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Approximation by randomly weighting method in censored regression model 被引量:6
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作者 WANG ZhanFeng WU YaoHua ZHAO LinCheng 《Science China Mathematics》 SCIE 2009年第3期561-576,共16页
Censored regression ("Tobit") models have been in common use, and their linear hypothesis testings have been widely studied. However, the critical values of these tests are usually related to quantities of a... Censored regression ("Tobit") models have been in common use, and their linear hypothesis testings have been widely studied. However, the critical values of these tests are usually related to quantities of an unknown error distribution and estimators of nuisance parameters. In this paper, we propose a randomly weighting test statistic and take its conditional distribution as an approximation to null distribution of the test statistic. It is shown that, under both the null and local alternative hypotheses, conditionally asymptotic distribution of the randomly weighting test statistic is the same as the null distribution of the test statistic. Therefore, the critical values of the test statistic can be obtained by randomly weighting method without estimating the nuisance parameters. At the same time, we also achieve the weak consistency and asymptotic normality of the randomly weighting least absolute deviation estimate in censored regression model. Simulation studies illustrate that the per-formance of our proposed resampling test method is better than that of central chi-square distribution under the null hypothesis. 展开更多
关键词 censored regression model least absolute deviation asymptotic normality local alternative randomly weighting method asymptotic power 62G10 62G20 62G05
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A General Analytic Approximation Technique for the Modified Bessel Functions with Fractional Order Iv (x), Applied to I1/6(x) and I1/7(x)
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作者 Jorge Olivares Pablo Martín Maria T. Veliz 《Advances in Pure Mathematics》 2024年第9期768-777,共10页
A general technique to obtain simple analytic approximations for the first kind of modified Bessel functions. The general procedure is shown, and the parameter determination is explained through the applications to th... A general technique to obtain simple analytic approximations for the first kind of modified Bessel functions. The general procedure is shown, and the parameter determination is explained through the applications to this particular case I1/6(x)and I1/7(x). In this way, it shows how to apply the technique to any particular orderν, in order to obtain an approximation valid for any positive value of the variable x. In the present method power series and asymptotic expansion are simultaneously used. The technique is an extension of the multipoint quasirational approximation method, MPQA. The main idea is to look for a bridge function between the power and asymptotic expansion of the I1/6(x), and similar procedure for I1/7(x). To perform this, rational functions are combined with hyperbolic ones and fractional powers. The number of parameters to be determined for each case is four. The maximum relative errors are 0.0049 for ν=1/6, and 0.0047 for ν=7. However, these relative errors decrease outside of the small region of the variables, wherein the maximum relative errors are reached. There is a clear advantage of this procedure compared with any other ones. 展开更多
关键词 Bessel Functions power Series asymptotic Expansion MPQA Technique
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非线性时序模型LM检验的两类临界值检验统计功效比较 被引量:5
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作者 钱争鸣 艾舍莱福 郭鹏辉 《数量经济技术经济研究》 CSSCI 北大核心 2006年第1期99-106,共8页
本文基于模拟方法比较了不同非线性时序模型的LM检验的功效和规模,同时也考虑一般化线性检验BDS检验参与比较,目的在于探讨蒙特卡洛渐近法检验与自举法(bootstrap)检验的两类临界值的统计功效何者更为有效。通过实证与对比分析,结果表明... 本文基于模拟方法比较了不同非线性时序模型的LM检验的功效和规模,同时也考虑一般化线性检验BDS检验参与比较,目的在于探讨蒙特卡洛渐近法检验与自举法(bootstrap)检验的两类临界值的统计功效何者更为有效。通过实证与对比分析,结果表明,当样本小于200或自回归系数接近单位根,或者线性性检验是ARCHT或BDS时,就可以考虑应用自举法临界值而非渐近临界值。而且还发现,BDS检验仅在一般性上优于LM检验。 展开更多
关键词 非线性模型 自举法 渐近法 LM检验 统计功效
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Enhancing Iterative Learning Control With Fractional Power Update Law 被引量:1
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作者 Zihan Li Dong Shen Xinghuo Yu 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2023年第5期1137-1149,共13页
The P-type update law has been the mainstream technique used in iterative learning control(ILC)systems,which resembles linear feedback control with asymptotical convergence.In recent years,finite-time control strategi... The P-type update law has been the mainstream technique used in iterative learning control(ILC)systems,which resembles linear feedback control with asymptotical convergence.In recent years,finite-time control strategies such as terminal sliding mode control have been shown to be effective in ramping up convergence speed by introducing fractional power with feedback.In this paper,we show that such mechanism can equally ramp up the learning speed in ILC systems.We first propose a fractional power update rule for ILC of single-input-single-output linear systems.A nonlinear error dynamics is constructed along the iteration axis to illustrate the evolutionary converging process.Using the nonlinear mapping approach,fast convergence towards the limit cycles of tracking errors inherently existing in ILC systems is proven.The limit cycles are shown to be tunable to determine the steady states.Numerical simulations are provided to verify the theoretical results. 展开更多
关键词 asymptotic convergence convergence rate finiteiteration tracking fractional power learning rule limit cycles
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Asymptotic Expansion of Standardized χ^(p)(n) Distribution and Power Function of χ^(p)(n)-Test
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作者 HU Hongchang HU Minbo 《Wuhan University Journal of Natural Sciences》 CAS CSCD 2023年第4期291-298,共8页
Suppose that Y follows a χ^(p)-distribution with n degrees of freedom, and Z is the standardized form of Y. Let f(z,n,p) and F(z,n,p) denote the density function and the distribution function of Z, respectively. In t... Suppose that Y follows a χ^(p)-distribution with n degrees of freedom, and Z is the standardized form of Y. Let f(z,n,p) and F(z,n,p) denote the density function and the distribution function of Z, respectively. In this paper, we obtain the asymptotic expansion for f(z,n,p) and F(z,n,p). The validity of these results is illuminated by some numerical examples. We also investigate the power function of χ^(p)-test by the asymptotic expansion. 展开更多
关键词 P-norm distribution χ^(p)-distribution asymptotic expansion χ^(p)-test power function
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配对设计试验中检验两个比值非零差的样本量确定(英文) 被引量:3
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作者 唐年胜 《云南大学学报(自然科学版)》 CAS CSCD 2003年第3期202-206,共5页
对配对设计试验,基于Tango(1998)得分统计量导出了检验2个比值非零差的2种近似样本量公式.由这些公式得到的样本量能达到预先指定的功效和控制置信区间的宽度.一个实例和一些经验结果验证了方法的有效性.
关键词 配对设计试验 近似样本量公式 功效 置信区间 宽度 有效性 得分统计量 得分检验 渐近推断
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APPROXIMATE POWER OF HETEROSCEDASTICITY TEST IN NONLINEAR MODELS WITH ARIMA(0,1,0) ERRORS 被引量:1
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作者 Lin Jinguan Wei Bocheng Zhang Nansong 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2005年第4期423-430,共8页
This paper presents an approach for estimating power of the score test, based on an asymptotic approximation to the power of the score test under contiguous alternatives. The method is applied to the problem of power ... This paper presents an approach for estimating power of the score test, based on an asymptotic approximation to the power of the score test under contiguous alternatives. The method is applied to the problem of power calculations for the score test of heteroscedasticity in European rabbit data (Ratkowsky, 1983). Simulation studies are presented which indicate that the asymptotic approximation to the finite-sample situation is good over a wide range of parameter configurations. 展开更多
关键词 ARIMA (0 1 0) errors asymptotic approximation HETEROSCEDASTICITY local power nonlinear model score test.
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A CLASS OF TESTS USING L STATISTIC FOR CONSTANT RELATIVE FAILURE RATE AGAINST MONOTONE RELATIVE FAILURE RATE
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作者 K.W.Chen 《Systems Science and Mathematical Sciences》 SCIE EI CSCD 1992年第1期19-26,共8页
In this paper we develop tests using L-statistic for constant relativefailure rate against monotone relative failure rate.Scale invariance,monotonepower and locally asymptotic power results are obtained.Some examples ... In this paper we develop tests using L-statistic for constant relativefailure rate against monotone relative failure rate.Scale invariance,monotonepower and locally asymptotic power results are obtained.Some examples arepresented. 展开更多
关键词 RELATIVE failure rate L-statistic scale INVARIANCE MONOTONE power asymptotic power Pitman efficacy
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具有Holling功能性反应的捕食—食饵两种群同时捕获模型分析 被引量:2
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作者 杨秀香 《渭南师范学院学报》 2006年第2期13-16,共4页
研究一类具有Holling功能性反应的捕食—食饵两种群同时捕获模型,增加捕获项,推广了文献已有的功能性反应的捕食—食饵两种群模型结果,得到了平衡点稳定的阈值,从生态学的意义上得到了两种群持续生存的充分条件.
关键词 捕食-食饵的模型 平衡点 渐进稳定 功能性反应 同时捕获
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基于φ-散度的乘积多项抽样下对数线性模型的检验水平和功效(英文) 被引量:1
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作者 金应华 吴耀华 《中国科学技术大学学报》 CAS CSCD 北大核心 2009年第9期897-905,共9页
考虑了乘积多项抽样下的对数线性模型.在这个模型下,文献[Jin Y H,Wu Y H.Mini mumφ-divergence esti mator and hierarchical testing in log-linear models under product-multinomial sampling.Journal of Statistical Planning a... 考虑了乘积多项抽样下的对数线性模型.在这个模型下,文献[Jin Y H,Wu Y H.Mini mumφ-divergence esti mator and hierarchical testing in log-linear models under product-multinomial sampling.Journal of Statistical Planning and Inference,2009,139:3 488-3 500]用基于-散度和最小-散度估计构造的统计量研究了几类假设检验问题,这其中就有嵌套假设.最小-散度估计是极大似然估计的推广.在上述文献的基础上,给出了其中一类检验的功效函数的渐近逼近公式;另外,还研究了在一列近邻假设下检验统计量的渐近分布.通过模拟研究发现,与Pearson型统计量和对数极大似然比统计量相比,Cressie-Read型检验统计量有差不多的甚至更好的模拟功效和水平. 展开更多
关键词 对数线性模型 φ-散度测度 渐近水平 渐近功效 乘积多项抽样
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基于似然比族的一种渐近展开方法 被引量:1
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作者 赵选民 Beni.,VE 《数理统计与应用概率》 1997年第1期58-67,共10页
研究假设检验问题中在适当的备选假设条件下基于似然比族的统计量的分布的渐近展开问题,当τ=τ(n)→0时,获得了形为O(τk)的收敛速度。
关键词 对数似然比 L-统计量 假设检验 渐近展开 似然比
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ASYMPTOTIC BEHAVIOR OF A CLASS OF NONLINEAR DIFFERENCE EQUATIONS OF nTH ORDER
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作者 郭洪霞 王晓静 彭少玉 《Annals of Differential Equations》 2002年第2期136-146,共11页
In this paper, we study the asymptotic behavior of the nth order nonlinear differenceequationwhere △ is the forward differenceoperator, i.e.,
关键词 difference operator factorial power asymptotic behavior of solutions
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HIGHER ORDER ASYMPTOTIC FIELDS AT THE TIP OF A SHARP V-NOTCH IN A POWER-HARDENING MATERIAL
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作者 Wang Weiwei Kuang Zhenbang 《Acta Mechanica Solida Sinica》 SCIE EI 2002年第2期102-110,共9页
The higher order asymptotic fields at the tip of a sharp V-notchin a power-hardening material for plane strain problem of Mode I arederived. The order hierarchy in powers of r for various hardeningexponents n and notc... The higher order asymptotic fields at the tip of a sharp V-notchin a power-hardening material for plane strain problem of Mode I arederived. The order hierarchy in powers of r for various hardeningexponents n and notch angles β is obtained. The angulardistributions of stress for several cases are plotted. Theself-similarity behavior between the higher order terms is noticed.It is found that the terms with higher Order can be neglected for theV-notch angle β>45°. 展开更多
关键词 asymptotic V-NOTCH higher order terms power-hardening
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INTEGRAL-TYPE TESTS FOR GOODNESS-OF-FIT 被引量:1
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作者 Junjian ZHANG Guoying LI 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2010年第4期784-795,共12页
A family of integral-type goodness-of-fit tests is investigated. This family includes some existing tests, such as the Cramer-von Mises test and Anderson-Darling test, etc. The asymptotic distributions of the tests in... A family of integral-type goodness-of-fit tests is investigated. This family includes some existing tests, such as the Cramer-von Mises test and Anderson-Darling test, etc. The asymptotic distributions of the tests in the family under the null and local alternative hypotheses are established. The almost sure convergence under a fixed underlying distribution is obtained. Furthermore, simulations are conducted to compare the powers of the tests in the family. Simulation results show that for different alternatives, the more powerful tests are different, and the parameter ), has great influence on the tests in small sample cases. 展开更多
关键词 asymptotic distribution GOODNESS-OF-FIT integral-type tests power comparison.
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Power analysis,sample size calculation for testing the largest binomial probability
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作者 Thuan Nguyen Jiming Jiang 《Statistical Theory and Related Fields》 2020年第1期78-83,共6页
A procedure is developed for power analysis and sample size calculation for a class of complex testing problems regarding the largest binomial probability under a combination of treatments.It is shown that the asympto... A procedure is developed for power analysis and sample size calculation for a class of complex testing problems regarding the largest binomial probability under a combination of treatments.It is shown that the asymptotic null distribution of the likelihood-ratio statistic is not parameterfree,but χ_(1)^(2) is a conservative asymptotic null distribution.A nonlinear Gauss-Seidel algorithm is proposed to uniquely determine the alternative for the power and sample size calculation given the baseline binomial probability.An example from an animal clinical trial is discussed. 展开更多
关键词 asymptotic null distribution binomial probability complex hypotheses GAUSS-SEIDEL logistic regression power sample size TESTS
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强混合样本情形含附加信息时总体分位数的经验似然置信区间
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作者 黎玲 李华英 +1 位作者 罗敏 秦永松 《工程数学学报》 CSCD 北大核心 2018年第4期385-407,共23页
强混合随机变量序列的应用较为广泛,如许多线性过程为强混合的,且一些连续时间扩散模型和随机波动模型为强混合的.在金融风险管理领域分位数又称VaR,它表示给定置信水平下金融资产产生的损失的上限.本文在强混合样本和含附加信息情形构... 强混合随机变量序列的应用较为广泛,如许多线性过程为强混合的,且一些连续时间扩散模型和随机波动模型为强混合的.在金融风险管理领域分位数又称VaR,它表示给定置信水平下金融资产产生的损失的上限.本文在强混合样本和含附加信息情形构造了总体分位数的对数经验似然比统计量,并证明了对数经验似然比统计量的渐近分布为卡方分布,由此构造了总体分位数的经验似然置信区间.在此基础上考虑了一类检验问题,证明了在同一检验水平下,含附加信息时检验的渐近功效高于不含附加信息时检验的渐近功效,并且含附加信息时检验的渐近功效随信息量的增加而非降. 展开更多
关键词 强混合样本 附加信息 分位数 分组经验似然 渐近功效
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考虑饱和的发电机单机无穷大系统有限增益镇定(英文)
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作者 孙炜伟 王玉振 《山东大学学报(工学版)》 CAS 北大核心 2009年第1期69-76,共8页
研究了一类具有饱和及外部干扰的发电机单机无穷大系统的鲁棒增益镇定问题.首先基于哈密顿能量理论将电机系统模型转化为广义耗散哈密顿系统模型,然后运用静态输出反馈得到闭环哈密顿系统.在某增长条件下,证明了闭环系统可以达到渐近稳... 研究了一类具有饱和及外部干扰的发电机单机无穷大系统的鲁棒增益镇定问题.首先基于哈密顿能量理论将电机系统模型转化为广义耗散哈密顿系统模型,然后运用静态输出反馈得到闭环哈密顿系统.在某增长条件下,证明了闭环系统可以达到渐近稳定和有限增益镇定,同时得到了有限增益的估计值.仿真结果验证了所提方法的有效性. 展开更多
关键词 哈密顿系统 渐近稳定性 有限增益镇定 执行器饱和 电力系统
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圆柱结构中的环向SH波及洞体内表面波不存在性讨论
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作者 邓良玉 曹小杉 汝艳 《应用力学学报》 CAS CSCD 北大核心 2024年第2期382-391,共10页
目前有关圆柱结构中的环向SH波研究仅限于实心柱体与圆柱壳体结构。由于无法直接获得圆柱洞体中传播的SH表面波的解析解,对比研究了实心柱体和多种不同类型的圆柱壳体中的环向SH波,从波结构、应变能密度幅值分布与壳体厚度的关系讨论洞... 目前有关圆柱结构中的环向SH波研究仅限于实心柱体与圆柱壳体结构。由于无法直接获得圆柱洞体中传播的SH表面波的解析解,对比研究了实心柱体和多种不同类型的圆柱壳体中的环向SH波,从波结构、应变能密度幅值分布与壳体厚度的关系讨论洞体内SH表面波的存在性。建立柱坐标系下均匀弹性材料与功能梯度材料环向SH波的波动方程;分别求得方程的贝塞尔函数解和幂级数渐近解;进一步计算得到其频散曲线、波结构与应变能密度幅值。结果表明:幂级数方法可用于计算圆柱型结构中的变系数波动方程,且具有较高的精度;圆柱型结构中环向SH波的能量集中在外表面或次外表面,并随着壳体厚度的增加,能量集中现象更为明显;通过应变能密度幅值分布规律推论出圆柱洞体内表面无法传播环向SH表面波。最后,针对均质结构和梯度结构,采用反证法证明了无法得到满足洞体内SH表面波衰减条件的解析解,从而证明了该推论。 展开更多
关键词 环向SH波 贝塞尔函数 幂级数渐近解 波结构 应变能密度
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截断平顶高斯光束M^2因子的比较研究 被引量:5
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作者 朱莉华 聂义友 吕百达 《光子学报》 EI CAS CSCD 北大核心 2007年第3期536-538,共3页
使用熵束宽、渐近分析和环围功率法对截断平顶高斯光束的束腰宽度w、远场发散角θ0和M2因子作了比较研究.结果表明:按不同束宽定义得到的截断平顶高斯光束的w、θ0和M2因子不同,且与截断参量a/ w0(a为光阑半宽度,w0为平顶高斯光束初始... 使用熵束宽、渐近分析和环围功率法对截断平顶高斯光束的束腰宽度w、远场发散角θ0和M2因子作了比较研究.结果表明:按不同束宽定义得到的截断平顶高斯光束的w、θ0和M2因子不同,且与截断参量a/ w0(a为光阑半宽度,w0为平顶高斯光束初始束腰宽度)有关.随a/ w0的增加,三种方法计算得到的w、θ0和M2都分别趋于某常量. 展开更多
关键词 激光光学 熵束宽 渐近分析 环围功率 截断平顶高斯光束 M^2因子
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On the Fourth Power Mean of the Character Sums Over Short Intervals 被引量:3
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作者 Wen Peng ZHANG Xiao Ying WANG 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2007年第1期153-164,共12页
The main purpose of this paper is to study the mean value properties of the character sums over the interval [1,p/8) by using the mean value theorems of the Dirichlet L-functions, and give an interesting mean value f... The main purpose of this paper is to study the mean value properties of the character sums over the interval [1,p/8) by using the mean value theorems of the Dirichlet L-functions, and give an interesting mean value formula for this study. 展开更多
关键词 character sums short intervals fourth power mean asymptotic formula
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