Restricted Ridge Estimators of the Parameters in Semiparametric Regression Model

In this article, we introduce a ridge estimator for the vector of parameters β in a semiparametric model when additional linear restrictions on the parameter vector are assumed to hold. We also obtain the semiparametric restricted ridge estimator for the parametric component in the semiparametric regression model. The ideas in this article are illustrated with a data set consisting of housing prices and through a comparison of the performances of the proposed and related estimators via a Monte Carlo simulation.     

A wider class of lagrange distributions of the second kind

Starting with the second Lagrange expansion, with f(z) and g(z) as two probability generating functions defined on non-negative integers, Janardan and Rao( 1983) introduced a new class of discrete distributions called the Lagrange Distributions (LD₂) of the second kind. In this note, this class of LD₂ distributions is widened by removing the restriction that the functions f(z) and g(z) be probability generation functions. It is also shown that the class of modified power series distributions is a subclass of LD₂.     

The multiplier method in constrained estimation of covariance structure models

Based on the multiplier method of constrained minimization, an algorithm is developed to handle the constrained estimation problem in covariance structure analysis. In the context of a general model which has wide applicability in multivariate medical and behavioural researches, computer programs are implemented to produce the weighted least squares estimates and the maximum likelihood estimates. The multiplier method is compared with the penalty function method in terms of computer time, number of iterations and number of unconstrained minimizations. The indication is that the multiplier method is substantially better.     

三足离心机振动模型的建立

三足离心机被广泛用来分离固体和液体的混合物,其工作转速一般在2 000 r/min,但是对于颗粒更细的混合液 的离心效果不是很好。文章分析离心机组成结构,对分部件分类描述,并推导出相应的动能描述形式。进而在分析悬挂 力的基础上,应用第二类Lagrange方程,建立了离心机的动力学模型。在此基础上,采用四阶Runge-Kutta求解整机的 运动轨迹,并验证了该动力学模型的正确性。从而为三足离心机减振抑噪的进一步研究提供了理论依据。     

Estimation and testing stationarity for double-autoregressive models

Summary.  The paper considers the double-autoregressive model y _t  =  φ y _{t −1}+ ɛ _t with ɛ _t  =     . Consistency and asymptotic normality of the estimated parameters are proved under the condition E  ln | φ  +√ α η _t |<0, which includes the cases with | φ |=1 or | φ |>1 as well as     . It is well known that all kinds of estimators of φ in these cases are not normal when ɛ _t are independent and identically distributed. Our result is novel and surprising. Two tests are proposed for testing stationarity of the model and their asymptotic distributions are shown to be a function of bivariate Brownian motions. Critical values of the tests are tabulated and some simulation results are reported. An application to the US 90-day treasury bill rate series is given.     

接触力学中的变分原理

接触问题是工程结构、加工工艺中经常面临的重要问题之一。石油工业中钻铤螺纹联接、钻柱与井壁的/接触、钻头与岩石的接触等;铁路工业中桥梁与混凝土基础的准静态接触,火车车轮与轨道的滚动接触等都是接触问题的典型例子。而接触问题中最难最关键的问题就是建立其变分泛函和求解的方法。介绍和总结了近年来关于接触力学中变分原理发表的有关文献和使用的理论和方法,并对这些理论和方法进行了分析和比较。为建立适合于石油钻铤螺纹联接的接触变分原理奠定了基础。     

ON OPTIMIZING MULTI-LEVEL DESIGNS: POWER UNDER BUDGET CONSTRAINTS

This paper derives a procedure for efficiently allocating the number of units in multi‐level designs given prespecified power levels. The derivation of the procedure is based on a constrained optimization problem that maximizes a general form of a ratio of expected mean squares subject to a budget constraint. The procedure makes use of variance component estimates to optimize designs during the budget formulating stages. The method provides more general closed form solutions than other currently available formulae. As such, the proposed procedure allows for the determination of the optimal numbers of units for studies that involve more complex designs. A method is also described for optimizing designs when variance component estimates are not available. Case studies are provided to demonstrate the method.     

Real and Spurious Long-Memory Properties of Stock-Market Data

We test for the presence of long memory in daily stock returns and their squares using a robust semiparametric procedure of Lobato and Robinson. Spurious results can be produced by nonstationarity and aggregation. We address these problems by analyzing subperiods of returns and using individual stocks. The test results show no evidence of long memory in the returns. By contrast, there is strong evidence in the squared returns.     

基于Lagrange多项式秘密共享技术研究

从Lagrange多项式的构造,系数和未知数的取值,Lagrange因子的计算方法和如何恢复常数项等问题出发,详细讨论了秘密的分发和恢复过程,通过仿真实验实现了一个(3,5)门限可视秘密共享方案,实验结果表明:该方法可使每个参与者对自己的子秘密及其他成员出示的子秘密进行验证。而不泄露子秘密信息,有效地阻止了外部攻击者对子秘密的窃取及内部参与者之间的互相欺诈,并可进一步推广到彩色空间,使其具有更广泛的实用价值和应用前景。