国内删失数据统计研究状况综述

研究了国内在线性回归模型、非线性回归模型、半参数回归、非参数回归、单指标回归、生存分析、时间序列分析、密度估计等领域删失数据统计研究状况。     

IEEE 802.16无线信道快速突发均衡的实现

针对IEEE 802.16无线信道进行了仿真,提出了一种工作于该信道的16QAM突发模式的快速均衡器算法,该算法采用Neuman-Hoffman序列的扩展序列进行信道快速估计,及用均衡器系数预加载算法以提高收敛速度,仿真结果证明:算法收敛速度优于递归最小二乘算法。     

Use of the scale-up methods in injury prevention research: An empirical assessment to the case of choking in children

The scale-up method estimates the size of hard to count subpopulations. This method is based on the idea that the proportion of subjects in a subpopulation E known to each member of the general population T is the same as the proportion of members of E belonging to general population T.     

Chain ratio and regression type estimators for median estimation in survey sampling

In this paper, we consider chain ratio and regression type estimators for estimating median in survey sampling. We find expressions for the variance of the chain-ratio and chain-regression type estimators considered in the present investigation. The optimum values of the first phase and second phase sample sizes are also obtained for the fixed cost of survey. The relative efficiency of chain-ratio and chain-regression type estimators have been studied in comparison to ratio and regression type estimators of median proposed by Singh, Joarder and Tracy (2001).     

Clustering via nonparametric density estimation

Although Hartigan (1975) had already put forward the idea of connecting identification of subpopulations with regions with high density of the underlying probability distribution, the actual development of methods for cluster analysis has largely shifted towards other directions, for computational convenience. Current computational resources allow us to reconsider this formulation and to develop clustering techniques directly in order to identify local modes of the density. Given a set of observations, a nonparametric estimate of the underlying density function is constructed, and subsets of points with high density are formed through suitable manipulation of the associated Delaunay triangulation. The method is illustrated with some numerical examples.     

非参数可加ACD模型及其应用研究

非参数可加ACD模型对条件期望的函数形式与随机误差项的分布形式要求都没有参数ACD模型强，因此不会像参数ACD模型那样因模型形式设定错误而得出错误结论。非参数可加ACD模型估计出来的各个可加部分图形的形状对于正确设定参数ACD模型具有一定的指导作用。     

Likelihood-based estimation for Gaussian MRFs

Markov random fields (MRFs) express spatial dependence through conditional distributions, although their stochastic behavior is defined by their joint distribution. These joint distributions are typically difficult to obtain in closed form, the problem being a normalizing constant that is a function of unknown parameters. The Gaussian MRF (or conditional autoregressive model) is one case where the normalizing constant is available in closed form; however, when sample sizes are moderate to large (thousands to tens of thousands), and beyond, its computation can be problematic. Because the conditional autoregressive (CAR) model is often used for spatial-data modeling, we develop likelihood-inference methodology for this model in situations where the sample size is too large for its normalizing constant to be computed directly. In particular, we use simulation methodology to obtain maximum likelihood estimators of mean, variance, and spatial-depencence parameters (including their asymptotic variances and covariances) of CAR models.     

Nonparametric Estimation of Duration Dependence in Militarized Interstate Disputes

A militarized interstate dispute (MID) involves military conflict between states with diplomatic ties and exists because two or more states have failed to resolve their differences through diplomatic channels. Jones et al. (1996) characterize an MID as the threat, display or use of military force short of war. They analyze over 2000 disputes spanning two centuries across the globe and conclude that disputes tend to be persistent once established. In this paper, I find that the passage of time can be a favorable factor in dispute resolution, and thus historical mechanisms for dispute resolution favor ending, not extending, militarized disputes. I emphasize the use of non-parametric procedures first to estimate the hazard function and then to estimate the benefits of negotiated settlements.     

响应变量缺失下半参数变系数EV模型的约束统计推断

文章研究了半参数变系数EV模型在线性约束条件下的估计和检验问题,当响应变量缺失、非参数部分协变量带有测量误差时,利用局部纠偏的Profile最小二乘估计、Lagrange乘子方法和借补技术构造了回归模型参数分量两类纠偏约束估计量。此外,为了检验线性约束条件,构造了借补的Profile Lagrange乘子检验统计量,并通过蒙特卡洛数值模拟验证估计量和检验统计量的有效性。     

倒向随机微分方程中非参数估计的核函数选择

比较了多种类型的核函数下倒向随机微分方程（BSDE）中生成元z的非参数估计方法,利用不同的核函数估计BSDE中的生成元z的非参数估计,在均方误差意义下比较了8种不同的核函数下得到的BSDE的生成元z的非参数估计的精度,统计分析结果显示Gaussian核函数下的估计效果最好。