The problem of yield estimation merely from performance test data of qualified semiconductor devices is studied. An empirical formula is presented to calculate the yield directly by the sample mean and standard de- vi...The problem of yield estimation merely from performance test data of qualified semiconductor devices is studied. An empirical formula is presented to calculate the yield directly by the sample mean and standard de- viation of singly truncated normal samples based on the theoretical relation between process capability indices and the yield. Firstly, we compare four commonly used normality tests under different conditions, and simulation results show that the Shapiro-Wilk test is the most powerful test in recognizing singly truncated normal samples. Secondly, the maximum likelihood estimation method and the empirical formula are compared by Monte Carlo simulation. The results show that the simple empirical formulas can achieve almost the same accuracy as the max- imum likelihood estimation method but with a much lower amount of calculations when estimating yield from singly truncated normal samples. In addition, the empirical formula can also be used for doubly truncated normal samples when some specific conditions are met. Practical examples of yield estimation from academic and IC test data are given to verify the effectiveness of the proposed method.展开更多
Linear regression models for interval-valued data have been widely studied.Most literatures are to split an interval into two real numbers,i.e.,the left-and right-endpoints or the center and radius of this interval,an...Linear regression models for interval-valued data have been widely studied.Most literatures are to split an interval into two real numbers,i.e.,the left-and right-endpoints or the center and radius of this interval,and fit two separate real-valued or two dimension linear regression models.This paper is focused on the bias-corrected and heteroscedasticity-adjusted modeling by imposing order constraint to the endpoints of the response interval and weighted linear least squares with estimated covariance matrix,based on a generalized linear model for interval-valued data.A three step estimation method is proposed.Theoretical conclusions and numerical evaluations show that the proposed estimator has higher efficiency than previous estimators.展开更多
In order to measure the uncertainty of financial asset returns in the stock market, this paper presents a new model, called SV-dt C model, a stochastic volatility(SV) model assuming that the stock return has a doubly ...In order to measure the uncertainty of financial asset returns in the stock market, this paper presents a new model, called SV-dt C model, a stochastic volatility(SV) model assuming that the stock return has a doubly truncated Cauchy distribution, which takes into account the high peak and fat tail of the empirical distribution simultaneously. Under the Bayesian framework, a prior and posterior analysis for the parameters is made and Markov Chain Monte Carlo(MCMC) is used for computing the posterior estimates of the model parameters and forecasting in the empirical application of Shanghai Stock Exchange Composite Index(SSECI) with respect to the proposed SV-dt C model and two classic SV-N(SV model with Normal distribution)and SV-T(SV model with Student-t distribution) models. The empirical analysis shows that the proposed SV-dt C model has better performance by model checking, including independence test(Projection correlation test), Kolmogorov-Smirnov test(K-S test) and Q-Q plot. Additionally, deviance information criterion(DIC) also shows that the proposed model has a significant improvement in model fit over the others.展开更多
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, whi...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.展开更多
基于点云的空间非合作目标位姿估计,常受到噪声影响.提出截断最小二乘估计与半定松弛(truncated least squares estimation and semidefinite relaxation,TEASER)与迭代最近点(iterative closest point,ICP)的结合算法,提升空间非合作...基于点云的空间非合作目标位姿估计,常受到噪声影响.提出截断最小二乘估计与半定松弛(truncated least squares estimation and semidefinite relaxation,TEASER)与迭代最近点(iterative closest point,ICP)的结合算法,提升空间非合作目标位姿估计精度与鲁棒性.该方法包括粗配准与精配准两个环节:在粗配准环节中,基于局部点云与模型点云的方向直方图特征(signature of histogram of orientation,SHOT)确定匹配对,利用TEASER算法求解初始位姿;在精配准环节中,可结合ICP算法优化位姿估计结果.北斗卫星仿真实验表明:在连续帧位姿估计中,噪声标准差为3倍点云分辨率时,基于TEASER的周期关键帧配准方法的平移误差小于3.33 cm,旋转误差小于2.18°;与传统ICP方法相比,平均平移误差与平均旋转误差均有所降低.这表明所提出的空间非合作目标位姿估计方法具有良好的精度和鲁棒性.展开更多
文摘The problem of yield estimation merely from performance test data of qualified semiconductor devices is studied. An empirical formula is presented to calculate the yield directly by the sample mean and standard de- viation of singly truncated normal samples based on the theoretical relation between process capability indices and the yield. Firstly, we compare four commonly used normality tests under different conditions, and simulation results show that the Shapiro-Wilk test is the most powerful test in recognizing singly truncated normal samples. Secondly, the maximum likelihood estimation method and the empirical formula are compared by Monte Carlo simulation. The results show that the simple empirical formulas can achieve almost the same accuracy as the max- imum likelihood estimation method but with a much lower amount of calculations when estimating yield from singly truncated normal samples. In addition, the empirical formula can also be used for doubly truncated normal samples when some specific conditions are met. Practical examples of yield estimation from academic and IC test data are given to verify the effectiveness of the proposed method.
基金the National Nature Science Foundation of China under Grant Nos.11571024and 11771032the Humanities and Social Science Foundation of Ministry of Education of China under Grant No.20YJCZH245。
文摘Linear regression models for interval-valued data have been widely studied.Most literatures are to split an interval into two real numbers,i.e.,the left-and right-endpoints or the center and radius of this interval,and fit two separate real-valued or two dimension linear regression models.This paper is focused on the bias-corrected and heteroscedasticity-adjusted modeling by imposing order constraint to the endpoints of the response interval and weighted linear least squares with estimated covariance matrix,based on a generalized linear model for interval-valued data.A three step estimation method is proposed.Theoretical conclusions and numerical evaluations show that the proposed estimator has higher efficiency than previous estimators.
基金supported by the Open Fund of State Key Laboratory of New Metal Materials,Beijing University of Science and Technology (No.2022Z-18)。
文摘In order to measure the uncertainty of financial asset returns in the stock market, this paper presents a new model, called SV-dt C model, a stochastic volatility(SV) model assuming that the stock return has a doubly truncated Cauchy distribution, which takes into account the high peak and fat tail of the empirical distribution simultaneously. Under the Bayesian framework, a prior and posterior analysis for the parameters is made and Markov Chain Monte Carlo(MCMC) is used for computing the posterior estimates of the model parameters and forecasting in the empirical application of Shanghai Stock Exchange Composite Index(SSECI) with respect to the proposed SV-dt C model and two classic SV-N(SV model with Normal distribution)and SV-T(SV model with Student-t distribution) models. The empirical analysis shows that the proposed SV-dt C model has better performance by model checking, including independence test(Projection correlation test), Kolmogorov-Smirnov test(K-S test) and Q-Q plot. Additionally, deviance information criterion(DIC) also shows that the proposed model has a significant improvement in model fit over the others.
基金This research is supported by National Natural Science Foundation of China（10471140 and 10571169）.
文摘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.
文摘基于点云的空间非合作目标位姿估计,常受到噪声影响.提出截断最小二乘估计与半定松弛(truncated least squares estimation and semidefinite relaxation,TEASER)与迭代最近点(iterative closest point,ICP)的结合算法,提升空间非合作目标位姿估计精度与鲁棒性.该方法包括粗配准与精配准两个环节:在粗配准环节中,基于局部点云与模型点云的方向直方图特征(signature of histogram of orientation,SHOT)确定匹配对,利用TEASER算法求解初始位姿;在精配准环节中,可结合ICP算法优化位姿估计结果.北斗卫星仿真实验表明:在连续帧位姿估计中,噪声标准差为3倍点云分辨率时,基于TEASER的周期关键帧配准方法的平移误差小于3.33 cm,旋转误差小于2.18°;与传统ICP方法相比,平均平移误差与平均旋转误差均有所降低.这表明所提出的空间非合作目标位姿估计方法具有良好的精度和鲁棒性.
