Profile empirical likelihood for parametric and semiparametric models

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).     

一类可由基本模型嵌套组成的工作流系统的性能分析方法

工作流是近年来网络领域里研究的一个热点,对工作流模型的性能分析是工作流研究的一个重要内容.实际的模型往往规模大而复杂,这为分析其性能带来了很大的困难.但有一类模型可由工作流的四种基本模型(顺序、并行、选择、循环)嵌套组成,对于这类模型,本文给出了计算其性能乘积解的数学公式.文中给出了如何由这四种基本模型嵌套组成实际模型的方法,推导出了计算这四种基本模型的性能等价公式,并按建立实际模型相反的顺序,用由里到外逐层的分析方法,给出了计算实际模型的性能乘积解.     

On a new stochastic global optimization algorithm based on censored observations

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.     

无原子布氏代数理论的计算复杂性

研究无原子布氏代数的计算复杂性 .得到了下面的新定理 :定理 1　无原子布氏代数理论Δ具有完全的量词消去法 ,也就是说每一个式子都Δ等价于一个开式子 .定理 2　无原子布氏代数的初等型Γ (x1,… ,xn)是由型内的不含量词的全体开式子所唯一决定 .定理 3　无原子布氏代数的一个长度为 n的语句的判断过程所消耗的 Turing时间和空间都是属于 2 2 cn指数级 .     

截断情况下线性回归模型响应变量均值的经验似然

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 .     

Testing goodness of fit for the distribution of errors in multivariate linear models

In this paper, to test goodness of fit to any fixed distribution of errors in multivariate linear models, we consider a weighted integral of the squared modulus of the difference between the empirical characteristic function of the residuals and the characteristic function under the null hypothesis. We study the limiting behaviour of this test statistic under the null hypothesis and under alternatives. In the asymptotics, the rank of the design matrix is allowed to grow with the sample size.     

MgO films grown on yttria-stabilized zirconia by molecular beam epitaxy

MgO films were grown on (0 0 1) yttria-stabilized zirconia (YSZ) substrates by molecular beam epitaxy (MBE). The crystalline structures of these films were investigated using X-ray diffraction and transmission electron microscopy. Growth temperature was varied from 350 to 550 °C, with crystalline quality being improved at higher temperatures. The MgO films had a domain structure: (1 1 1)[1 1 2¯]_MgO(0 0 1)[1 0 0]_YSZ with four twin variants related by a 90° in-plane rotation about the [1 1 1]_MgO axis. The observed epitaxial orientation was compared to previous reports of films grown by pulsed laser deposition and sputtering and explained as resulting in the lowest interface energy.     

Boltzmann-Type Equation in Anelastic Case: A Convergence Result

In this Letter, a convergence result for the BBGKY hierarchy to a Boltzmann-like equation, in the case of an Anelastic collision, is shown. Boltzmann-like equations are often used to model dissipative dynamical systems such as granular media. This convergence result aims to make a contribution towards a mathematical foundation to these applications.     

Inviscid,laminar and turbulent opposed flows

This paper attempts to reproduce numerically previous experimental findings with opposed flows and extends their range to quantify the effects of upstream pipes and nozzles with inviscid, laminar and turbulent flows. The choice of conservation equations, boundary conditions, algorithms for their solution, the degree of grid dependence, numerical diffusion and the validity of numerical approximations are justified with supporting calculations where necessary. The results of all calculations on the stagnation plane show maximum strain rates close to the annular exit from the nozzles and pipes for lower separations and it can be expected that corresponding reacting flows will tend to extinguish in this region with the extinction moving towards the axis. With laminar flows, the maximum strain rate increased with Reynolds number and the maximum values were generally greater than with inviscid flows and smaller than with turbulent flows. With large separations, the strain rates varied less and this explains some results with reacting flows where the extinction appeared to begin on the axis. The turbulent‐flow calculations allowed comparison of three common variants of a two‐equation first‐moment closure. They provided reasonable and useful indications of strain rates but none correctly represented the rms of velocity fluctuations on the axis and close to the stagnation plane. As expected, those designed to deal with this problem produced results in better agreement with experiment but were still imperfect. Copyright © 2004 John Wiley & Sons, Ltd.     

Performance of noise barriers with various edge shapes and acoustical conditions

The performances of barriers having different shapes and surface conditions were tested using the boundary element method in a well-controlled environment. The heights and widths of the barriers were standardized and the insertion losses for six receiver positions were averaged and compared. Figures displaying the results allow for straightforward barrier performance estimation. It was shown that absorbing and soft edges significantly improve the efficiency of the barrier, but configuration modifications provide only a slight improvement. The soft T-shaped barrier produces the highest performance. A 3 m high T-shaped barrier provides the same performance as a 10 m high plain barrier. The spectral efficiency was also investigated. The insertion loss spectra for the absorbing and the soft barriers exhibit a similar shape, but the rigid barrier differs from these two.