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排序方式: 共有4849条查询结果,搜索用时 15 毫秒
41.
刘永民 《数学物理学报(A辑)》2004,24(3):375-380
讨论了 C\+n 中有界对称域的加权Bergman空间上符号属于 L\+2\-a(Ω, dV\-λ) 的小Hankel算子, 利用符号 Φ 的某种积分变换,给出了小Hankel算子 h\-Φ 属于Schatten理想 S\-p 的特征. 相似文献
42.
本文通过模拟研究,讨论了最大似然方法和Bayes方法在分析结构方程模型中的相似点和不同之处。 相似文献
43.
In this paper, we present a new algorithm to estimate a regression function in a fixed design regression model, by piecewise
(standard and trigonometric) polynomials computed with an automatic choice of the knots of the subdivision and of the degrees
of the polynomials on each sub-interval. First we give the theoretical background underlying the method: the theoretical performances
of our penalized least-squares estimator are based on non-asymptotic evaluations of a mean-square type risk. Then we explain
how the algorithm is built and possibly accelerated (to face the case when the number of observations is great), how the penalty
term is chosen and why it contains some constants requiring an empirical calibration. Lastly, a comparison with some well-known
or recent wavelet methods is made: this brings out that our algorithm behaves in a very competitive way in term of denoising
and of compression. 相似文献
44.
Correlated multivariate processes have a dependence structure which must be taken into account when estimating the covariance matrix. The natural estimator of the covariance matrix is introduced and is shown that to be biased under the dependence structure. This bias is studied under two different asymptotic models, namely increasing the domain by increasing the number of observations, and increasing the number of observations in the fixed domain. Using the first asymptotic model, we quantify the convergence rate of the bias and of the covariance between the components of the estimated covariance matrix. The second asymptotic model serves to derive a fast and accurate bias correction. As shown, under mild hypotheses, the asymptotic normality of the estimated covariance matrix holds and can be used to test whether the bias is significant, for example, in the sense that the eigenvectors of the estimated and true covariance matrices are significantly different. 相似文献
45.
We wish to solve the heat equation ut=Δu-qu in Id×(0,T), where I is the unit interval and T is a maximum time value, subject to homogeneous Dirichlet boundary conditions and to initial conditions u(·,0)=f over Id. We show that this problem is intractable if f belongs to standard Sobolev spaces, even if we have complete information about q. However, if f and q belong to a reproducing kernel Hilbert space with finite-order weights, we can show that the problem is tractable, and can actually be strongly tractable. 相似文献
46.
The best-r-point-average (BRPA) estimator of the maximizer of a regression function, proposed in Changchien (in: M.T. Chao, P.E. Cheng (Eds.), Proceedings of the 1990 Taipei Symposium in Statistics, June 28–30, 1990, pp. 63–78) has certain merits over the estimators derived through the estimation of the regression function. Some of the properties of the BRPA estimator have been studied in Chen et al. (J. Multivariate Anal. 57 (1996) 191) and Bai and Huang (Sankhya: Indian J. Statist. Ser. A. 61 (Pt. 2) (1999) 208–217). In this article, we further study the properties of the BRPA estimator and give its convergence rate under some quite general conditions. Simulation results are presented for the illustration of the convergence rate. Some comparisons with existing estimators such as the Müller estimator are provided. 相似文献
47.
Stefan Jaschke Claudia Klüppelberg Alexander Lindner 《Journal of multivariate analysis》2004,88(2):252-273
We derive results on the asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors. They appear in particular in delta–gamma models in financial risk management approximating portfolio returns. Quantile estimation corresponds to the estimation of the Value-at-Risk, which is a serious problem in high dimension. 相似文献
48.
49.
We show that Poisson integrals belonging to certain weighted harmonic Bergman spaces bδp on the upper half-space must have the moment vanishing properties. As an application, we show that b0p, p?1, contains a dense subspace whose members have the horizontal moment vanishing properties. Also, we derive related weighted norm inequalities for Poisson integrals. As a consequence, we obtain a characterization for Poisson integrals of continuous functions with compact support in order to belong to bδp. 相似文献
50.
Ryo Ikehata 《Journal of Mathematical Analysis and Applications》2003,288(2):803-818
We generalize a previous result of Ikehata (Math. Methods Appl. Sci., in press), which studies the critical exponent problem of a semilinear damped wave equation in the one-dimensional half space, to the general N-dimensional half space case. That is to say, one can show the small data global existence of solutions of a mixed problem for the equation utt−Δu+ut=|u|p with the power p satisfying p∗(N)=1+2/(N+1)<p?N/[N−2]+ if we deal with the problem in the N-dimensional half space. 相似文献