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1.
建立了S油田勘探、开发、炼化、机械、公用工程等多个部门和全局的非线性多级目标优化规划模型,应用关联分析、改进灰色预测、回归分析求取规划模型的约束方程并线性化;编制了相应的计算软件,使之快速预测和优化油田各部门“九五”各年的投资和产值;并将优化结果与油田过去或计划值加以对比,给油田规划决策带来一定的参考。 相似文献
2.
Byung-Joo Lee 《Econometric Reviews》1995,14(1):65-74
This paper studies the estimation of seemingly unrelated regressions (SUR) of singular equation systems with an autoregressive error process (AR(p)) for each equation.Parameter estimates of the autoregressive singular equation system are not generally invariant to the equation deleted. Under the model specification restriction on the autoregressive parameters, the invariance property is preserved, and this paper shows that a single equation generalized least squares (GLS) estimation for a general autoregressive error process is equivalent to the SURGLS estimation of the AR(p) singular equation system. 相似文献
3.
Sangun Park 《Statistical Papers》2005,46(2):293-301
This article gives a simple result for the expression of the Fisher information in order statistics. This result enables us
to calculate easily the Fisher information in any set of order statistics whose details have been known to be messy and complicated.
We consider here its application in the optimal spacing problem where the exact Fisher information in order statistics has
been approximated with the asymptotic information or the reciprocal of the variance of a suitable estimator.
This work was supported by Korea Research Foundation Grant(KRF-2000-015-DP0056) 相似文献
4.
Gianfranco Lovison 《Statistical Papers》2005,46(4):555-574
The identity of the Rao score and PearsonX
2 statistics is well known in the areas where the latter was first introduced: goodness-of-fit in contingency tables and binary
responses. We show in this paper that the same identity holds when the two statistics are used for testing goodness-of-fit
of Generalized Linear Models. We also highlight the connections that exist between the two statistics when they are used for
the comparison of nested models. Finally, we discuss some merits of these unifying results.
Work financially supported by cofin. MIUR grants 2000 and 2002. 相似文献
5.
采用CT—图像分析法,在尸体研究的基础上,对50例中国男性样本(18~23岁)进行了全身CT横断层扫描、影像分析和测算,获得了样本各环节的长度和体积等惯性数据。进而确定了中国男性青年人体体积的分布,并据此建立了以身高、体重为自变量的直接计算中国青年人体各环节体积的二元回归方程。 相似文献
6.
Michael Kohler 《AStA Advances in Statistical Analysis》2008,92(2):153-178
American options in discrete time can be priced by solving optimal stopping problems. This can be done by computing so-called
continuation values, which we represent as regression functions defined recursively by using the continuation values of the
next time step. We use Monte Carlo to generate data, and then we apply smoothing spline regression estimates to estimate the
continuation values from these data. All parameters of the estimate are chosen data dependent. We present results concerning
consistency and the estimates’ rate of convergence. 相似文献
7.
8.
文章采用2012年中国劳动力动态调查数据,利用基于 RIF 回归的分解方法分析性别工资差异,并对各收入分位数上的性别歧视程度进行估量和分解。研究发现:随着收入分位数的提高,特征效应对性别收入差距解释的比重逐渐提高;系数效应带来的性别歧视对性别收入差距解释的比重不断下降,但系数效应依然是造成劳动力性别收入差距的主要原因。教育在消减性别收入差距上的作用减弱,而职业资格、掌握技能耗时、职业性别隔离和签订劳动合同等变量则有助于缩小性别收入差距。 相似文献
9.
《Journal of Statistical Computation and Simulation》2012,82(11):863-879
The finite sample performance of a number of tests for symmetry of the distribution of the errors of a linear model is considered. The first family of tests is based on the discrepancy between two regression fits. The first fit is appropriate under symmetric errors while the second is appropriate for skewed as well as symmetric error distributions. The second family of procedures consists of tests for the univariate symmetry problem. Thus, in the linear model setting these tests are based on residuals. An extensive empirical study of the finite sample, null behavior of the tests is presented. The results of a power comparison among the tests is also discussed. 相似文献
10.
《Journal of Statistical Computation and Simulation》2012,82(2-3):91-104
The coverage rate of the original data by the prediction interval in simple linear regression is obtained by computer simulation. The results show that for small sample size, the coverage rate is higher than the assigned prediction coverage rate (confidence level). The two coverage rates begin to converge when the sample size is larger than 50 and the convergence rate depends very little on the distribution of the independent variable. Also, theoretical results on the asymptotic coverage rate and on the absolute minimum bounds are obtained 相似文献