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41.
墓志的性质在宋代由哀悼文学转向传记文学,更多地记载墓主个人的事迹。本文通过墓志资料考察宋代士人家庭的择偶行为,进一步了解长辈为子女择偶的状况以及当时社会流行的择偶价值观。 相似文献
42.
Qinghua Ji 《统计学通讯:理论与方法》2020,49(7):1537-1560
AbstractIn this article, we propose a penalized local log-likelihood method to locally select the number of components in non parametric finite mixture of regression models via proportion shrinkage method. Mean functions and variance functions are estimated simultaneously. We show that the number of components can be estimated consistently, and further establish asymptotic normality of functional estimates. We use a modified EM algorithm to estimate the unknown functions. Simulations are conducted to demonstrate the performance of the proposed method. We illustrate our method via an empirical analysis of the housing price index data of United States. 相似文献
43.
移动互联网的快速发展和市场竞争的加剧促使电信运营商开始转型,加强产业链合作,服务提供商(SP)、内容提供商(CP)等互联网企业和终端制造商是电信运营商寻求合作的重要方向.文章分析了移动互联网背景下电信运营商开展产业链延伸合作的动因;提出了平台开放型、股权投资型、战略联盟型等三种电信运营商和SP/CP的合作模式,以及合约合作型、深入定制型、运营商自建型等三种电信运营商和终端制造商的合作模式;并进一步分析了电信运营商与SP/CP以及终端制造商合作的模式选择策略,以期为中国电信运营商开展产业链合作提供借鉴和参考. 相似文献
44.
Nonparametric Estimation of the Number of Drug Users in Hong Kong Using Repeated Multiple Lists 下载免费PDF全文
Richard M. Huggins Paul S.F. Yip Jakub Stoklosa 《Australian & New Zealand Journal of Statistics》2016,58(1):1-13
We update a previous approach to the estimation of the size of an open population when there are multiple lists at each time point. Our motivation is 35 years of longitudinal data on the detection of drug users by the Central Registry of Drug Abuse in Hong Kong. We develop a two‐stage smoothing spline approach. This gives a flexible and easily implemented alternative to the previous method which was based on kernel smoothing. The new method retains the property of reducing the variability of the individual estimates at each time point. We evaluate the new method by means of a simulation study that includes an examination of the effects of variable selection. The new method is then applied to data collected by the Central Registry of Drug Abuse. The parameter estimates obtained are compared with the well known Jolly–Seber estimates based on single capture methods. 相似文献
45.
Bernard Sébastien David Hoffman Clémence Rigaux Franck Pellissier Jérôme Msihid 《Pharmaceutical statistics》2016,15(6):450-458
This article describes how a frequentist model averaging approach can be used for concentration–QT analyses in the context of thorough QTc studies. Based on simulations, we have concluded that starting from three candidate model families (linear, exponential, and Emax) the model averaging approach leads to treatment effect estimates that are quite robust with respect to the control of the type I error in nearly all simulated scenarios; in particular, with the model averaging approach, the type I error appears less sensitive to model misspecification than the widely used linear model. We noticed also few differences in terms of performance between the model averaging approach and the more classical model selection approach, but we believe that, despite both can be recommended in practice, the model averaging approach can be more appealing because of some deficiencies of model selection approach pointed out in the literature. We think that a model averaging or model selection approach should be systematically considered for conducting concentration–QT analyses. Copyright © 2016 John Wiley & Sons, Ltd. 相似文献
46.
Mehmet Caner 《Econometric Reviews》2016,35(8-10):1343-1346
This special issue is concerned with model selection and shrinkage estimators. This Introduction gives an overview of the papers published in this special issue. 相似文献
47.
This article considers penalized empirical loss minimization of convex loss functions with unknown target functions. Using the elastic net penalty, of which the Least Absolute Shrinkage and Selection Operator (Lasso) is a special case, we establish a finite sample oracle inequality which bounds the loss of our estimator from above with high probability. If the unknown target is linear, this inequality also provides an upper bound of the estimation error of the estimated parameter vector. Next, we use the non-asymptotic results to show that the excess loss of our estimator is asymptotically of the same order as that of the oracle. If the target is linear, we give sufficient conditions for consistency of the estimated parameter vector. We briefly discuss how a thresholded version of our estimator can be used to perform consistent variable selection. We give two examples of loss functions covered by our framework. 相似文献
48.
This article considers in-sample prediction and out-of-sample forecasting in regressions with many exogenous predictors. We consider four dimension-reduction devices: principal components, ridge, Landweber Fridman, and partial least squares. We derive rates of convergence for two representative models: an ill-posed model and an approximate factor model. The theory is developed for a large cross-section and a large time-series. As all these methods depend on a tuning parameter to be selected, we also propose data-driven selection methods based on cross-validation and establish their optimality. Monte Carlo simulations and an empirical application to forecasting inflation and output growth in the U.S. show that data-reduction methods outperform conventional methods in several relevant settings, and might effectively guard against instabilities in predictors’ forecasting ability. 相似文献
49.
In this paper, we focus on the problem of factor screening in nonregular two-level designs through gradually reducing the number of possible sets of active factors. We are particularly concerned with situations when three or four factors are active. Our proposed method works through examining fits of projection models, where variable selection techniques are used to reduce the number of terms. To examine the reliability of the methods in combination with such techniques, a panel of models consisting of three or four active factors with data generated from the 12-run and the 20-run Plackett–Burman (PB) design is used. The dependence of the procedure on the amount of noise, the number of active factors and the number of experimental factors is also investigated. For designs with few runs such as the 12-run PB design, variable selection should be done with care and default procedures in computer software may not be reliable to which we suggest improvements. A real example is included to show how we propose factor screening can be done in practice. 相似文献
50.
This paper provides a Bayesian estimation procedure for monotone regression models incorporating the monotone trend constraint subject to uncertainty. For monotone regression modeling with stochastic restrictions, we propose a Bayesian Bernstein polynomial regression model using two-stage hierarchical prior distributions based on a family of rectangle-screened multivariate Gaussian distributions extended from the work of Gurtis and Ghosh [7]. This approach reflects the uncertainty about the prior constraint, and thus proposes a regression model subject to monotone restriction with uncertainty. Based on the proposed model, we derive the posterior distributions for unknown parameters and present numerical schemes to generate posterior samples. We show the empirical performance of the proposed model based on synthetic data and real data applications and compare the performance to the Bernstein polynomial regression model of Curtis and Ghosh [7] for the shape restriction with certainty. We illustrate the effectiveness of our proposed method that incorporates the uncertainty of the monotone trend and automatically adapts the regression function to the monotonicity, through empirical analysis with synthetic data and real data applications. 相似文献