嵌套Logistic模型的矩估计

讨论多元极值分布嵌套 Logistic模型 ,给出了分布参数的矩估计及其渐近协方差阵元素的显式表示和数值结果 .当边缘参数相等时 ,用合并样本估计公共参数 ,可以提高估计量的精度 .     

威布尔部件的经验贝叶斯评估

在逐步增加Ⅱ型截尾寿命试验下, 讨论了威布尔部件可靠性指标的估计及性质. 基于Linex损失函数, 给出了威布尔部件寿命分布参数、可靠度函数及失效率函数的一致最小方差无偏估计、贝叶斯估计及经验贝叶斯估计, 并证明了经验贝叶斯估计的渐进最优性. 最后运用Monte-Carlo方法对各种估计 的均方误差进行了模拟比较. 结果表明, 经验贝叶斯估计精度高.     

ALL ADMISSIBLE LINEAR ESTIMATES OF REGRESSION COEFFICIENTS UNDER MATRIX LOSS

The necessary and sufficient conditions for a linear estimator of a linear estimable functionof regression coefficients in a general fixed effects linear model with the assumptions of normality to beadmissible in the class of all estimators under matrix liss function are given.For a general randomeffects or mixted effects linear model the necessary and sufficient conditions are obtained too.     

QUADRATIC ADMISSIBLE ESTIMATE OF COVARIANCE IN PSEUDO-ELLIPTICAL CONTOURED DISTRIBUTION

This article mainly discusses the admissibility of quadratic estimate of covariance in pseudo-elliptical distribution.Under the quadratic loss function,the necessary and sufficient conditions thata quadratic estimator is an admissible estimator of covariance in the class of quadratic estimators areobtained.A complete class of the quadratic estimator class is also given.     

A LAW OF THE ITERATED LOGARITHM FOR RANDOM WINDOW-WIDTH KERNEL ESTIMATOR OF A NONPARAMETRIC REGRESSION FUNCTION

In this paper we study the estimation of the regression function.We establish a law ofthe iterated logarithm for the random window-width kernel estimator and,as an application,fora nearest neighbor estimator.These results give sharp pointwise rates of strong consistency ofthese estimators.     

Statistical analysis of generalized exponential distribution under progressive censoring with binomial removals

The estimation of generalized exponential distribution based on progressive censoring with binomial removals is presented,where the number of units removed at each failure time follows a binomial distribution.Maximum likelihood estimators of the parameters and their confidence intervals are derived.The expected time required to complete the life test under this censoring scheme is investigated.Finally,the numerical examples are given to illustrate some theoretical results by means of Monte-Carlo simulation.     

ROBUST NONPARAMETRIC REGRESSION BASED ON L_1-NORM AND B-SPLINES

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两参数Pareto分布逐步首失效样本的Bayes估计

基于新的失效截尾模式——逐步增加首失效截尾, 研究两参数Pareto分布可靠性指标的Bayes估计问题. 在对称和非对称损失下, 获得了可靠性指标的Bayes估计. 对超参数未知情形, 利用一种新方法给出超参数估计. 为了研究估计结果的精确性, 利用Monte-Carlo方法给出一个数值模拟例子.     

中值滤波器性能研究

本文应用概率理论分析了中值滤波器的性能。从随机变量的序分布入手,导得了中值滤波器在一般分布情况下的性能参数公式和指数分布及正态分布两种特殊情况下的滤波器性能参数。分析方法和导出的公式对实际应用环境中的中值滤波器的设计和应用具有指导意义。     

ON INADMISSIBILITY OF SOME USUAL ESTIMATORS OF LOSS INCURRED IN ESTIMATING ERROR VARIANCE

Under multivariant normal linear models, it is proved that usual loss estima-tors based on the uniformly minimum variance unbiased estimator and the best affinelyequivariant estimator of error variance are inadmissible with squared error loss.     

STRONGLY CONSISTENT ESTIMATION FOR A MULTIVARIATE LINEAR RELATIONSHIP MODEL WITH ESTIMATED COVARIANCES MATRIX

1 IntroductionSuppose that the true values Of a set of variables satisfy exact linear relationships, but theyare unobserved. We can Obtain the Observed values which are the sums of the true values anderrors of measurement. The model is described as follows. A set of rmdimensional vectors {xh}satisfyB'xk or = 0, k = 1,2,'' t (1.1)where B is an m x p parameter mains with rank p < m and o is a p x 1 parameter vector. Weobserved {Zk}, which are m x 1 random vectors and satisfyZk = ac ed, …     

地震损失风险的Copula混合分布模型及其应用

地震造成的损失主要包括直接经济损失和人员伤亡.本文以我国1950-2015年期间的地震灾害统计数据作为研究样本,建立了地震灾害造成的直接经济损失和死亡人数的Copula混合分布模型.在该模型中,用右截断的Gumble分布与广义帕累托分布构造的混合分布拟合对数直接经济损失,用两端截断的负二项分布与广义帕累托分布构造的混合分布拟合死亡人数,用Copula函数建立直接经济损失与死亡人数之间的相依关系,并通过蒙特卡罗模拟计算风险相依情况下地震灾害的风险度量值.与传统的地震灾害模型相比,本文提出的直接经济损失与死亡人数的Copula混合分布模型对巨灾数据的拟合更加合理,为我国建立地震巨灾保险制度提供了一种可供选择的精算模型.     

AN IMPROVED MULTIVARIATE LOSS FUNCTION APPROACH TO OPTIMIZATION

The basic purpose of a quality loss function is to evaluate a loss to customers in a quantitativemanner.Although there are several multivariate loss functions that have been proposed and studied inthe literature,it has room for improvement.A good multivariate loss function should represent anappropriate compromise in terms of both process economics and the correlation structure amongvarious responses.More important,it should be easily understood and implemented in practice.According to this criterion,we first introduce a pragmatic dimensionless multivariate loss functionproposed by Artiles-Leon,then we improve the multivariate loss function in two respects:one ismaking it suitable for all three types of quality characteristics;the other is considering correlationstructure among the various responses,which makes the improved multivariate loss function moreadequate in the real world.On the bases of these,an example from industrial practice is provided tocompare our improved method with other methods,and la     

DESIGNING THE OPTIMUM CONFIGURATIONS OF CIRCULAR AND SPHERICAL PRODUCT SPECIFICATIONS FOR MULTIPLE QUALITY CHARACTERISTICS

1. Introduction The problem of determining an optimal tolerance is equivalent to the problem of determining optimal specification limits, since the term tolerance refers to the distance between its lower and upper specification limits. Functional performance and economic considerations are the two primary factors affecting the design of tolerances. A tighttolerance usually implies high manufacturing cost due to additional manufacturing operations, slow processing rates, additional care on part…     

Weak Representation of the Survival Function Under Semiparametric Model for Truncated and Censored Data

In this paper we study semiparametric estimators of the survival function and the cumulative hazard function based on left truncated and right censored data. Weak representations of the two estimators are derived, which are valid up to a given order statistic of the observations.     

基于Copula的带截面相关二元选择面板模型估计研究

在很多情况下个体之间都会存在相关性,如果在利用极大似然估计时假设二元选择面板模型的扰动项是相互独立的, 那么模型参数的估计结果将不再是有效的.为此,通过将截面相关性纳入模型,构造了基于Copula函数的似然函数, 提出了一种两阶段极大似然估计,并证明了估计量的一致性和渐近正态性,以及方差的渐近形式.蒙特卡罗模拟表明新的估计方法明显改善了估计量的有效性.利用这个方法研究了国内上市公司现金分红行为的影响因素,发现销售增长率由不显著变得较为显著.     

ADMISSIBILITY OF LINEAR ESTIMATORS OF REGRESSION COEFFICIENTS IN THE CLASS OF ALL ESTIMATORS UNDER THE MATRIX LOSS FUNCTION

For the general fixed effects linear model:Y=Xτ+ε,ε～N(0,V)(or N(0,σ~2V)),V≥0,we obtain the necessary and sufficient condition for LY+α to be admissible for Sτ in the class of allestimators under matrix loss function(d-Sτ)(d-Sτ)′;for the general random effects linear model:Y=Xβ+ε,(?)where (?)=XV_(11)X′+XV_(12)+V_(21)X′+V_(22)≥0,we also obtain the necessary and sufficient condition for LY+α to be admissible for Sα+Qβin the class of all estimators under matrix loss function(d-Sα-Qβ)(d-Sα-Qβ)′.     

异方差非参数回归模型均值与方差变点的小波估计与应用

金融市场中,受突发事件的影响反映资产平均收益的均值函数和反映资产收益波动的方差函数都有可能出现变点. 本文讨论了均值和方差都存在变点的异方差非参数回归模型的变点估计问题. 给出均值函数与方差函数的局部线性估计,利用函数小波系数的特性求得均值与方差变点位置的估计值并给出其收敛速度.在模拟实验中分析变点估计值的样本特性及均值变点估计与方差变点估计的相互影响.最后通过对两组股票数据的均值变点和方差变点进行估计,说明方法的有效性.     

数论网格法在极大似然估计中的应用

复杂似然函数的多峰性使得极大似然估计的求解存在很大困难。针对这一问题,提出了求解极大似然估计问题的数论网格法。讨论了数论网格法的特点,理论分析了其算法精度,给出了基于数论网格的序贯优化算法的计算步骤,研究了初始搜索区域和算法初始参数的确定方法。最后,以两参数威布尔分布参数极大似然估计为例,给出了极大似然估计的计算过程,比较了序贯优化算法和对分法的估计结果,说明了序贯优化算法的有效性和计算效率。     

一种改进的距离差定位算法

针对近似平面布局的距离差测量定位系统,提出了一种改进SX(sphericalintersection)定位算法。该算法首先求解目标的高度,避免了方程系数矩阵病态,因而在算法量相当的情况下,可获得较好的目标定位精度。通过加权最小二乘估计来有效地利用系统的冗余信息。分析了它的定位性能并给出了加权估计的权矩阵近似公式,同现有的定位方法以及克拉美 罗下限(CRLB)进行了仿真比较。