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41.
对于内生突变情形下的单位根检验,突变点的确定方法会影响到单位根检验的功效,不同方法在确定突变点位置时的表现也不尽相同。本文首先评述了几种常用的突变点确定方法及相应的单位根检验,然后对基于各类回归式残差平方和最小值确定突变点的方法进行了比较分析,本文所设数据生成过程有别于已有研究,并首次考虑了依据可行广义最小二乘(FGLS)估计来确定突变点。在此基础上,还对比分析了几种不同突变点确定方法下的单位根检验功效和实际检验水平。结论显示,依据FGLS残差平方和最小值得到准确突变点的频率最高,且在AO模型下据此进行Perron检验具有较高的功效且不会发生较大的水平扭曲。 相似文献
42.
Bayesian inference for the intraclass correlation ρ is considered under unequal family sizes. We obtain the posterior distribution of ρ and then compare the performance of the Bayes estimator (posterior mean of ρ) with that of Srivastava's (1984) estimator through simulation. Simulation study shows that the Bayes estimator performs better than the Srivastava's estimator in terms of lower mean square error. We also obtain large sample posteriors of ρ based on the asymptotic posterior distribution and based on the Laplace approximation. 相似文献
43.
ABSTRACTThe present work is an attempt to make use of several auxiliary variables at both the occasions for improving the precision of estimates at the current occasion on two occasions of successive sampling. Chain-type ratio estimator has been proposed for estimating the population mean at current occasion in two occasions rotation (successive) sampling. Theoretical properties of the proposed estimator have been investigated. The proposed estimator has been compared with simple mean estimator when there is no matching and with the ratio estimator in successive sampling when information is available on one auxiliary variable on both the occasions. Optimum replacement strategy has also been discussed. Theoretical results have been justified through empirical investigation. 相似文献
44.
Multiple linear regression models are frequently used in predicting unknown values of the response variable y. In this case, a regression model's ability to produce an adequate prediction equation is of prime importance. This paper discusses the predictive performance of the r-k and r-d class estimators compared to ordinary least squares (OLS), principal components, ridge regression and Liu estimators and between each other. The theoretical results are illustrated using Portland cement data and a region is established where the r-k and the r-d class estimators are uniformly superior to the other mentioned estimators. 相似文献
45.
In this paper the study of relative bias (RB), exact variance and mean square error (MSE) of the maximum likelihood estimators of the exponential distribution under type I progressive censoring with changing failure rates is considered. A minimum mean square error (MMSE) estimator for the parameter at each stage is proposed. The numerical evalution of their relative performance is made for selected values of n and p. Further results concerning group-censoring, total expected waiting time and optimal spacings of the times of censoring are derived and results obtained by Kendell and Anderson (1971) are deduced as special cases. 相似文献
46.
本文通过引入合适的保角映射函数,充分利用复变函数方法和解析函数理论,研究一维六方准晶中正方形孔边两不对称裂纹的反平面问题。在孔周及裂纹面为自由表面的假设下,结合数值保角映射函数和复变函数中的Cauchy积分公式,得到声子场和相位子场耦合作用下复势函数的近似解,并且给出裂纹尖端应力强度因子和能量释放率的显示表达式。数值算例讨论裂纹长度和正方形边长对场强度因子的影响规律。 相似文献
47.
For nonparametric regression models with fixed and random design, two classes of estimators for the error variance have been introduced: second sample moments based on residuals from a nonparametric fit, and difference-based estimators. The former are asymptotically optimal but require estimating the regression function; the latter are simple but have larger asymptotic variance. For nonparametric regression models with random covariates, we introduce a class of estimators for the error variance that are related to difference-based estimators: covariate-matched U-statistics. We give conditions on the random weights involved that lead to asymptotically optimal estimators of the error variance. Our explicit construction of the weights uses a kernel estimator for the covariate density. 相似文献
48.
本文总结了我校英语广场创办以来取得的成果,分析了不足,并提出了改进措施, 以探索更有效、更新颖的途径来丰富校园内的英语学习氛围,提高大学生的英语听说和应用能力。 相似文献
49.
以营口山海广场设计为例,从可识别性、视觉延续性、亲水渗透性等多方面对开放型海滨广场设计进行了特色探究,阐述了城市滨水区的独特地位及作用。 相似文献
50.
提出了一种基于粒子群优化的广义T-S模糊模型参数学习方法。该方法用离散二进制微粒位置表示模型的结构参数,用普通微粒位置表示模型规则中模糊集隶属函数的参数;这两种微粒位置联合体构成一个模型完整的前件参数集。每一学习循环分两步,前一步用粒子群进化迭代调整所有前件参数,后一步用正交最小二乘法估计后件参数。该方法不需任何先验知识,运算量小,能产生紧凑的模糊模型。非线性动态系统模糊建模的数字仿真说明了该方法的有效性。 相似文献