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851.
Iterative Estimation of the Extreme Value Index 总被引:1,自引:0,他引:1
Samuel?MüllerEmail author Jürg?Hüsler 《Methodology and Computing in Applied Probability》2005,7(2):139-148
Let {Xn, n ≥ 1} be a sequence of independent random variables with common continuous distribution function F having finite and unknown upper endpoint. A new iterative estimation procedure for the extreme value index γ is proposed and one implemented iterative estimator is investigated in detail, which is asymptotically as good as the uniform minimum varianced unbiased estimator in an ideal model. Moreover, the superiority of the iterative estimator over its non iterated counterpart in the non asymptotic case is shown in a simulation study.AMS 2000 Subject Classification: 62G32Supported by Swiss National Science foundation. 相似文献
852.
LI Weixia & XI Changchang School of Mathematical Sciences Beijing Normal University Beijing China 《中国科学A辑(英文版)》2005,48(6):735-745
Let n be a natural number, and let A be an indecomposable cellular algebra such that the spectrum of its Cartan matrix C is of the form {n, 1, …., 1}. In general, not every natural number could be the number of non-isomorphic simple modules over such a cellular algebra. Thus, two natural questions arise: (1) which numbers could be the number of non-isomorphic simple modules over such a cellular algebra A ? (2) Given such a number, is there a cellular algebra such that its Cartan matrix has the desired property ? In this paper, we shall completely answer the first question, and give a partial answer to the second question by constructing cellular algebras with the pre-described Cartan matrix. 相似文献
853.
CHEN Xia & CHEN Xiru School of Mathematics Statistics Wuhan University Wuhan China Graduate School Chinese Academy of Science Beijing China 《中国科学A辑(英文版)》2005,48(6):829-846
This paper gives a thorough theoretical treatment on the adaptive quasi-likelihood estimate of the parameters in the generalized linear models. The unknown covariance matrix of the response variable is estimated by the sample. It is shown that the adaptive estimator defined in this paper is asymptotically most efficient in the sense that it is asymptotic normal, and the covariance matrix of the limit distribution coincides with the one for the quasi-likelihood estimator for the case that the covariance matrix of the response variable is completely known. 相似文献
854.
XIAO Jie ZHANG Guanglian'''' & ZHU Bin Department of Mathematical Sciences Tsinghua University Beijing China Department of Mathematics Yancheng Teachers College Yancheng China 《中国科学A辑(英文版)》2005,48(8):1033-1045
We define the BGP-reflection functors in the derived categories and the root categories. By Ringel's Hall algebra approach, the BGP-reflection functor is applicable to obtain the classical Weyl group action on the Lie algebra. 相似文献
855.
Bayes and empirical Bayes iteration estimators in two seemingly unrelated regression equations 总被引:3,自引:0,他引:3
WANG Lichun Institute of Applied Mathematics Chinese Academy of Sciences Beijing China 《中国科学A辑(英文版)》2005,48(9):1153-1168
For a system of two seemingly unrelated regression equations given by (?)(y_1 is an m×1 vector and y_2 is an n×1 vector,m≠n),employ- ing the covariance adjusted technique,we propose the parametric Bayes and empirical Bayes iteration estimator sequences for regression coefficients.We prove that both the covariance matrices converge monotonically and the Bayes iteration estimator squence is consistent as well.Based on the mean square error (MSE) criterion,we elaborate the su- periority of empirical Bayes iteration estimator over the Bayes estimator of single equation when the covariance matrix of errors is unknown.The results obtained in this paper further show the power of the covariance adiusted approach. 相似文献
856.
热塑料板膜工艺是用热成型方法制作单件塑料教具和塑料配件的一种技术,它为无塑料制品生产能力的大、中院校物理、化学、生物实验室在研制教学仪器或做仿真制品时提供可行的石膏——锡模方法.教师采用该工艺,可在无现成模具和无注塑设备的条件下生产塑料教具,并可为计算机虚拟教学,提供实体模型. 相似文献
857.
本文给出了Rn+1中超曲面的一些积分公式,并利用这些积分公式得到了以球面为边界的常高阶平均曲率超曲面的一些唯一性结果. 相似文献
858.
Let
be a compact Riemannian manifold without boundary. In this paper, we consider the first nonzero eigenvalue of the p-Laplacian
and we prove that the limit of
when
is 2/d(M), where d(M) is the diameter of M. Moreover, if
is an oriented compact hypersurface of the Euclidean space
or
, we prove an upper bound of
in terms of the largest principal curvature κ over M. As applications of these results, we obtain optimal lower bounds of d(M) in terms of the curvature. In particular, we prove that if M is a hypersurface of
then:
.
Mathematics Subject Classifications (2000): 53A07, 53C21. 相似文献
859.
Spiro?KarigiannisEmail author Maung?Min-Oo 《Annals of Global Analysis and Geometry》2005,28(4):371-394
This paper is a continuation of Math. Res. Lett. 12 (2005), 493–512. We first construct special Lagrangian submanifolds of the Ricci-flat Stenzel metric (of holonomy SU(n)) on the cotangent bundle of Sn by looking at the conormal bundle of appropriate submanifolds of Sn. We find that the condition for the conormal bundle to be special Lagrangian is the same as that discovered by Harvey–Lawson
for submanifolds in Rn in their pioneering paper, Acta Math. 148 (1982), 47–157. We also construct calibrated submanifolds in complete metrics with special holonomy G2 and Spin(7) discovered by Bryant and Salamon (Duke Math. J. 58 (1989), 829–850) on the total spaces of appropriate bundles over self-dual Einstein four manifolds. The submanifolds are
constructed as certain subbundles over immersed surfaces. We show that this construction requires the surface to be minimal
in the associative and Cayley cases, and to be (properly oriented) real isotropic in the coassociative case. We also make
some remarks about using these constructions as a possible local model for the intersection of compact calibrated submanifolds
in a compact manifold with special holonomy.
Mathematics Subject Classification (2000): 53-XX, 58-XX. 相似文献
860.
David?AldousEmail author Grégory?Miermont Jim?Pitman 《Probability Theory and Related Fields》2005,133(1):1-17
We study the asymptotics of the p-mapping model of random mappings on [n] as n gets large, under a large class of asymptotic regimes for the underlying distribution p. We encode these random mappings in random walks which are shown to converge to a functional of the exploration process of inhomogeneous random trees, this exploration process being derived (Aldous-Miermont-Pitman 2004) from a bridge with exchangeable increments. Our setting generalizes previous results by allowing a finite number of “attracting points” to emerge.Research supported by NSF Grant DMS-0203062.Research supported by NSF Grant DMS-0071468. 相似文献