On the distribution of a second degree polynomial statistic in singular normal var1aies

This note provides an alternative proof of a basic theorem on the distribution of a second degree polynomial statistic in noncentral singular normal variates originally proven by Rayner and Livingstone (1965)     

关于正定复矩阵的若干结论

本文讨论了正定复矩阵Schur补的性质,应用子(矩阵)结构讨论了正定复矩阵,给出了一类正定复矩阵判别法,以及两个正定矩阵的Kronecker积与Hadamard积的复正定性。     

Supersaturated designs with high searching probability

A supersaturated design is essentially a fractional factorial design whose number of experimental variables is greater than or equal to its number of experimental runs. Under the effect sparsity assumption, a supersaturated design can be very cost-effective. In this paper, our prime objective is to compare the existing two-level supersaturated designs for the noisy case through the probability of correct searching—a powerful criterion proposed by Shirakura et al. [1996. Searching probabilities for nonzeroeffects in search designs for the noisy case. Ann. Statist. 24, 2560–2568]. An algorithm is proposed to construct supersaturated designs with high probability of correct searching. Examples are given for illustration.     

Kernel estimation of regression function gradient

Abstract

This paper is focused on kernel estimation of the gradient of a multivariate regression function. Despite the importance of this topic, the progress in this area is rather slow. Our aim is to construct a gradient estimator using the idea of local linear estimator for a regression function. The quality of this estimator is expressed in terms of the Mean Integrated Square Error. We focus on a choice of bandwidth matrix. Further, we present some data-driven methods for its choice and develop a new approach. The performance of presented methods is illustrated using a simulation study and real data example.     

Maximum likelihood parameter estimation in the three-parameter gamma distribution with the use of Mathematica

The number of solutions of the system of the log-likelihood equations for the three-parameter case is still an open problem. Several methods have been developed for finding the solutions. In this article we present a program in Mathematica that can find all the solutions of the system of equations. Furthermore, we examine the case where the global maximum appears at the boundary of the domain of the log-likelihood function and we prove that any consistent estimators appear at the interior with probability tending to one.     

Noise subspace approach for frequency estimation of two-dimensional harmonics in zero-mean multiplicative and additive noise

In this paper, a noise subspace (NS) method is proposed for estimating frequencies of two-dimensional harmonics in the presence of zero-mean multiplicative and additive noise. The proposed method is based on a special structured data matrix, the singular vectors of the matrix and a special basis of the NS which is generated by some of these vectors. It is observed that the estimators are consistent and work quite well in terms of biases and mean square errors. It is also observed that the method can be used to estimate accurately the frequencies of the evanescent component of texture.     

On estimating parameters of a progressively censored lognormal distribution

We consider the problem of making statistical inference on unknown parameters of a lognormal distribution under the assumption that samples are progressively censored. The maximum likelihood estimates (MLEs) are obtained by using the expectation-maximization algorithm. The observed and expected Fisher information matrices are provided as well. Approximate MLEs of unknown parameters are also obtained. Bayes and generalized estimates are derived under squared error loss function. We compute these estimates using Lindley's method as well as importance sampling method. Highest posterior density interval and asymptotic interval estimates are constructed for unknown parameters. A simulation study is conducted to compare proposed estimates. Further, a data set is analysed for illustrative purposes. Finally, optimal progressive censoring plans are discussed under different optimality criteria and results are presented.     

市场营销领域中若干问题的研究

市场营销作为一门科学,已有百余年的时间,但市场营销学中的不少营销概念至今没有定论,不少营销问题至今未能澄清,以至造成混乱和误解,文章对营销教学研究过程中经常容易混淆的概念、观念、理论等方面的问题进行了辨析。     

Statistical Corrections of Invalid Correlation Matrices

Suppose estimates are available for correlations between pairs of variables but that the matrix of correlation estimates is not positive definite. In various applications, having a valid correlation matrix is important in connection with follow‐up analyses that might, for example, involve sampling from a valid distribution. We present new methods for adjusting the initial estimates to form a proper, that is, nonnegative definite, correlation matrix. These are based on constructing certain pseudo‐likelihood functions, formed by multiplying together exact or approximate likelihood contributions associated with the individual correlations. Such pseudo‐likelihoods may then be maximized over the range of proper correlation matrices. They may also be utilized to form pseudo‐posterior distributions for the unknown correlation matrix, by factoring in relevant prior information for the separate correlations. We illustrate our methods on two examples from a financial time series and genomic pathway analysis.