半无限规划与方向导数

本文对半无限凸规划提出一个用方向导数表述的对偶问题，其对偶间隙为零．     

对偶导集及其应用

借助对偶范畴的思想和方法在点集拓扑学中引入了对偶导集概念,讨论了对偶导集和对偶导集运算的相关性质.并以此为基础引入了对偶连通空间的概念,讨论了对偶连通空间和连通空间之间的关系,借此给出了不连通空间的几个等价刻画.为拓扑空间的研究提供了新的途径.     

Lp径向Blaschke-Minkowski同态的Lp对偶几何表面积

2006年,Schuster提出了径向Blaschke-Minkowski同态的概念.随后,汪卫等人将其推广到L_p径向Blaschke-Minkowski同态.本文结合L_p对偶几何表面积,建立了L_p径向Blaschke-Minkowski同态的若干不等式,包括Brunn-Minkowski型不等式和单调不等式.并给出了L_p径向Blaschke-Minkowski同态的Busemann-Petty问题的肯定和否定形式.     

Empirical likelihood for median regression model with designed censoring variables

We propose a new and simple estimating equation for the parameters in median regression models with designed censoring variables, and then apply the empirical log likelihood ratio statistic to construct confidence region for the parameters. The empirical log likelihood ratio statistic is shown to have a standard chi-square distribution, which makes this method easy to implement. At the same time, another empirical log likelihood ratio statistic is proposed based on an existing estimating equation and the limiting distribution of the empirical likelihood ratio statistic is shown to be a sum of weighted chi-square distributions. We compare the performance of the empirical likelihood confidence region based on the new estimating equation, with that based on the existing estimating equation and a normal approximation method by simulation studies.     

双侧截断数据的中位数回归(英文)

在很多实际应用中,个体寿命时间可能被同时左截断与右截断.本文在左右截断变量都能被观察到的假设下,提出了一种半参数推断方法,来分析协变量对于相应寿命时间或其某种变换的中位数的影响,并讨论了所得估计量的渐近性质.此外,本文还提供了一种基于经验似然的回归参数推断方法,并讨论了将这些方法推广到经典双侧截断数据的可能性.一些模拟计算被用于展示这些方法的有效性.     

随机插补下两线性模型中响应变量分位数差异的经验似然置信区间

设两个样本数据不完全的线性模型,其中协变量的观测值不缺失,响应变量的观测值随机缺失。采用随机回归插补法对响应变量的缺失值进行补足,得到两个线性回归模型的"完全"样本数据,在一定条件下得到两响应变量分位数差异的对数经验似然比统计量的极限分布为加权x_1~2,并利用此结果构造分位数差异的经验似然置信区间。模拟结果表明在随机插补下得到的置信区间具有较高的覆盖精度。     

Hilbert W*-模上的广义框架

本文研究了Hilbert W*-模上的广义框架.运用了算子理论的方法,得出了Hilbert W*-模上的广义框架的一些结果,与标准离散Hilbert C*-模框架的一些结果是相似的.     

Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions

We consider a process given by the SDE , t∈[0,T), with initial condition , where T∈(0,∞], α∈R, (Bt)_t∈[0,T) is a standard Wiener process, b:[0,T)→R?{0} and σ:[0,T)→(0,∞) are continuously differentiable functions. Assuming , t∈[0,T), with some K∈R, we derive an explicit formula for the joint Laplace transform of and for all t∈[0,T) and for all α∈R. Our motivation is that the maximum likelihood estimator (MLE) of α can be expressed in terms of these random variables. As an application, we show that in case of α=K, K≠0,

     

Variable selection using penalized empirical likelihood

This paper considers variable selection for moment restriction models.We propose a penalized empirical likelihood(PEL) approach that has desirable asymptotic properties comparable to the penalized likelihood approach,which relies on a correct parametric likelihood specification.In addition to being consistent and having the oracle property,PEL admits inference on parameter without having to estimate its estimator's covariance.An approximate algorithm,along with a consistent BIC-type criterion for selecting ...