ASSESSMENT OF LOCAL INFLUENCE FOR F-TEST IN LINEAR REGRESSION MODEL

1.IntroductionTheaimofthediagnosticsandinfluenceanalysisistoidentifytheoutliersorinfluelltialobservationsthatsubstantiallyaffecttheparameterestimatesandstatisticalinference.Therelatedworkthathasreceivedconsiderableattentioninlinearregressionmodelistheinfluenceontheregressioncoefficients(see[l--4]).Theinfluencefortheotheraspectsoflinearregressionmodelsuchasconfidenceregionshasalsobeenconsideredby[5].However,theinfluenceonFiestreceivedlessattentionasweknowtheF-testisverysensitivetotheinfluentia…     

基于线性约束的系数矩阵可调的管理决策NLP模型

本文是文献［１］的继续，依据约束理论原理，给出了当系数矩阵Ａ可调时，确定线性约束Ａｘ≤ｂ的并行管理决策ＮＬＰ模型的“瓶颈”约束元素的定量方法，并提出了通过“松弛”瓶颈约束以有效地提高管理决策的整体综合效益的管理决策流程     

MODEL SELECTION FOR LOG-LINEAR MODELS OF CONTINGENCY TABLES

In this paper, we propose an information-theoretic-criterion-based model selection procedure for log-linear model of contingency tables under multinomial sampling, and establish the strong consistency of the method under some mild conditions. An exponential bound of miss detection probability is also obtained. The .selection procedure is modified so that it can be used in practice. Simulation shows that the modified method is valid. To avoid selecting the penalty coefficient in the information criteria, an alteruative selection procedure is given.     

ESTIMATION AND INFERENCE FOR VARYING-COEFFICIENT REGRESSION MODELS WITH ERROR-PRONE COVARIATES

This paper studies the estimation and inference for a class of varying-coefficient regression models with error-prone covariates. The authors focus on the situation where the covariates are unobserved, there are no repeated measurements and the covariance matrix of the measurement errors is unknown, but some auxiliary information is available. The authors propose an instrumental variable type local polynomial estimator for the unknown varying-coefficient functions, and show that the estimator achieves the optimal nonparametric convergence rate, is asymptotically normal, and avoids using undersmoothing to allow the bandwidths to be selected using data-driven methods. A simulation is carried out to study the finite sample performance of the proposed estimator, and a real date set is analyzed to illustrate the usefulness of the developed methodology.     

A HYBRID POLYNOMIAL ALGORITHM FOR LINEAR PROGRAMMING

ＡＨＹＢＲＩＤＰＯＬＹＮＯＭＩＡＬＡＬＧＯＲＩＴＨＭＦＯＲＬＩＮＥＡＲＰＲＯＧＲＡＭＭＩＮＧ￥ＨＵＡＮＧＳａｉｎｇ（ＤｅｐａｒｔｍｅｎｔｏｆＩｎｆｏｒｍａｔｉｏｎａｎｄＳｙｓｔｅｍｓＭａｎａｇｅｍｅｎｔ，ＣｏｌｌｅｇｅｏｆＢｕｓｉｎｅｓｓａｎｄＭａｎ...     

A FAST PROCEDURE OF VARIABLE SELECTION IN LINEAR REGRESSION MODEL

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.     

ESTIMATION METHOD FOR SOLUTIONS TO GENERAL LINEAR SYSTEM OF VOLTERRA INTEGRAL INEQUALITIES INVOLVING ITERATED INTEGRAL FUNCTIONALS

1. IntroductionThe study of Volterra-type integral inequalities had aroused much research illterest on thepart number of authors. In recent years, various VOlterra inequalities involving iterated illtegralfunctionals have also been investigated. We refer to 11--14] for related results for such inequalitiesin one independent variable. However, there is no result reported in the literature which isconcerned with arbitrary finite systems consisting of such integral inequalities. Obviously suchk…     

求解线性三对角方程组的解耦分解方法

本文给出了求解线性三对角方程组的解耦分解方法,并讨论了在计算机上求解的复杂性分析。理论分析和数值实验的结果表明,该解耦分解方法是有效的。特别值得一提的是,对于MIMD多处理机系统,此解耦分解方法是一求解线性三对角方程组的有效并行算法。     

A PRACTICAL METHOD FOR IMPROVING CONSISTENCY OF JUDGEMENT MATRIX IN THE AHP

In this paper, an approach to improving consistency of judgement matrix in the Analytic Hierarchy Process (AHP) is presented, which utilizes the eigenvector to revise a pair of entries of judgement matrix each time. By using this method, any judgement matrix with a large C.R. can be modified to a matrix which can both tally with the consistency requirement and reserve the most information that the original matrix contains. An algorithm to derive a judgement matrix with acceptable consistency (i.e., C.R. < 0.1) and two criteria of evaluating modificatory effectiveness are also given.     

A CUTTING PLANE METHOD FOR LINEAR BILEVEL PROGRAMS

1.IntroductionThebilevelprogr~ngproblem(BLPP),anoptimizationproblemwithaspecialconstraintfunctionwhichisimplicitlydeterminedbyanotheroptimizationproblem,hasreceivedmuchatteDtionofresearchersduringthelastdecade.Falkll]pioneeredtheworkbystudyingthegeneralmad-minproblem,aspecialcaseoflinearBLPP,andproposedamethodbasedonbranch-and-boundandlinearprogrammingtechniques.BialasandKar.an[2]investigatedthegeometricpropertiesofthefeasibleregionofthelinearBLPPandshowedthatsolutionsoftheproblemmayoccu…     

Box—Cox变换模型模拟矩估计方法研究

基于对Ｂｏｘ－Ｃｏｘ变换模型参数估计方法的研究，分析了极大似然方法之不足，提出了相应参数估计方法——基于残差的广义模拟矩估计方法，并研制了相应的算法．该方法同时解决了Ｂｏｘ－Ｃｏｘ变换模型出现序列相关与异方差时的参数估计问题，力求反映真实模型．算例则验证了方法的有效性     

A NEW ALGORITHM FOR PURX O-1 LINEAR PROGRAMS WITH INEQUALITY CONSTRAINTS

ＡＮＥＷＡＬＧＯＲＩＴＨＭＦＯＲＰＵＲＸＯ－１ＬＩＮＥＡＲＰＲＯＧＲＡＭＳＷＩＴＨＩＮＥＱＵＡＬＩＴＹＣＯＮＳＴＲＡＩＮＴＳ￥ＣＨＥＮＪｉａｎｆｅｉ（ＢｉｏｃｈｅｍｉｃａｌＥｎｇｉｎｅｅｒｉｎｇＳｔａｔｅＫｅｙＬａｂｏｒａｔｏｒｙ，Ｂｅｉｊｉｎｇ１０...     

ASYMPTOTIC NORMALITY OF SOME ESTIMATORS IN A FIXED-DESIGN SEMIPARAMETRIC REGRESSION MODEL WITH LINEAR TIME SERIES ERRORS

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.     

HIGHLY NONCONFORMING FINITE ELEMENT APPROXIMATIONS FOR A FOURTH ORDERVARIATIONAL INEQUALITY WITH CURVATURE OBSTACLE

The purpose of this paper is to obtain the optimal error estimates of O(h) for the highly nonconforming elements to a fourth order variational inequality with curvature obstacle in a convex domain with simply supported boundary by using the novel function splitting method and the orthogonal properties of the nonconforming finite element spaces.Morley‘s element approximation is our special case.     

A MATHEMATICAL PROGRAMMING MODEL FOR THE COEXISTENCE OF COMPETITIONS AND COOPERATIONS PROBLEMS

We study in this paper a mathematical programming model for the coexistence of competitions and cooperations problems. We introduce a new solution concept, s-optimal solution for the problem, which always exists under compact and continuous conditions. It is shown that an s-optimal solution can be obtained by solving a nonlinear programming problem. Some examples are given to explain how to compute an s-optimal solution.