Tests for nonparametric parts on partially linear single index models are considered in this paper. Based on the estimates obtained by the local linear method, the generalized likelihood ratio tests for the models are...Tests for nonparametric parts on partially linear single index models are considered in this paper. Based on the estimates obtained by the local linear method, the generalized likelihood ratio tests for the models are established. Under the null hypotheses the normalized tests follow asymptotically the χ2-distribution with the scale constants and the degrees of freedom being independent of the nuisance parameters, which is called the Wilks phenomenon. A simulated example is used to evaluate the performances of the testing procedures empirically.展开更多
In biomedical research,in order to evaluate the effect of a drug,investigators often need to compare the differences between one treatment group and another one by using multiple outcomes.The rank-sum tests can handle...In biomedical research,in order to evaluate the effect of a drug,investigators often need to compare the differences between one treatment group and another one by using multiple outcomes.The rank-sum tests can handle the case where the outcome differences between two groups are in the same direction.If they are not,MAX can handle it and is very useful when one/some of the differences is/are relatively larger than the others.When the individual outcome difference between two groups is moderate,a new method,summation of the absolute value of rank-based test for each outcome,is proposed in this work.Power comparison with the existing methods based on simulation studies and a real example show that the proposed test is a robust test,and works well when the difference for each outcome is moderate.The authors also derive some theoretical results for comparing the power between MAX and the the proposed method.展开更多
近年来随着航空电子数字视频总线(avionics digital video bus,ADVB)的快速发展,ADVB逐渐替代了机载原有的数字视频接口(digital visual interface,DVI)、视频图形阵列(video graphics array,VGA)、低电压差分信号(low-voltage differen...近年来随着航空电子数字视频总线(avionics digital video bus,ADVB)的快速发展,ADVB逐渐替代了机载原有的数字视频接口(digital visual interface,DVI)、视频图形阵列(video graphics array,VGA)、低电压差分信号(low-voltage differential signal,LVDS)等视频传输方式,在先进战斗机、民机、直升机、教练机等新型试验机航电系统中成为重要的数据载体。面对新型视频总线测试,现有的试验测试方法已经不能满足要求。从基础协议研究出发,结合机载航电系统的接口控制文件(interface control document,ICD)结构特征信息,通过自适应识别、重采样、时序重构等技术途径,完成了高速率、多样化视频格式的自适应处理,实现了多型机的通用化测试;通过搭建试验平台,成功实现1680×1050@60 fps等非常规视频、2560×1024@30 fps等高分辨率视频的采集记录。回放视频数据完整清晰,验证了本文方法的有效性。设计的测试系统兼容现有的视频测试现状,能够有效降低试飞成本,提高试飞效率。展开更多
In this paper,we discuss some important aspects of the bivariate alternative zero inflated log-arithmic series distribution(BAZILSD)of which the marginals are the alternative zero-inflated logarithmic series ditributi...In this paper,we discuss some important aspects of the bivariate alternative zero inflated log-arithmic series distribution(BAZILSD)of which the marginals are the alternative zero-inflated logarithmic series ditributions of Kumar and Riyaz(2015.An alternative version of zero-inflated logarithmic series distribution and some of its applications.Journal of Statistical Computation and Simulation,85(6),1117-1127).We study some important properties of the distribution by deriving expressions for its probability mass function,factorial moments,conditional probabil-ity generating functions,and recursion formulae for its probilities,raw moments and factorial moments.The parameters of the BAZILSD are estimated by the method of maximum likelihood and certain test procedures are also considered.Further certain real-life data applications are cited for ilustrating the usefulness of the model.A simulation study is conducted for assessing the performance of the maximum likelihood estimators of the parameters of the BAZILSD.展开更多
Linear mixed-effects models are widely used in analysis of longitudinal data. However, testing for zero-variance components of random effects has not been well-resolved in statistical literature, although some likelih...Linear mixed-effects models are widely used in analysis of longitudinal data. However, testing for zero-variance components of random effects has not been well-resolved in statistical literature, although some likelihood-based procedures have been proposed and studied. In this article, we propose a generalized p-value based method in coupling with fiducial inference to tackle this problem. The proposed method is also applied to test linearity of the nonparametric functions in additive models. We provide theoretical justifications and develop an implementation algorithm for the proposed method. We evaluate its finite-sample performance and compare it with that of the restricted likelihood ratio test via simulation experiments. We illustrate the proposed approach using an application from a nutritional study.展开更多
In this paper, we propose a new estimation method for a nonparametric hidden Markov model(HMM), in which both the emission model and the transition matrix are nonparametric, and a semiparametric HMM, in which the tran...In this paper, we propose a new estimation method for a nonparametric hidden Markov model(HMM), in which both the emission model and the transition matrix are nonparametric, and a semiparametric HMM, in which the transition matrix is parametric while emission models are nonparametric. The estimation is based on a novel composite likelihood method, where the pairs of consecutive observations are treated as independent bivariate random variables. Therefore, the model is transformed into a mixture model, and a modified expectation-maximization(EM) algorithm is developed to compute the maximum composite likelihood.We systematically study asymptotic properties for both the nonparametric HMM and the semiparametric HMM. We also propose a generalized likelihood ratio test to choose between the nonparametric HMM and the semiparametric HMM. We derive the asymptotic distribution and prove the Wilk’s phenomenon of the proposed test statistics. Simulation studies and an application in volatility clustering analysis of the volatility index in the Chicago Board Options Exchange(CBOE) are conducted to demonstrate the effectiveness of the proposed methods.展开更多
Soil strain is the key parameter to control the elasto-plastic deformation and even the failure processes.To overcome the defect that the strain of the model soil is always smaller than that of the prototype in Iai′s...Soil strain is the key parameter to control the elasto-plastic deformation and even the failure processes.To overcome the defect that the strain of the model soil is always smaller than that of the prototype in Iai′s generalized scaling law(GSL),a modified scaling law was proposed based on Iai′s GSL to secure the same dynamic shear strain between the centrifuge model and the prototype by modulating the amplitude and frequency of the input motion at the base.A suite of dynamic centrifuge model tests of dry sand level ground was conducted with the same overall scaling factor(λ=200)under different centrifugal accelerations by using the technique of“modeling of models”to validate the modified GSL.The test results show that the modified GSL could achieve the same dynamic strain in model as that of the prototype,leading to better modeling for geotechnical problems where dynamic strain dominates the response or failure of soils.Finally,the applicability of the proposed scaling law and possible constraints on geometry scaling due to the capability limits of existing centrifuge shaking tables are discussed.展开更多
Wireless Communication is a system for communicating information from one point to other,without utilizing any connections like wire,cable,or other physical medium.Cognitive Radio(CR)based systems and networks are a r...Wireless Communication is a system for communicating information from one point to other,without utilizing any connections like wire,cable,or other physical medium.Cognitive Radio(CR)based systems and networks are a revolutionary new perception in wireless communications.Spectrum sensing is a vital task of CR to avert destructive intrusion with licensed primary or main users and discover the accessible spectrum for the efficient utilization of the spectrum.Centralized Cooperative Spectrum Sensing(CSS)is a kind of spectrum sensing.Most of the test metrics designed till now for sensing the spectrum is produced by using the Sample Covariance Matrix(SCM)of the received signal.Some of the methods that use the SCM for the process of detection are Pietra-Ricci Index Detector(PRIDe),Hadamard Ratio(HR)detector,Gini Index Detector(GID),etc.This paper presents the simulation and comparative perfor-mance analysis of PRIDe with various other detectors like GID,HR,Arithmetic to Geometric Mean(AGM),Volume-based Detector number 1(VD1),Maximum-to-Minimum Eigenvalue Detection(MMED),and Generalized Likelihood Ratio Test(GLRT)using the MATLAB software.The PRIDe provides better performance in the presence of variations in the power of the signal and the noise power with less computational complexity.展开更多
Hypothesis testing analysis and unknown parameter estimation of both the intermediate frequency(IF) and baseband GPS signal detection are given by using the generalized likelihood ratio test(GLRT) approach,applying th...Hypothesis testing analysis and unknown parameter estimation of both the intermediate frequency(IF) and baseband GPS signal detection are given by using the generalized likelihood ratio test(GLRT) approach,applying the model of GPS signal in white Gaussian noise,It is proved that the test statistic follows central or noncentral F distribution,It is also pointed out that the test statistic is nearly identical to central or noncentral chi-squared distribution because the processing samples are large enough to be considered as infinite in GPS acquisition problem.It is also proved that the probability of false alarm,the probability of detection and the threshold are affected largely when the hypothesis testing refers to the full pseudorandom noise(PRN) code phase and Doppler frequency search space cells instead of each individual cell.The performance of the test statistic is also given with combining the noncoherent integration.展开更多
This paper proposes a test procedure for testing the regression coefficients in high dimensional partially linear models based on the F-statistic. In the partially linear model, the authors first estimate the unknown ...This paper proposes a test procedure for testing the regression coefficients in high dimensional partially linear models based on the F-statistic. In the partially linear model, the authors first estimate the unknown nonlinear component by some nonparametric methods and then generalize the F-statistic to test the regression coefficients under some regular conditions. During this procedure, the estimation of the nonlinear component brings much challenge to explore the properties of generalized F-test. The authors obtain some asymptotic properties of the generalized F-test in more general cases,including the asymptotic normality and the power of this test with p/n ∈(0, 1) without normality assumption. The asymptotic result is general and by adding some constraint conditions we can obtain the similar conclusions in high dimensional linear models. Through simulation studies, the authors demonstrate good finite-sample performance of the proposed test in comparison with the theoretical results. The practical utility of our method is illustrated by a real data example.展开更多
This paper presents a supervised polarimetric synthetic aperture radar(PolSAR)change detection method applied to specific land cover types.For each pixel of a PolSAR image,its target scattering vector can be modeled a...This paper presents a supervised polarimetric synthetic aperture radar(PolSAR)change detection method applied to specific land cover types.For each pixel of a PolSAR image,its target scattering vector can be modeled as having a complex multivariate normal distribution.Based on this assumption,the joint distribution of two corresponding vectors in a pair of PolSAR images is derived.Then,a generalized likelihood ratio test statistic for the equality of two likelihood functions of such joint distribution is considered and a maximum likelihood distance measure for specific land cover types is presented.Subsequently,the Kittler and Illingworth minimum error threshold segmenta-tion method is applied to extract the specific changed areas.Experiments on two repeat-pass Radarsat-2 fully polarimetric images of Suzhou,China,demonstrate that the proposed change detection method gives a good performance in determining the specific changed areas in PolSAR images,especially the areas that have changed to water.展开更多
From the mathematical principles, the generalized potential theory can be employed to create constitutive model of geomaterial directly. The similar Cam-clay model, which is created based on the generalized potential ...From the mathematical principles, the generalized potential theory can be employed to create constitutive model of geomaterial directly. The similar Cam-clay model, which is created based on the generalized potential theory, has less assumptions,clearer mathematical basis, and better computational accuracy. Theoretically, it is more scientific than the traditional Cam-clay models. The particle flow code PFC3 D was used to make numerical tests to verify the rationality and practicality of the similar Cam-clay model. The verification process was as follows: 1) creating the soil sample for numerical test in PFC3 D, and then simulating the conventional triaxial compression test, isotropic compression test, and isotropic unloading test by PFC3D; 2)determining the parameters of the similar Cam-clay model from the results of above tests; 3) predicting the sample's behavior in triaxial tests under different stress paths by the similar Cam-clay model, and comparing the predicting results with predictions by the Cam-clay model and the modified Cam-clay model. The analysis results show that the similar Cam-clay model has relatively high prediction accuracy, as well as good practical value.展开更多
Varying-coefficient models are a useful extension of classical linear model. They are widely applied to economics, biomedicine, epidemiology, and so on. There are extensive studies on them in the latest three decade y...Varying-coefficient models are a useful extension of classical linear model. They are widely applied to economics, biomedicine, epidemiology, and so on. There are extensive studies on them in the latest three decade years. In this paper, many of models related to varying-coefficient models are gathered up. All kinds of the estimation procedures and theory of hypothesis test on the varying-coefficients model are summarized. Prom my opinion, some aspects waiting to study are proposed.展开更多
In the present paper, the authors introduce a new integral transform which yields a number of potentially useful （known or new） integral transfoms as its special cases. Many fundamental results about this new integr...In the present paper, the authors introduce a new integral transform which yields a number of potentially useful （known or new） integral transfoms as its special cases. Many fundamental results about this new integral transform, which are established in this paper, in- clude （for example） existence theorem, Parseval-type relationship and inversion formula. The relationship between the new integral transform with the H-function and the H-transform are characterized by means of some integral identities. The introduced transform is also used to find solution to a certain differential equation. Some illustrative examples are also given.展开更多
文摘Tests for nonparametric parts on partially linear single index models are considered in this paper. Based on the estimates obtained by the local linear method, the generalized likelihood ratio tests for the models are established. Under the null hypotheses the normalized tests follow asymptotically the χ2-distribution with the scale constants and the degrees of freedom being independent of the nuisance parameters, which is called the Wilks phenomenon. A simulated example is used to evaluate the performances of the testing procedures empirically.
基金partially supported by by the National Young Science Foundation of China under No.10901155the National Social Science Foundation of China under No.10CTJ004
文摘In biomedical research,in order to evaluate the effect of a drug,investigators often need to compare the differences between one treatment group and another one by using multiple outcomes.The rank-sum tests can handle the case where the outcome differences between two groups are in the same direction.If they are not,MAX can handle it and is very useful when one/some of the differences is/are relatively larger than the others.When the individual outcome difference between two groups is moderate,a new method,summation of the absolute value of rank-based test for each outcome,is proposed in this work.Power comparison with the existing methods based on simulation studies and a real example show that the proposed test is a robust test,and works well when the difference for each outcome is moderate.The authors also derive some theoretical results for comparing the power between MAX and the the proposed method.
文摘近年来随着航空电子数字视频总线(avionics digital video bus,ADVB)的快速发展,ADVB逐渐替代了机载原有的数字视频接口(digital visual interface,DVI)、视频图形阵列(video graphics array,VGA)、低电压差分信号(low-voltage differential signal,LVDS)等视频传输方式,在先进战斗机、民机、直升机、教练机等新型试验机航电系统中成为重要的数据载体。面对新型视频总线测试,现有的试验测试方法已经不能满足要求。从基础协议研究出发,结合机载航电系统的接口控制文件(interface control document,ICD)结构特征信息,通过自适应识别、重采样、时序重构等技术途径,完成了高速率、多样化视频格式的自适应处理,实现了多型机的通用化测试;通过搭建试验平台,成功实现1680×1050@60 fps等非常规视频、2560×1024@30 fps等高分辨率视频的采集记录。回放视频数据完整清晰,验证了本文方法的有效性。设计的测试系统兼容现有的视频测试现状,能够有效降低试飞成本,提高试飞效率。
文摘In this paper,we discuss some important aspects of the bivariate alternative zero inflated log-arithmic series distribution(BAZILSD)of which the marginals are the alternative zero-inflated logarithmic series ditributions of Kumar and Riyaz(2015.An alternative version of zero-inflated logarithmic series distribution and some of its applications.Journal of Statistical Computation and Simulation,85(6),1117-1127).We study some important properties of the distribution by deriving expressions for its probability mass function,factorial moments,conditional probabil-ity generating functions,and recursion formulae for its probilities,raw moments and factorial moments.The parameters of the BAZILSD are estimated by the method of maximum likelihood and certain test procedures are also considered.Further certain real-life data applications are cited for ilustrating the usefulness of the model.A simulation study is conducted for assessing the performance of the maximum likelihood estimators of the parameters of the BAZILSD.
基金supported by Shandong Provincial Natural Science Foundation of China(Grant No.ZR2014AM019)National Natural Science Foundation of China(Grant Nos.11171188 and 11529101)the Scientific Research Foundation for the Returned Overseas Chinese Scholars,State Education Ministry of China,and National Science Foundation of USA(Grant Nos.DMS-1418042 and DMS-1620898)
文摘Linear mixed-effects models are widely used in analysis of longitudinal data. However, testing for zero-variance components of random effects has not been well-resolved in statistical literature, although some likelihood-based procedures have been proposed and studied. In this article, we propose a generalized p-value based method in coupling with fiducial inference to tackle this problem. The proposed method is also applied to test linearity of the nonparametric functions in additive models. We provide theoretical justifications and develop an implementation algorithm for the proposed method. We evaluate its finite-sample performance and compare it with that of the restricted likelihood ratio test via simulation experiments. We illustrate the proposed approach using an application from a nutritional study.
基金supported by Shanghai Young Talent Development Program and Innovative Research Team of Shanghai University of Finance and Economics(Grant No.2020110930)supported by the Department of Energy of USA(Grant No.DE-EE0008574)。
文摘In this paper, we propose a new estimation method for a nonparametric hidden Markov model(HMM), in which both the emission model and the transition matrix are nonparametric, and a semiparametric HMM, in which the transition matrix is parametric while emission models are nonparametric. The estimation is based on a novel composite likelihood method, where the pairs of consecutive observations are treated as independent bivariate random variables. Therefore, the model is transformed into a mixture model, and a modified expectation-maximization(EM) algorithm is developed to compute the maximum composite likelihood.We systematically study asymptotic properties for both the nonparametric HMM and the semiparametric HMM. We also propose a generalized likelihood ratio test to choose between the nonparametric HMM and the semiparametric HMM. We derive the asymptotic distribution and prove the Wilk’s phenomenon of the proposed test statistics. Simulation studies and an application in volatility clustering analysis of the volatility index in the Chicago Board Options Exchange(CBOE) are conducted to demonstrate the effectiveness of the proposed methods.
基金National Natural Science Foundation of China under Grant Nos.51988101,51978613 and 52278374the Chinese Program of Introducing Talents of Discipline to University(the 111 Project,B18047)。
文摘Soil strain is the key parameter to control the elasto-plastic deformation and even the failure processes.To overcome the defect that the strain of the model soil is always smaller than that of the prototype in Iai′s generalized scaling law(GSL),a modified scaling law was proposed based on Iai′s GSL to secure the same dynamic shear strain between the centrifuge model and the prototype by modulating the amplitude and frequency of the input motion at the base.A suite of dynamic centrifuge model tests of dry sand level ground was conducted with the same overall scaling factor(λ=200)under different centrifugal accelerations by using the technique of“modeling of models”to validate the modified GSL.The test results show that the modified GSL could achieve the same dynamic strain in model as that of the prototype,leading to better modeling for geotechnical problems where dynamic strain dominates the response or failure of soils.Finally,the applicability of the proposed scaling law and possible constraints on geometry scaling due to the capability limits of existing centrifuge shaking tables are discussed.
文摘Wireless Communication is a system for communicating information from one point to other,without utilizing any connections like wire,cable,or other physical medium.Cognitive Radio(CR)based systems and networks are a revolutionary new perception in wireless communications.Spectrum sensing is a vital task of CR to avert destructive intrusion with licensed primary or main users and discover the accessible spectrum for the efficient utilization of the spectrum.Centralized Cooperative Spectrum Sensing(CSS)is a kind of spectrum sensing.Most of the test metrics designed till now for sensing the spectrum is produced by using the Sample Covariance Matrix(SCM)of the received signal.Some of the methods that use the SCM for the process of detection are Pietra-Ricci Index Detector(PRIDe),Hadamard Ratio(HR)detector,Gini Index Detector(GID),etc.This paper presents the simulation and comparative perfor-mance analysis of PRIDe with various other detectors like GID,HR,Arithmetic to Geometric Mean(AGM),Volume-based Detector number 1(VD1),Maximum-to-Minimum Eigenvalue Detection(MMED),and Generalized Likelihood Ratio Test(GLRT)using the MATLAB software.The PRIDe provides better performance in the presence of variations in the power of the signal and the noise power with less computational complexity.
文摘Hypothesis testing analysis and unknown parameter estimation of both the intermediate frequency(IF) and baseband GPS signal detection are given by using the generalized likelihood ratio test(GLRT) approach,applying the model of GPS signal in white Gaussian noise,It is proved that the test statistic follows central or noncentral F distribution,It is also pointed out that the test statistic is nearly identical to central or noncentral chi-squared distribution because the processing samples are large enough to be considered as infinite in GPS acquisition problem.It is also proved that the probability of false alarm,the probability of detection and the threshold are affected largely when the hypothesis testing refers to the full pseudorandom noise(PRN) code phase and Doppler frequency search space cells instead of each individual cell.The performance of the test statistic is also given with combining the noncoherent integration.
基金supported by the Natural Science Foundation of China under Grant Nos.11231010,11471223,11501586BCMIIS and Key Project of Beijing Municipal Educational Commission under Grant No.KZ201410028030
文摘This paper proposes a test procedure for testing the regression coefficients in high dimensional partially linear models based on the F-statistic. In the partially linear model, the authors first estimate the unknown nonlinear component by some nonparametric methods and then generalize the F-statistic to test the regression coefficients under some regular conditions. During this procedure, the estimation of the nonlinear component brings much challenge to explore the properties of generalized F-test. The authors obtain some asymptotic properties of the generalized F-test in more general cases,including the asymptotic normality and the power of this test with p/n ∈(0, 1) without normality assumption. The asymptotic result is general and by adding some constraint conditions we can obtain the similar conclusions in high dimensional linear models. Through simulation studies, the authors demonstrate good finite-sample performance of the proposed test in comparison with the theoretical results. The practical utility of our method is illustrated by a real data example.
基金This work was supported in part by the National High-Tech Research and Development Program of China under grant number[2011AA120404]in part by the National Natural Science Foundation of China under grant numbers[4133176]and[41371352].
文摘This paper presents a supervised polarimetric synthetic aperture radar(PolSAR)change detection method applied to specific land cover types.For each pixel of a PolSAR image,its target scattering vector can be modeled as having a complex multivariate normal distribution.Based on this assumption,the joint distribution of two corresponding vectors in a pair of PolSAR images is derived.Then,a generalized likelihood ratio test statistic for the equality of two likelihood functions of such joint distribution is considered and a maximum likelihood distance measure for specific land cover types is presented.Subsequently,the Kittler and Illingworth minimum error threshold segmenta-tion method is applied to extract the specific changed areas.Experiments on two repeat-pass Radarsat-2 fully polarimetric images of Suzhou,China,demonstrate that the proposed change detection method gives a good performance in determining the specific changed areas in PolSAR images,especially the areas that have changed to water.
基金Projects(51378131,51378403)supported by the National Natural Science Foundation of ChinaProject(2012210020203)supported by the Fundamental Research Funds for the Central Universities,China
文摘From the mathematical principles, the generalized potential theory can be employed to create constitutive model of geomaterial directly. The similar Cam-clay model, which is created based on the generalized potential theory, has less assumptions,clearer mathematical basis, and better computational accuracy. Theoretically, it is more scientific than the traditional Cam-clay models. The particle flow code PFC3 D was used to make numerical tests to verify the rationality and practicality of the similar Cam-clay model. The verification process was as follows: 1) creating the soil sample for numerical test in PFC3 D, and then simulating the conventional triaxial compression test, isotropic compression test, and isotropic unloading test by PFC3D; 2)determining the parameters of the similar Cam-clay model from the results of above tests; 3) predicting the sample's behavior in triaxial tests under different stress paths by the similar Cam-clay model, and comparing the predicting results with predictions by the Cam-clay model and the modified Cam-clay model. The analysis results show that the similar Cam-clay model has relatively high prediction accuracy, as well as good practical value.
基金Foundation item： Supported by the National Natural Science Foundation of China（10501053） Acknowledgement I would like to thank Henan Society of Applied Statistics for which give me a chance to declare my opinion about the varying-coefficient model.
文摘Varying-coefficient models are a useful extension of classical linear model. They are widely applied to economics, biomedicine, epidemiology, and so on. There are extensive studies on them in the latest three decade years. In this paper, many of models related to varying-coefficient models are gathered up. All kinds of the estimation procedures and theory of hypothesis test on the varying-coefficients model are summarized. Prom my opinion, some aspects waiting to study are proposed.
文摘In the present paper, the authors introduce a new integral transform which yields a number of potentially useful （known or new） integral transfoms as its special cases. Many fundamental results about this new integral transform, which are established in this paper, in- clude （for example） existence theorem, Parseval-type relationship and inversion formula. The relationship between the new integral transform with the H-function and the H-transform are characterized by means of some integral identities. The introduced transform is also used to find solution to a certain differential equation. Some illustrative examples are also given.
