增长曲线模型中回归系数的广义根方估计

本文对增长曲线模型中的回归系数B提出了一种新的估计形式－广义根方估计的B（K），其中K＝diag(k1,k2,…，kp）并证明了通过广义根方偏参数ki(i=1,2,…，p）的适当选取可使得该估计在均方误差矩阵的意义下优于已有的LS估计和根方估计，及广义根方估计是可容许估计，本文还给出了选取广义根方偏参数的两种方法，算法及一个应用实例。     

Inner Radius of Univalence for a Strongly Starlike Domain

 The inner radius of univalence of a domain D with Poincaré density ρ _D is the possible largest number σ such that the condition ∥ S _f ∥ _D  = sup _{w∈ D} ρ _D (w) ⁻²∥ S _f (z) ∥ ≤ σ implies univalence of f for a nonconstant meromorphic function f on D, where S _f is the Schwarzian derivative of f. In this note, we give a lower bound of the inner radius of univalence for strongly starlike domains of order α in terms of the order α. The author was partially supported by the Ministry of Education, Grant-in-Aid for Encouragement of Young Scientists, 11740088. A part of this work was carried out during his visit to the University of Helsinki under the exchange programme of scientists between the Academy of Finland and the JSPS. Received November 26, 2001; in revised form September 24, 2002 Published online May 9, 2003     

π1-classification of real arrangements with up to eight lines

One of the open questions in the geometry of line arrangements is to what extent does the incidence lattice of an arrangement determine its fundamental group. Line arrangements of up to 6 lines were recently classified by K.M. Fan (Michigan Math. J. 44(2) (1997) 283), and it turns out that the incidence lattice of such arrangements determines the projective fundamental group. We use actions on the set of wiring diagrams, introduced in (Garber et al. (J. Knot Theory Ramf.), to classify real arrangements of up to 8 lines. In particular, we show that the incidence lattice of such arrangements determines both the affine and the projective fundamental groups.     

Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models

Parameters of Gaussian multivariate models are often estimated using the maximum likelihood approach. In spite of its merits, this methodology is not practical when the sample size is very large, as, for example, in the case of massive georeferenced data sets. In this paper, we study the asymptotic properties of the estimators that minimize three alternatives to the likelihood function, designed to increase the computational efficiency. This is achieved by applying the information sandwich technique to expansions of the pseudo-likelihood functions as quadratic forms of independent normal random variables. Theoretical calculations are given for a first-order autoregressive time series and then extended to a two-dimensional autoregressive process on a lattice. We compare the efficiency of the three estimators to that of the maximum likelihood estimator as well as among themselves, using numerical calculations of the theoretical results and simulations.     

Ihara zeta functions of digraphs

After defining and exploring some of the properties of Ihara zeta functions of digraphs, we improve upon Kotani and Sunada’s bounds on the poles of Ihara zeta functions of undirected graphs by considering digraphs whose adjacency matrices are directed edge matrices.     

A second-order accurate numerical method for a fractional wave equation

We study a generalized Crank–Nicolson scheme for the time discretization of a fractional wave equation, in combination with a space discretization by linear finite elements. The scheme uses a non-uniform grid in time to compensate for the singular behaviour of the exact solution at t = 0. With appropriate assumptions on the data and assuming that the spatial domain is convex or smooth, we show that the error is of order k ² + h ², where k and h are the parameters for the time and space meshes, respectively.     

Reliability and expectation bounds for coherent systems with exchangeable components

Sharp upper and lower bounds are obtained for the reliability functions and the expectations of lifetimes of coherent systems based on dependent exchangeable absolutely continuous components with a given marginal distribution function, by use of the concept of Samaniego's signature. We first show that the distribution of any coherent system based on exchangeable components with absolutely continuous joint distribution is a convex combination of distributions of order statistics (equivalent to the k-out-of-n systems) with the weights identical with the values of the Samaniego signature of the system. This extends the Samaniego representation valid for the case of independent and identically distributed components. Combining the representation with optimal bounds on linear combinations of distribution functions of order statistics from dependent identically distributed samples, we derive the corresponding reliability and expectation bounds, dependent on the signature of the system and marginal distribution of dependent components. We also present the sequences of exchangeable absolutely continuous joint distributions of components which attain the bounds in limit. As an application, we obtain the reliability bounds for all the coherent systems with three and four exchangeable components, expressed in terms of the parent marginal reliability function and specify the respective expectation bounds for exchangeable exponential components, comparing them with the lifetime expectations of systems with independent and identically distributed exponential components.     

A Hilbert Space Approach to Bounded Analytic Interpolation

We generalize several results on bounded analytic interpolation of Fitzgerald and Horn, which work by majorization by positive definite kernels, to the cases of several complex variables and operator-valued interpolation. Using a lemma of Kolmogorov, we complement a simplification due to Szafraniec in the proofs of the theorems. Received: November 21, 2006. Accepted: August 03, 2007.     

Continuous modified Newton’s-type method for nonlinear operator equations

A nonlinear operator equation F(x)=0, F:H→H, in a Hilbert space is considered. Continuous Newton’s-type procedures based on a construction of a dynamical system with the trajectory starting at some initial point x ₀ and becoming asymptotically close to a solution of F(x)=0 as t→+∞ are discussed. Well-posed and ill-posed problems are investigated. Received: June 29, 2001; in final form: February 26, 2002?Published online: February 20, 2003 This paper was finished when AGR was visiting Institute for Theoretical Physics, University of Giessen. The author thanks DAAD for support     

Fonctions qui opèrent sur les espaces de Besov

Sans résumé

---