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41.
Vee Ming Ng 《Journal of multivariate analysis》2002,83(2):409
Bayesian inference is considered for the seemingly unrelated regressions with an elliptically contoured error distribution. We show that the posterior distribution of the regression parameters and the predictive distribution of future observations under elliptical errors assumption are identical to those obtained under independently distributed normal errors when an improper prior is used. This gives inference robustness with respect to departures from the reference case of independent sampling from the normal distribution. 相似文献
42.
Howel Tong 《应用数学学报(英文版)》2002,18(2):177-184
Abstract I reflect upon the development of nonlinear time series analysis since 1990 by focusing on five majorareas of development. These areas include the interface between nonlinear time series analysis and chaos,thenonparametric/semiparametric approach,nonlinear state space modelling,financial time series and nonlinearmodelling of panels of time series. 相似文献
43.
F.J. Olmo A. Quirantes A. Alcntara H. Lyamani L. Alados-Arboledas 《Journal of Quantitative Spectroscopy & Radiative Transfer》2006,100(1-3):305-314
There is experimental evidence that the non-sphericity of certain atmospheric particles can cause scattering properties different from those predicted by standard Mie theory. Numerous studies indicate the need to consider the presence of non-spherical particles in modeling the optical properties of atmospheric aerosols. On the other hand, natural aerosols show a great variety of shapes, making difficult a realistic choice of a particle shape (or shape mixture) model. In this paper, we test a parameterization of the particle shape in the retrieval of size distribution, phase function, single scattering albedo and asymmetry parameter from direct and sky-radiance measurements. For this purpose we have substituted the Kernel based on the Mie theory included in the model SKYRAD.PACK by one derived for non-spherical particles. The method is applied under different atmospheric conditions, including Saharan dust outbreak, polluted and local mineral episodes. We compare the results with those obtained by the well known spheroids algorithm used in the AERONET network. 相似文献
44.
The critical limit of the eight-vertex model eigenvectors obtained by means of the generalized Bethe Ansatz is shown to give the six-vertex eigenvectors as constructed in a previous paper by two of the authors. Furthermore, an explicit mapping is established between these eigenvectors and the usual Bethe Ansatz eigenvectors of the six-vertex model. This allows one to show that the indexv labeling the eight-vertex eigenstates becomes exactly the third component of the total spin in the critical limit. 相似文献
45.
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47.
This paper introduces a profile empirical likelihood and a profile conditionally empirical likelihood to estimate the parameter
of interest in the presence of nuisance parameters respectively for the parametric and semiparametric models. It is proven
that these methods propose some efficient estimators of parameters of interest in the sense of least-favorable efficiency.
Particularly, for the decomposable semiparametric models, an explicit representation for the estimator of parameter of interest
is derived from the proposed nonparametric method. These new estimations are different from and more efficient than the existing
estimations. Some examples and simulation studies are given to illustrate the theoretical results.
The first author is supported by NNSF projects (10371059 and 10171051) of China. The second author is supported by a grant
from The Research Grants Council of the Hong Kong Special Administrative Region, China (#HKU7060/04P). The third author is
supported by the University Research Committee of the University of Hong Kong and a grant from the Research Grants Council
of the Hong Kong Special Administrative Region, China (Project No. HKU7323/01M). 相似文献
48.
Fabio Schoen 《Journal of Global Optimization》1994,4(1):17-35
In this paper a new algorithm is proposed for global optimization problems. The main idea is that of modifying a standard clustering approach by sequentially sampling the objective function while adaptively deciding an appropriate sample size. Theoretical as well as computational results are presented. 相似文献
49.
Transition between layered and filamentary types of anisotropy in layered superconducting structures
D. A. Kuptsov 《Annalen der Physik》1992,504(4):296-301
A model of layered superconducting structure consisting of alternating anisotropic superconducting layers S1 and S2 with different transition temperatures is considered. It is shown that due to competition between two origins of anisotropy - effective-mass anisotropy of individual layers and proximity-induced anisotropy the effective anisotropy of the whole system signficiantly varies temperature. The components of the effective-mass tensor mc (along the anisotropy axis) and ma (perpendicular to the anisotropy axis) strongly depend upon temperature. This may lead to transition between layered (mc > ma) and quasi one-dimensional (mc < ma) types of anisotropy as well as to biaxial-type anisotropy which is also temperature dependent. The field distribution in a tilted vortex in a biaxial superconductor is calculated. The change in the properties of the vortex lattice with temperature in such systems is also investigated. The properties of YBa2Cu3Ox/PrBa2Cu3Oy multilayers are discussed in this connection. 相似文献
50.
本文讨论了在带有截断情况的线性回归模型中 ,响应变量均值的估计问题 .将经验似然的方法应用到带有截断情况的回归模型中 ,在估计响应变量的均值时构造了调整的经验似然统计量 ,证明了在一定的条件下 ,该统计量渐近服从 χ2 分布 ,给出了均值的置信区间 ,并与正态下得到的结果进行了比较 ,模拟的结果说明了经验似然的优良性 . 相似文献