共查询到18条相似文献,搜索用时 46 毫秒
1.
安柏庆 《系统科学与复杂性》1989,(3)
In many situations,we are interested in selection of important variables whichare adequate for prediction under a linear regression model.In this paper,a fast selectionprocedure is proposed and is proved to be strongly consistent.Also,the convergence rate ofmisjudgement probability is given. 相似文献
2.
ZHANGSanguo CHENXiru 《系统科学与复杂性》2003,16(4):438-445
This paper studies the parameter estimation of multiple dimensional linear errors-in-variables (EV) models in the case where replicated observations are available in some experimental points. Asymptotic normality is established under mild conditions, and the parameters entering the asymptotic variance are consistently estimated to render the result useable in the construction of large-sample confidence regions. 相似文献
3.
OPTIMALGLOBALRATESOFCONVERGENCEOFM-ESTIMATESFORNONPARAMETRICREGRESSIONSHIPeide;LIGuoying(InstituteofSystemsScience,AcademiaSi... 相似文献
4.
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)′. 相似文献
5.
6.
HUANG Fanglun 《系统科学与复杂性》2004,(2)
Let be Holder space and G = L2([0, 1]d) with the inner product given byThis paper considers the embedding operator S : H →G,S(f) = f, f ∈ H . We prove thatwhere en(S,Astd ) and en(S, Aall ) denote the nth minimal error of standard and linear information respectively in the worst case, average case and randomized settings, and C is a constant. 相似文献
7.
ASYMPTOTIC NORMALITY OF SOME ESTIMATORS IN A FIXED-DESIGN SEMIPARAMETRIC REGRESSION MODEL WITH LINEAR TIME SERIES ERRORS 总被引:2,自引:0,他引:2
Jinhong YOU 《系统科学与复杂性》2004,17(4):511-522
Consider a semiparametric regression model with linear time series errors Yk = x'kβ g(tk) εk, 1 < k < n, where Yk's are responses, xk = (xk1,xk2,..... ,xkp)' and tk ∈T ∪R are fixed design points, β= (β1, β2, ....., βp)' is an unknown parameter vector, g(.) is an unknown bounded real-valued function defined on a compact subset T of the real line R, and εk is a linear process given by εk = ∑j=0∞j(?)ek-j,(?)= 1, where , are i.i.d. random variables. In this paper we establish the asymptotic normality of the least squares estimator of β, a smooth estimator of g(.), and estimators of the autocovariance and autocorrelation functions of the linear process εk. 相似文献
8.
WU Jianhua 《系统科学与复杂性》1994,(3)
STABILITYOFSTEADY-STATESOLUTIONSOFTHECOMPETITIONMODELINTHECHEMOSTAT¥WUJianhua(Xi'anInstituteofHighway,Xi,an710064,China)LIYan... 相似文献
9.
ONCONVERGENCEANDRATEOFCONVERGENCEOFALGORITHMSINTHEMOVER-STAYERMODELWANGDongqian;Lawoko,C.R.O.(DepartmentofStatistics,MasseyUn... 相似文献
10.
GLOBAL AND LOCAL BIFURCATION IN PERTURBATIONS OF NON-SYMMETRY AND SYMMETRY OF HAMILTONIAN SYSTEM 总被引:3,自引:0,他引:3
LIU Zhengrong 《系统科学与复杂性》1995,(4)
GLOBALANDLOCALBIFURCATIONINPERTURBATIONSOFNON-SYMMETRYANDSYMMETRYOFHAMILTONIANSYSTEM¥LIUZhengrong(InstituteofAppliedMathemati... 相似文献
11.
ESTIMATION OF A KIND OF JUMP REGRESSION FUNCTION 总被引:1,自引:0,他引:1
邱培华 《系统科学与复杂性》1991,(1)
Research on jump regression func(?)ons has not been adequate yet According to theinformation about the number of jumps,their positions and jump magnitudes,jump regressionfunctions can be classified into eight types.This paper deals especially with the secondjump regression function.First of all,a concept of trimmed spline estimate is proposed andwith it an L~2-consistent estimate of the smoothing part of the jump regression function isobtained.This along with the L~2-consistent estimate of jump magnitude constitutes an estimateof the second jump regression function.This paper discusses also the case that the jumppositions have some indeterminacy.A new criterion is suggested and its unique solutionderived.In the end,a few numerical results are given. 相似文献
12.
SHI Peide 《系统科学与复杂性》1994,(3)
ONB-SPLINEM-ESTIMATORSINASEMIPARAMETRICREGRESSIONMODEL¥SHIPeide(DepartmentofProbabilityandStatistics,PekingUniversity,Beijng1... 相似文献
13.
1 IntroductionThere are obvious reasons for the popularity of linear regression among which are illter-pretation and simplicity in computation. But this does not mean that a llnear relationship isalways sufficient. In some aPpllcations, the mean is linearly related to some variables but therelation to additiona1 variables are not easily parameterized. Partly linear models become thenatural choices in such aPplicationst the linear model is drinimally altered to allow one or a fewof the indepen… 相似文献
14.
LI Xuejing DU Jiang LI Gaorong 《系统科学与复杂性》2014,(6):1227-1246
This paper employs the SCAD-penalized least squares method to simultaneously select variables and estimate the coefficients for high-dimensional covariate adjusted linear regression models. The distorted variables are assumed to be contaminated with a multiplicative factor that is determined by the value of an unknown function of an observable covariate. The authors show that under some appropriate conditions, the SCAD-penalized least squares estimator has the so called "oracle property". In addition, the authors also suggest a BIC criterion to select the tuning parameter, and show that BIC criterion is able to identify the true model consistently for the covariate adjusted linear regression models. Simulation studies and a real data are used to illustrate the efficiency of the proposed estimation algorithm. 相似文献
15.
SHI Peide 《系统科学与复杂性》1995,(2)
ROBUSTNONPARAMETRICREGRESSIONBASEDONL_1-NORMANDB-SPLINESSHIPeide(DepartmentofProbabilityandStatistics,PekingUniversity,Beijin... 相似文献
16.
SHI Lei 《系统科学与复杂性》1999,(1)
1.IntroductionTheaimofthediagnosticsandinfluenceanalysisistoidentifytheoutliersorinfluelltialobservationsthatsubstantiallyaffecttheparameterestimatesandstatisticalinference.Therelatedworkthathasreceivedconsiderableattentioninlinearregressionmodelistheinfluenceontheregressioncoefficients(see[l--4]).Theinfluencefortheotheraspectsoflinearregressionmodelsuchasconfidenceregionshasalsobeenconsideredby[5].However,theinfluenceonFiestreceivedlessattentionasweknowtheF-testisverysensitivetotheinfluentia… 相似文献
17.
1.IntroductionMultivariatesurfaceestimationisanimportantproblemforwhichseveralmethodologieshavebeendevelopedwiththeaimofconstructinganestimatorg,,(x)ofaJ--dimensionalsurfacego(x)basedonnoisyobservations{(Xi,K),15i5n}.Existingestimatorsofgoareobtainedonthe… 相似文献
18.
CHEN Xiru 《系统科学与复杂性》1995,(1)
STRONGCONSISTENCYOFM-ESTIMATESOFMULTIPLEREGRESSIONCOEFFICIENTSCHENXiru(GraduateSchooloftheChineseAcademyofSciences,Beijing100... 相似文献