Kernel Density Estimation with Generalized Binning

We propose kernel density estimators based on prebinned data. We use generalized binning schemes based on the quantiles points of a certain auxiliary distribution function. Therein the uniform distribution corresponds to usual binning. The statistical accuracy of the resulting kernel estimators is studied, i.e. we derive mean squared error results for the closeness of these estimators to both the true function and the kernel estimator based on the original data set. Our results show the influence of the choice of the auxiliary density on the binned kernel estimators and they reveal that non-uniform binning can be worthwhile.     

Testing lack of fit of regression models under heteroscedasticity

A test is proposed for assessing the lack of fit of heteroscedastic nonlinear regression models that is based on comparison of nonparametric kernel and parametric fits. A data-driven method is proposed for bandwidth selection using the asymptotically optimal bandwidth of the parametric null model which leads to a test that has a limiting normal distribution under the null hypothesis and is consistent against any fixed alternative. The resulting test is applied to the problem of testing the lack of fit of a generalized linear model.     

Pointwise and uniform convergence of multivariate kernel density estimators using random bandwidths

We obtain the rates of pointwise and uniform convergence of multivariate kernel density estimators using a random bandwidth vector obtained by some data-based algorithm. We are able to obtain faster rate for pointwise convergence. The uniform convergence rate is obtained under some moment condition on the marginal distribution. The rates are obtained under i.i.d. and strongly mixing type dependence assumptions.     

A test of normality using nonparametrlic residuals

In this paper, we develop a test of the normality assumption of the errors using the residuals from a nonparametric kernel regression. Contrary to the existing tests based on the residuals from a parametric regression, our test is thus robust to misspecification of the regression function. The test statistic proposed here is a Bera-Jarque type test of skewness and kurtosis. We show that the test statistic has the usual x²(2) limit distribution under the null hypothesis. In contrast to the results of Rilstone (1992), we provide a set of primitive assumptions that allow weakly dependent observations and data dependent bandwidth parameters. We also establish consistency property of the test. Monte Carlo experiments show that our test has reasonably good size and power performance in small samples and perfornu better than some of the alternative tests in various situations.     

Goodness-of-Fit Tests for Multiplicative Models with Dependent Data

Abstract.  Several classical time series models can be written as a regression model between the components of a strictly stationary bivariate process. Some of those models, such as the ARCH models, share the property of proportionality of the regression function and the scale function, which is an interesting feature in econometric and financial models. In this article, we present a procedure to test for this feature in a non-parametric context. The test is based on the difference between two non-parametric estimators of the distribution of the regression error. Asymptotic results are proved and some simulations are shown in the paper in order to illustrate the finite sample properties of the procedure.     

最优的核判别分析用于雷达目标识别

特征提取是雷达目标识别研究中的重要问题,有效、稳健的特征是提高识别率的关键。核判别分析(KDA)是一种抽取非线性特征的有效方法,但它会因为奇异性问题而难以求解。基于子空间投影的思想,给出一种最优的核判别分析(OKDA)方法,用于对雷达目标的距离像进行特征提取,然后采用基于核的非线性分类器对所提取的特征进行分类,实现对雷达目标的识别。分别对仿真和实测距离像进行实验,结果表明该方法具有较好的识别效果。     

再生核支持向量机在非线性系统中的应用

为了提高非线性系统辨识的精度,提出用Walsh函数作为空间V0的尺度函数,构造出L2(R)空间的正交规范序列。结合小波多分辨分析,将Hilbert空间分为一系列子空间,并由可分Hilbert空间与L2(R)的等价性,利用内积同构的线性算子,可以把V0子空间的尺度函数折算为Hilbert空间的子空间V0的尺度函数,构造出新的Walsh序列再生核。通过仿真实验,与传统的RBF核函数、高斯核函数等比较,该尺度再生核函数具有更高的辨识精度,较少支持向量数目,充分体现了支持向量机较好的推广性能。     

NONPARAMETRIC AUTOCOVARIANCE FUNCTION ESTIMATION

Nonparametric estimators of autocovariance functions for non-stationary time series are developed. The estimators are based on straightforward nonparametric mean function estimation ideas and allow use of any linear smoother (e.g. smoothing spline, local polynomial). The paper studies the properties of the estimators, and illustrates their usefulness through application to some meteorological and seismic time series.     

Smoothing parameter selection in nonparametric regression using an improved Akaike information criterion

Many different methods have been proposed to construct nonparametric estimates of a smooth regression function, including local polynomial, (convolution) kernel and smoothing spline estimators. Each of these estimators uses a smoothing parameter to control the amount of smoothing performed on a given data set. In this paper an improved version of a criterion based on the Akaike information criterion (AIC), termed AIC_C, is derived and examined as a way to choose the smoothing parameter. Unlike plug-in methods, AIC_C can be used to choose smoothing parameters for any linear smoother, including local quadratic and smoothing spline estimators. The use of AIC_C avoids the large variability and tendency to undersmooth (compared with the actual minimizer of average squared error) seen when other 'classical' approaches (such as generalized cross-validation (GCV) or the AIC) are used to choose the smoothing parameter. Monte Carlo simulations demonstrate that the AIC_C-based smoothing parameter is competitive with a plug-in method (assuming that one exists) when the plug-in method works well but also performs well when the plug-in approach fails or is unavailable.     

社会主义核心价值体系的实现路径——基于价值认同的角度

社会主义核心价值体系的实现过程,不仅是一个教育灌输的过程,更是一个价值认同的过程。要实现对社会主义核心价值体系的价值认同,真正把社会主义核心价值体系“转化为人民的自觉追求”,需要把握好“尊重多样差异,坚持一元导向”的价值引导、“坚持平等沟通,实现渐进渗透”的价值转化和“寻求社会共识,凝聚发展合力”的价值整合三个环节。