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931.
Edwin Choi & Peter Hall 《Journal of the Royal Statistical Society. Series B, Statistical methodology》2000,62(2):461-477
Given a linear time series, e.g. an autoregression of infinite order, we may construct a finite order approximation and use that as the basis for confidence regions. The sieve or autoregressive bootstrap, as this method is often called, is generally seen as a competitor with the better-understood block bootstrap approach. However, in the present paper we argue that, for linear time series, the sieve bootstrap has significantly better performance than blocking methods and offers a wider range of opportunities. In particular, since it does not corrupt second-order properties then it may be used in a double-bootstrap form, with the second bootstrap application being employed to calibrate a basic percentile method confidence interval. This approach confers second-order accuracy without the need to estimate variance. That offers substantial benefits, since variances of statistics based on time series can be difficult to estimate reliably, and—partly because of the relatively small amount of information contained in a dependent process—are notorious for causing problems when used to Studentize. Other advantages of the sieve bootstrap include considerably greater robustness against variations in the choice of the tuning parameter, here equal to the autoregressive order, and the fact that, in contradistinction to the case of the block bootstrap, the percentile t version of the sieve bootstrap may be based on the 'raw' estimator of standard error. In the process of establishing these properties we show that the sieve bootstrap is second order correct. 相似文献
932.
In this paper we introduce the class of axial solutions for multiple objective optimization problems in contexts in which partial information on preference weights is available. These solutions combine the use of an improvement axis to direct the search of the most preferred result with the concept of efficiency with respect to preference information. 相似文献
933.
Estimating the propagation rate of a viral infection of potato plants via mixtures of regressions 总被引:2,自引:0,他引:2
T. Rolf Turner 《Journal of the Royal Statistical Society. Series C, Applied statistics》2000,49(3):371-384
A problem arising from the study of the spread of a viral infection among potato plants by aphids appears to involve a mixture of two linear regressions on a single predictor variable. The plant scientists studying the problem were particularly interested in obtaining a 95% confidence upper bound for the infection rate. We discuss briefly the procedure for fitting mixtures of regression models by means of maximum likelihood, effected via the EM algorithm. We give general expressions for the implementation of the M-step and then address the issue of conducting statistical inference in this context. A technique due to T. A. Louis may be used to estimate the covariance matrix of the parameter estimates by calculating the observed Fisher information matrix. We develop general expressions for the entries of this information matrix. Having the complete covariance matrix permits the calculation of confidence and prediction bands for the fitted model. We also investigate the testing of hypotheses concerning the number of components in the mixture via parametric and 'semiparametric' bootstrapping. Finally, we develop a method of producing diagnostic plots of the residuals from a mixture of linear regressions. 相似文献
934.
洪伟铭 《湛江师范学院学报》2007,28(3):112-115
根据当前网络信息传播的混乱情况,在某种场合进行网络信息监控很有必要.该文提出了网络信息监控的几种实现方法和标准的信息监控流程,讨论设计网络信息监控系统的系统架构方法以及信息监控中应根据实际采用各种不同的技术组合,以达到全方位对网络信息进行监控. 相似文献
935.
Bayesian Monte Carlo (BMC) decision analysis adopts a sampling procedure to estimate likelihoods and distributions of outcomes, and then uses that information to calculate the expected performance of alternative strategies, the value of information, and the value of including uncertainty. These decision analysis outputs are therefore subject to sample error. The standard error of each estimate and its bias, if any, can be estimated by the bootstrap procedure. The bootstrap operates by resampling (with replacement) from the original BMC sample, and redoing the decision analysis. Repeating this procedure yields a distribution of decision analysis outputs. The bootstrap approach to estimating the effect of sample error upon BMC analysis is illustrated with a simple value-of-information calculation along with an analysis of a proposed control structure for Lake Erie. The examples show that the outputs of BMC decision analysis can have high levels of sample error and bias. 相似文献
936.
937.
Many practical situations involve a response variable Y and covariates X , where data on (Y, X ) are incomplete for some portion of a sample of individuals. We consider two general types of pseudolikelihood estimation for problems in which missingness may be response-related. These are typically simpler to implement than ordinary maximum likelihood, which in this context is semiparametric. Asymptotics for the pseudolikelihood methods are presented, and simulations conducted to investigate the methods for an important class of problems involving lifetime data. Our results indicate that for these problems the two methods are effective and comparable with respect to efficiency. 相似文献
938.
陈东果 《重庆邮电学院学报(社会科学版)》2008,20(2):38-40
非法侵入计算机信息系统罪是信息时代产生的一种新型犯罪,我国刑法第285条对此作出规定。然而,该罪在罪名、犯罪客体和对象、犯罪主体、刑种和量刑、刑事管辖权等方面都存在一些立法缺陷。因此,从立法层面应规范罪名的表述.适当扩大犯罪对象的范围,增加单位犯罪主体.增加本罪的刑种,提高本罪的刑度,明确本罪的刑事管辖权。 相似文献
939.
马克思的传播观是现代传播学早期发展的一个重要环节。马克思的交往观、新闻自由观、无产阶级党报思想和大众媒介观等是马克思主义传播思想最核心部分。 相似文献
940.
计算机基础课程与大学生信息素养教育研究 总被引:2,自引:0,他引:2
杨峰 《吉林工程技术师范学院学报》2008,24(9):28-29
本文阐述了信息素养的内涵,指出了计算机基础课程教育中信息素养培养的不足,提出了在计算机基础课程中整合图书馆教育、加强教学实践、利用校园网教学资源培养学生信息素质的新途径。 相似文献