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1.
基于指数回归模型的极值指数估计的门限选择   总被引:1,自引:0,他引:1  
在本文中,我们基于指数回归模型,在渐近最小均方误差的准则下,给出了矩估计的门限值和样本点分割的选取原理和方法。利用MC方法,对Burr(1,1,1)、Burr(1,0.5,2)、Fréchet(1)、Fréchet(2)、学生-t4、学生-t6等几种常见的极值分布进行模拟,得到了理想的结果。并运用S&P500指数和Danish火灾数据进行了实证分析。  相似文献   

2.
随机删失数据非线性回归模型的最小一乘估计   总被引:5,自引:0,他引:5       下载免费PDF全文
研究了随机删失数据非线性回归模型的最小一乘(LAD)估计问题, 证明了LAD估计量的渐近性质, 包括相合性、依概率有界性和渐近正态性等. 模拟结果显示对删失数据回归问题, LAD估计仍比最小二乘估计(LSE)稳健.  相似文献   

3.
本文主要讨论Fréchet空间上ε-等距线性算子的等距逼近问题, 证明了任意有限维Fréchet空间之间的等距逼近问题都是肯定的; 无穷维Fréchet空间(s)空间上的等距逼近问题也是肯定的.  相似文献   

4.
一类解析函数的极值问题   总被引:1,自引:0,他引:1  
马进喜 《数学学报》1988,31(6):770-776
本文主要讨论了解析函数类 B(α)的极值问题。首先我们得到 B(α)上Fréchet 可导泛函所对应的极值函数的最好形式;最后我们部分地回答了 D.A.Brannan 提出的一个问题.  相似文献   

5.
设X是局部凸Fréchet空间,(Ω,Σ,μ)是非负有限测度空间,则LX1(μ,Σ)是完备的,从而也是局部凸Fréchet空间.  相似文献   

6.
长度偏差右删失数据是一类复杂的数据,观察到的数据分布与总体分布有所改变且其删失是有信息删失,通常的统计分析方法并不能直接应用到长度偏差数据中.本文将在长度偏差右删失数据下研究均值剩余寿命函数,提出其非参数估计方法,在估计中通过加入长度偏差右删失数据辅助信息,即截断变量和进入试验后的剩余存活时间同分布的辅助信息来提高估计的效率.虽然极大似然方法是有效估计,但是其构造复杂且计算需要迭代来实现,计算量大.为此,本文考虑通过简单的加入辅助信息的方法来构造估计量,并给出估计量的相合性及渐近正态性.本文提出的加入辅助信息估计方法与以往类似方法相比具有较简单的显式表达式,计算方便.  相似文献   

7.
在完全和右删失数据下,构造了回归函数g(x)的小波估计和改良小波估计,得到了估计量的若干强一致收敛速度。  相似文献   

8.
在type Ⅱ双删失数据场合.讨论了双参数Burr Ⅻ分布参数在各种损失函数下贝叶斯估计的一种近似算法,最后给出数值例子.  相似文献   

9.
一直到最近,有不少人认为,对于可分Hilbert空间,存在处处Gteaux可微、但处处Fréchet不可微的Lipschitz函数。为此,人们还构造了好几个“反例”;但遗憾的是,这些“反例”都是错的。最近,Preiss又构造了一个新的反例;这是一个ι~2上的Lipschitz函数,处处Gteaux可微,但仅在ι~2的一个残集上不Fréchet可微。 本文将对其对偶强可分的Banach空间(从而包括所有可分Hilbert空间)提出局部Lipschitz函数的两种殆可微性之间的肯定联系。由于有了Preiss的反例,由殆Gteaux可微是得不到殆Fréchet可微的;但是我们指出,如果对Gteaux微分▽f“略加一点连续性”,仍能得到殆Fréchet可微性。 我们证明下列定理: 定理.设E为可分Banach空间。那么,下列陈述是等价的: ⅰ) E的对偶E′强可分; ⅱ) 任何E的开集Ω上的局部Lipschitz函数f,只要它满足: a) f的Gteaux可微点集G是Ω的残集; b) Gteaux微分▽f:G→E′对于E′的w~*-拓扑连续; 必定也在Ω上殆Fréchet可微. 为了证明这个定理,我们需要Asplund空间、弱Asplund空间和广义梯度的概念。 根据Preiss的反例,我们不能去掉定理中的条件b)。同时,我们也不能把条件a)代替为 a′) f在Ω的残集G上Gteaux可微; 这是因为Lebourg已经证明:可分Banach空间上的局部Lipschitz函数殆Gteaux  相似文献   

10.
针对随机右删失数据, 就截尾时间变量的分布已知和未知两种情况, 构造了一类非参数回归函数的最近邻估计, 在适当的条件下得到估计量的强收敛速度.  相似文献   

11.
12.
As early as in 1990, Professor Sun Yongsheng, suggested his students at Beijing Normal University to consider research problems on the unit sphere. Under his guidance and encouragement his students started the research on spherical harmonic analysis and approximation. In this paper, we incompletely introduce the main achievements in this area obtained by our group and relative researchers during recent 5 years (2001-2005). The main topics are: convergence of Cesaro summability, a.e. and strong summability of Fourier-Laplace series; smoothness and K-functionals; Kolmogorov and linear widths.  相似文献   

13.
We study a class of self-similar processes with stationary increments belonging to higher order Wiener chaoses which are similar to Hermite processes. We obtain an almost sure wavelet-like expansion of these processes. This allows us to compute the pointwise and local Hölder regularity of sample paths and to analyse their behaviour at infinity. We also provide some results on the Hausdorff dimension of the range and graphs of multidimensional anisotropic self-similar processes with stationary increments defined by multiple Wiener–Itô integrals.  相似文献   

14.
Schr(o)dinger operator is a central subject in the mathematical study of quantum mechanics.Consider the Schrodinger operator H = -△ V on R, where △ = d2/dx2 and the potential function V is real valued. In Fourier analysis, it is well-known that a square integrable function admits an expansion with exponentials as eigenfunctions of -△. A natural conjecture is that an L2 function admits a similar expansion in terms of "eigenfunctions" of H, a perturbation of the Laplacian (see [7], Ch. Ⅺ and the notes), under certain condition on V.  相似文献   

15.
It is considered the class of Riemann surfaces with dimT1 = 0, where T1 is a subclass of exact harmonic forms which is one of the factors in the orthogonal decomposition of the spaceΩH of harmonic forms of the surface, namely The surfaces in the class OHD and the class of planar surfaces satisfy dimT1 = 0. A.Pfluger posed the question whether there might exist other surfaces outside those two classes. Here it is shown that in the case of finite genus g, we should look for a surface S with dimT1 = 0 among the surfaces of the form Sg\K , where Sg is a closed surface of genus g and K a compact set of positive harmonic measure with perfect components and very irregular boundary.  相似文献   

16.
17.
正Applied Mathematics-A Journal of Chinese Universities,Series B(Appl.Math.J.Chinese Univ.,Ser.B)is a comprehensive applied mathematics journal jointly sponsored by Zhejiang University,China Society for Industrial and Applied Mathematics,and Springer-Verlag.It is a quarterly journal with  相似文献   

18.
正Journal overview:Journal of Mathematical Research with Applications(JMRA),formerly Journal of Mathematical Research and Exposition(JMRE)created in 1981,one of the transactions of China Society for Industrial and Applied Mathematics,is a home for original research papers of the highest quality in all areas of mathematics with applications.The target audience comprises:pure and applied mathematicians,graduate students in broad fields of sciences and technology,scientists and engineers interested in mathematics.  相似文献   

19.
A cumulative-capacitated transportation problem is studied. The supply nodes and demand nodes are each chains. Shipments from a supply node to a demand node are possible only if the pair lies in a sublattice, or equivalently, in a staircase disjoint union of rectangles, of the product of the two chains. There are (lattice) superadditive upper bounds on the cumulative flows in all leading subrectangles of each rectangle. It is shown that there is a greatest cumulative flow formed by the natural generalization of the South-West Corner Rule that respects cumulative-flow capacities; it has maximum reward when the rewards are (lattice) superadditive; it is integer if the supplies, demands and capacities are integer; and it can be calculated myopically in linear time. The result is specialized to earlier work of Hoeffding (1940), Fréchet (1951), Lorentz (1953), Hoffman (1963) and Barnes and Hoffman (1985). Applications are given to extreme constrained bivariate distributions, optimal distribution with limited one-way product substitution and, generalizing results of Derman and Klein (1958), optimal sales with age-dependent rewards and capacities.To our friend, Philip Wolfe, with admiration and affection, on the occasion of his 65th birthday.Research was supported respectively by the IBM T.J. Watson and IBM Almaden Research Centers and is a minor revision of the IBM Research Report [6].  相似文献   

20.
In this paper, we study the commutators generalized by multipliers and a BMO function. Under some assumptions, we establish its boundedness properties from certain atomic Hardy space Hb^p(R^n) into the Lebesgue space L^p with p 〈 1.  相似文献   

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