均方误差,但是却增大残差平方和,拟合效果变差。本文提出一种基于泛岭估计对岭估计过度压缩的改进方法,可以改进岭估计的拟合效果,减小岭估计残差平方和的增加幅度。     

有阻尼Sine－Gordon方程的全局吸引子的维数

本文通过引入新范数,得到有阻尼Ｓｉｎｅ－Ｇｏｒｄｏｎ方程的Ｄｉｒｉｃｈｌｅｔ问题的全局吸引子的维数的一个估计．结果表明：当“阻尼”与“扩散”同时增大或正弦项系数减小时,吸引子的维数减小．特别地,得到了零维吸引子存在的参数条件．     

有阻尼Sine－Gordon方程的全局吸引子的维数

本文通过引入新范数，得到有阻尼Ｓｉｎｅ－Ｇｏｒｄｏｎ方程的Ｄｉｒｉｃｈｌｅｔ问题的全局吸引子的维数的一个估计．结果表明：当“阻尼”与“扩散”同时增大或正弦项系数减小时，吸引子的维数减小．特别地，得到了零维吸引子存在的参数条件．     

Bootstrapping the mode

The problem of constructing bootstrap confidence intervals for the mode of a density is considered. Estimates of the mode are derived from kernel density estimates based on fixed and data-dependent bandwidths. The asymptotic validity of bootstrap techniques to estimate the sampling distribution of the estimates is investigated. In summary, the results are negative in the sense that a straightforward application of a naive bootstrap yields invalid inferences. In particular, the bootstrap fails if resampling is done from the kernel density estimate. On the other hand, if one resamples from a smoother kernel density estimate (which is necessarily different from the one which yields the original estimate of the mode), the bootstrap is consistent. The bootstrap also fails if resampling is done from the empirical distribution, unless the choice of bandwidth is suboptimal. Similar results hold when applying bootstrap techniques to other functionals of a density.     

Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases

For an ARCH model, we propose a multistage weighted least squares (WLS) estimate which consists of repeated WLS procedures until the corresponding asymptotic variance equals that of the quasi-maximum likelihood estimate (QMLE). At every stage, the current estimate is of a WLS type weighted by the squared conditional variance evaluated at the estimate of the previous stage. Initially, the weighting parameter is any fixed and known value in the parameter space. The procedure provides, without any moment requirement, an asymptotically Gaussian estimate having the same asymptotic distribution as the QMLE even in the unstable case. Apart from the initialization stage, two additional stages are required in the stable case to obtain the same asymptotic distribution as the QMLE, while in the unstable case only one stage is enough. So in all, the proposed procedure involves three stages WLS in the stable case and two stages WLS in the unstable case.     

On the Moments of the Negative Eigenvalues of Elliptic Operators

We give an estimate for the moments of the negative eigenvalues of elliptic operators. The estimate is a generalization of Egorov-Kondrat'ev's estimate for elliptic operators. We use the j\varphi-transform decomposition of Frazier and Jawerth and techniques of harmonic analysis.     

A characterization of the blow-up time for the solution of a conservation law in several space variable

We derive a necessary and sufficient condition on the L^∞ Cauchy data for a conservation law in several space variables under which the solution will be locally Lipschitz continuous up to time T . The largesf such T is therefore the “blow-up” time. Roughly, our condition is that the data can be approximated by smoother functions satisfying uniformly a certain estimate. We present an example which shows that the existence of the approximations is crucial: it is not sufficient that the data itself satisfy this estimate.