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991.
Guoxin Qiu 《统计学通讯:理论与方法》2018,47(13):3092-3103
It was shown that the decreasing mean residual life class implies the decreasing residual quantile entropy class and the decreasing residual quantile entropy class is not closed under formation of mixture. The less quantile entropy order was proved to be closed under the accelerated life models and the generalized order statistics models. Meanwhile, bounds of the entropy and the residual quantile entropy of some aging classes were established. 相似文献
992.
We describe stationarity and ergodicity (SE) regions for a recently proposed class of score driven dynamic correlation models. These models have important applications in empirical work. The regions are derived from sufficiency conditions in Bougerol (1993) and take a nonstandard form. We show that the nonstandard shape of the sufficiency regions cannot be avoided by reparameterizing the model or by rescaling the score steps in the transition equation for the correlation parameter. This makes the result markedly different from the volatility case. Observationally equivalent decompositions of the stochastic recurrence equation yield regions with different shapes and sizes. We use these results to establish the consistency and asymptotic normality of the maximum likelihood estimator. We illustrate our results with an analysis of time-varying correlations between U.K. and Greek equity indices. We find that also in empirical applications different decompositions can give rise to different conclusions regarding the stability of the estimated model. 相似文献
993.
Multivariate Logit models are convenient to describe multivariate correlated binary choices as they provide closed-form likelihood functions. However, the computation time required for calculating choice probabilities increases exponentially with the number of choices, which makes maximum likelihood-based estimation infeasible when many choices are considered. To solve this, we propose three novel estimation methods: (i) stratified importance sampling, (ii) composite conditional likelihood (CCL), and (iii) generalized method of moments, which yield consistent estimates and still have similar small-sample bias to maximum likelihood. Our simulation study shows that computation times for CCL are much smaller and that its efficiency loss is small. 相似文献
994.
Efficient Algorithms for Similarity Search 总被引:1,自引:0,他引:1
S. Rajasekaran Y. Hu J. Luo H. Nick P.M. Pardalos S. Sahni G. Shaw 《Journal of Combinatorial Optimization》2001,5(1):125-132
The problem of our interest takes as input a database of m sequences from an alphabet and an integer k. The goal is to report all the pairs of sequences that have a matching subsequence of length at least k. We employ two algorithms to solve this problem. The first algorithm is based on sorting and the second is based on generalized suffix trees. We provide experimental data comparing the performances of these algorithms. The generalized suffix tree based algorithm performs better than the sorting based algorithm. 相似文献
995.
信息交流在群体性突发事件处理中作用的博弈分析 总被引:7,自引:1,他引:7
本文运用演化博弈理论,对信息交流在不同发展阶段的群体性突发事件处理中发挥的截然不同的作用进行了分析。在一般化模仿者动态模型基础上得出了群体性突发事件处制度危机阶段和制度转型阶段的扩散方程,其退化为包含学习障碍的传染病扩散方程。通过将不同策略的学习障碍加以内生化,使其成为信息公开程度的函数,分析了政府部门采取的信息公开措施在群体性突发事件不同发展阶段中的作用。研究结果表明,在群体性突发事件处于制度危机阶段时政府部门应控制信息交流程度;处于制度转型阶段时应该及时进行信息披露,引导不同的社会阶层对新体制形成稳定的认知均衡。 相似文献
996.
997.
J.?Roca-Pardi?asEmail author C.?Cadarso-Suárez W.?González-Manteiga 《Statistics and Computing》2005,15(4):289-299
In this paper we considered a generalized additive model with second-order interaction terms. A local scoring algorithm (with
backfitting) based on local linear kernel smoothers was used to estimate the model. Our main aim was to obtain procedures
for testing second-order interaction terms. Backfitting theory is difficult in this context, and a bootstrap procedure is
therefore provided for estimating the distribution of the test statistics. Given the high computational cost involved, binning
techniques were used to speed up the computation in the estimation and testing process. A simulation study was carried out
in order to assess the validity of the bootstrap-based tests. Lastly, our method was applied to real data drawn from an SO2 binary time series. 相似文献
998.
999.
何跃 《重庆建筑大学学报(社会科学版)》2000,(2)
哲学是对各类学说的反思 ,系统哲学是对各种系统学说的反思。本文所探讨的广义超元论系统观是一种系统哲学学说 ,这一系统哲学学说的基本观点是 :可以被人们如此这般指称和描述言说的系统、系统部分及其相互关系 ,是处于特定实践认识阶段的人类意识如此这般地显现、设定、建构、生产、创造的产物 ,不存在所谓“超人类的”实在系统、系统部分及其相互关系 相似文献
1000.
Nutritional status of a child is an important determinant factor of his/her health and survival. Evaluation of child nutritional status is usually based on three anthropometric indices of height-for-age (stunting), weight-for-height (wasting) and weight-for-age (underweight). This paper is a case study that focuses on a new approach of estimating nonlinear effects. It models the dependence of probability of underweight children in Zambia on some covariates, some of which are metrical whose effects are assumed to be nonlinear and estimated nonparametrically through a Bayesian B-spline basis function approach with adaptive knot selection using the data set from the 1992 Zambia Demographic and Health Survey (ZDHS). For all the unknown functions, the number and location of knots as well as the unknown coefficients of the basis functions are estimated simultaneously using reversible jump Markov chain Monte Carlo (RJMCMC) techniques. 相似文献