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长程相依情形下部分线性回归模型的估计理论(英文) 被引量:7
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作者 杨瑛 《数学进展》 CSCD 北大核心 1999年第5期411-426,共16页
讨论固定设计点部分线性模型Yn,j=xn,jβ+g(tn,j)+En,jj=1,2,…;n,其中(xn,j,tn,j)∈R×[0,1]是非随机的固定设计点,β是待估计的本知参数,g(.)是定义在[0,1]则上的未知的光滑函数,{En,j}是长程相依的随机误差.本... 讨论固定设计点部分线性模型Yn,j=xn,jβ+g(tn,j)+En,jj=1,2,…;n,其中(xn,j,tn,j)∈R×[0,1]是非随机的固定设计点,β是待估计的本知参数,g(.)是定义在[0,1]则上的未知的光滑函数,{En,j}是长程相依的随机误差.本文在一定的正则性条件下得到了部分线性模型中参数β和函数g(.)的估计的弱相合性、均方相合性和收敛速度,同时得到了这些估计的渐近表示和渐近分布.本文所得到的结果与独立和弱相依情形下的结果有很大的差别. 展开更多
关键词 部分线性回归 相合性 长程相依 非中心极限定理
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UNSTEADY INTERFACIAL WAVES DUE TO SINGULARITIES IN TWO SEMI-INFINITE INVISCID FLUIDS 被引量:3
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作者 LU Dong-qiang WEI Gang YOU Yun-xiang 《Journal of Hydrodynamics》 SCIE EI CSCD 2005年第6期730-736,共7页
The generation of unsteady interfacial gravity waves by a singularity immersed in two semi-infinite fluids was analytically investigated in detail by the methods of integral transform and of stationary-phase analysis.... The generation of unsteady interfacial gravity waves by a singularity immersed in two semi-infinite fluids was analytically investigated in detail by the methods of integral transform and of stationary-phase analysis. The fluids were assumed to be initially stationary, immiscible, inviscid and incompressible. The disturbed flows, generated by an impulsive and oscillatory source/dipole immersed above or be neath the interface, were governed by the I.aplace equations. The kinematic and dynamic boundary conditions on the interface were linearized for the small-amplitude waves. By means of the stationary phase analysis on the exact integral form solutions, the asymptotic representations for the interracial waves were derived for large time with a fixed distance to time ratio. The relation between a submerged singularity and a sur face pressure point was discussed. It is found that the local wavelength and the local wave period of the interracial waves are elongated in comparison with those of free-surface waves for a single fluid. 展开更多
关键词 interfacial waves SINGULARITY two-fluid system asymptotic representation
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On solitary waves.Part 2 A unified perturbation theory for higher-order waves 被引量:3
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作者 Theodore Yaotsu Wu Xinlong Wang Wendong Qu 《Acta Mechanica Sinica》 SCIE EI CAS CSCD 2005年第6期515-530,共16页
A unified perturbation theory is developed here for calculating solitary waves of all heights by series expansion of base flow variables in powers of a small base parameter to eighteenth order for the one-parameter fa... A unified perturbation theory is developed here for calculating solitary waves of all heights by series expansion of base flow variables in powers of a small base parameter to eighteenth order for the one-parameter family of solutions in exact form, with all the coefficients determined in rational numbers. Comparative studies are pursued to investigate the effects due to changes of base parameters on (i) the accuracy of the theoretically predicted wave properties and (ii) the rate of convergence of perturbation expansion. Two important results are found by comparisons between the theoretical predictions based on a set of parameters separately adopted for expansion in turn. First, the accuracy and the convergence of the perturbation expansions, appraised versus the exact solution provided by an earlier paper [1] as the standard reference, are found to depend, quite sensitively, on changes in base parameter. The resulting variations in the solution are physically displayed in various wave properties with differences found dependent on which property (e.g. the wave amplitude, speed, its profile, excess mass, momentum, and energy), on what range in value of the base, and on the rank of the order n in the expansion being addressed. Secondly, regarding convergence, the present perturbation series is found definitely asymptotic in nature, with the relative error δ (n) (the relative mean-square difference between successive orders n of wave elevations) reaching a minimum, δm at a specific order, n = n both depending on the base adopted, e.g. nm,α= 11-12 based on parameter α (wave amplitude), nm,δ = 15 on δ (amplitude-speed square ratio), and nm.ε= 17 on ε ( wave number squared). The asymptotic range is brought to completion by the highest order of n = 18 reached in this work. 展开更多
关键词 Solitary waves on water Unified perturbation theory Base functions Base parameters asymptotic representation
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FREE-SURFACE WAVES AND FAR WAKES GENERATED BY A FLOATING BODY IN A VISCOUS FLUID 被引量:3
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作者 Lu Dong-qiang Department of Mechanical Engineering, The University of Hong Kong, Hong Kong, China Shanghai Institute of Applied Mathematics and Mechanics, Shanghai University, Shanghai 200072, China 《Journal of Hydrodynamics》 SCIE EI CSCD 2003年第4期10-16,共7页
The free-surface waves and the flow field due to a body moving on the surfaceof an incompressible viscous fluid of infinite depth were studied analytically. The floating bodywas modeled as a normal point pressure on t... The free-surface waves and the flow field due to a body moving on the surfaceof an incompressible viscous fluid of infinite depth were studied analytically. The floating bodywas modeled as a normal point pressure on the free surface. Based on the Oseen approximation forgoverning equations and the linearity assumption for boundary conditions, the exact solutions inintegral form for the free-surface elevation, the velocities and the pressure were given. Byemploying Lighthill's two-stage scheme, the asymptotic representations in far field for largeReynolds numbers were derived explicitly. The effect of viscosity on the wave profiles was expressedby an exponential decay factor, which removes the singular behavior predicted by the potentialtheory. 展开更多
关键词 free-surface waves velocity distribution floating body viscosity asymptotic representation light-hill's two-stage scheme
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Some large sample properties of an estimator of the hazard function from randomly censored data 被引量:1
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作者 王启华 《Chinese Science Bulletin》 SCIE EI CAS 1995年第8期632-635,共4页
In many lifetime studies, some of the subjects under study are censored on the righ bya prior censoring time. We observe only the censored data. It is important to estimatethe life characteristics of the subjects. Let... In many lifetime studies, some of the subjects under study are censored on the righ bya prior censoring time. We observe only the censored data. It is important to estimatethe life characteristics of the subjects. Let T<sub>1</sub>, T<sub>2</sub>,…, T<sub>n</sub> be independent and identically dis-tributed nonnegative random variables with common continuous distribution funtion F 展开更多
关键词 WEAK convergence STRONG CONSISTENCY asymptotic representation asymptotic normality.
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Asymptotic Properties of Wavelet Estimators in Partially Linear Errors-in-variables Models with Long-memory Errors 被引量:1
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作者 Hong-chang HU Heng-jian CUI Kai-can LI 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2018年第1期77-96,共20页
While the random errors are a function of Gaussian random variables that are stationary and long dependent, we investigate a partially linear errors-in-variables(EV) model by the wavelet method. Under general condit... While the random errors are a function of Gaussian random variables that are stationary and long dependent, we investigate a partially linear errors-in-variables(EV) model by the wavelet method. Under general conditions, we obtain asymptotic representation of the parametric estimator, and asymptotic distributions and weak convergence rates of the parametric and nonparametric estimators. At last, the validity of the wavelet method is illuminated by a simulation example and a real example. 展开更多
关键词 partially linear errors-in-variables model nonlinear long dependent time series wavelet estimation asymptotic representation asymptotic distribution weak convergence rates
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Generation of unsteady waves by concentrated disturbances in an inviscid fluid with an inertial surface 被引量:2
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作者 D.Q.Lu S.Q.Dai 《Acta Mechanica Sinica》 SCIE EI CAS CSCD 2008年第3期267-275,共9页
The surface waves generated by unsteady concentrated disturbances in an initially quiescent fluid of infinite depth with an inertial surface are analytically investigated for two- and three-dimensional cases. The flui... The surface waves generated by unsteady concentrated disturbances in an initially quiescent fluid of infinite depth with an inertial surface are analytically investigated for two- and three-dimensional cases. The fluid is assumed to be inviscid, incompressible and homogenous. The inertial surface represents the effect of a thin uniform distribution of non-interacting floating matter. Four types of unsteady concentrated disturbances and two kinds of initial values are considered, namely an instantaneous/oscillating mass source immersed in the fluid, an instantaneous/oscillating impulse on the surface, an initial impulse on the surface of the fluid, and an initial displacement of the surface. The linearized initial-boundary-value problem is formulated within the framework of potential flow. The solutions in integral form for the surface elevation are obtained by means of a joint Laplace-Fourier transform. The asymptotic representations of the wave motion for large time with a fixed distance- to-time ratio are derived by using the method of stationary phase. The effect of the presence of an inertial surface on the wave motion is analyzed. It is found that the wavelengths of the transient dispersive waves increase while those of the steady-state progressive waves decrease. All the wave amplitudes decrease in comparison with those of conventional free-surface waves. The explicit expressions for the freesurface gravity waves can readily be recovered by the present results as the inertial surface disappears. 展开更多
关键词 WAVES Inertial surface Concentrated disturbances asymptotic representation
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SOME LARGE SAMPLE PROPERTIES OF AN ESTIMATOR OF THE HAZARD FUNCTION FROM RANDOMLY CENSORED DATA
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作者 王启华 《Acta Mathematica Scientia》 SCIE CSCD 1997年第2期230-240,共11页
In this paper, A nonparametric hazard estimator is introduced. Weak convergence and strong uniformly consistency of the proposed estimator lambda(n)(t) are investigated on a bounded interval, respectively. An asymptot... In this paper, A nonparametric hazard estimator is introduced. Weak convergence and strong uniformly consistency of the proposed estimator lambda(n)(t) are investigated on a bounded interval, respectively. An asymptotic representation of lambda(n)(t) is also given, and the asymptotic representation is used to prove asymptotic normality of the hazard estimator. 展开更多
关键词 weak convergence strong consistency asymptotic representation asymptotic normality
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Statistical Inference for Simple Tree Order in the Means of Stochastic Order on Stratified Contingency Tables
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作者 YAN Guoyi1,2, CHEN Jingjing3 1.School of Mathematics and Statistics, Wuhan University, Wuhan 430072, Hubei, China 2. School of Sciences, Wuhan Institute of Technology, Wuhan 430074, Hubei, China 3. School of Sciences, Wuhan University of Science and Technology, Wuhan 430081, Hubei, China 《Wuhan University Journal of Natural Sciences》 CAS 2010年第2期93-98,共6页
In this paper, we consider testing the hypothesis that all multinomial populations in the stratified contingency table are identically distributed against the alternative that all these popula- tions are in simple tre... In this paper, we consider testing the hypothesis that all multinomial populations in the stratified contingency table are identically distributed against the alternative that all these popula- tions are in simple tree order. We provide an asymptotic represen- tation of the order-restricted maximum likelihood estimate of the unknown parameters. The resulting estimators are proven to be ~n-consistent and asymptotically normal under appropriate conditions. A chi-squared test method is used for this hypothesis test problem. A real data set is applied to illustrate our theoretical result. 展开更多
关键词 simple tree order chi-squared test asymptotic representation asymptotic distribution
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Estimation of Distribution Function Based on Presmoothed Relative-Risk Function
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作者 Abdurakhim Akhmedovich Abdushukurov Sukhrob Bakhodirovich Bozorov Dilshod Ravilovich Mansurov 《Applied Mathematics》 2022年第2期191-204,共14页
In this article, the lifetime data subjecting to right random censoring is considered. Nonparametric estimation of the distribution function based on the conception of presmoothed estimation of relative-risk function ... In this article, the lifetime data subjecting to right random censoring is considered. Nonparametric estimation of the distribution function based on the conception of presmoothed estimation of relative-risk function and the properties of the estimator by using methods of numerical modeling are discussed. In the model under consideration, the estimates were compared using numerical methods to determine which of the estimates is actually better. 展开更多
关键词 Random Censorship Product-Limit Relative Risk Presmoothed Proportional Hazards asymptotic representation Strong Consistency asymptotic Normality
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THE ASYMPTOTICS OF THE INTEGRATEDSQUARE ERROR FOR THE KERNEL HAZARD RATEESTIMATORS WITH LEFT TRENCATED ANDRIGHT CENSORED DATA 被引量:1
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作者 SUN Liuquan(Institute of Applied Mathematics, Academia Sinica, Beijing 100080, China)ZHENG Zhongguo(Department of Probability and Statistics, Peking University, Beijing 100871, China) 《Systems Science and Mathematical Sciences》 SCIE EI CSCD 1999年第3期251-262,共12页
A central limit theorem for the integrated square error (ISE) of the kernelhazard rate estimators is obtained based on left truncated and right censored data. Anasymptotic representation of the mean integrated square ... A central limit theorem for the integrated square error (ISE) of the kernelhazard rate estimators is obtained based on left truncated and right censored data. Anasymptotic representation of the mean integrated square error (MISE) for the kernel hazardrate estimators is also presented. 展开更多
关键词 LEFT truncation and right CENSORSHIP KERNEL hazard rate ESTIMATORS INTEGRATED square error central limit theorem an asymptotic representation
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Fixed Design Nonparametric Regression with Truncated and Censored Data 被引量:1
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作者 Liu-quan SunAcademy of Mathematics and System Sciences, Chinese Academy of Sciences, Beijing 100080, China 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2003年第2期229-238,共10页
Abstract In this paper we consider a fixed design model in which the observations are subject to left truncation and right censoring. A generalized product-limit estimator for the conditional distribution at a given c... Abstract In this paper we consider a fixed design model in which the observations are subject to left truncation and right censoring. A generalized product-limit estimator for the conditional distribution at a given covariate value is proposed, and an almost sure asymptotic representation of this estimator is established. We also obtain the rate of uniform consistency, weak convergence and a modulus of continuity for this estimator. Applications include trimmed mean and quantile function estimators.These applications demonstrate the usefulness of the new matrix products. 展开更多
关键词 Keywords Nonparametric regression fixed design asymptotic representation truncated and censored data modulus of continuity
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位置不变的右截断Hill型估计量 被引量:1
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作者 陶宝 《西南大学学报(自然科学版)》 CAS CSCD 北大核心 2009年第3期14-17,共4页
当极值指标大于0时,提出了一种位置不变的右截断Hill型估计量,证明了该估计量的弱相合性,给出了其渐近展式,并对k的最优选择进行了讨论.
关键词 右截断 弱相合性 渐近展式 k的最优选择
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修正的Szsz算子的渐近表达和同时逼近 被引量:1
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作者 刘锐 《海南大学学报(自然科学版)》 CAS 2000年第1期9-16,共8页
研究修正的Szsi算子的高阶渐近表达问题,得到高阶渐近表达等式,同时给出该算子同时逼近的正、逆定理.
关键词 Szász算子 渐近表达 同时逼近 正定理 逆定理
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Bernstein型多项式的高阶渐近表达 被引量:1
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作者 丁春梅 《西北民族学院学报(自然科学版)》 2000年第4期1-3,7,共4页
研究Bernstein型多项式的高阶渐近问题 。
关键词 Bernstein型多项式 导数 渐近表达 高阶渐近等式 正线性算子 高阶渐近逼近展开 函数逼近论
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等价无穷大及其渐近表示式 被引量:1
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作者 甘以炎 《葛洲坝水电工程学院学报》 1996年第4期83-85,96,共4页
在两个无穷大之差为无穷小时,定义它们为等价。当函数f(x)具有某些条件时,得到了(?)f(n)的渐近表示式。
关键词 等价无穷大 渐近表示式 数量级 函数
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Alpha稳定噪声PDF的近似估计
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作者 赵鸿燕 杨成胡 李旭涛 《电路与系统学报》 CSCD 北大核心 2009年第3期56-60,130,共6页
Alpha稳定分布的概率密度函数除少数特例外不存在闭式表达,造成应用的困难。无穷级数逼近的渐进表达存在级数的阶数难以确定,且近似性能不稳定的缺陷,而无穷高斯混合的表达方法同样存在阶数难以的确定问题,而且逼近的效果较差。本文提... Alpha稳定分布的概率密度函数除少数特例外不存在闭式表达,造成应用的困难。无穷级数逼近的渐进表达存在级数的阶数难以确定,且近似性能不稳定的缺陷,而无穷高斯混合的表达方法同样存在阶数难以的确定问题,而且逼近的效果较差。本文提出了仅采用两高斯混合的逼近方法,给出了两种高斯随机变量参数的确定方法以及所占比例的估计方法。实验结果表明该方法逼近效果稳定。该方法仅使用两种高斯的混合形式,计算简便。 展开更多
关键词 Alpha稳定噪声 PDF 渐进估计
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一类非线性常微分方程振荡解的渐近表示
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作者 商妮娜 秦惠增 《应用数学学报》 CSCD 北大核心 2006年第5期933-946,共14页
在本文中,我们讨论了非线性常微分方程y"=a0|x|αy3+a1|x|βy2+α2|x|γy+α3|x|δ振荡解的渐近表示.在这个方程中将α0,α,α1,β,α2,γ,α3,δ分别换成0,0,6,0,0,0,sgn(x),1就是著名的第一类Painleve方程,而将α0,α,α1,β,... 在本文中,我们讨论了非线性常微分方程y"=a0|x|αy3+a1|x|βy2+α2|x|γy+α3|x|δ振荡解的渐近表示.在这个方程中将α0,α,α1,β,α2,γ,α3,δ分别换成0,0,6,0,0,0,sgn(x),1就是著名的第一类Painleve方程,而将α0,α,α1,β,α2,γ,α3,δ分别换成2,0,0,0,sgn(x),1,α0,就是著名的第二类Painleve方程.当α0,α,α1,β,α2,γ,α3,δ分别换成-β/3γ,0,0,0,1/γ,1,α,0时,可用于组合KdV方程孤立子解的化简. 展开更多
关键词 非线性常微分方程 第一类 第二类Painleve方程 振荡解 渐近表示
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线性泛函微分方程解的渐近表示
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作者 邓飞其 刘永清 冯昭枢 《Journal of Mathematical Research and Exposition》 CSCD 1997年第1期50-54,共5页
本文利用一类特殊方程的一致稳定性与收敛性定理研究Rn中线性泛函微分方程解的渐近表示,在较弱的条件下得到了与文[1]同样的渐近积分公式.文中还讨论了一些特殊解的存在性。
关键词 泛函微分方程 稳定性 收敛性 渐近表示 线性
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长相依固定设计下部分线性EV模型的小波估计的渐近性质
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作者 刘香 胡宏昌 余新新 《数学杂志》 2019年第6期859-877,共19页
本文主要内容是当随机误差为高斯随机变量的函数且长相依时.利用小波估计的方法来研究固定设计下的部分线性EV(errors-in-variables)模型.在一些合适的条件下,推广了模型中参数估计量的渐近表示,以及参数与非参数变量的渐近分布和弱相... 本文主要内容是当随机误差为高斯随机变量的函数且长相依时.利用小波估计的方法来研究固定设计下的部分线性EV(errors-in-variables)模型.在一些合适的条件下,推广了模型中参数估计量的渐近表示,以及参数与非参数变量的渐近分布和弱相依速度. 展开更多
关键词 长相依 部分线性EV模型 小波估计 渐近表示 弱相依速度
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