On the usefulness of knowledge of error variances in the consistent estimation of an unreplicated ultrastructural model

This article considers an unreplicated ultrastructural model and discusses the asymptotic properties of three consistent estimators of slope parameter arising from the knowledge of measurement error variances. Conditions are deduced when knowing the error variances associated with both the study and the explanatory variables is more/less beneficial than using a single error variance in the formulation of slope estimators.     

Considerations for optimal nonparametric regression under a generalizederror structure

Nonparametric smoothing, such as kernel or spline estimation, has been examined extensively under the assumption of uncorrelated errors. This paper addresses the effects of potential correlation on consistency and other asymptotic properties in a repeated-measures model, using directly optimized linear smoothers of the replicate means. Unrestricted optimal weights, with respect to squared error loss, are used to confirm a lack of consistency for all linear estimators in an autocorrelated errors model. The results indicate kernel methods that work well for an uncorrelated errors model may not have the ability to perform satisfactorily when correlation is introduced, due to an asymmetry in the optimal weights, which disappears for an uncorrelated errors model. These would include data-driven bandwidth selection methods, adjustments of the bandwidth to accommodate correlation, higher-order kernels, and related bias reduction techniques. The analytic results suggest alternative approaches, not considered here in detail, which have shown merit.     

Ridge regression estimators in the linear regression models with non-spherical errors

The present paper considers a family of ordinary ridge regression estimators in the linear regression model when the disturbances covariance matrix depends upon a few unknown parameters. An asymptotic expansion for the distribution of the ridge regression estimator is developed and under the quadratic loss function its asymptotic risk is compared with that of the feasible GLS estimator.     

Adaptive Estimation of the Integral of Squared Regression Derivatives

A problem of estimating the integral of a squared regression function and of its squared derivatives has been addressed in a number of papers. For the case of a heteroscedastic model where smoothness of the underlying regression function, the design density, and the variance of errors are known, the asymptotically sharp minimax lower bound and a sharp estimator were found in Pastuchova & Khasminski (1989). However, there are apparently no results on the either rate optimal or sharp optimal adaptive, or data-driven, estimation when neither the degree of regression function smoothness nor design density, scale function and distribution of errors are known. After a brief review of main developments in non-parametric estimation of non-linear functionals, we suggest a simple adaptive estimator for the integral of a squared regression function and its derivatives and prove that it is sharp-optimal whenever the estimated derivative is sufficiently smooth.     

CORRECTING FOR MEASUREMENT ERROR IN AN EXPOSURE-RESPONSE RELATIONSHIP BASED ON DICHOTOMISING A CONTINUOUS DEPENDENT VARIABLE

Random error in a continuous outcome variable does not affect its regression on a predictor. However, when a continuous outcome variable is dichotomised, random measurement error results in a flatter exposure-response relationship with a higher intercept. Although this consequence is similar to the effect of misclassification in a binary outcome variable, it cannot be corrected using techniques appropriate for binary data. Conditional distributions of the measurements of the continuous outcome variable can be corrected if the reliability coefficient of the measurements can be estimated. An unbiased estimate of the exposure-response relationship is then easily calculated. This procedure is demonstrated using data on the relationship between smoking and the development of airway obstruction.     

读《全隋文》札记

清人严可均编纂的《全隋文》,被誉为研究隋代文化的百科全书。但是,由于受历史条件和一人之力的局限,《全隋文》的编纂也存在着严重的缺漏和诸多失误。为了纠正此书所见失误,为研读者提供更为科学之文本,运用内、外证相结合的方法,据以文献、史籍和新出土石刻,共辑得札记23条。其中既有对录文重出互见的厘正、文字讹夺衍倒的校勘,又有文章系年的考订、补充和纠正。需要说明的是,所用《全隋文》为商务印书馆1999版,各则札记先列卷页(商务版卷数用汉字,页码用阿拉伯数字,仍依其旧),次列作者及篇名,再陈鄙见,以便检核。     

Extremes of Markov chains with tail switching potential

Summary.  A recent advance in the utility of extreme value techniques has been the characteri- zation of the extremal behaviour of Markov chains. This has enabled the application of extreme value models to series whose temporal dependence is Markovian, subject to a limitation that prevents switching between extremely high and extremely low levels. For many applications this is sufficient, but for others, most notably in the field of finance, it is common to find series in which successive values switch between high and low levels. We term such series Markov chains with tail switching potential, and the scope of this paper is to generalize the previous theory to enable the characterization of the extremal properties of series displaying this type of behaviour. In addition to theoretical developments, a modelling procedure is proposed. A simulation study is made to assess the utility of the model in inferring the extremal dependence structure of autoregressive conditional heteroscedastic processes, which fall within the tail switching Markov family, and generalized autoregressive conditional heteroscedastic processes which do not, being non-Markov in general. Finally, the procedure is applied to model extremal aspects of a financial index extracted from the New York Stock Exchange compendium.     

人的可靠性与人为差错

分析论述了影响人的可靠性的因素 ,提出了提高人的可靠性、减少人为差错的措施和方法。     

基于支持向量机的传感器非线性误差校正

提出了一种用支持向量机校正传感器非线性误差的原理和方法。该算法只依据样本就可以正确辩识传感器逆模型特征,而不需关于逆模型函数形式的任何先验知识,并将原问题转化为一个凸二次优化问题,能够保证找到的极值解就是全局最优解,具有较好的泛化能力。通过对电容式湿敏传感器误差校正的应用表明:该算法可取得较好的效果。     

维吾尔族大学生在英语写作中中介语语法偏误分析

以中介语理论及其五个发展过程为标准，可将新疆少数民族地区维吾尔族民考民英语学习者在大学英语写作学习中出现的偏误类型分为：母语负迁移型、目标语规则过度归纳型、训练迁移型、交际策略型和二语习得策略型。文章着重探讨了造成前两种中介语语法偏误类型的原因是母语无标记，偏误类推，合成和偏误分析，希望能够引导教师正确认识作文中出现的语言偏误，采用合理的教学设计和方法，帮助三语学习者逐步改进和发展中介语，向目标语靠拢。