Penalized proportion estimation for non parametric mixture of regressions

Abstract

In 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.     

An evaluation of the performance of kernel estimators for graduating mortality data

In the graduation of the age-specific mortality pattern, recent emphasis has been placed on the use of kernel regression estimators. Three such estimators are the Nadaraya-Watson, Gasser-Muller and kernel weighted local linear estimators. This paper discusses the theoretical background of each estimator and evaluates their accuracy in graduating age-specific mortality using data for France, Japan and Sweden. For comparison, we also fit the Heligman-Pollard model and its nine-parameter variant by Kostaki. The Gasser-Muller estimator is found to be superior to the two other kernel estimators in that it is both more stable and not influenced by boundary effects. Furthermore, compared with the two parametrric models, the Gasser-Muller estimator provides a more satisfactory graduation, especially at older adult ages, in terms both of smoothness and of fidelity between the observed and graduated rates.     

论分享价值原则的文化战略学意义--十八届三中全会《决定》的理论解读

在“五位一体”框架中,探讨支撑国家整体发展战略的基本价值原则,乃是当代中国化马克思主义文化战略学的重要课题之一。中共十八届三中全会《决定》强调“让一切劳动、知识、技术、管理、资本的活力竞相迸发”,要做到这一点,在市场之内的初次分配中,必须让“资本-劳动”分享利润,与此相对应的是一种与“平等”等密切相关的“分享”价值原则。《决定》有关“多渠道增加居民财产性收入”“保障农民公平分享土地增值收益”等重大举措,同样是在市场之内贯彻分享价值原则,而以民生为主的社会建设、以公共服务为主的文化事业则是在市场之外推行分享价值原则的主要方式。全面推行分享价值原则,既有利于坚定地推进新型市场化改革,同时也有利于保障平等、促进和谐、拓展自由,对内可以凝聚社会共识,激发国民创造力,对外则有助于在价值制高点上展现社会主义中国的文化魅力和感召力。     

Models for estimating discount rates for long-term health risks using labor market data

This article utilizes evidence from job choices involving fatality risks to estimate individual discount rates for adverse health outcomes. The study compares the results from five distinct models for estimating discount rates from labor market data. The estimated discount rates range from 1% to 14% with confidence intervals that usually include financial market rates for the same period. This result, and consistent findings of significant compensating differentials for fatality risk, provide strong support for life-cycle models of individual rationality in the choice of job risks. Discounted value-of-life estimates are also developed and compared to the crosssection estimates that are more prevalent in the literature.     

Uniform in Bandwidth Estimation of Integral Functionals of the Density Function

Abstract. We apply recent results on local U‐statistics to obtain uniform in bandwidth consistency and central limit theorems for some commonly used estimators of integral functionals of density functions.     

Estimating the Upper Support Point in Deconvolution

Abstract.  We consider estimation of the upper boundary point F ⁻¹ (1) of a distribution function F with finite upper boundary or 'frontier' in deconvolution problems, primarily focusing on deconvolution models where the noise density is decreasing on the positive halfline. Our estimates are based on the (non-parametric) maximum likelihood estimator (MLE) of F . We show that (1) is asymptotically never too small. If the convolution kernel has bounded support the estimator (1) can generally be expected to be consistent. In this case, we establish a relation between the extreme value index of F and the rate of convergence of (1) to the upper support point for the 'boxcar' deconvolution model. If the convolution density has unbounded support, (1) can be expected to overestimate the upper support point. We define consistent estimators , for appropriately chosen vanishing sequences ( β _n ) and study these in a particular case.     

A Semi-parametric Regression Model with Errors in Variables

Abstract.  In this paper, we consider a partial linear regression model with measurement errors in possibly all the variables. We use a method of moments and deconvolution to construct a new class of parametric estimators together with a non-parametric kernel estimator. Strong convergence, optimal rate of weak convergence and asymptotic normality of the estimators are investigated.     

New techniques in small area population estimates by demographic characteristics

The increasing demand for small area population estimates calls for both innovative ways of using existing data and new techniques suitable for small area estimates. This paper explores the methods for population estimates by age, sex, race, and Hispanic origin at the census tract level for Multnomah County, Oregon. New techniques include employing building permits to indirectly estimate migration and examining the changes in age/sex structure using the American Community Survey (ACS). A practical method for bridging the race categories is also developed. Finally, the paper discusses some reflections on small area estimates and the potentials of using ACS to track the changes of the demographic characteristics for the sub-county level.     

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。     

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。