排序方式: 共有28条查询结果,搜索用时 15 毫秒
21.
In this paper, we study the asymptotic behavior of the B-spline estimator for semiparametric panel data model with fixed effects.We give explicit expression for the asymptotic bias of B-spline estimator for nonparametric function m. Our study shows that the asymptotic bias of the B-spline estimator does not depend on the working correlation matrix. Simulations are conducted to demonstrate our conclusion. 相似文献
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??This paper establishes limsup type law of the iterated logarithm of the occupation measure, using the asymptotic equivalence relation between the occupation measure and the number of excursion process of a symmetric Cauchy process. Furthermore, by using the density theorem and the economic coverage method, it derives the exact Hausdorff measure for the range of a symmetric Cauchy process in \mathbb{R}. 相似文献
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??This paper develops a covariate-adjusted precision matrix estimation using a two-stage estimation procedure. Firstly, we identify the relevant covariates that affect the means by a joint l_1 penalization. Then, the estimated regression coefficients are used to estimate the mean values in a multivariate sub-Gaussian model in order to estimate the sparse precision matrix through a Lasso penalized D-trace loss. Under some assumptions, we establish the convergence rate of the precision matrix estimation under different norms and demonstrate the sparse recovery property with probability converging to one. Simulation shows that our methods have the finite-sample performance compared with other methods. 相似文献
24.
??In this paper, the gamma distribution has been extended by adding an extra shape parameter, we refer to the new distribution as alpha power gamma distribution. It is found that the distribution has a relatively flexible hazard rate function. The properties of the new distribution are studied, including explicit
expressions for the $s^{\text{th}}$ raw moments, moment generating function and distributions of order statistics are derived. Also, the integral expressions for the entropy, mean residual life and mean waiting time are obtained. The maximum likelihood estimators of the distribution parameters under complete sample are discussed, the Fisher information matrix is derived. Then, the estimation of the parameters under the general progressive type-II censoring is studied.
Finally, the real data set is used to illustrate the practicality of the proposed distribution. 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
28.
??Under inflation influence, this paper investigate a stochastic
differential game with reinsurance and investment. Insurance company chose a strategy
to minimizing the variance of the final wealth, and the financial markets as a game
``virtual hand' chosen a probability measure represents the economic ``environment'
to maximize the variance of the final wealth. Through this double game between the
insurance companies and the financial markets, get optimal portfolio strategies. When
investing, we consider inflation, the method of dealing with inflation is: Firstly,
the inflation is converted to the risky assets, and then constructs the wealth process.
Through change the original based on the mean-variance criteria stochastic differential
game into unrestricted cases, then application linear-quadratic control theory obtain
optimal reinsurance strategy and investment strategy and optimal market strategy as well
as the closed form expression of efficient frontier are obtained; finally get reinsurance
strategy and optimal investment strategy and optimal market strategy as well as the
closed form expression of efficient frontier for the original stochastic differential game. 相似文献