Statistical Inference with Fractional Brownian Motion

We give a test between two complex hypothesis; namely we test whether a fractional Brownian motion (fBm) has a linear trend against a certain non-linear trend. We study some related questions, like goodness-of-fit test and volatility estimation in these models.     

函数型数据回归分析综述

随着计算机储存能力和在线观测技术的提高,当今数据越来越多的以曲线和图像的形式存在.曲线和图像数据两个最显著的特征是高维和相邻数据间高度相关.这些特征使得传统的多元统计分析方法不再适合,而函数型数据在处理曲线和图像数据中具有无可比拟的优势.近年来各种各样的函数型数据分析方法得以发展,其中包括数据的对齐、主成分分析、回归、分类、聚类等.本文主要介绍函数型数据回归分析研究的起源、发展及最新进展.具体地,本文首先介绍函数型数据的概念;其次介绍函数型主成分分析方法;再次着重介绍函数型回归模型的估计、变量选择和检验方法;最后将简要探讨函数型数据未来的可能发展方向.     

On the asymptotic existence of Hadamard matrices

It is conjectured that Hadamard matrices exist for all orders 4t (t>0). However, despite a sustained effort over more than five decades, the strongest overall existence results are asymptotic results of the form: for all odd natural numbers k, there is a Hadamard matrix of order k²[a+blog₂k], where a and b are fixed non-negative constants. To prove the Hadamard Conjecture, it is sufficient to show that we may take a=2 and b=0. Since Seberry's ground-breaking result, which showed that we may take a=0 and b=2, there have been several improvements where b has been by stages reduced to 3/8. In this paper, we show that for all ?>0, the set of odd numbers k for which there is a Hadamard matrix of order k²2+[?log₂k] has positive density in the set of natural numbers. The proof adapts a number-theoretic argument of Erdos and Odlyzko to show that there are enough Paley Hadamard matrices to give the result.     

Study on the behavior of oscillating solitons using the (2+1)-dimensional nonlinear system

By means of an extended homogeneous balance method and a variable separation hypothesis, a broad general variable separation solution with three specific arbitrary functions of the nonlinear (2+1)-dimensional Broer-Kaup (BK) equations was derived. Based on the derived solution, a number of abundant oscillating solitons, such as dromion, multi-dromion, solitoff, ring, multi-lump and so on, have been revealed in this study by selecting appropriate functions of the general variable separation solution.     

Infinite-dimensional 4-manifold of finite cohomological dimension under the continuum hypothesis

Under the assumption of the continuum hypothesis, a differentiable 4-manifoldM of dimension dimM=∞ and cohomological dimension cA—dimM=4 is constructed. The spaceM is perfectly normal and hereditarily separable. Translated fromMatematicheskie Zametki, Vol. 66, No. 5, pp. 664–670, November, 1999.     

假设检验中p值的灵活运用

给出假设检验中p值的定义以及双边检验p值与单边检验p值的关系,介绍了利用p值将三种检验同时进行的方法及意义,最后给出应用实例.     

Importance of verifying queue model assumptions before planning with simulation software

This case study uses empirical data gathered at an Australian refinery to verify the assumptions for queue distributions before using special-purpose software to plan the off-road-truck hauling of titanium dioxide to a refinery (n = 773). Easy-to-use spreadsheet software is utilized to verify assumptions for queue models. Managers are able to make decisions based on economic implications of queue models to avoid making costly planning mistakes. Analysts can use nonparametric hypothesis-testing techniques to verify distribution assumptions for optimization without having to write hard-to-maintain and complex algebraic linear equations or nonlinear search routines.     

一类单参数假设检验拒绝域的直观构造法

本文提出直观法的理论 ,举出用直观法构造单参数假设检验拒绝域的应用实例 ,并得出构造形如 ( * )式的检验拒绝域的一种方法     

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Homogeneity of variance and correlation coefficients is one of assumptions in the analysis of longitudinal data.However, the assumption can be challenged. In this paper, we mainly propose and analyze nonlinear mixed effects models for longitudinal data with exponential correlation covariance structure, intend to introduce Huber's function in the log likelihood function and get robust estimation (M-estimation) by Fisher scoring method. Score test statistics for homogeneity of variance and correlation coefficient based on M-estimation are then studied. A simulation study is carried to assess the performance of test statistics and the method we proposed in the paper is illustrated by an actual data example.