香蕉贮藏气体3D荧光表征特征选择及早期腐败预警初探

为利用3D荧光技术实现基于贮藏室气体荧光信息的香蕉腐败早期预警,选取两批不同贮藏日期的香蕉贮藏室气体进行三维荧光数据采集.首先对荧光数据进行了预处理:为消除三维荧光仪整体漂移现象,对得到的三维荧光数据进行去除漂移处理;利用matlab中eemscat工具包对瑞利与拉曼散射进行去除处理,有效消除了瑞利散射和拉曼散射的不利...     

Inference for intermediate Haezendonck–Goovaerts risk measure

Recently Haezendonck–Goovaerts (H–G) risk measure has received much attention in actuarial science. Nonparametric inference has been studied by Ahn and Shyamalkumar (2014) and Peng et al. (2015) when the risk measure is defined at a fixed level. In risk management, the level is usually set to be quite near one by regulators. Therefore, especially when the sample size is not large enough, it is useful to treat the level as a function of the sample size, which diverges to one as the sample size goes to infinity. In this paper, we extend the results in Peng et al. (2015) from a fixed level to an intermediate level. Although the proposed maximum empirical likelihood estimator for the H–G risk measure has a different limit for a fixed level and an intermediate level, the proposed empirical likelihood method indeed gives a unified interval estimation for both cases. A simulation study is conducted to examine the finite sample performance of the proposed method.     

Testing for the parametric parts in a single-index varying-coefficient model

Single-index varying-coefficient models (SIVCMs) are very useful in multivariate nonparametric regression.However,there has less attention focused on inferences of the SIVCMs.Using the local linear method,we propose estimates of the unknowns in the SIVCMs.In this article,our main purpose is to examine whether the generalized likelihood ratio (GLR) tests are applicable to the testing problem for the index parameter in the SIVCMs.Under the null hypothesis our proposed GLR statistic follows the chi-squared distribution asymptotically with scale constant and degree of freedom independent of the nuisance parameters or functions,which is called as Wilks’ phenomenon (see Fan et al.,2001).A simulation study is conducted to illustrate the proposed methodology.     

Tests for nonparametric parts on partially linear single index models

Tests for nonparametric parts on partially linear single index models are considered in this paper. Based on the estimates obtained by the local linear method, the generalized likelihood ratio tests for the models are established. Under the null hypotheses the normalized tests follow asymptotically the χ2-distribution with the scale constants and the degrees of freedom being independent of the nuisance parameters, which is called the Wilks phenomenon. A simulated example is used to evaluate the performances of the testing procedures empirically.     

A study of redundancy of some variables in covariate discriminant analysis

The redundancy of some variables in discriminant analysis and its tests were developed by Rao (1946,Sankhyā,7, 407–414; 1948,Biometrika,35, 58–79, 1970,Essays in Probability and Statistics, (eds. R. C. Boseet al.), 587–602, Univ. of North Carolina Press, Chapel Hill), and were further studied by McKay (1977,J. Roy. Statist. Soc. Ser. B,39, 371–380) and Fujikoshi (1982,Ann. Inst. Statist. Math.,34, 523–530). These are now extended to the most general situation which includes redundancy in covariate as well as main variables in discrimination between two or more groups. The likelihood ratio test is derived in a closed form. An alternative test is also suggested.     

Empirical Likelihood Ratio With Arbitrarily Censored/Truncated Data by EM Algorithm

The empirical likelihood is a general nonparametric inference procedure with many desirable properties. Recently, theoretical results for empirical likelihood with certain censored/truncated data have been developed. However, the computation of empirical likelihood ratios with censored/truncated data is often nontrivial. This article proposes a modified self-consistent/EM algorithm to compute a class of empirical likelihood ratios for arbitrarily censored/truncated data with a mean type constraint. Simulations show that the chi-square approximations of the log-empirical likelihood ratio perform well. Examples and simulations are given in the following cases: (1) right-censored data with a mean parameter; and (2) left-truncated and right-censored data with a mean type parameter.     

纵向部分线性模型的分块经验似然的有效推断(英文)

本文考虑了纵向数据的部分线性模型.在考虑个体内部相关性的情况下,研究了回归系数的经验似然推断.对于任意的工作协方差矩阵,所给的经验似然比统计量服从渐近卡方分布,由此可以构造回归参数的置信域.模拟结果表明,在正确指定个体相关结构的情况下,推断的效率会显著的提高.最后,给出了案例分析.