A note on the residual median process

We study the residual median process, defined as the median of those observations which are greater than a number t. Using appropriate limit theorems, it is shown that the stochastic process converges in law to a Gaussian process defined in terms of a Brownian bridge.     

椭圆锥同轴线的特性阻抗

首次提出了一种新型传输线-椭圆锥同轴线,假设其工作模式是TEM模,在球锥面坐标系下分离变量再通过坐标变换成二维平面坐标,并利用图形逼近和取尺寸上下限的几何均值方法计算此种传输线的特性阻抗。     

Devaluation expectations and the unit root hypothesis: The Italian Lira in the European monetary system

Summary In several studies the unit root hypothesis of EMS exchange rates is analysed within the context of devaluation expectations estimation. By means of bootstrap inference it is shown that these procedures are not compatible with standard Dickey-Fuller significance levels and may lead to a wrong rejection of the null hypothesis. In the case of the Italian Lira/Deutsche Mark exchange rate, the hypothesis of a unit root is not rejected and expectations can be modelled by means of a reflected Brownian motion. The estimated devaluation expectations are related with some macro variables which provide evidence for the structure of expectations. This research has been partially supported with 40% and 60% MURST grants. The author wishes to thank the Bank of Italy for the exchange rates and the interest rates data and Ulf S?derstr?m for providing macroeconomic indicators. Useful suggestions from Riccardo Cesari, Michele Costa and two anonymous referees are gratefully acknowledged.     

Uniform asymptotic linearity in a regression parameter of a process based on a rank statistic

For X₁, …, X_N a random sample from a distribution F, let the process S^δ_N(t) be defined as where K²_N = σ^N_i=1(c_i ? c?)² and R x_i, + Δd, is the rank of X_i + Δd_i, among X₁ + Δd₁, …, X_N + Δd_N. The purpose of this note is to prove that, under certain regularity conditions on F and on the constants c_i and d_i, S^Δ_N (t) is asymptotically approximately a linear function of Δ, uniformly in t and in Δ, |Δ| ≤ C. The special case of two samples is considered.     

Standards of Probability Sampling for Legal Evidence

Brief recognition is given to bicentennials of the death of James Stirling (1692–1770) and birth of Ferdinand Rudolph Hassler (1770–1843); to sesquicentennials of the publication of the 3rd definitive edition of Laplace's Théorie analytique des probabilités, and of the births of William Chauvenet (1820–1870) and Isaac Todhunter (1820–1884); to centennials of the births of Louis Bachelier (1870–1946) and Jean Perrin (1870–1942); and to the semicentennial of the initial publication (1920) of Metron, an International Review of Statistics.     

语言相对论研究述评

从时间、色彩、位值与运动事件等四个方面介绍与述评国外近期对萨丕尔．沃尔夫假说的实证研究，同时结合国内一些学者的成果，来探讨语言与思维之间的关系。     

ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH

ABSTRACT

This paper adopts a unified approach to the derivation of the asymptotic distributions of various seasonal unit root tests. The procedures considered are those of Dickey et al. [DHF], Kunst, Hylleberg et al. [HEGY], Osborn et al. [OCSB], Ghysels et al. [GHL] and Franses. This unified approach shows that the asymptotic distributions of all these test statistics are functions of the same vector of Brownian motions. The Kunst test and the overall HEGY F-test are, indeed, equivalent both asymptotically and in finite samples, while the Franses and GHL tests are shown to have equivalent parameterizations. The OCSB and DHF test regressions are viewed as restricted forms of the Kunst-HEGY regressions, and these restrictions may have non-trivial asymptotic implications.     

Asymptotic behavior of the grenander estimator at density flat regions

Over forty years ago, Grenander derived the MLE of a monotone decreasing density f with known mode. Prakasa Rao obtained the asymptotic distribution of this estimator at a fixed point x where f' (x) < 0. Here, we obtain the asymptotic distribution of this estimator at a fixed point x when f is constant and nonzero in some open neighborhood of x. This limiting distribution is expressible as the convolution of a closed-form density and a rescaled standard normal density. Groeneboom (1983) derived the aforementioned closed-form density and we provide an alternative, more direct derivation.     

四轮式移动机器人非完整运动控制

针对四轮式机器人做非完整运动时系统的非完整性的问题,将四轮式机器人运动规划转化为非线性控制系统的优化问题。提出了对优化变量进行浮点数编码的改进遗传算法,使系统控制精度得到改善。同时将改进的遗传算法采用最优个体保留策略,设计交叉参数和自适应变异参数,确保算法具有良好的收敛性。通过数字仿真实验,证明了该方法的对四轮式机器人非完整运动规划问题具有可操作性。     

一种快速全局运动估计算法

为了对全局运动进行准确快速的估计,在对全局运动估计算法进行研究的基础上,提出了一种快速全局运动估计算法。该算法基于非线性密度估计,采用了六参数的仿射模型。为了提高计算速度,采用了3层金字塔进行多分辨率计算,而且在每层迭代计算中,将基于块的外点去除算法与特征点提取算法相结合,这样既加快了算法的速度,又提高了计算结果的准确性。全局运动估计的实验结果表明,该算法在速度和准确性上具有一定的优势。